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# Entanglement transformation at absorbing and amplifying four-port devices
## I Introduction
Quantum communication schemes widely use dielectric four-port devices as basic elements for constructing optical quantum channels. A typical example of such a device is a beam splitter as a basic element not only for classical interference experiments but also for implementing quantum interferences. Another example is an optical fiber, which can be regarded as a dielectric four-port device that essentially realizes transmission of light over longer distances.
Dielectric matter is commonly described in terms of the (spatially varying) permittivity as a complex function of frequency, whose real and imaginary parts are related to each other by the KramersโKronig relations. Since the appearance of the imaginary part (responsible for absorption and/or amplification) is unavoidably associated with additional noise, dielectric devices are typical examples of noisy quantum channels. Using them for generating or processing entangled quantum states of light, e.g., in quantum teleportation or quantum cryptography, the question of quantum decoherence arises.
In order to study the problem, quantization of the electromagnetic field in the presence of dielectric media is needed. For absorbing bulk material, a consistent formalism is given in , using the Hopfield model of a dielectric . A method of direct quantization of Maxwellโs equations with a phenomenologically introduced permittivity is given in . It replaces the familiar mode decomposition of the electromagnetic field with a source-quantity representation, expressing the field in terms of the classical Green function and the fundamental variables of the composed system. The method has the benefit of being independent of microscopic models of the medium and can be extended to arbitrary inhomogeneous dielectrics . All relevant information about the medium are contained in the permittivity (and the resulting Green function), and quantization is performed by the association of bosonic quantum excitations with the fundamental variables.
Quantization of the phenomenological Maxwell field is especially well suited for deriving the input-output relations of the field on the basis of the really observed transmission and absorption coefficients. In particular, there is no need to introduce artificial replacement schemes. Applications to low-order correlations in two-photon interference effects have been given .
The formalism has also been extended to amplifying media . The resulting inputโoutput relations for amplifying beam splitters have been used to compute first- and second-order moments of photo counts and normally ordered Poynting vectors . Further, propagation of squeezed radiation through amplifying or absorbing multiport devices has been considered .
For the study of entanglement, however, knowledge of some moments and correlations is not enough. In particular, to answer the question as to whether or not a bipartite quantum state is separable and to calculate the degree of entanglement of a nonseparable state, the complete information on the state is required in general.
Recently we have presented closed formulas for calculating the output quantum state from the input quantum state , using the inputโoutput relations for the field at an absorbing four-port device of given complex refractive-index profile. In this paper we apply these results to study the entanglement properties influenced by propagation in real dielectrics and extend the theory also to amplifying four-port devices. Enlarging the system by introducing appropriately chosen auxiliary degrees of freedom, we first construct the unitary transformation in the enlarged Hilbert space. Taking the trace with regard to the auxiliary variables, we then obtain the sought formulas for the transformation of arbitrary input quantum states. Finally, we discuss some applications, with special emphasis on the dependence of entanglement on absorption and amplification.
The paper is organized as follows. In Sec. II the basic equations are reviewed and the general transformation formulas are derived. Examples of possible applications are discussed in Sec. III, and some conclusions are given in Sec. IV.
## II Quantum state transformations
### A Basic equations
Let us briefly review some basic formulas needed for the following calculations. For simplicity, we restrict ourselves to a quasi-one-dimensional scheme (Fig. 1). The action of the dielectric device on the incoming radiation is described by means of the characteristic $`2`$ $`\times `$ $`2`$ transformation and absorption matrices $`๐(\omega )`$ and $`๐(\omega )`$ respectively, which are derived in on the basis of the quantization scheme in . They are given in terms of the complex refractive-index profile $`n(x,\omega )`$ of the device. Let $`\widehat{a}_i(\omega )`$ and $`\widehat{b}_i(\omega )`$, $`i`$ $`=`$ $`1,2`$, be the amplitude operators of the incoming and outgoing damped waves at frequency $`\omega `$. Taking their spatial arguments at the boundary of the device, we may regard them as being effectively bosonic operators . Further, let $`\widehat{g}_i(\omega )`$ be the bosonic operators of the device excitations, which play the role of operator noise forces associated with absorption or amplification. Introducing the two-vector notation $`\widehat{๐}(\omega )`$, $`\widehat{๐}(\omega )`$ and $`\widehat{๐ }(\omega )`$, for the field and device operators respectively, we may write the input-output relation for radiation at an absorbing or amplifying device in the compact form
$$\widehat{๐}(\omega )=๐(\omega )\widehat{๐}(\omega )+๐(\omega )\widehat{๐}(\omega ),$$
(1)
where the transformation and absorption matrices satisfy the relation
$$๐(\omega )๐^+(\omega )+\sigma ๐(\omega )๐^+(\omega )=๐,$$
(2)
and $`\sigma `$ $`=`$ $`+1`$, $`\widehat{๐}(\omega )`$ $`=`$ $`\widehat{๐ }(\omega )`$ for absorbing devices and $`\sigma `$ $`=`$ $`1`$, $`\widehat{๐}(\omega )`$ $`=`$ $`\widehat{๐ }^{}(\omega )`$ for amplifying devices. The above given equations are valid for any chosen frequency. Knowing the amplitude operators as functions of frequency, the full-field operators can be constructed by appropriate integration over the frequency in a straightforward way .
### B Unitary operator transformations
The operator input-output relation (1) contains all the information necessary to transform an arbitrary function of the input-field operators into the corresponding function of the output-field operators. In particular, it enables one to express arbitrary moments and correlations of the outgoing field in terms of those of the incoming field and the device excitations, and hence all knowable information about the quantum state of the outgoing field can be obtained. Commonly, quantum states are expressed in terms of density matrices or phase-space functions โ representations that are more suited to study a quantum state as a whole.
In order to calculate the density operator of the outgoing field for both absorbing and amplifying devices, we follow the line given in for absorbing devices. We first define the four-vector operators
$$\widehat{๐ถ}(\omega )=\left(\begin{array}{c}\widehat{๐}(\omega )\\ \widehat{๐}(\omega )\end{array}\right),\widehat{๐ท}(\omega )=\left(\begin{array}{c}\widehat{๐}(\omega )\\ \widehat{๐}(\omega )\end{array}\right),$$
(3)
where $`\widehat{๐}(\omega )`$ $`=`$ $`\widehat{๐ก}(\omega )`$ for an absorbing device, and $`\widehat{๐}(\omega )`$ $`=`$ $`\widehat{๐ก}^{}(\omega )`$ for an amplifying device, with $`\widehat{๐ก}(\omega )`$ being some auxiliary bosonic (two-vector) operator. The input-output relation (2) can then be extended to the four-dimensional transformation
$$\widehat{๐ท}(\omega )=๐ฒ(\omega )\widehat{๐ถ}(\omega )$$
(4)
with
$$๐ฒ(\omega )๐ฑ๐ฒ^+(\omega )=๐ฑ,๐ฑ=\left(\begin{array}{cc}๐& \mathrm{๐}\\ \mathrm{๐}& \sigma ๐\end{array}\right).$$
(5)
Hence, $`๐ฒ(\omega )`$ $``$ SU($`4`$) for absorbing devices , and $`๐ฒ(\omega )`$ $``$ SU($`2,2`$) for amplifying devices (if an overall phase factor is included in the input operators). Note, that lossless devices, where $`๐(\omega )`$ $``$ $`\mathrm{๐}`$, can be described by SU($`2`$) group transformations . Since the group SU($`4`$) is compact, while SU($`2,2`$) is noncompact, qualitatively different properties of the state transformations are expected to occur in these two cases. Introducing the (commuting) positive Hermitian matrices
$$๐(\omega )=\sqrt{๐(\omega )๐^+(\omega )},๐(\omega )=\sqrt{๐(\omega )๐^+(\omega )},$$
(6)
which, by Eq. (2), obey the relation $`๐^2(\omega )`$ $`+`$ $`\sigma ๐^2(\omega )`$ $`=`$ $`๐`$, it is not difficult to generalize the matrix $`๐ฒ(\omega )`$ in to
$$๐ฒ(\omega )=\left(\begin{array}{cc}๐(\omega )& ๐(\omega )\\ \sigma ๐(\omega )๐^1(\omega )๐(\omega )& ๐(\omega )๐^1(\omega )๐(\omega )\end{array}\right).$$
(7)
Both the SU($`4`$) and SU($`2,2`$) group elements can be written in exponential form
$$๐ฒ(\omega )=\mathrm{e}^{i๐ฝ(\omega )},๐ฝ^+(\omega )=๐ฑ๐ฝ(\omega )๐ฑ,$$
(8)
and a unitary operator transformation
$$\widehat{๐ท}(\omega )=\widehat{U}^{}\widehat{๐ถ}(\omega )\widehat{U}$$
(9)
can be constructed, where
$$\widehat{U}=\mathrm{exp}\left\{i_0^{\mathrm{}}๐\omega \left[\widehat{๐ถ}^{}(\omega )\right]^T๐ฑ๐ฝ(\omega )\widehat{๐ถ}(\omega )\right\}.$$
(10)
Note that the unitarity of $`\widehat{U}`$ follows directly from Eq. (8).
Let the density operator of the input quantum state be a functional of $`\widehat{๐ถ}(\omega )`$ and $`\widehat{๐ถ}^{}(\omega )`$, $`\widehat{\varrho }_{\mathrm{in}}`$ $`=`$ $`\widehat{\varrho }_{\mathrm{in}}[\widehat{๐ถ}(\omega ),\widehat{๐ถ}^{}(\omega )]`$. The density operator of the quantum state of the outgoing fields can then be given by
$`\widehat{\varrho }_{\mathrm{out}}^{(F)}=\mathrm{Tr}^{(D)}\left\{\widehat{U}\widehat{\varrho }_{\mathrm{in}}\widehat{U}^{}\right\}`$ (12)
$`=\mathrm{Tr}^{(D)}\left\{\widehat{\varrho }_{\mathrm{in}}[๐ฑ๐ฒ^+(\omega )๐ฑ\widehat{๐ถ}(\omega ),๐ฑ๐ฒ^T(\omega )๐ฑ\widehat{๐ถ}^{}(\omega )]\right\},`$
where $`\mathrm{Tr}^{(D)}`$ means trace with respect to the device variables. It should be pointed out that $`\widehat{\varrho }_{\mathrm{out}}^{(F)}`$ in Eq. (12) does not depend on the auxiliary variables introduced in Eq. (4). The SU(4)-group transformation preserves operator ordering and thus for absorbing devices, the $`s`$-parametrized phase-space functions transform as
$$P_{\mathrm{out}}[๐ถ(\omega );s]=P_{\mathrm{in}}[๐ฒ^+(\omega )๐ถ(\omega );s].$$
(13)
Since the SU(2,2)-group transformation mixes creation and annihilation operators, an equation of the type (13) is not valid for amplifying devices in general. An exception is the Wigner function that corresponds to symmetrical ordering ($`s`$ $`=`$ $`0`$):
$$W_{\mathrm{out}}\left[๐ถ(\omega )\right]=W_{\mathrm{in}}[๐ฑ๐ฒ^+(\omega )๐ฑ๐ถ(\omega )].$$
(14)
For amplifying devices, the calculation of the output state is rather involved in general. Formulas for Fock-state transformation are given in the Appendix.
## III Applications
As already mentioned, the input-output relation (1) enables one to calculate arbitrary moments and correlations of the outgoing field. It is worth noting that there is no need to introduce fictitious beam splitters for modeling the losses. The transmittance and absorption matrices in Eq. (1) automatically take account of the losses, because they are calculated from Maxwellโs equations with complex permittivity. To give an example, we compute in Sec. III A the visibility of interference fringes in photon-number detection in a Mach-Zehnder interferometer with lossy beam splitters.
The input-output relation (12) can advantageously be used when knowledge of the transformed quantum state as a whole is required. This is typically the case in quantum communication, which is essentially based on entangled quantum states. For quantification of entanglement โ a quantum-coherence property that sensitively responds to losses โ information about the full quantum state is needed in general. The entanglement measure we use is the quantum relative entropy (the quantum analog of the classical KullbackโLeibler entropy) defined by
$$E(\widehat{\sigma })=\underset{\widehat{\rho }๐ฎ}{\mathrm{min}}\mathrm{Tr}\left[\widehat{\sigma }\left(\mathrm{ln}\widehat{\sigma }\mathrm{ln}\widehat{\rho }\right)\right],$$
(15)
with $`\widehat{\sigma }`$ and $`๐ฎ`$ being, respectively, the bipartite quantum state under study and the set of all separable quantum states. We stress here that the relative entropy is indeed a โgoodโ entanglement measure, because it satisfies the necessary conditions that should be required of such a measure . Note that any proper entanglement measure satisfying them would do (the Bures metric being another typical example).
In Sec. III B we study the entanglement produced at a realistic beam splitter by initially uncorrelated photons, and in Sec. III C we analyze the degradation of entanglement during propagation through lossy media, with special emphasis on Bell-type states. Effects associated with amplification are addressed in Sec. III D.
### A Visibility of interference fringes
To give an example of application of the input-output relations (1), we consider the visibility of interference fringes in a MachโZehnder interferometer in Fig. 2. A single photon is fed into one input port, the other input port being unused. The quantity we are interested in is the visibility
$$V_k=\frac{\widehat{n}_k_{\mathrm{max}}\widehat{n}_k_{\mathrm{min}}}{\widehat{n}_k_{\mathrm{max}}+\widehat{n}_k_{\mathrm{min}}},$$
(16)
where $`\widehat{n}_k_{\mathrm{max}}`$ ($`\widehat{n}_k_{\mathrm{min}}`$) is the maximum (minimum) value of the mean photon number in the $`k`$th output channel ($`k`$ $`=`$ $`1,2`$).
In order to model the losses in the interferometer arms (e.g., nonperfect mirrors or dissipation processes in optical fibers connecting the beam splitters BS1 and BS2), in a fictitious (nonabsorbing) beam splitter is inserted into each branch of the interferometer. In practice, however, the beam splitters BS1 and BS2 are also expected to give rise to some losses. Whereas the losses arising from the beam splitter BS1 may be thought of as being included in the replacement scheme considered in , inclusion in the calculation of the losses arising from the beam splitter BS1 would require that two additional fictitious beam splitters were inserted between the beam splitter BS2 and the detectors. Altogether, a replacement scheme with four fictitious beam splitters at least must be considered in order to model all the losses.
Application of the input-output relations (1) shows that there is no need for such an involved replacement scheme. Instead, the proper transmittance and reflection coefficients of the beam splitters and mirrors (or fibers) can be used to obtain the correct physics, including the losses. Applying the input-output relations (1) successively to the beam splitter BS2, the lossy branches, and the beam splitter BS1 and assuming the devices are in the vacuum state, so that the overall input state is $`|\psi _{\mathrm{in}}`$ $`=`$ $`|1,0,0,0`$, it is not difficult to show that
$`\widehat{n}_1`$ $`=`$ $`|R_1|^2|T_3|^2|R_2|^2+|T_1|^2|T_4|^2|T_2|^2`$ (18)
$`+2|R_1||R_2||T_1||T_2||T_3||T_4|\mathrm{cos}\mathrm{\Theta }_1,`$
$`\widehat{n}_2`$ $`=`$ $`|R_1|^2|T_3|^2|T_2|^2+|R_2|^2|T_4|^2|T_1|^2`$ (20)
$`+2|R_1||R_2||T_1||T_2||T_3||T_4|\mathrm{cos}\mathrm{\Theta }_2,`$
where $`\mathrm{\Theta }_1`$ $`=`$ $`\mathrm{\Theta }`$ $`+`$ $`\phi _{R_1}`$ $``$ $`\phi _{T_1}`$ $`+`$ $`\phi _{R_2}`$ $``$ $`\phi _{T_2}`$ $`+`$ $`\phi _{T_3}`$ $``$ $`\phi _{T_4}`$ and $`\mathrm{\Theta }_2`$ $`=`$ $`\mathrm{\Theta }`$ $`+`$ $`\phi _{R_1}`$ $``$ $`\phi _{T_1}`$ $``$ $`\phi _{R_2}`$ $`+`$ $`\phi _{T_2}`$ $`+`$ $`\phi _{T_3}`$ $``$ $`\phi _{T_4}`$. Here and in the following, the notation $`(T_l)_{11}`$ $`=`$ $`(T_l)_{22}`$ $``$ $`R_l`$ $`=`$ $`|R_l|e^{i\phi _{R_l}}`$ and $`(T_l)_{12}`$ $`=`$ $`(T_l)_{21}`$ $``$ $`T_l`$ $`=`$ $`|T_l|e^{i\phi _{T_l}}`$ for the elements of the transmittance matrix $`๐ป`$<sub>l</sub> of the $`l`$th four-port device is used \[$`l`$ $`=`$ $`1,2`$, beam splitters BS1 and BS2; $`l`$ $`=`$ $`3,4`$, upper (3) and lower (4) branch of the interferometer\]. Note that for a lossy device
$$\mathrm{arg}R_l\mathrm{arg}T_l\pi /2$$
(21)
in general. Combining Eqs. (16) โ (20), we easily derive
$`V_1`$ $`=`$ $`2\left({\displaystyle \frac{|R_1||T_3||R_2|}{|T_1||T_4||T_2|}}+{\displaystyle \frac{|T_1||T_4||T_2|}{|R_1||T_3||R_2|}}\right)^1,`$ (22)
$`V_2`$ $`=`$ $`2\left({\displaystyle \frac{|R_1||T_3||T_2|}{|R_2||T_1||T_4|}}+{\displaystyle \frac{|R_2||T_1||T_4|}{|R_1||T_3||T_2|}}\right)^1.`$ (23)
It is worth noting that Eqs. (22) and (23) are valid for the really observed reflection and transmission coefficients $`R_k`$ and $`T_k`$, respectively, with
$$|R_k|^2+|T_k|^21.$$
(24)
The equality sign would be realized for nonabsorbing devices.
Comparing with the formulas for the visibilities derived in , we observe that they look like Eqs. (22) and (23). However, this resemblance is only formal. In fact, all the reflection and transmission coefficients (including the phases) introduced in satisfy the relations valid for nonabsorbing devices and therefore differ from the measured reflection and transmission coefficients that in a real experiment determine the fringe visibilities. Even if additional fictitious beam splitters were included in the model in , there would be no unique relation between auxiliary and actual parameters in general.
### B Photon entanglement at a beam splitter
Superimposing two nonclassically excited modes by a lossless beam splitter, one can generate entangled states with interesting properties . Two of the simplest examples are as follows. Having a single-photon Fock state in one input channel of a 50%-50% beam splitter, i.e., $`|T|^2`$ $`=`$ $`|R|^2`$ $`=`$ $`1/2`$, whereas the other input channel is unused, the output state is a superposition of states with the photon in one of the output channels. If each of the two incoming modes is prepared in a single-photon Fock state, then the output state is a superposition of states with two photons in one output channel. In either case, the output state is a superposition of two states and the maximum entanglement of $`\mathrm{ln}2`$ (which corresponds to $`1`$ bit) is realized. Note that for pure states the entanglement measure (15) reduces to the von Neumann entropy of one subsystem. When $`|T|^2`$ $``$ $`|R|^2`$ then the output state in the latter case is a superposition of three states, because each outgoing mode can now contain either zero, one, or two photons. The maximum entanglement of a three-state system is $`\mathrm{ln}3`$, which is realized if $`|T|^2`$ $`=`$ $`1/2`$ $`\times `$ $`(1`$ $`\pm `$ $`1/\sqrt{3})`$ (see Fig. 3). Hence, a non-50%-50% beam splitter can produce stronger entanglement than a 50%-50% beam splitter which suppresses one possible outcome owing to interference. With regard to entanglement, this interference effect is thus destructive.
Let us now raise the question of the amount of entanglement achievable in case of a realistic beam splitter โ a question that may be important for the quality of quantum communication by means of entangled photonic states obtained by available devices. The question can be answered by applying the input-output relation (12) and calculating the output state of the interfering modes obtained by an absorbing beam splitter. To give an example, let us study the entanglement produced by a dielectric plate of permittivity
$$ฯต(\omega )=1+\frac{ฯต_s1}{1(\omega /\omega _0)^22i\gamma \omega /\omega _0^2}$$
(25)
($`ฯต_s`$ $`=`$ $`1.5`$) and thickness $`d`$ $`=`$ $`2c/\omega _0`$ for the case where either one or each of the two incoming modes is prepared in a single-photon Fock state. The squares of the absolute values of the calculated reflection, transmission, and absorption coefficients as functions of frequency are shown in Fig. 4 for $`\gamma `$ $`=`$ $`0.001`$. When the device is not excited, then the overall input state is either $`|1,0,0,0`$ or $`|1,1,0,0`$ for the two cases under consideration. The resulting mixed states of the outgoing modes are calculated in . Here, we have calculated the amount of entanglement of the states using the definition (15).
Results are plotted in Figs. 5 and 6 for $`\gamma `$ $`=`$ $`0.001`$, and in Fig. 7 for $`\gamma `$ $`=`$ $`0.01`$. For comparison, the figures also show the mutual information $`I_c`$ $`=`$ $`S_1`$ $`+`$ $`S_2`$ $``$ $`S_{12}`$, where $`S_1`$ and $`S_2`$ are the von Neumann entropies of the outgoing modes $`1`$ and $`2`$, respectively, and $`S_{12}`$ is the entropy of the composite two-mode system. Obviously, the mutual information may be regarded as a measure of the total amount of correlation contained in the states. In regions where the absorption is sufficiently weak, the output state is almost pure, and thus $`S_{12}`$ $``$ $`0`$ and $`E(\widehat{\sigma })`$ $``$ $`S_i`$. Hence, the two curves in Figs. 5 and 6 differ there only by a factor approximately equal to two. With increasing absorption the two curves cannot be related to each other by simple scaling, as it can be seen from Fig. 7. In particular, the maximally achievable amount of entanglement of about $`0.4`$ is much less than $`\mathrm{ln}2`$ achievable with a lossless device.
From Figs. 5 and 6 strong reduction of entanglement is observed in the resonance region. Here reflection and absorption are strongest, so that the two modes are only weakly mixed and absorption prevents the device from creating quantum coherence. As expected, substantial entanglement is observed in regions where the absorption is weak and $`|T|^2`$ and $`|R|^2`$ nearly satisfy the condition of maximum entanglement. In Fig. 5 this is the case for $`\omega /\omega _0`$ $``$ $`1.25`$ where the value of entanglement becomes close to the maximally achievable value of $`\mathrm{ln}2`$. In Fig. 6 the value of entanglement becomes close to the maximally achievable value of $`\mathrm{ln}3`$ at $`\omega /\omega _0`$ $``$ $`1.18`$ and $`\omega /\omega _0`$ $``$ $`1.33`$. The relative minimum in Fig. 6 at $`\omega /\omega _0`$ $``$ $`1.25`$ indicates the effect of destructive interference mentioned above.
The results show that entanglement sensitively depends on the optical properties of the material used for manufacturing the optical device. They demonstrate the importance of optimizing the frequency regime of quantum communication schemes with given devices.
### C Entangled-state transmission through a lossy channel
#### 1 Bell-type basis states $`|\mathrm{\Psi }_n^\pm `$
Let us now turn to the question of entanglement degradation during the propagation through dielectric matter such as an optical fiber. For this purpose, we consider two modes each of which propagates through a dielectric medium of complex permittivity. Assuming the incoming modes are prepared in a maximally entangled Bell-type state
$$|\mathrm{\Psi }_n^\pm =\frac{1}{\sqrt{2}}\left(|0n\pm |n0\right),$$
(26)
we apply Eq. (12) and calculate the quantum state of the two outgoing modes. After some algebra we derive
$`\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})}`$ $`=`$ $`{\displaystyle \frac{1}{2}}[{\displaystyle \underset{k=0}{\overset{n1}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{n}{k}}\right)|T_1|^{2k}(1|T_1|^2)^{nk}|k0k0|`$ (29)
$`+{\displaystyle \underset{k=0}{\overset{n1}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{n}{k}}\right)|T_2|^{2k}(1|T_2|^2)^{nk}|0k0k|]`$
$`+\frac{1}{2}(|T_1|^{2n}+|T_2|^{2n})|\mathrm{\Psi }_n^{}{}_{}{}^{\pm }\mathrm{\Psi }_n^{}{}_{}{}^{\pm }|,`$
where
$$|\mathrm{\Psi }_n^{}{}_{}{}^{\pm }=(|T_1|^{2n}+|T_2|^{2n})^{1/2}(T_1^n|n0\pm T_2^n|0n).$$
(30)
Note that when setting $`n`$ $`=`$ $`1`$, the transformation of the ordinary Bell basis states $`|\mathrm{\Psi }^\pm `$ $``$ $`|\mathrm{\Psi }_1^\pm `$ are obtained. In what follows we assume that the transmission coefficients $`T_k`$ ($`k`$ $`=`$ $`1,2`$) are given by
$$T_k=T_k(\omega )=\mathrm{e}^{in_k(\omega )\omega l_k/c},$$
(31)
with $`n_k(\omega )`$ $`=`$ $`\sqrt{ฯต_k(\omega )}`$ $`=`$ $`\eta _k(\omega )+i\kappa _k(\omega )`$ and $`l_k`$ being the complex refractive indexes of the media and the propagation lengths, respectively. According to the LambertโBeer law, $`|T_k|`$ decreases exponentially with the length of propagation: $`|T_k|`$ $`=`$ $`\mathrm{exp}(l_k/L_k)`$, $`L_k`$ $`=`$ $`c/(\omega \kappa _k)`$. In special cases when one mode propagates through vacuum, $`n(\omega )`$ $`=`$ $`1`$, the corresponding transmission coefficient, by Eq. (31), is just a phase factor.
For a first insight into the behavior of the transmitted quantum state it may be instructive to look at the overlap of the output state with the input state, which is
$$\mathrm{\Psi }_n^\pm |\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})}|\mathrm{\Psi }_n^\pm =\frac{1}{4}\left(|T_1|^{2n}+|T_2|^{2n}+T_1^nT_2^n+T_1^nT_2^n\right).$$
(32)
We see that the characteristic length of degradation of the overlap (fidelity) is not given by $`L_k`$ but by the shorter length $`L_k/(2n)`$. Hence, the overlap rapidly approaches zero with increasing number of photons even for weak damping of the intensity or related (classical) quantities.
As already mentioned, a proper measure of entanglement is the quantum relative entropy defined by Eq. (15). In order to estimate an upper bound, we employ the convexity property
$$E[\lambda \widehat{\sigma }_1+(1\lambda )\widehat{\sigma }_2]\lambda E(\widehat{\sigma }_1)+(1\lambda )E(\widehat{\sigma }_2).$$
(33)
From Eq. (29) it is seen that $`\widehat{\varrho }_{\mathrm{out}}^{(F)}`$ has the form
$$\widehat{\varrho }_{\mathrm{out}}^{(F)}=\lambda \widehat{\sigma }_1+(1\lambda )\widehat{\sigma }_2,$$
(34)
where $`\widehat{\sigma }_1`$ is a separable state \[$`E(\widehat{\sigma }_1)`$ $`=`$ $`0`$\] and
$$\widehat{\sigma }_2=|\mathrm{\Psi }_n^{}{}_{}{}^{\pm }\mathrm{\Psi }_n^{}{}_{}{}^{\pm }|$$
(35)
is a pure state, the entanglement of which is simply given by the entropy of one of the two modes. We thus find
$$E(\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})})B,$$
(36)
$`B={\displaystyle \frac{1}{2}}[(|T_1|^{2n}+|T_2|^{2n})\mathrm{ln}(|T_1|^{2n}+|T_2|^{2n})`$ (38)
$`|T_1|^{2n}\mathrm{ln}|T_1|^{2n}|T_2|^{2n}\mathrm{ln}|T_2|^{2n}].`$
In particular when $`T_1`$ $`=`$ $`T_2`$ $`=`$ $`T`$, then
$$E(\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})})|T|^{2n}\mathrm{ln}2=\mathrm{e}^{2nl/L}\mathrm{ln}2,$$
(39)
i.e., the characteristic length of entanglement degradation decreases as $`1/(2n)`$ at least. The result (39) reveals that with an increasing number of photons the quantum interference relevant for entanglement exponentially decreases at least. Such a behavior is typical of quantum decoherence phenomena and is not restricted to Fock states.
It should be mentioned that for a pair of spin-$`\frac{1}{2}`$ parties a decomposition of the density matrix into a separable part and a single pure state is always possible . Moreover, there exists a unique maximal $`\lambda `$ such that the inequality (33) reduces to an equality and thus $`(1`$ $``$ $`\lambda )E(\widehat{\sigma }_2)`$ becomes a measure of entanglement. However, for larger dimensions of the Hilbert space we are left with the general inequality (33).
Examples of entanglement degradation \[calculated on the basis of Eq. (15)\] for singlet states with one photon, $`|\mathrm{\Psi }_1^\pm `$, and two photons, $`|\mathrm{\Psi }_2^\pm `$, are shown in Fig. 8 for the case where the two modes propagate in equal media over equal distances. We observe that for the state $`|\mathrm{\Psi }_2^\pm `$ the upper bound $`\mathrm{e}^{4l/L}\mathrm{ln}2`$ defined by the inequality (39) is a very good approximation to the entanglement at propagation length $`l`$. In contrast, for the state $`|\mathrm{\Psi }_1^\pm `$ the actual values of entanglement are typically smaller than it might be expected from the upper bound $`\mathrm{e}^{2l/L}\mathrm{ln}2`$. Since for $`n`$ $`>`$ $`2`$ the upper bound $`\mathrm{e}^{2nl/L}\mathrm{ln}2`$ is always smaller than the entanglement observed for the state $`|\mathrm{\Psi }_2^\pm `$ (at least for $`0`$ $`<`$ $`l`$ $``$ $`L`$), we leave with the result that the two-photon singlet state $`|\mathrm{\Psi }_2^\pm `$ is the most robust one within the class of states $`|\mathrm{\Psi }_n^\pm `$.
#### 2 Bell-type basis states $`|\mathrm{\Phi }_n^\pm `$
The Bell-type states
$$|\mathrm{\Phi }_n^\pm =\frac{1}{\sqrt{2}}\left(|00\pm |nn\right)$$
(40)
can be obtained from the somewhat more general class of states
$$|\mathrm{\Phi }_n^q=\frac{1}{\sqrt{1+|q|^2}}\left(|00+q|nn\right)$$
(41)
for $`q`$ $`=`$ $`\pm 1`$. Obviously, for $`n`$ $`=`$ $`1`$ and small values of $`q`$ the state $`|\mathrm{\Phi }_n^q`$ approximates a two-mode squeezed vacuum
$$\mathrm{exp}\left[\zeta \left(\widehat{a}_1\widehat{a}_2\widehat{a}_1^{}\widehat{a}_2^{}\right)\right]|00=\sqrt{1|q|^2}\underset{m}{}q^m|mm$$
(42)
($`q`$ $`=`$ $`\mathrm{tanh}\zeta `$, $`\zeta `$ real) used in quantum teleportation with continuous variables . It is not difficult to prove that the entanglement of $`|\mathrm{\Phi }_n^q`$ is
$$E(|\mathrm{\Phi }_n^q\mathrm{\Phi }_n^q|)=\mathrm{ln}(1+|q|^2)\frac{|q|^2}{1+|q|^2}\mathrm{ln}|q|^2,$$
(43)
which for $`|q|`$ $`=`$ $`1`$ attains the maximum value of $`\mathrm{ln}2`$.
Let again consider two modes propagating through dielectric matter and assume that the incoming modes are now prepared in a state $`|\mathrm{\Phi }_n^q`$. We again apply Eq. (12) and calculate the quantum state of two modes. The result reads
$`\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})}={\displaystyle \frac{|q|^2}{1+|q|^2}}[{\displaystyle \underset{k_1,k_2=0}{\overset{n}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{n}{k_1}}\right)\left({\displaystyle \genfrac{}{}{0pt}{}{n}{k_2}}\right)|T_1|^{2k_1}|T_2|^{2k_2}`$ (47)
$`\times \left(1|T_1|^2\right)^{nk_1}\left(1|T_2|^2\right)^{nk_2}|k_1k_2k_1k_2|`$
$`|T_1|^{2n}|T_2|^{2n}|nnnn|]+{\displaystyle \frac{1}{1+|q|^2}}`$
$`\times \left[|00+qT_1^nT_2^n|nn\right]\left[00|+\left(qT_1^nT_2^n\right)^{}nn|\right].`$
Again, from the convexity argument, Eq. (33), an upper bound of the entanglement can be derived
$$B=\frac{1}{1+|q|^2}\left[(1+|q^{}|^2)\mathrm{ln}(1+|q^{}|^2)|q^{}|^2\mathrm{ln}|q^{}|^2\right]$$
(48)
($`q^{}`$ $`=`$ $`qT_1^nT_2^n`$). In particular, for small values of $`q^{}`$ we find by expansion that
$$E(\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})})\frac{|q^{}|^2}{1+|q|^2}\left(1\mathrm{ln}|q^{}|^2\right)+๐ช(|q^{}|^4),$$
(49)
which shows that the entanglement decreases as $`|q^{}|^2`$ $`=`$ $`|q|^2|T_1|^{2n}|T_2|^{2n}`$.
It is also instructive to compare the entanglement degradation of the states $`|\mathrm{\Phi }_n^\pm `$ with that of the states $`|\mathrm{\Psi }_n^\pm `$. Similar to the states $`|\mathrm{\Psi }_n^\pm `$, within the class of states $`|\mathrm{\Phi }_n^\pm `$ the state $`|\mathrm{\Phi }_2^\pm `$ is most robust against entanglement degradation. Obviously, the probability of finding $`n`$ photons in one channel decreases as $`|T_i|^n`$ for the states $`|\mathrm{\Psi }_n^\pm `$ but decreases as $`|T_1T_2|^n`$ for the states $`|\mathrm{\Phi }_n^\pm `$. The entanglement degradation of the states $`|\mathrm{\Psi }_n^\pm `$ is therefore expected to be less than that of the states $`|\mathrm{\Phi }_n^\pm `$. From Eqs. (38) and (48) it follows that ($`|T_1|`$ $`=`$ $`|T_2|`$ $`=`$ $`|T|`$ $``$ $`1`$)
$$\frac{B(|\mathrm{\Phi }^\pm )}{B(|\mathrm{\Psi }^\pm )}\frac{|T|^{2n}\left(1\mathrm{ln}|T|^{4n}\right)}{2\mathrm{ln}2}.$$
(50)
The numerical results (see Fig. 9) indeed show that the states $`|\mathrm{\Psi }_n^\pm `$ are more robust against entanglement degradation that the states $`|\mathrm{\Phi }_n^\pm `$.
#### 3 Medium with EIT characteristics
Media having a electromagnetically induced transparency dispersion characteristics have been of increasing interest . They may offer the possibility of realizing optical quantum gates, because the group velocity reduction is extremely large such that there will be plenty of time to manipulate a quantum state intermediately stored in the medium . The susceptibility of such a medium can be given by
$$\chi (\delta )=\frac{N\gamma _1(i\gamma _0\delta )}{\mathrm{\Omega }^2+\gamma _{}\gamma _0\delta (\mathrm{\Delta }\delta )+i[\delta (\gamma _{}+\gamma _0)+\mathrm{\Delta }\gamma _0]},$$
(51)
with $`\mathrm{\Omega }`$ being the Rabi frequency if the driving field, $`\gamma _{}`$ the transverse relaxation rate of the probe transition, $`\mathrm{\Delta }`$ the one-photon detuning, $`\gamma _1`$ the radiation relaxation rate of the probe transition, $`\gamma _0`$ the decay rate of the ground-state coherence, and $`\delta `$ the two-photon detuning (for details, see).
We have calculated the degradation of entanglement for the case where two modes that are initially prepared in a Bell-type state $`|\mathrm{\Psi }_n^\pm `$, Eq. (26), can propagate through media of that type. Figure 10 shows results obtained for ordinary Bell states $`|\mathrm{\Psi }^\pm `$. In the figure, the two-photon detuning is varied in a small frequency region around some optical frequency $`\omega _0`$. The two-peak structure of the absorption coefficient \[imaginary part of the square root of the susceptibility (51)\] essentially determines the amount of entanglement that can be transmitted. It is seen that the initial entanglement of $`\mathrm{ln}2`$ is (approximately) preserved for zero two-photon detuning, and the degradation of entanglement is almost abrupt for nonzero two-photon detuning. Hence, control of entanglement requires fine tuning.
### D Entanglement transformation at amplifying devices
From Sec. II we know that quantum-state transformation at amplifying four-port devices is connected with SU(2,2) group transformations. For each frequency, the transformation corresponds to the action of a four-mode squeezing operator, where the destruction (creation) operators of the field modes are mixed with the creation (destruction) operators of the device excitations. Tracing with regard to the device variables then yields the (two-mode) output state of the field, as is shown in the Appendix for the case where the (two-mode) input state of the field is a Fock state and the device is in the ground state.
If the input field is prepared in an entangled state, amplification is expected to destroy the entanglement. Although all necessary formulas are available, the calculation of the quantum relative entropy is an effort. The number of the (real) parameters specifying an arbitrary separable density matrix increases dramatically with the dimension of the Hilbert space of the subsystems involved. In fact, it is easy to see that this number is $`[4N^4(N1)+N^41]`$, with $`N`$ being the Hilbert-space dimension of the subsystems (here, both subsystems are assumed to have equal dimensions). Hence, when there is notable amplification, then the number of Fock states to be taken into account for sufficient numerical accuracy drastically increases. In contrast to absorbing media, where the dimension of the Hilbert space of the relevant modes is bounded by the total number of input photons, such a bound does not exist for amplifying media.
Nevertheless, for entangled Gaussian states an upper bound of the gain can be determined such that the amplified system is still not separable. Let us consider, e.g., the two-mode squeezed vacuum (42) and assume that the two modes travel through amplifying devices at zero temperature. The Wigner function of the two-mode squeezed vacuum is a Gaussian
$$W(๐)=\left(4\pi ^2\sqrt{det๐ฝ}\right)^1\mathrm{exp}\left\{\frac{1}{2}๐^T๐ฝ^1๐\right\}.$$
(52)
Here, $`๐`$ is a four-vector whose elements are $`q_1,p_1,q_2,p_2`$, and $`๐ฝ`$ is the $`4\times 4`$ variance matrix
$$๐ฝ=\left(\begin{array}{cc}๐& ๐\\ ๐^T& ๐\end{array}\right).$$
(53)
The variance matrix (53) can be written in the form
$$๐=\left(\begin{array}{cccc}c/2& 0& s/2& 0\\ 0& c/2& 0& s/2\\ s/2& 0& c/2& 0\\ 0& s/2& 0& c/2\end{array}\right)$$
(54)
\[$`c`$ $`=`$ $`\mathrm{cosh}2\zeta `$, $`s`$ $`=`$ $`\mathrm{sinh}2\zeta `$\]. Using the input-output relations (1) for amplifying devices, we can easily transform the input-state variance matrix (54) to obtain the output-state variance matrix
$$๐=\left(\begin{array}{cccc}x& 0& Z_{11}& Z_{12}\\ 0& x& Z_{21}& Z_{22}\\ Z_{11}& Z_{21}& y& 0\\ Z_{12}& Z_{22}& 0& y\end{array}\right),$$
(55)
where
$$x=\frac{1}{2}c|T_1|^2+\frac{1}{2}|R_1|^2+\frac{1}{2}\left(|T_1|^2+|R_1|^21\right),$$
(56)
$$y=\frac{1}{2}c|T_2|^2+\frac{1}{2}|R_2|^2+\frac{1}{2}\left(|T_2|^2+|R_2|^21\right),$$
(57)
$`Z_{11}=Z_{22}`$ $`=`$ $`\frac{1}{2}s\mathrm{Re}\left(T_1T_2\right),`$ (58)
$`Z_{12}=Z_{21}`$ $`=`$ $`\frac{1}{2}s\mathrm{Im}\left(T_1T_2\right).`$ (59)
Let us consider equal devices, so that $`T_1`$ $`=`$ $`T_2`$ $`=T`$ and $`R_1`$ $`=`$ $`R_2`$ $`=R`$. The PeresโHorodecki criterion
$`det๐det๐+\left(\frac{1}{4}|det๐|\right)^2\mathrm{Tr}\left(\mathrm{๐๐๐๐๐๐๐}^T๐\right)`$ (63)
$`\frac{1}{4}(det๐+det๐),๐=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$
then tells us that for
$$|T|^2=\frac{2\left(1|R|^2\right)}{1+\mathrm{e}^{2|\zeta |}}$$
(64)
the boundary between separability and nonseparability is reached. In particular for zero reflection ($`R`$ $`=`$ $`0`$), Eq. (64) reveals that the upper limit of the gain $`g`$ $`=`$ $`|T|^2`$ $``$ $`1`$ $``$ $`0`$ for which nonseparability changes to separability is simply given by the squeezing parameter $`|q|`$,
$$g=|q|=\mathrm{tanh}|\zeta |.$$
(65)
An obvious consequence of Eq. (65) is that entanglement cannot be produced from the vacuum by amplification. Since for the vacuum the squeezing parameter has to be set equal to zero, $`q`$ $`=`$ $`0`$, from Eq. (65) it follows that any nonvanishing gain $`g`$ must necessarily lead to a separable state.
## IV Summary and conclusions
We have studied the problem of quantum-state transformation at absorbing and amplifying dielectric four-port devices, without making use of any replacement schemes. We instead express the inputโoutput relations in terms of the actually observed quantities as obtained from the quantized Maxwell field in the presence of arbitrary causal (linear) media. After extending the basic formulas recently developed for absorbing media to amplifying media, we have applied the theory to some problems typically considered in quantum information processing.
In particular, we have considered both the amount of entanglement that is realized when nonclassical light is combined through a lossy beam splitter and the entanglement degradation when entangled light propagates through lossy media. We have based our analysis on the quantum relative entropy as a measure of entanglement. The calculation of the entanglement of a mixed quantum state typically observed for absorbing media needs comparing the state with all separable states in order to find that separable state which is closest to the state under consideration. Since the effort drastically increases with the dimension of the Hilbert space, we have restricted our attention to low-dimensional quantum states in the numerical calculation.
The numerical results show that the Bell-type states $`|\mathrm{\Psi }_n^\pm `$, Eq. (26), are more robust against decoherence than the states $`|\mathrm{\Phi }_n^\pm `$, Eq. (40) ($`n`$ $`=`$ $`1,2`$). The estimation of an upper bound of entanglement for arbitrary number $`n`$ of photons in each of the two entangled modes shows that with increasing $`n`$ the characteristic length of entanglement degradation decreases as $`L/n`$ at least, where $`L`$ is the absorption length according to the LambertโBeer law.
So far we have considered either purely absorbing or purely amplifying media. In practice, the two effects can occur simultaneously. Essentially, there are two ways to deal with this problem. One way is to treat amplifiers with absorption as cascading amplifying and absorbing devices. Another way is to go back to the underlying quantized Maxwell equations with the aim to develop a more specific approach to the problem.
###### Acknowledgements.
S.S. gratefully acknowledges support by the Adam Haker Fonds. S.S. also likes to thank M. Fleischhauer for helpful discussions concerning electromagnetically induced transparent media. This work was supported by the Deutsche Forschungsgemeinschaft.
## A Density matrix for Gaussian Wigner function
As mentioned in Sec. II B in the case of amplifying media only symmetric operator ordering is preserved, and hence the Wigner function (14) is suited to the state description. For the sake of transparency we will restrict our attention to a single-frequency component \[i.e., a (quasi-)monochromatic field in a sufficiently small frequency interval $`\mathrm{\Delta }\omega `$ ). The extension to a multifrequency field is straightforward. When the input field is prepared in a Fock state $`|p,q`$ and the device in the ground state $`|0,0`$, so that the overall input state is $`|p,q,0,0`$, then the input Wigner function reads as
$`W_{\mathrm{in}}(๐ถ,๐ถ^{})=\left({\displaystyle \frac{2}{\pi }}\right)^4(1)^{p+q}\mathrm{e}^{2(|g_1|^2+|g_2|^2)}`$ (A2)
$`\times L_p(4|a_1|^2)L_q(4|a_2|^2)\mathrm{e}^{2(|a_1|^2+|a_2|^2)}`$
with $`L_n(x)`$ being the Laguerre polynomial
$$L_n(x)=\underset{m=0}{\overset{n}{}}(1)^m\left(\genfrac{}{}{0pt}{}{n}{nm}\right)\frac{x^m}{m!}.$$
(A3)
We now apply Eq. (14), making the substitutions according
$`๐`$ $``$ $`๐^+๐๐^+๐^1๐๐ ^{},`$ (A4)
$`๐^{}`$ $``$ $`๐^T๐^{}๐^T\left[๐^T\right]^1๐^T๐ ,`$ (A5)
$`๐ `$ $``$ $`๐^T๐^{}+๐^T\left[๐^T\right]^1๐^T๐ ,`$ (A6)
$`๐ ^{}`$ $``$ $`๐^+๐+๐^+๐^1๐๐ ^{}.`$ (A7)
Finally, we integrate over the device variables $`g_i`$ to obtain the Wigner function of the outgoing field. Introducing the matrix $`K_{ii^{}}`$ $`=`$ $`\delta _{ii^{}}k_i`$ and employing the formula
$$4|a|^2\mathrm{e}^{2|a|^2}=\frac{}{k}\mathrm{e}^{2|a|^2+4k|a|^2}|_{k=0},$$
(A8)
we derive
$`W_{\mathrm{out}}^{(F)}(๐,๐^{})`$ (A11)
$`=\left({\displaystyle \frac{2}{\pi }}\right)^2{\displaystyle \underset{h=0}{\overset{p}{}}}{\displaystyle \underset{l=0}{\overset{q}{}}}{\displaystyle \frac{(1)^{h+p}}{h!}}\left({\displaystyle \genfrac{}{}{0pt}{}{p}{h}}\right){\displaystyle \frac{(1)^{l+q}}{l!}}\left({\displaystyle \genfrac{}{}{0pt}{}{q}{l}}\right){\displaystyle \frac{^h}{k_1^h}}{\displaystyle \frac{^l}{k_2^l}}`$
$`\times {\displaystyle \frac{\mathrm{exp}\left\{2(๐^{})^T[๐๐^T(๐^T)^1๐^{}]๐\right\}}{det๐}}|_{k_1=k_2=0},`$
where the abbreviations
$`๐`$ $`=`$ $`2\mathrm{๐๐}^+๐2\mathrm{๐๐๐}^+,`$ (A12)
$`๐`$ $`=`$ $`2๐^T๐^T2๐^{}๐^1\mathrm{๐๐๐}^T,`$ (A13)
$`๐`$ $`=`$ $`2๐^{}๐^T๐2๐^{}๐^1๐^{}\mathrm{๐๐}^T๐^{T1}๐^T.`$ (A14)
have been used.
In order to calculate from the Wigner function the density operator, we make use of the relation
$$\widehat{\varrho }_{\mathrm{out}}^{(F)}=\pi ^2\mathrm{d}^2๐W_{\mathrm{out}}^{(F)}(๐,๐^{})\widehat{\delta }(๐\widehat{๐}),$$
(A15)
where
$$\widehat{\delta }(๐\widehat{๐})=\frac{1}{\pi ^4}\mathrm{d}^2๐\widehat{D}(๐)\mathrm{e}^{๐^T๐^{}๐^T๐^{}},$$
(A16)
with $`\widehat{D}(๐)`$ being the two-mode coherent displacement operator. For notational convenience we introduce the abbreviation notation
$`๐\{\mathrm{}\}={\displaystyle \underset{h=0}{\overset{p}{}}}{\displaystyle \underset{l=0}{\overset{q}{}}}[{\displaystyle \frac{(1)^{h+p}}{h!}}\left({\displaystyle \genfrac{}{}{0pt}{}{p}{h}}\right){\displaystyle \frac{(1)^{l+q}}{l!}}\left({\displaystyle \genfrac{}{}{0pt}{}{q}{l}}\right)`$ (A18)
$`\times {\displaystyle \frac{^h}{k_1^h}}{\displaystyle \frac{^l}{k_2^l}}\left\{\mathrm{}\right\}\left]\right|_{k_1=k_2=0}.`$
Substitution of Eq. (A11) into Eq. (A15) yields
$`\widehat{\varrho }_{\mathrm{out}}^{(F)}=๐\{{\displaystyle \frac{4}{\pi ^4det๐}}{\displaystyle }[\mathrm{d}^2๐\mathrm{d}^2๐\widehat{D}(๐)`$ (A20)
$`\times \mathrm{exp}(2๐^+\mathrm{๐๐}+๐^T๐^{}๐^T๐^{})]\},`$
where $`๐`$ $``$ $`๐`$ $``$ $`๐^T(๐^T)^1๐^+`$.
Using the Fock-state representation of the (single-mode) coherent displacement operator ,
$$m|\widehat{D}(b)|n=\sqrt{\frac{n!}{m!}}b^{mn}\mathrm{e}^{|b|^2/2}L_n^{(mn)}(|b|^2)$$
(A21)
\[$`L_n^m(x)`$, associated Laguerre polynomial\], we can calculate the density matrix in the Fock basis. Performing the $`๐`$ integrals in Eq. (A20), we derive
$`m_1,m_2|\widehat{\varrho }_{\mathrm{out}}^{(F)}|n_1,n_2=๐\{{\displaystyle \frac{1}{\pi ^2det\mathrm{๐๐}}}`$ (A27)
$`\times {\displaystyle \underset{n_1,n_2,m_1,m_2}{}}\sqrt{{\displaystyle \frac{n_1!n_2!}{m_1!m_2!}}}{\displaystyle }r_1\mathrm{d}r_1r_2\mathrm{d}r_2\mathrm{d}\phi _1\mathrm{d}\phi _2`$
$`\times r_1^{m_1n_1}r_2^{m_2n_2}\mathrm{exp}[{\displaystyle \frac{1}{2}}r_1^2(1+{\displaystyle \frac{M_{22}}{det๐}})`$
$`{\displaystyle \frac{1}{2}}r_2^2(1+{\displaystyle \frac{M_{11}}{det๐}})+{\displaystyle \frac{|M_{12}|}{det๐}}r_1r_2\mathrm{cos}(\mathrm{\Theta }+\phi _2\phi _1)]`$
$`\times \mathrm{e}^{i\phi _1(m_1n_1)+i\phi _2(m_2n_2)}L_{n_1}^{(m_1n_1)}(r_1^2)`$
$`\times L_{n_2}^{(m_2n_2)}(r_2^2)\},`$
where we have used the notation $`b_i`$ $`=`$ $`r_ie^{i\phi _i}`$, and $`M_{12}`$ $`=`$ $`|M_{12}|\mathrm{e}^{i\mathrm{\Theta }}`$. Recalling the definition of the modified Bessel functions, we perform the angular integrals to obtain
$`m_1,m_2|\widehat{\varrho }_{\mathrm{out}}^{(F)}|n_1,n_2=`$ (A34)
$`๐\{{\displaystyle \frac{1}{det\mathrm{๐๐}}}{\displaystyle \underset{n_1,n_2,m_1,m_2}{}}\sqrt{{\displaystyle \frac{n_1!n_2!}{m_1!m_2!}}}`$
$`\times \mathrm{e}^{i\mathrm{\Theta }(m_2n_2)}\delta _{m_1n_1+m_2n_2,0}`$
$`\times {\displaystyle \underset{0}{\overset{\mathrm{}}{}}}\mathrm{d}x_1\mathrm{d}x_2\mathrm{exp}[\frac{1}{2}x_1(1+{\displaystyle \frac{M_{22}}{det๐}})`$
$`\frac{1}{2}x_2(1+{\displaystyle \frac{M_{11}}{det๐}})\left]I_{m_2n_2}\right({\displaystyle \frac{|M_{12}|}{det๐}}\sqrt{x_1x_2})`$
$`\times x_1^{(m_1n_1)/2}x_2^{(m_2n_2)/2}L_{n_1}^{(m_1n_1)}(x_1)`$
$`\times L_{n_2}^{(m_2n_2)}(x_2)\}`$
($`x_i`$ $`=`$ $`r_i^2`$). The $`x_2`$ integral is performed by means of the formula (2.19.12.6) in , which gives (for $`m_2`$ $``$ $`n_2`$)
$`m_1,m_2|\widehat{\varrho }_{\mathrm{out}}^{(F)}|n_1,n_2=`$ (A39)
$`๐\{{\displaystyle \frac{2}{det๐}}{\displaystyle \underset{n_1,n_2,m_1,m_2}{}}\sqrt{{\displaystyle \frac{n_1!n_2!}{m_1!m_2!}}}\left(M_{12}^{}\right)^{m_2n_2}`$
$`\times \delta _{m_1n_1+m_2n_2,0}{\displaystyle \frac{(M_{11}det๐)^{n_2}}{(M_{11}+det๐)^{m_2+1}}}`$
$`\times {\displaystyle \underset{0}{\overset{\mathrm{}}{}}}\mathrm{d}x_1\mathrm{exp}[{\displaystyle \frac{1}{2}}x_1(1+{\displaystyle \frac{1+M_{22}}{M_{11}+det๐}})]`$
$`\times L_{n_1}^{(m_1n_1)}(x_1)L_{n_2}^{(m_2n_2)}\left({\displaystyle \frac{|M_{12}|^2}{M_{11}^2(det๐)^2}}x_1\right)\}.`$
Finally, the $`x_1`$ integral is performed by expanding the associated Laguerre polynomials into power series . The result is
$`m_1,m_2|\widehat{\varrho }_{\mathrm{out}}^{(F)}|n_1,n_2=`$ (A45)
$`๐\{{\displaystyle \frac{2}{det๐}}{\displaystyle \underset{n_1,n_2,m_1,m_2}{}}\sqrt{{\displaystyle \frac{n_1!n_2!}{m_1!m_2!}}}`$
$`\times \delta _{m_1n_1+m_2n_2,0}{\displaystyle \frac{(M_{11}det๐)^{n_2}}{(M_{11}+det๐)^{m_2+1}}}`$
$`\times \left(M_{12}^{}\right)^{m_2n_2}\left({\displaystyle \genfrac{}{}{0pt}{}{m_1}{n_1}}\right){\displaystyle \underset{k=0}{\overset{n_2}{}}}{\displaystyle \frac{c^k}{a^{k+1}}}\left({\displaystyle \genfrac{}{}{0pt}{}{m_2}{n_2k}}\right)`$
$`\times {}_{2}{}^{}F_{1}^{}(k+1,n_1;m_1n_1+1,{\displaystyle \frac{1}{a}})\},`$
where
$`a`$ $`=`$ $`{\displaystyle \frac{1+M_{11}+M_{22}+det๐}{2(M_{11}+det๐)}},`$ (A46)
$`c`$ $`=`$ $`{\displaystyle \frac{|M_{12}|^2}{(det๐)^2M_{11}^2}}.`$ (A47)
Integrating Eq. (A11) over the phase space of one mode of the outgoing field yields the Wigner function of the quantum state of the other mode
$`W_{\mathrm{out}}^{(F)}(a_i,a_i^{})`$ (A50)
$`={\displaystyle \frac{2}{\pi }}{\displaystyle \underset{h=0}{\overset{p}{}}}{\displaystyle \underset{l=0}{\overset{q}{}}}{\displaystyle \frac{(1)^{h+p}}{h!}}\left({\displaystyle \genfrac{}{}{0pt}{}{p}{h}}\right){\displaystyle \frac{(1)^{l+q}}{l!}}\left({\displaystyle \genfrac{}{}{0pt}{}{q}{l}}\right)`$
$`\times {\displaystyle \frac{^h}{k_1^h}}{\displaystyle \frac{^l}{k_2^l}}{\displaystyle \frac{det๐}{E_{ii}det๐}}\mathrm{e}^{2|a_i|^2/E_{ii}}|_{k_1=k_2=0}.`$
($`๐`$ $`=`$ $`๐^1`$). This Wigner function is equivalent to the density matrix in the Fock basis
$`\widehat{\varrho }_{\mathrm{out}i}^{(F)}`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}[{\displaystyle \underset{h=0}{\overset{p}{}}}{\displaystyle \underset{l=0}{\overset{q}{}}}{\displaystyle \frac{(1)^{h+l+p+q}}{h!l!}}\left({\displaystyle \genfrac{}{}{0pt}{}{p}{h}}\right)\left({\displaystyle \genfrac{}{}{0pt}{}{q}{l}}\right)`$ (A52)
$`\times {\displaystyle \frac{^{h+l}}{k_1^hk_2^l}}{\displaystyle \frac{det๐}{det๐}}{\displaystyle \frac{2}{E_{ii}+1}}\left({\displaystyle \frac{E_{ii}1}{E_{ii}+1}}\right)^n]_{k_1=k_2=0}|nn|.`$
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# Modified spin-wave description of the nuclear spin relaxation in ferrimagnetic Heisenberg chains
## I Introduction
Quantum mixed-spin chains with magnetic ground states, namely, quantum ferrimagnets, are one of the hot topics and recent progress in the theoretical understanding of them deserves special mention. Coexistent ferromagnetic and antiferromagnetic long-range orders in the ferrimagnetic ground state in particular interest us. The ground-state magnetizations of antiferromagnets and ferromagnets are zero and saturated, respectively, and therefore ferrimagnets may be recognized to possess in-between ground states. Hence the ground-state excitations in ferrimagnets are twofold . The elementary excitations of ferromagnetic aspect, reducing the ground-state magnetization, form a gapless dispersion relation, while those of antiferromagnetic aspect, enhancing the ground-state magnetization, are gapped from the ground state. The dual structure of the excitations results in unique thermal behaviors : The specific heat and the magnetic susceptibility times temperature behave like $`T^{1/2}`$ and $`T^1`$ at low temperatures, respectively, whereas they exhibit a Schottky-like peak and a round minimum at intermediate temperatures, respectively. Quantum ferrimagnets in a magnetic field provide further interesting issues such as the double-peak structure of the specific heat and quantized plateaux in the ground-state magnetization curves . In particular it has quite recently been reported that ferrimagnetic Heisenberg chains can exhibit multi-plateau magnetization curves even at the most symmetric point, that is, without any anisotropy and any bond polymerization.
It is true that theoretical investigations into quantum ferrimagnets are now active and interesting in themselves, but we should still be reminded that such vigorous arguments more or less originate in the pioneering efforts to synthesize bimetallic materials including one-dimensional systems. The first ferrimagnetic chain compound , MnCu(dto)<sub>2</sub>(H<sub>2</sub>O)<sub>3</sub>$``$$`4.5`$H<sub>2</sub>O (dto $`=`$ dithiooxalato $`=`$ S<sub>2</sub>C<sub>2</sub>O<sub>2</sub>), was synthesized by Gleizes and Verdaguer and stimulated the public interest in this potential subject. The following examples of an ordered bimetallic chain, MnCu(pba)(H<sub>2</sub>O)<sub>3</sub>$``$$`2`$H<sub>2</sub>O (pba $`=`$ $`1,3`$-propylenebis(oxamato) $`=`$ C<sub>7</sub>H<sub>6</sub>N<sub>2</sub>O<sub>6</sub>) and MnCu(pbaOH)(H<sub>2</sub>O)<sub>3</sub> (pbaOH $`=`$ $`2`$-hydroxy-$`1,3`$-propylenebis(oxamato) $`=`$ C<sub>7</sub>H<sub>6</sub>N<sub>2</sub>O<sub>7</sub>), exhibiting more pronounced one dimensionality, activated further physical , as well as chemical , investigations. The serial chemical explorations condensed into the crystal engineering of a molecule-based ferromagnet $``$the assembly of the highly magnetic molecular entities within the crystal lattice in a ferromagnetic fashion.
Thus, a good amount of chemical knowledge on quasi-one-dimensional quantum ferrimagnets has been accumulated and static properties of them have been revealed well. However, little is known about dynamic properties of quantum ferrimagnets. To the best of our knowledge, in the theoretical field, it was not until quite recently that the dynamic structure factors were calculated , while in the experimental field, any direct observation of the energy structure is not yet so successful, for instance, as that for the Haldane antiferromagnets . In such circumstances, Fujiwara and Hagiwara performed nuclear-magnetic-resonance (NMR) measurements on bimetallic chain compounds. The measured temperature and applied-field ranges were rather limited and their argument was not so conclusive. However, they suggested that the nuclear spin relaxation could be a useful tool in order to look into the low-energy structure peculiar to quantum ferrimagnets. In response to this stimulative experiment, here we calculate the nuclear spin relaxation rate $`T_1^1`$ in terms of a modified spin-wave theory and strongly encourage further experimental investigations.
## II Formulation
We describe alternating-spin chain compounds by the Hamiltonian
$$=J\underset{j=1}{\overset{N}{}}\left(๐บ_j๐_j+๐_j๐บ_{j+1}\right)g\mu _\mathrm{B}H\underset{j=1}{\overset{N}{}}(S_j^z+s_j^z),$$
(1)
where $`๐บ_j^2=S(S+1)`$, $`๐_j^2=s(s+1)`$, and we have set their $`g`$ factors both equal to $`g`$ because the difference between them amounts to at most several per cent of themselves in practice . We further set the unit-cell length, which is twice the lattice constant, equal to unity in the following for the convenience of calculation. Magnetic properties of the ferrimagnetic family compounds such as MCu(pba)(H<sub>2</sub>O)<sub>3</sub>$``$$`2`$H<sub>2</sub>O and MCu(pbaOH)(H<sub>2</sub>O)<sub>3</sub> (M $`=`$ Mn, Ni) are well described within this isotropic Hamiltonian . Considering the electronic-nuclear energy-conservation requirement, the direct (single-magnon) process is of little significance but the Raman (two-magnon) process plays a leading role in the nuclear spin-lattice relaxation . Then the relaxation rate is generally given by
$`{\displaystyle \frac{1}{T_1}}={\displaystyle \frac{4\pi (g\mu _\mathrm{B}\mathrm{}\gamma _\mathrm{N})^2}{\mathrm{}_n\mathrm{e}^{E_n/k_\mathrm{B}T}}}{\displaystyle \underset{n,m}{}}\mathrm{e}^{E_n/k_\mathrm{B}T}`$ (2)
$`\times `$ $`\left|m|_j(A_j^zS_j^z+a_j^zs_j^z)|n\right|^2\delta (E_mE_n\mathrm{}\omega _\mathrm{N}),`$ (3)
where $`A_j^z`$ and $`a_j^z`$ are the dipolar coupling constants between the nuclear and electronic spins in the $`j`$th unit cell, $`\omega _\mathrm{N}\gamma _\mathrm{N}H`$ is the Larmor frequency of the nuclei with $`\gamma _\mathrm{N}`$ being the gyromagnetic ratio, and the summation $`_n`$ is taken over all the electronic eigenstates $`|n`$ with energy $`E_n`$.
In order to rewrite the Hamiltonian (1) within the framework of the spin wave theory, we introduce the bosonic operators for the spin deviation in each sublattice via
$$\begin{array}{ccc}S_j^+=\sqrt{2Sa_j^{}a_j}a_j,\hfill & S_j^z=Sa_j^{}a_j,\hfill & \\ s_j^+=b_j^{}\sqrt{2sb_j^{}b_j},\hfill & s_j^z=s+b_j^{}b_j,\hfill & \end{array}$$
(4)
where we regard $`S`$ and $`s`$ as quantities of the same order. Now we obtain the bosonic Hamiltonian as
$$_{\mathrm{SW}}=E_{\mathrm{class}}+_0+_1+O(S^1),$$
(5)
where $`E_{\mathrm{class}}=2sSJN`$ is the classical ground-state energy, and $`_0`$ and $`_1`$ are the one-body and two-body terms of the order $`O(S^1)`$ and $`O(S^0)`$, respectively. We may consider the simultaneous diagonalization of $`_0`$ and $`_1`$ in the naivest attempt to go beyond the linear spin-wave theory. However, such an idea ends in failure bringing a gap to the lowest-lying ferromagnetic excitation branch. Thus we take an alternative approach at the idea of first diagonalizing $`_0`$ and next extracting relevant corrections from $`_1`$. $`_0`$ is diagonalized as
$$_0=E_0+\underset{k}{}\left(\omega _k^{}\alpha _k^{}\alpha _k+\omega _k^+\beta _k^{}\beta _k\right),$$
(6)
where $`E_0=J_k[\omega _k(S+s)]`$ is the $`O(S^1)`$ quantum correction to the ground-state energy, and $`\alpha _k^{}`$ and $`\beta _k^{}`$ are the creation operators of the ferromagnetic and antiferromagnetic spin waves of momentum $`k`$ whose dispersion relations are given by
$$\omega _k^\pm =\omega _k\pm (Ss)Jg\mu _\mathrm{B}H,$$
(7)
with
$$\omega _k=J\sqrt{(Ss)^2+4Ss\mathrm{sin}^2(k/2)}.$$
(8)
The Wick theorem allows us to rewrite $`_1`$ as
$`_1`$ $`=`$ $`E_1{\displaystyle \underset{k}{}}\left(\delta \omega _k^{}\alpha _k^{}\alpha _k+\delta \omega _k^+\beta _k^{}\beta _k\right)`$ (9)
$`+`$ $`_{\mathrm{irrel}}+_{\mathrm{quart}},`$ (10)
where $`H_{\mathrm{irrel}}`$ contains irrelevant terms such as $`\alpha _k\beta _k`$ and $`_{\mathrm{quart}}`$ contains residual two-body interactions, both of which are neglected in the following so as to keep the low-energy structure qualitatively unchanged. $`E_1=2JN[\mathrm{\Gamma }_1^2+\mathrm{\Gamma }_2^2+(\sqrt{S/s}+\sqrt{s/S})\mathrm{\Gamma }_1\mathrm{\Gamma }_2]`$ is the $`O(S^0)`$ correction to the ground-state energy, while
$$\delta \omega _k^\pm =2(S+s)\mathrm{\Gamma }_1\frac{\mathrm{sin}^2(k/2)}{\omega _k}+\frac{\mathrm{\Gamma }_2}{\sqrt{Ss}}[\omega _k\pm (Ss)],$$
(11)
are those to the dispersions, where the key constants $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }_2`$ are defined as $`\mathrm{\Gamma }_1=(2N)^1_k[(S+s)/\omega _k1]`$ and $`\mathrm{\Gamma }_2=N^1_k(\sqrt{Ss}/\omega _k)\mathrm{cos}^2(k/2)`$. The resultant Hamiltonian is compactly represented as
$$_{\mathrm{SW}}E_\mathrm{g}+\underset{k}{}\left(\stackrel{~}{\omega }_k^{}\alpha _k^{}\alpha _k+\stackrel{~}{\omega }_k^+\beta _k^{}\beta _k\right),$$
(12)
with $`E_\mathrm{g}=E_{\mathrm{class}}+E_0+E_1`$ and $`\stackrel{~}{\omega }_k^\pm =\omega _k^\pm \delta \omega _k^\pm `$.
We show in Fig. 1 the linear- and interacting-spin-wave dispersions, $`\omega _k^\pm `$ and $`\stackrel{~}{\omega }_k^\pm `$, together with the numerical solutions obtained through imaginary-time quantum Monte Carlo calculations . The spin-wave description of the low-energy structure is fairly good. Even the linear spin waves allow us to have a qualitative view of the elementary excitations. The relatively poor description of the antiferromagnetic branch by the linear spin waves reminds us of the spin-wave treatment of mono-spin Heisenberg chains, where the theory accurately describes ferromagnetic chains, while it only gives a qualitative view of antiferromagnetic chains. The spin-wave approach to the present system is highly successful anyway for both excitation branches. The spin-wave series potentially lead to the goal even for the antiferromagnetic branch. The high applicability essentially originates in the fact that the spin deviations
$`{\displaystyle \frac{1}{N}}{\displaystyle \underset{j}{}}a_j^{}a_j_\mathrm{g}={\displaystyle \frac{1}{N}}{\displaystyle \underset{j}{}}b_j^{}b_j_\mathrm{g}=\mathrm{\Gamma }_1`$ (13)
$`={\displaystyle \frac{1}{2\pi }}{\displaystyle _0^\pi }\left[{\displaystyle \frac{S+s}{\sqrt{(Ss)^2+4Ss\mathrm{sin}^2(k/2)}}}1\right]dk,`$ (14)
with $`_\mathrm{g}`$ denoting the ground-state average, no more diverge in the present system with $`Ss`$. We are convinced that the quantity $`\mathrm{\Gamma }_1`$ should be recognized as the quantum spin reduction.
In terms of the spin waves, the relaxation rate (3) is expressed as
$`{\displaystyle \frac{1}{T_1}}`$ $`=`$ $`{\displaystyle \frac{4\pi \mathrm{}}{N^2}}(g\mu _\mathrm{B}\gamma _\mathrm{N})^2{\displaystyle \underset{k,q}{}}{\displaystyle \underset{\sigma =\pm }{}}\delta (\omega _{k+q}^\sigma \omega _k^\sigma \mathrm{}\omega _\mathrm{N})`$ (15)
$`\times `$ $`[(A_q^z\mathrm{cosh}\theta _{k+q}\mathrm{cosh}\theta _k)^2n_k^\sigma (n_{k+q}^\sigma +1)`$ (18)
$`+(a_q^z\mathrm{sinh}\theta _{k+q}\mathrm{sinh}\theta _k)^2n_{k+q}^\sigma (n_k^\sigma +1)`$
$`2A_q^za_q^z(\mathrm{cosh}\theta _k\mathrm{sinh}\theta _k)^2n_k^\sigma (n_k^\sigma +1)],`$
where $`n_k^{}\alpha _k^{}\alpha _k`$ and $`n_k^+\beta _k^{}\beta _k`$ are the thermal averages of the boson numbers at a given temperature, and $`A_q^z=_j\mathrm{e}^{\mathrm{i}q(j1/4)}A_j^z`$ and $`a_q^z=_j\mathrm{e}^{\mathrm{i}q(j+1/4)}a_j^z`$ are the Fourier components of the hyperfine coupling constants. Taking into account the significant difference between the electronic and nuclear energy scales ($`\mathrm{}\omega _\mathrm{N}10^5J`$), Eq. (18) ends in
$`{\displaystyle \frac{1}{T_1}}`$ $`=`$ $`{\displaystyle \frac{4\mathrm{}}{NJ}}(g\mu _\mathrm{B}\gamma _\mathrm{N})^2{\displaystyle \underset{k}{}}{\displaystyle \frac{Ss}{\sqrt{(Ssk)^2+2(Ss)Ss\mathrm{}\omega _\mathrm{N}/J}}}`$ (19)
$`\times `$ $`[(A^z\mathrm{cosh}^2\theta _ka^z\mathrm{sinh}^2\theta _k)^2n_k^{}(n_k^{}+1)`$ (21)
$`+(A^z\mathrm{sinh}^2\theta _ka^z\mathrm{cosh}^2\theta _k)^2n_k^+(n_k^++1)],`$
where we have assumed little $`k`$-dependence of $`A_q^z`$ and $`a_q^z`$, and thus replaced $`A_{q=2k}^z`$ and $`a_{q=2k}^z`$ by $`A_{q=0}^zA^z`$ and $`a_{q=0}^za^z`$, respectively.
The estimation of the relaxation rate is now reduced to the calculation of the spin-wave distribution functions. Though the ground-state distribution is well controlled, the naivest thermodynamics, based on the partition function $`Z=\mathrm{Tr}[\mathrm{e}^{_{\mathrm{SW}}/k_\mathrm{B}T}]`$, breaks down as temperature increases. Hence we modify the spin-wave theory introducing an additional constraint in minimizing the free energy. Requiring the total magnetization to be zero, Takahashi obtained an excellent description of the low-temperature thermodynamics of one-dimensional Heisenberg ferromagnets. Taking his core idea but replacing the ferromagnetic constraint $`_jS_j^z+s_j^z=0`$ by
$$\underset{j}{}\left(S_j^zs_j^z+2\mathrm{\Gamma }_1\right)=(S+s)\left(N\underset{k}{}\underset{\sigma =\pm }{}\frac{n_k^\sigma }{\omega _k}\right)=0,$$
(22)
we obtain the modified spin-wave distribution functions as
$$n_k^\pm =\frac{1}{\mathrm{e}^{[\stackrel{~}{\omega }_k^\pm \mu (S+s)J/\omega _k]/k_\mathrm{B}T}1},$$
(23)
with a Lagrange multiplier $`\mu `$ due to the condition (22). In comparison with the ferromagnetic cases, the quantum correction $`2\mathrm{\Gamma }_1`$ is necessary for ferrimagnets. The spin-wave treatment gives $`S_j^z+s_j^z_\mathrm{g}=S+s`$ under ferromagnetic exchange coupling but $`S_j^zs_j^z_\mathrm{g}=S+s2\mathrm{\Gamma }_1`$ under antiferromagnetic exchange coupling. Indeed, without the quantum correction, we reach a quite poor description of the thermal quantities . We show in Fig. 2 the modified spin-wave calculations of the magnetic-susceptibility-temperature product, which is closely related with the relaxation rate and is given in terms of $`n_k^\pm `$ as
$$\chi T=\frac{(g\mu _\mathrm{B})^2}{3k_\mathrm{B}}\underset{k}{}\underset{\sigma =\pm }{}n_k^\sigma (n_k^\sigma +1).$$
(24)
The obtained results are fairly successful considering that these are the spin-wave calculations in one dimension. The modified spin waves well reproduce the low-temperature ferromagnetic divergence, which is proportional to $`T^1`$, the high-temperature antiferromagnetic increase toward the paramagnetic behavior $`[S(S+1)+s(s+1)]/3`$, and therefore, the round minimum at intermediate temperatures. In particular, the low-temperature description by the interacting spin waves may be regarded as accurate. Now we proceed to the argument of the relaxation rate in terms of the modified interacting-spin-wave theory. Since the applied field $`H`$ is so small in practice as to satisfy $`g\mu _\mathrm{B}H10^2J`$, we neglect the Zeeman term of the Hamiltonian (12) in the estimation of $`n_k^\pm `$.
## III Results
Here still remains an adjustable parameter $`A^z/a^zr`$. The dipolar coupling is quite sensitive to the location of the nuclei because the coupling strength is proportional to $`d^3`$ with $`d`$ being the distance between the interacting nuclear and electronic spins. In the proton-NMR measurements on NiCu(pba)(H<sub>2</sub>O)<sub>3</sub>$``$2H<sub>2</sub>O , for instance, it was demonstrated that the protons relevant to the relaxation rate do not originate in the H<sub>2</sub>O molecules but
lie in the pba groups which are located beside the Cu ions. Thus, for these family compounds, $`r`$ may reasonably be set equal to zero. We show in Fig. 3 the corresponding calculations. As the measurements were performed at rather high temperatures, which are beyond the quantitative reliability of the present theory, it is impossible to fit the calculations to the experimental findings. However, the calculations at $`r=0`$ well explain the observations of monotonically decreasing behaviors of $`T_1^1`$ as a function of temperature, which are in contrast with the appearance of $`\chi T`$. When we compare Eqs. (21) and (24), we realize that $`T_1^1`$ could tell more than $`\chi T`$ due to its adjustable prefactors to $`n_k^\sigma (n_k^\sigma +1)`$. Setting $`r`$ equal to $`0.4`$, we obtain temperature dependences of $`T_1^1`$ exhibiting a round minimum, where the antiferromagnetic spin-wave contribution $`n_k^+`$ is much more accentuated than the ferromagnetic one $`n_k^{}`$. Let us observe the momentum dependences of $`n_k^\pm `$ in Fig. 4. $`n_k^{}`$ exhibits a sharp peak around $`k=0`$ at low temperatures, which is rapidly reduced with the increase of temperature. On the other hand, $`n_k^+`$ is an increasing function of temperature at an arbitrary momentum, though its broad peak is smeared out with the increase of temperature. The field-dependent prefactor in Eq. (21), coming from the energy conservation requirement $`\delta (E_mE_n\mathrm{}\omega _\mathrm{N})`$ in Eq. (3), predominantly extracts the $`k=0`$ components from $`n_k^\pm `$. Therefore, the parametrization $`r=0.4\frac{1}{2}=\mathrm{tanh}^2\theta _{k=0}`$ results in the strong suppression of the ferromagnetic aspect of $`T_1^1`$.
Another motivation of the NMR measurements on ferrimagnetic chains may be the characteristic field dependences of $`T_1^1`$ shown in Fig. 5. It is due to the quadratic dispersion relations (7) that $`T_1^1`$ depends on the applied field. Hence the present field dependence allows us to look into the low-energy structure peculiar to ferrimagnets. The high linearity of $`T_1^1`$ with respect to $`H^{1/2}`$ denotes the predominance of the $`k0`$ components in the $`k`$-summation in Eq. (21). The predominance is reduced with the increase of $`H`$ and finally there arises a logarithmic field dependence of $`T_1^1`$ from the $`k`$-integration of $`[(Ssk)^2+2(Ss)Ss\mathrm{}\omega _\mathrm{N}/J]^{1/2}`$. If we take $`J/k_\mathrm{B}=121[\text{K}]`$ relevant to NiCu(pba)(H<sub>2</sub>O)<sub>3</sub>$``$$`2`$H<sub>2</sub>O, Fig. 5 suggests that the logarithmic behavior should appear under $`H10`$\[T\]. The $`T_1`$ measurements on NiCu(pba)(H<sub>2</sub>O)<sub>3</sub>$``$$`2`$H<sub>2</sub>O at $`280`$\[K\] with an applied field up to $`3.15`$\[T\] resulted in a monotonic linear dependence of $`T_1^1`$ on $`H^{1/2}`$. The high-field measurements at lower temperatures are expected.
In order to stimulate extensive NMR measurements on ferrimagnetic compounds, we show in Fig. 6 temperature dependences of $`T_1^1`$ in general constituent-spin cases. We select three particular values of $`r`$: (a) $`r=0`$, where the relevant nuclei are located closely to the smaller spins $`s`$ and the ferromagnetic and antiferromagnetic mixed nature is displayed; (b) $`r=\mathrm{tanh}^2\theta _{k=0}`$, where the relevant nuclei are located near the smaller spins $`s`$ rather than the larger spins $`S`$ and the ferromagnetic aspect is strongly suppressed; and (c) $`r=\mathrm{coth}^2\theta _{k=0}`$, where the relevant nuclei are located near the larger spins $`S`$ rather than the smaller spins $`s`$ and the antiferromagnetic aspect is strongly suppressed. Thus, the chemical technique might enable us to extract separately the ferromagnetic/antiferromagnetic feature of ferrimagnets from $`T_1^1`$. Let us observe the temperature dependences from the point of view of the low-energy structure, which has been revealed in Fig. 1. The distinct behaviors Fig. 6(b) and Fig. 6(c) are reminiscent of the antiferromagnetic and ferromagnetic $`\chi T`$ products, respectively. The antiferromagnetic aspect should be dominated by the antiferromagnetic gap $`\stackrel{~}{\omega }_{k=0}^+`$. Although the spin-wave description within the up-to-$`O(S^1)`$ approximation considerably underestimates the antiferromagnetic gap, its estimate $`\omega _{k=0}^+=2(Ss)J`$ can be a qualitative guide. We learn that the antiferromagnetic gap is in proportion to $`Ss`$ and indeed find the slower activation and the higher-located peak of the antiferromagnetic component of $`T_1^1`$ for $`(S,s)=(\frac{3}{2},\frac{1}{2})`$ in comparison with those for $`(S,s)=(1,\frac{1}{2})`$ and $`(S,s)=(\frac{3}{2},1)`$. A careful observation of Fig. 6(a) shows that $`T_1^1`$ reaches a minimum around $`k_\mathrm{B}T/J=2.5`$ for $`(S,s)=(\frac{3}{2},\frac{1}{2})`$. In the two other cases, $`T_1^1`$ is still on the decrease at $`k_\mathrm{B}T/J=6.0`$. We may understand whether $`T_1^1`$ exhibits a minimum$``$that is to say, a ferromagnetic-to-antiferromagnetic crossover$``$at a tractable temperature in connection with the balance between the ferromagnetic band width $`W^{}`$ and the antiferromagnetic gap $`\mathrm{\Delta }`$. The ferromagnetic decreasing tail exists for $`k_\mathrm{B}TW^{}`$, whereas the antiferromagnetic increasing behavior is remarkable for $`k_\mathrm{B}T\mathrm{\Delta }`$. If we evaluate $`W^{}`$ and $`\mathrm{\Delta }`$ as $`\omega _{k=\pi }^{}\omega _{k=0}^{}=2Js`$ and $`\omega _{k=0}^+=2(Ss)J`$, respectively, we may expect a detectable minimum of $`T_1^1`$ as a function of temperature for $`2s<S`$. The larger $`S2s`$, the more pronounced crossover may be detected.
## IV Summary and Discussion
A relaxation mechanism based on the interaction with spin waves has so far been applied to magnetic insulators only in a temperature range far below the onset of the long-range order . We again stress that the present argument is a positive use of the spin-wave theory in one dimension in a temperature range above the onset of the (three-dimensional) long-range order. The quantum divergence of the spin reduction, inherent in one-dimensional antiferromagnets, no more plagues the present system, while we have avoided the thermal divergence of the bosonic distribution function modifying the spin-wave theory, that is, imposing a certain constraint on the magnetization. Though the present analysis must be a qualitative guide for the experiments over a wide temperature range, the description may be very precise especially for $`k_\mathrm{B}T/J0.2`$. $`T_1`$ measurements at low temperatures and/or under high fields are strongly encouraged.
The experimental development depends on the synthesis of relevant materials. Although it is the pioneering measurements on NiCu(pba)(H<sub>2</sub>O)<sub>3</sub>$``$2H<sub>2</sub>O that have motivated the present study, the family compounds MCu(pba)(H<sub>2</sub>O)<sub>3</sub>$``$2H<sub>2</sub>O may not be so useful as to verify the present analysis. The linewidth in the NMR spectra for NiCu(pba)(H<sub>2</sub>O)<sub>3</sub>$``$2H<sub>2</sub>O considerably broadens at low temperatures and therefore the extraction of $`T_1`$ was restricted to a temperature range $`k_\mathrm{B}T/J0.5`$, where it is rather hard for the present theory to make a quantitative interpretation, namely, a precise determination of the geometric parameters $`A^z`$ and $`a^z`$. Even though the linewidth broadening is inevitably dominated by the crystalline structure, a strong exchange coupling must be desirable here anyway. The idea of designing ligands capable of binding to two different metal ions with different donor atoms has not yet ended in an exchange coupling constant $`J`$ beyond $`85`$\[cm<sup>-1</sup>\] $``$ $`122k_\mathrm{B}`$\[K\] . A breakthrough may be made by bringing into interaction metal ions and stable organic radicals. Ceneschi et al. synthesized a series of ferrimagnetic chain compounds of general formula M(hfac)<sub>2</sub>NITR, where metal ion complexes M(hfac)<sub>2</sub> with hfac $`=`$ hexafluoroacetylacetonate are bridged by nitronyl nitroxide radicals NITR. Their exchange coupling constants significantly vary with M and R but are in general fairly large in comparison with those of bimetallic chain compounds. An antiferromagnetic coupling of $`313`$\[cm<sup>-1</sup>\] $``$ $`450k_\mathrm{B}`$\[K\] was obtained for M $`=`$ Mn ($`S=\frac{5}{2}`$) and R $`=`$ isopropyl ($`s=\frac{1}{2}`$) , while that of $`424`$\[cm<sup>-1</sup>\] $``$ $`610k_\mathrm{B}`$\[K\] for M $`=`$ Ni ($`S=1`$) and R $`=`$ methyl ($`s=\frac{1}{2}`$) . Neither compound shows any transition to the three-dimensional magnetic order down to $`k_\mathrm{B}T/J=0.02`$, which is also suitable for our purpose, apart from designing a molecule-based ferromagnet. We theoreticians hope as many experimentalists as possible will take part in this exciting business$``$dynamic properties of one-dimensional quantum ferrimagnets.
###### Acknowledgements.
It is a pleasure to thank Prof. T. Fukui and Dr. N. Fujiwara for fruitful discussions. This work was supported by the Japanese Ministry of Education, Science, and Culture through Grant-in-Aid No. 11740206 and by the Sanyo-Broadcasting Foundation for Science and Culture. The numerical computation was done in part using the facility of the Supercomputer Center, Institute for Solid State Physics, University of Tokyo.
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# Orbits in a Neighboring Dwarf Galaxy According to MOND
## 1 Introduction
The inconsistency between luminous and dynamical mass measurements is well known. An alternative way to explain this inconsistency without dark matter, is by Modified Nonrelativistic Dynamics (MOND) for galaxy and galactic systems M1 (Milgrom 1983a,) 1983b , 1983c) . This theory was later developed into an alternative theory of gravitation by Bekenstein & Milgrom (1984), which we hereafter refer to as the Bekenstein-Milgrom (BM) theory. MOND agrees with the Tully & Fisher (1977) and Faber & Jackson (1976) laws, and explains the dynamics in elliptical and spiral galaxies, without the need for dark matter. It satisfies conservation of energy, momentum, angular momentum, as well as the weak equivalence principle (Bekenstein & Milgrom 1984).
Recent studies of rotation disks of Low Surface Brightness (LSB) Galaxies by Salcedo & Gรกmez (1999), de Block & McGaugh (1998) and McGaugh & de Block (1998) are in agreement with MOND.
Departure of MOND from Newtonian theory is not connected with a distance scale. In MOND, deviations from Newtonian theory become significant for very small accelerations. The main argument presented is that Newtonian gravitation has not been tested for very weak fields and it could be that the theory is not valid in this regime. Other theories modifying Newtonian theory were reviewed by Bekenstein (1987).
Stability of galactic disks in BM theory was first studied in a WKB approximation by Milgrom (1989). The WKB scheme deals with perturbation wavelengths $`\lambda =2\pi /k`$, much smaller than the involved distances $`\rho `$ on the disk ($`|k\rho |>>1`$). In Newtonian gravitation, the presence of a dark halo is important in stabilizing the disk against violent bar formation OP (Ostriker & Peebles 1973). Recent N-body simulations for the BM theory, indicate that disks are more stable in MOND than in Newtonian dynamics with dark halos (Brada & Milgrom 1999).
We obtain the conservative Hamiltonian that describes the motion of a particle in a previous calculated potential for the BM theory in Section 2. This Section also includes a summary of the stability theory for phase-space orbits. Orbits in a dwarf galaxy are discussed in Section 3. Our conclusions are presented in Section 4.
## 2 Theory
In the BM theory, the Poisson equation for determining the gravitational potential is modified to
$$.\left(\mu \left(\frac{\phi }{a_0}\right)\phi \right)=4\pi G\rho ,$$
(1)
where $`a_0=2\times 10^8\text{cm}/\text{s}^2`$ is a constant with the dimension of acceleration, set so as to agree with the Tully-Fisher law (Milgrom 1983b ), the function $`\mu (x)`$ (where $`x=|\phi |/a_0`$) obeys $`0<\mu (x)<1,`$ with $`lim_{x0}\mu (x)=x`$ and $`G`$ is the Newtonian gravitational constant. With this particular value of $`a_0`$, non-Newtonian effects due to the Solar gravitational field are expected to begin only beyond the Oort cloud Oo (Oort 1963).
Let us assume the existence of a constant external gravitational acceleration $`\varphi _g`$ due to some source (e.g., a neighboring massive galaxy, such as ours) and a free falling sphere of mass $`M_d`$ (e.g., the center of a dwarf galaxy). Sufficiently close to $`M_d`$ so that $`\mu (x)1`$, the solution of equation (1) yields the well known Newtonian potential
$$\phi \frac{GM_d}{r}.$$
When the solution $`\phi `$ of equation (1) implies gravitational accelerations much bigger than the external gravitational acceleration $`(|\phi |>>|\varphi _g|)`$ but $`|\phi |<a_0`$, spherical symmetry can be assumed and the potential is obtained from equation (1) in the limit $`\mu (x)x`$, using Gaussโs theorem
$$\phi \sqrt{GM_da_0}\mathrm{log}r.$$
(2)
In the opposite limit, when $`|\phi |<<|\varphi _g|`$, Bekenstein & Milgrom (1984) have calculated the approximate potential of equation (1) in cylindrical coordinates
$$\phi =\frac{(\mu _g\sqrt{1+L_g})^1M_dG}{\sqrt{z^2(1\alpha _g)+\rho ^2}},$$
(3)
where $`z`$ is the direction of $`\varphi _g`$, $`\mu _g=\mu (|\varphi _g|/a_0)`$, $`L_g=d\mathrm{ln}(\mu )/d\mathrm{ln}(x)_{x=\varphi _g/a_0}`$ and $`\alpha _g=L_g/(1+L_g)`$. In the asymptotic Newtonian limit $`|\varphi _g|>>a_0,`$ $`\mu _g1`$, $`L_g0`$, $`\alpha _g0`$. In the non-Newtonian limit, which we call the MOND limit, $`|\varphi _g|<<a_0`$,
$`\mu _g(x)`$ $``$ $`x`$ (4)
$`L_g(x)`$ $``$ $`1`$ (5)
$`\alpha _g`$ $``$ $`1/2.`$ (6)
It is to be noted that equation (3) is not a consequence of tidal effects, since the external field is constant (Bekenstein & Milgrom 1984).
We study the orbit of a very small mass $`m<<M_d`$ such that it does not modify the potential in equation (3) and consider the motion of $`m`$, bounded by this potential. This is a central force type problem, so that conservation of linear momentum implies that the coordinate dependence of the Hamiltonian is in the relative distance between $`M_d`$ and $`m.`$ According to equation (3), and considering the azimuthal symmetry of the potential, the dynamics of the $`M_dm`$ system are governed by the conservative Hamiltonian
$`H`$ $`=`$ $`{\displaystyle \frac{1}{2\mu _r}}\left(p_\rho ^2+p_z^2+{\displaystyle \frac{l_z^2}{\rho ^2}}\right){\displaystyle \frac{\lambda }{\sqrt{z^2(1\alpha _g)+\rho ^2}}},`$ (7)
$`\lambda `$ $`=`$ $`(\mu _g\sqrt{1+L_g})^1GM_dm,`$ (8)
where $`\mu _r=M_dm/(M_d+m)m`$ is the reduced mass and $`l_z`$ is the angular momentum component in the direction of $`\varphi _g`$ (the direction joining the neighboring massive galaxy and the dwarf galaxy). Thus, the three dimensional motion in a axisymmetric potential is reduced to the motion in a plane. In equations (7) and (8), cartesian coordinates $`(\rho ,z)`$ are used to describe this (non-uniformly) rotating plane, which is often called the meridional plane.
In the MOND limit, when $`|\varphi _g|<<a_0`$, equation (3) with the condition $`|\phi |<<|\varphi _g|`$, yields a minimum distance between $`M_d`$ and $`m`$:
$$r_{min}=\sqrt{\frac{GM_d}{\sqrt{2}a_0}}\frac{a_0}{|\varphi _g|},$$
(9)
where the values for $`L_g`$ and $`\mu _g`$ are obtained from equations (4)- (6). We note that the forces in the $`\rho `$ and $`z`$ directions are not equal.
The Hamiltonian (7) has an elliptic equilibrium position at $`z=0`$, $`\rho =l_z^2/(\mu _r\lambda )`$, which is called the guiding center. Expanding the Hamiltonian in a power series about the guiding center, we have
$`H=H_0(I)+H_1(I,\theta )`$
$`H_0(I)=\omega _zI_z+\omega _\rho I_\rho `$ (10)
$`\omega _\rho ={\displaystyle \frac{\lambda ^2\mu _r}{l_z^3}},\omega _z={\displaystyle \frac{\lambda ^2\mu _r\sqrt{1\alpha _g}}{l_z^3}}.`$ (11)
This expansion is called the epicycle approximation and is appropriate in the neighborhood of the equilibrium. $`H_0`$ is the unperturbed motion and describes the epicycles around the guiding center; the two frequencies $`\omega _\rho `$ and $`\omega _z`$ given in equation (11), are called the epicycle frequency and the vertical frequency, respectively. In phase space, the conservation integrals define a $`2`$-dimensional torus. When $`j_z\omega _z+j_\rho \omega _\rho =0,j=|j_z|+|j_\rho |`$ for integers $`j_{z,\rho }`$, the linearized frequencies are said to satisfy a resonance of order $`j`$. The corresponding torus is called a resonant torus. From equations (6) and (11), the allowed linearized resonances are restricted to $`\alpha _g<1/2`$.
For a resonance of order $`j`$, it is possible to put the Hamiltonian into a Birkhoff normal form of degree $`j`$ by a canonical transformation
$$H=K_0(J)+K_1(J,\mathrm{\Phi }),$$
where $`K_0`$ is a polynomial of degree $`j`$ in the new actions $`J`$ and $`\mathrm{\Phi }`$ are the new angles MCA (Arnold 1989). $`K_0`$ is a good approximation when the perturbation $`K_1`$ is sufficiently small. The new frequencies are, then,
$$\nu _i=\frac{K_0(J)}{J_i}$$
(12)
and are functions of the new amplitudes $`J_i`$, a phenomenon first discovered by Lindstedt (1882) in connection with nonlinear oscillators.
Nondegenerescence is defined as the nonvanishing of the Hessian determinant
$$det\left|\frac{\nu _i}{J_k}\right|0.$$
(13)
There exists a theorem of Kolmogorov (1954) on the behavior of a nonresonant torus under a small perturbation $`K_1`$ of a nondegenerate Hamiltonian $`K_0`$ MCA (Arnold 1989), which was subsequently proved by Arnold (1961) for Hamiltonian systems and by Moser (1962) for area-preserving maps (see also Arnold (1963) and Moser (1971)). The theorem, known as KAM in recognition of their work, states the existence of invariant tori, densely filled with phase space curves winding around them, which are conditionally-periodic with the number of independent frequencies equal to the number of degrees of freedom. This theorem is valid if the following condition holds
$$|(\nu .j)|>C|j|^\tau .$$
(14)
In equation (14) $`C`$ is dependent on the magnitude of the perturbation and $`\tau `$, on the number of degrees of freedom. The existence of an invariant, or KAM, torus surrounding a periodic orbit, characterizes the stability. Orbits whose frequencies satisfy equation (14), occupy most of the volume in phase space for sufficiently small $`C`$ (Moser (1971)).
The conserved $`l_z`$ is an isolating integral for the full three degrees of freedom system; the two degrees of freedom system described by equation (7), is a subspace of constant $`l_z`$ of the original three degrees of freedom system. A surface of section can be constructed in the spirit of Hรฉnon & Heiles (1964). In a two degrees of freedom system, for instance equation (7), the dimension of the phase space is four. Since the energy is an isolating integral, motion is constrained to a three dimensional constant energy surface, for example, $`\rho `$, $`z`$ and $`p_z`$. Successive intersections of the trajectory with the plane $`\rho =\text{const.}`$ and $`p_\rho >0`$, described by the set of points $`z`$ and $`p_z`$ (or $`\dot{z}=dz/dt`$), is called a surface of section. Each intersection of the orbit is a point in this plane and the passage of one point to the next can be considered as a mapping. After an infinite time interval, the points corresponding to a unique orbit fill up a whole area of the surface of section, in the absence of further isolating integrals.
Motion is constrained to the intersection of the surfaces of constant $`H`$ and $`I`$ in the presence of a third isolating integral. Consider an orbit whose initial conditions lie in the phase space region of conserved $`I`$. Its points in the surface of section form a smooth curve.
According to the Poincare-Birkhoff theorem for resonant tori, after the inclusion of the perturbation $`K_1`$, we have an even number of periodic orbits in the vicinity of a stable periodic orbit. Periodic orbits are exact resonances of the nonlinear problem. The corresponding surface of section is a fixed point, surrounded by an even number of other fixed points. Half of them are stable, while the other half are unstable. Stable points are surrounded by closed invariant curves. Unstable points are connected by separatrices, forming a structure called a chain of islands. Chaos is present in the vicinity of the separatrices. (For further details, see Lichtenberg & Lieberman (1991) and Dunby (1971).)
## 3 Orbits in a Dwarf Galaxy
In the following, we describe the motion of a particle $`m`$ (e.g. a globular cluster) around a spheroid of mass $`M_d`$ (the nucleus of a dwarf galaxy) with $`M_d>>m`$, as shown in Figure Orbits in a Neighboring Dwarf Galaxy According to MOND. We take
$`M_d`$ $`=`$ $`10^8M_{},`$
$`m`$ $`=`$ $`10^5M_{}.`$ (15)
We assume that the $`M_dm`$ system is gravitationally bounded to a nearby massive galaxy $`M_g=5\times 10^{11}M_{}`$ (such as the Milky Way), separated by a distance $`d=100kpc`$. From equation (2), the nearby massive galaxy generates a gravitational acceleration on the order of
$$|\varphi _g|\sqrt{GM_ga_0}/d5.36^1a_0,$$
(16)
within the $`M_dm`$ system. The period of the test particle is appreciably less than that of the dwarf galaxyโs orbit. Possible resonances between the dwarf galaxyโs orbital period and that of the test particle are neglected. According to equation (9), equation (3) is valid for distances greater than $`r_{min}=1189`$pc and we choose
$$r2378\text{pc}.$$
(17)
Tidal accelerations for distances such as $`r`$ are neglected, so that $`\varphi _g`$ is considered to be a constant external gravitational acceleration within the $`M_dm`$ system. The geometry is shown in Figure Orbits in a Neighboring Dwarf Galaxy According to MOND.
If the initial conditions are chosen as $`z=p_z=0`$, according to equation (7), Keplerโs Theory is recovered with an effective gravitational constant (eq. (8)). These initial conditions correspond to orbits constrained to the equator of $`M_d`$ and are known as equatorial orbits. (The equatorial plane is defined as the plane containing $`M_d`$, perpendicular to the $`z`$ direction (see Fig. Orbits in a Neighboring Dwarf Galaxy According to MOND).) It then follows that
$`l_z^2`$ $`=`$ $`\mu _r\lambda a(1e^2)`$ (18)
$`H`$ $`=`$ $`E={\displaystyle \frac{\lambda }{2a}},`$ (19)
$`T`$ $`=`$ $`2\pi a^{3/2}\sqrt{{\displaystyle \frac{\mu _r}{\lambda }}},`$ (20)
where $`a`$ is the semi-major axis, $`e`$ the eccentricity, $`T`$ the period and $`E`$, the energy. In Newtonian theory, the relation between the period and the semi-major axis is Keplerโs third law. The equatorial orbits are uniquely defined by equations (18) and (19).
In the MOND limit, the period predicted by equation (3), for equatorial orbits, follows from equations (4)-(6), (8) and (20).
$$T2\pi r^{3/2}\sqrt{\frac{\sqrt{2}|\varphi _g|/a_0}{G(M_d+m)}},$$
which, according to equations (15), (16) and (17), results in
$$T5.6\times 10^8\text{yr}.$$
(21)
The physical configuration defined by equations (15) and (16) is described in the following. We assume the MOND limit in equations (4) and (5) and choose $`\alpha _g=7/16`$, corresponding to the linearized lower order resonance of $`3/4`$ in Table 1. Under these conditions, the surfaces of section for the phase orbits of equation (7) (Figs. Orbits in a Neighboring Dwarf Galaxy According to MOND \- Orbits in a Neighboring Dwarf Galaxy According to MOND) are obtained for an energy $`E=6.817\times 10^{50}\text{erg}`$, which corresponds to distances of the order of that in equation (17). As a numerical check, the energy was found to be conserved to one part in $`10^{10}`$.
Regions of instability increase for smaller values of $`l_z`$. Equatorial orbits are defined as $`z=p_z=0`$ in equation (7). For equatorial orbits, $`l_z`$ is connected to the eccentricity by equation (18). According to equation (14), for equatorial orbits with sufficiently small eccentricities, almost the entire phase space is occupied by KAM tori surrounding the stable orbit, as shown in Fig. Orbits in a Neighboring Dwarf Galaxy According to MOND. The surface of section in Fig. Orbits in a Neighboring Dwarf Galaxy According to MOND is obtained for $`l_z/\mu _r=57.09\text{kpc}\text{km}/\text{s}`$, which corresponds to an equatorial orbit with eccentricity $`e=0.4`$. It can be seen in Fig. Orbits in a Neighboring Dwarf Galaxy According to MOND that this particular equatorial orbit is stable.
The MOND potential given in equation (3) is valid for distances greater than $`r_{min}`$, defined in equation (9). This potential predicts equatorial orbits which belong to a plane perpendicular to the external gravitational acceleration produced by $`M_g`$ (see Fig. Orbits in a Neighboring Dwarf Galaxy According to MOND). We numerically found that the equatorial orbits are stable for eccentricities $`e<0.65`$.
With decreasing values of $`l_z`$, for example, $`l_z/\mu _r=41.20\text{kpc}\text{km}/\text{s}`$, the equatorial orbit becomes unstable. There exist other stable periodic orbits, which are not in the plane $`z=0`$ (see Fig. Orbits in a Neighboring Dwarf Galaxy According to MOND).
Associated with the upper and lower stable islands in Fig. Orbits in a Neighboring Dwarf Galaxy According to MOND, there is an exact $`2:1`$ resonance, which is a periodic orbit in the meridional plane, defined by $`\rho ,z`$ coordinates. In three dimensional space $`x,y,z`$, this periodic orbit corresponds to a quasi-periodic orbit in a spatial region, which is a rounded cylindrical shell surrounding $`M_d`$, as shown in Figure Orbits in a Neighboring Dwarf Galaxy According to MOND. A closed orbit in three dimensional space requires an exact resonance between the azimuthal, vertical and epicycle frequencies.
## 4 Conclusions
There exists a previously calculated potential $`\phi `$ in the MOND theory, given by equation (3), for a free falling sphere of mass $`M_d`$ in a constant external gravitational acceleration $`\varphi _g`$. $`\phi `$ is valid when $`|\varphi _g|>>|\phi |`$. We assume that the existence of a second mass $`m<<M_d`$ does not modify the potential.
The system $`M_dm`$, bounded by the potential $`\phi `$, is described by the Hamiltonian given in equation (7). Since the potential is axially symmetric, only the component of the angular momentum in the direction of $`\varphi _g`$, $`l_z`$, is conserved. As a consequence, when $`z=p_z=0`$ and $`l_z`$ is the total angular momentum, motion is periodic and occurs in a plane perpendicular to $`\varphi _g`$, which we call the equatorial plane (Fig. Orbits in a Neighboring Dwarf Galaxy According to MOND). Keplerโs theory is then recovered with an effective gravitational constant (eq. (8)), and $`l_z`$ is related to the eccentricity by equation (18).
We analyze the phase space of $`H`$, using the numerical technique of surfaces of section. It is found that for eccentricities $`ฯต<0.65`$, the equatorial orbits are stable with respect to small variations in the initial conditions (Fig. Orbits in a Neighboring Dwarf Galaxy According to MOND). For smaller values of $`l_z`$, the stability of the equatorial orbit is lost and there is an increase in the size of the chaotic regions (Fig. Orbits in a Neighboring Dwarf Galaxy According to MOND). There is a disk perpendicular to $`\varphi _g`$, as well as some regions not in the disk, which are stable against variations of initial conditions.
D. M. would like to thank the Brazilian agency CAPES for support and R. O. would like to thank the Brazilian agency CNPq and the project PRONEX/FINEP (no. 41.96.0908.00) for partial support. D. M. would also like to thank the Dynamics Group at IAG-USP for enlightening conversations.
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# Links between gravity and dynamics of quantum liquids
## I Introduction. Physical vacuum as condensed matter.
In a modern viewpoint the relativistic quantum field theory is an effective theory . It is an emergent phenomenon arising in the low energy corner of the physical fermionic vacuum โ the medium, whose nature remains unknown. Also it is argued that in the low energy corner the symmetry must be enhanced : If we neglect the very low energy region of electroweak scale, where some symmetries are spontaneously violated, then above this scale one can expect that the lower the energy, the better is the Lorentz invariance and other symmetries of the physical laws. The same phenomena occur in the condensed matter systems. If the spontaneous symmetry breaking at very low energy is neglected or avoided, then in the limit of low energy the symmetry of condensed matter is really enhanced. Moreover, there is one special universality class of Fermi systems, where in the low energy corner there appear almost all the symmetries, which we know today in high energy physics: Lorentz invariance, gauge invariance, elements of general covariance, etc (superfluid <sup>3</sup>He-A is a representative of this class ). The chiral fermions as well as gauge bosons and gravity field arise as fermionic and bosonic collective modes of such a system. The inhomogeneous states of the condensed matter ground state โ vacuum โ induce nontrivial effective metrics of the space, where the free quasiparticles move along geodesics. This conceptual similarity between condensed matter and quantum vacuum allows us to simulate many phenomena in high energy physics and cosmology, including axial anomaly, baryoproduction and magnetogenesis, event horizon and Hawking radiation, rotating vacuum, expansion of the Universe, etc., probing these phenomena in ultra-low-temperature superfluid helium, atomic Bose condensates and superconductors. Some of the experiments have been already conducted.
The quantum field theory, which we have now, is incomplete due to ultraviolet diveregences at small scales, where the โmicroscopicโ physics of vacuum becomes important. Here the analogy between quantum vacuum and condensed matter could give an insight into the transPlanckian physics. As in condensed matter system, one can expect that some or all of the known symmetries in Nature will be lost when the Planck energy scale is approached. The condensed matter analogue gives examples of the physically imposed deviations from Lorentz invariance. This is important in many different areas of high energy physics and cosmology, including possible CPT violation and black holes, where the infinite red shift at the horizon opens the route to the transPlanckian physics.
The low-energy properties of different condensed matter substances (magnets, superfluids, crystals, superconductors, etc.) are robust, i.e. they do not depend much on the details of microscopic (atomic) structure of these substances. The main role is played by symmetry and topology of condensed matter: they determine the soft (low-energy) hydrodynamic variables, the effective Lagrangian describing the low-energy dynamics, and topological defects. The microscopic details provide us only with the โfundamental constantsโ, which enter the effective phenomenological Lagrangian, such as speed of โlightโ (say, the speed of sound), superfluid density, modulus of elasticity, magnetic susceptibility, etc. Apart from these fundamental constants, which can be rescaled, the systems behave similarly in the infrared limit if they belong to the same universality and symmetry classes, irrespective of their microscopic origin. The detailed information on the system is lost in such acoustic or hydrodynamic limit . From the properties of the low energy collective modes of the system โ acoustic waves in case of crystals โ one cannot reconstruct the atomic structure of the crystal since all the crystals have similar acoustic waves described by the same equations of the same effective theory, in a given case the classical theory of elasticity. The classical fields of collective modes can be quantized to obtain quanta of acoustic waves โ the phonons, but this quantum field remains the effective field which does not give a detailed information on the real quantum structure of the underlying crystal.
It is quite probable that in the same way the quantization of classical gravity, which is one of the infrared collective modes of quantum vacuum, will not add more to our understanding of the โmicroscopicโ structure of the vacuum . Indeed, according to this analogy, such properties of our world, as gravitation, gauge fields, elementary chiral fermions, etc., all arise in the low energy corner as a low-energy soft modes of the underlying โcondensed matterโ. At high energy (of the Planck scale) these soft modes disappear: actually they merge with the continuum of the high-energy degrees of freedom of the โPlanck condensed matterโ and thus cannot be separated anymore from the others. Since the gravity appears as an effective field in the infrared limit, the only output of its quantization would be the quanta of the low-energy gravitational waves โ gravitons.
The main advantage of the condensed matter analogy is that in principle we know the condensed matter structure at any relevant scale, including the interatomic distance, which corresponds to the Planck scale. Thus the condensed matter can suggest possible routes from our present low-energy corner of โphenomenologyโ to the โmicroscopicโ physics at Planckian and trans-Planckian energies.
## II Landau-Khalatnikov two-fluid model hydrodynamics as effective theory of gravity.
### A Superfluid vacuum and quasiparticles.
Here we consider the simplest effective field theory of superfluids, where only the gravitational field appears as an effective field. The case of the fermi superfluids, where also the gauge field and chiral fermions appear in the low-energy corner together with Lorentz invariance is discussed in .
According to Landau and Khalatnikov a weakly excited state of the collection of interacting <sup>4</sup>He atoms can be considered as a small number of elementary excitations โ quasiparticles, phonons and rotons. In addition, the state without excitation โ the ground state or vacuum โ can have collective degrees of freedom. The superfluid vacuum can move without friction, and inhomogeneity of the flow serves as the gravitational and/or other effective fields. The matter propagating in the presence of this background is represented by fermionic (in Fermi superfluids) or bosonic (in Bose superfluids) quasiparticles, which form the so called normal component of the liquid. Such two-fluid hydrodynamics introduced by Landau and Khalatnikov is the example of the effective field theory which incorporates the motion of both the superfluid background (gravitational field) and excitations (matter). This is the counterpart of the Einstein equations, which incorporate both gravity and matter.
One must distinguish between the particles and quasiparticles in superfluids. The particles describes the system on a microscopic level, these are atoms of the underlying liquid (<sup>3</sup>He or <sup>4</sup>He atoms). The many-body system of the interacting atoms form the quantum vacuum โ the ground state. The conservation laws experienced by the atoms and their quantum coherence in the superfluid state determine the low frequency dynamics โ the hydrodynamics โ of the collective variables of the superfluid vacuum. The quasiparticles โ fermionic and bosonic โ are the low energy excitations above the vacuum state. They form the normal component of the liquid which determines the thermal and kinetic low-energy properties of the liquid.
### B Dynamics of superfluid vacuum.
In the simplest superfluid the coherent motion of the superfluid vacuum is characterized by two collective (hydrodynamic) variables: the particle density $`n(๐ซ,t)`$ of atoms comprising the liquid and superfluid velocity $`๐ฏ_\mathrm{s}(๐ซ,t)`$ of their coherent motion. In a strict microscopic theory $`n=_๐ฉn(๐ฉ)`$, where $`n(๐ฉ)`$ is the particle distribution functions. The particle number conservation provides one of the equations of the effective theory of superfluids โ the continuity equation
$$\frac{n}{t}+๐=0.$$
(1)
The conserved current of atoms in monoatomic superfluid lquid is
$$๐=\underset{๐ฉ}{}\frac{๐ฉ}{m}n(๐ฉ),$$
(2)
where $`m`$ is the bare mass of the particle. Note that the liquids considered here are nonrelativistic and obeying the Galilean transformation law. In the Galilean system the momentum of particles and the particle current are related by Eq.(2). In the effective theory the particle current has two contributions
$$๐=n๐ฏ_\mathrm{s}+๐_\mathrm{q},๐_\mathrm{q}=\underset{๐ฉ}{}\frac{๐ฉ}{m}f(๐ฉ).$$
(3)
The first term $`n๐ฏ_\mathrm{s}`$ is the current transferred coherently by the collective motion of superfluid vacuum with the superfluid velocity $`๐ฏ_\mathrm{s}`$. If quasiparticles are excited above the ground state, their momenta also contribute to the particle current, the second term in rhs of Eq.(11), where $`f(๐ฉ)`$ is the distribution function of quasiparticles. Note that under the Galilean transformation to the coordinate system moving with the velocity $`๐ฎ`$ the superfluid velocity transforms as $`๐ฏ_\mathrm{s}๐ฏ_\mathrm{s}+๐ฎ`$, while the momenta of particle and quasiparticle transform differently: $`๐ฉ๐ฉ+m๐ฎ`$ for microscopic particles and $`๐ฉ๐ฉ`$ for quasiparticles.
The second equation for the collective variables is the London equation for the superfluid velocity, which is curl-free in superfluid <sup>4</sup>He ($`\times ๐ฏ_\mathrm{s}=0`$):
$$m\frac{๐ฏ_{(s)}}{t}+\frac{\delta }{\delta n}=0.$$
(4)
Together with the kinetic equation for the quasiparticle distribution function $`f(๐ฉ)`$, the Eqs.(4) and (1) for collective fields $`๐ฏ_\mathrm{s}`$ and $`n`$ give the complete effective theory for the kinetics of quasiparticles (matter) and coherent motion of vacuum (gravitational field) if the energy functional $``$ is known. In the limit of low density of quasiparticles, when the interaction between quasiparticles can be neglected, the simplest Ansatz satisfying the Galilean invariance is
$$=d^3r\left(\frac{m}{2}n๐ฏ_\mathrm{s}^2+ฯต(n)+\underset{๐ฉ}{}\stackrel{~}{E}(๐ฉ,๐ซ)f(๐ฉ,๐ซ)\right).$$
(5)
Here $`ฯต(n)`$ is the (phenomenological) vacuum energy as a function of the particle density; $`\stackrel{~}{E}(๐ฉ,๐ซ)=E(๐ฉ,n(๐ซ))+๐ฉ๐ฏ_\mathrm{s}(๐ซ)`$ is the Doppler shifted quasiparticle energy in the laboratory frame; $`E(๐ฉ,n(๐ซ))`$ is the quasiparticle energy measured in the frame comoving with the superfluid vacuum. The Eqs. (1) and (4) can be also obtained from the Hamiltonian formalism using Eq.(5) as Hamiltonian and Poisson brackets
$$\{๐ฏ_\mathrm{s}(๐ซ_1),n(๐ซ_2)\}=\frac{1}{m}\delta (๐ซ_1๐ซ_2),\{n(๐ซ_1),n(๐ซ_2)\}=\{๐ฏ_\mathrm{s}(๐ซ_1),๐ฏ_\mathrm{s}(๐ซ_2)\}=0.$$
(6)
Note that the Poisson brackets between components of superfluid velocity are zero only for curl-free superfluidity. In a general case it is
$$\{v_{\mathrm{s}i}(๐ซ_1),v_{\mathrm{s}j}(๐ซ_2)\}=\frac{1}{mn}e_{ijk}(\times ๐ฏ_\mathrm{s})_k\delta (๐ซ_1๐ซ_2).$$
(7)
In this case even at $`T=0`$, when the quasiparticles are absent, the Hamiltonian description of the hydrodynamics is only possible: There is no Lagrangian, which can be expressed in terms of the hydrodynamic variables $`๐ฏ_\mathrm{s}`$ and $`n`$. The absence of the Lagrangian in many condensed matter systems is one of the consequences of the reduction of the degrees of freedom in effective field theory, as compared with the fully microscopic description. In ferromagnets, for example, the number of the hydrodynamic variables is odd: 3 components of the magnetization vector $`๐`$. They thus cannot form the canonical pairs of conjugated variables. As a result one can use either the Hamiltonian description or introduce the effective action with the Wess-Zumino term, which contains an extra coordinate $`\tau `$:
$$S_{\mathrm{WZ}}d^3x๐t๐\tau ๐(_t๐\times _\tau ๐).$$
(8)
### C Normal component โ โmatterโ.
In a local thermal equilibrium the distribution of quasiparticles is characterized by local temperature $`T`$ and by local velocity $`๐ฏ_\mathrm{n}`$ called the normal component velocity
$$f_๐ฏ(๐ฉ)=\left(\mathrm{exp}\frac{\stackrel{~}{E}(๐ฉ)\mathrm{๐ฉ๐ฏ}_n}{T}\pm 1\right)^1,$$
(9)
where the sign + is for the fermionic quasiparticles in Fermi superfluids and the sign - is for the bosonic quasiparticles in Bose superfluids. Since $`\stackrel{~}{E}(๐ฉ)=E(๐ฉ)+๐ฉ๐ฏ_\mathrm{s}`$, the equilibrium distribution is determined by the Galilean invariant quantity $`๐ฏ_\mathrm{n}๐ฏ_\mathrm{s}๐ฐ`$, which is the normal component velocity measured in the frame comoving with superfluid vacuum. It is called the counterflow velocity. In the limit when the conterflow velocity $`๐ฏ_\mathrm{n}๐ฏ_\mathrm{s}`$ is small, the quasiparticle (โmatterโ) contribution to the particle current is proportional to the counterflow velocity:
$$J_{\mathrm{q}i}=n_{\mathrm{n}ik}(v_{\mathrm{n}k}v_{\mathrm{s}k}),$$
(10)
where the tensor $`n_{\mathrm{n}ik}`$ is the so called density of the normal component. In this linear regime the total current can be represented as the sum of the currents of the normal and superfluid components
$$J_i=n_{\mathrm{s}ik}v_{\mathrm{s}k}+n_{\mathrm{n}ik}v_{\mathrm{n}k},$$
(11)
where tensor $`n_{\mathrm{s}ik}=n\delta _{ik}n_{\mathrm{n}ik}`$ is the so called density of superfluid component. In the isotropic superfluids, <sup>4</sup>He and <sup>3</sup>He-B, the normal component is isotropic tensor, $`n_{\mathrm{n}ik}=n_\mathrm{n}\delta _{ik}`$, while in anisotropic superfluid <sup>3</sup>He-A the normal component density is a uniaxial tensor . At $`T=0`$ there the quasiparticles are frozen out and one has $`n_{\mathrm{n}ik}=0`$ and $`n_{\mathrm{s}ik}=n\delta _{ik}`$.
### D Quasiparticle spectrum and effective metric
The structure of the quasiparticle spectrum in superfluid <sup>4</sup>He becomes more and more universal the lower the energy. In the low energy corner the spectrum o f these quasiparticles, phonons, can be obtained in the framework of the effective theory. Note that the effective theory is unable to describe the high-energy part of the spectrum โ rotons, which can be determined in a fully microscopic theory only. On the contrary, the spectrum of phonons is linear, $`E(๐ฉ,n)c(n)|๐ฉ|`$, and only the โfundamental constantโ โ the speed of โlightโ $`c(n)`$ โ depends on the physics of the higher energy hierarchy rank. Phonons represent the quanta of the collective modes of the superfluid vacuum, sound waves, with the speed of sound obeying $`c^2(n)=(n/m)(d^2ฯต/dn^2)`$. All other information on the microscopic atomic nature of the liquid is lost. Note that for the curl-free superfluids the sound waves represent the only โgravitationalโ degree of freedom. The Lagrangian for these โgravitational wavesโ propagating above the smoothly varying background is obtained by decomposition of the superfluid velocity and density into the smooth and fluctuating parts: $`๐ฏ_\mathrm{s}=๐ฏ_{\mathrm{s}\mathrm{smooth}}+\alpha `$ . The Lagrangian for the scalar field $`\alpha `$ is:
$$=\frac{m}{2}n\left((\alpha )^2\frac{1}{c^2}\left(\dot{\alpha }+(๐ฏ_\mathrm{s})\alpha \right)^2\right)\frac{1}{2}\sqrt{g}g^{\mu \nu }_\mu \alpha _\nu \alpha .$$
(12)
Thus in the low energy corner the Lagrangian for sound waves has an enhanced symmetry โ the Lorentzian form, where the effective Riemann metric experienced by the sound wave, the so called acoustic metric, is simulated by the smooth parts of the hydrodynamic fields:
$$g^{00}=\frac{1}{mnc},g^{0i}=\frac{v_\mathrm{s}^i}{mnc},g^{ij}=\frac{c^2\delta ^{ij}v_\mathrm{s}^iv_\mathrm{s}^j}{mnc},$$
(13)
$$g_{00}=\frac{mn}{c}(c^2๐ฏ_\mathrm{s}^2),g_{0i}=\frac{mnv_{\mathrm{s}i}}{c},g_{ij}=\frac{mn}{c}\delta _{ij},\sqrt{g}=\frac{m^2n^2}{c}.$$
(14)
Here and further $`๐ฏ_\mathrm{s}`$ and $`n`$ mean the smooth parts of the velocity and density fields.
The energy spectrum of sound wave quanta, phonons, which represent the โgravitonsโ in this effective gravity, is determined by
$$g^{\mu \nu }p_\mu p_\nu =0,\mathrm{or}(\stackrel{~}{E}๐ฉ๐ฏ_\mathrm{s})^2=c^2p^2.$$
(15)
### E Effective quantum field and effective action
The effective action Eq.(12) for phonons formally obeys the general covariance, this is an example of how the enhanced symmetry arises in the low-energy corner. In addition, in the classical limit of Eq.(15) corresponding to geometrical optics (in our case this is geometrical acoustics) the propagation of phonons is invariant under the conformal transformation of metric, $`g^{\mu \nu }\mathrm{\Omega }^2g^{\mu \nu }`$. This symmetry is lost at the quantum level: the Eq.(12) is not invariant under general conformal transformations, however the reduced symmetry is still there: Eq.(12) is invariant under scale transformations with $`\mathrm{\Omega }=\mathrm{Const}`$.
In superfluid <sup>3</sup>He-A the other effective fields and new symmetries appear in the low energy corner, including also the effective $`SU(2)`$ gauge fields and gauge invariance. The symmetry of fermionic Lagrangian induces, after integration over the quasiparticles degrees of freedom, the corresponding symmetry of the effective action for the gauge fields. Moreover, in addition to superfluid velocity field there are appear the other gravitational degrees of freedom with the spin-2 gravitons. However, as distinct from the effective gauge fields, whose effective action is very similar to that in particle physics, the effective gravity cannot reproduce in a full scale the Einstein theory: the effective action for the metric is contaminated by the noncovariant terms, which come from the โtransPlanckianโ physics . The origin of difficulties with effective gravity in condensed matter is probably the same as the source of the problems related to quantum gravity and cosmological constant.
The quantum quasiparticles interact with the classical collective fields $`๐ฏ_\mathrm{s}`$ and $`n`$, and with each other. In Fermi superfluid <sup>3</sup>He the fermionic quasiparticles interact with many collective fields describing the multicomponent order parameter and with their quanta. That is why one obtains the interacting Fermi and Bose quantum fields, which are in many respect similar to that in particle physics. However, this field theory can be applied to a lowest orders of the perturbation theory only. The higher order diagrams are divergent and nonrenormalizable, which simply means that the effective theory is valid when only the low energy/momentum quasiparticles are involved even in their virtual states. This means that only those terms in the effective action can be derived by integration over the quasiparticle degrees of freedom, whose integral are concentrated solely in the low-energy region. For the other processes one must go beyond the effective field theory and consider the higher levels of description, such as Fermi liquid theory, or further the microscopic level of the underlying liquid with atoms and their interactions. In short, all the terms in effective action come from microscopic โPlanckโ physics, but only some fraction of them can be derived within the effective field theory.
In Bose supefluids the fermionic degrees of freedom are absent, that is why the quantum field theory there is too restrictive, but nevertheless it is useful to consider it since it provides the simplest example of the effective theory. On the other hand the Landau-Khalatnikov scheme is rather universal and is easily extended to superfluids with more complicated order parameter and with fermionic degrees of freedom (see the book ).
### F Vacuum energy and cosmological constant
The vacuum energy density $`ฯต(n)`$ and the parameters which characterize the quasparticle energy spectrum cannot be determined by the effective theory: they are provided solely by the higher (microscopic) level of description. The microscopic calculations show that at zero pressure the vacuum energy per one atom of the liquid <sup>4</sup>He is about $`ฯต(n_0)/n_07`$K . It is instructive to compare this microscopic result with the estimation of the vacuum energy if we try to obtain it from the effective theory. In effective theory the vacuum energy is given by the zero point motion of phonons
$$ฯต_{\mathrm{eff}}=(1/2)\underset{E(๐ฉ)<\mathrm{\Theta }}{}cp=\frac{1}{16\pi ^2}\frac{\mathrm{\Theta }^4}{\mathrm{}^3c^3}=\frac{1}{16\pi ^2}\sqrt{g}\left(g^{\mu \nu }\mathrm{\Theta }_\mu \mathrm{\Theta }_\nu \right)^2.$$
(16)
Here $`c`$ is the speed of sound; $`\mathrm{\Theta }\mathrm{}c/a`$ is the Debye characteristic temperature with $`a`$ being the interatomic space, $`\mathrm{\Theta }`$ plays the part of the โPlanckโ cutoff energy scale; $`\mathrm{\Theta }_\mu =(\mathrm{\Theta },0,0,0)`$.
We wrote the Eq.(16) in the form which is different from the conventional cosmological term $`\mathrm{\Lambda }\sqrt{g}`$. This is to show that both forms and the other possible forms too have the similar drawbacks. The Eq.(16) is conformal invariant due to conformal invariance experienced by the quasiparticle energy spectrum in Eq.(15) (actually, since this term does not depend on derivatives, the conformal invariance is equivalent to invariance under multiplication of $`g_{\mu \nu }`$ by constant factor). However, in Eq.(16) the general covariance is violated by the cutoff. On the contrary, the conventional cosmological term $`\mathrm{\Lambda }\sqrt{g}`$ obeys the general covariance, but it is not invariant under transformation $`g_{\mu \nu }\mathrm{\Omega }^2g_{\mu \nu }`$ with constant $`\mathrm{\Omega }`$. Thus both forms of the vacuum energy violate one or the other symmetry of the low-energy effective Lagrangian Eq.(12) for phonons, which means that the vacuum energy cannot be determined exclusively within the low-energy domain.
Now on the magnitude of the vacuum energy. The Eq.(16) gives $`ฯต_{\mathrm{eff}}(n_0)/n_010^2\mathrm{\Theta }10^1`$K. The magnitude of the energy is much smaller than the result obtained in the microscopic theory, but what is more important the energy has an opposite sign. This means again that the effective theory must be used with great caution, when one calculates those quantities, which crucially (non-logarithmically) depend on the โPlanckโ energy scale. For them the higher level โtransPlanckianโ physics must be used only. In a given case the many-body wave function of atoms of the underlying quantum liquid has been calculated to obtain the vacuum energy . The quantum fluctuations of the phonon degrees of freedom in Eq.(16) are already contained in this microscopic wave function. To add the energy of this zero point motion of the effective field to the microscopically calculated energy $`ฯต(n_0)`$ would be the double counting. Thus the proper regularization of the vacuum energy in the effective field theory must by equating it to exact zero.
This conjecture is confirmed by consideration of the equilibrium conditions for the liquid. The equilibrium condition for the superfluid vacuum is $`(dฯต/dn)_{n_0}=0`$. Close to the equilibrium state one has
$$ฯต(n)=ฯต(n_0)+\frac{1}{2}\frac{mc^2}{n_0}(nn_0)^2.$$
(17)
From this equation it follows that the variation of the vacuum energy over the metric determinant must be zero in equilibrium: $`dฯต/dg|_{n_0}=(dฯต/dn)_{n_0}/(dg/dn)_{n_0}=0`$. This apparently shows that the vacuum energy can be neither of the form of Eq.(16) nor in the form $`\mathrm{\Lambda }\sqrt{g}`$. The metric dependence of the vacuum energy consistent with the equilibrium condition and Eq.(17) could be only of the type $`A+B(gg_0)^2`$, so that the cosmological term in Einstein equation would be $`(gg_0)g_{\mu \nu }`$. This means that in equilibrium, i.e. at $`g=g_0`$, the cosmological term is zero and thus the equilibrium vacuum is not gravitating. In relativistic theories such dependence of the Lagrangian on $`g`$ can occur in the models where the determinant of the metric is the variable which is not transformed under coordinate transformations, i.e. only the invariance under coordinate transformations with unit determinant represents the fundamental symmetry.
This probably has some relation to the problem of the cosmological constant in Einstein theory of gravity, where the estimation in Eq.(16) with $`c`$ being the speed of light and $`\mathrm{\Theta }=E_{\mathrm{Planck}}`$ gives the cosmological term by 100 orders of magnitude higher than its upper experimental limit. The gravity is the low-frequency, and actually the classical output of all the quantum degrees of freedom of the โPlanck condensed matterโ. So one should not quantize the gravity again, i.e. one should not use the low energy quantization for construction of the Feynman diagrams technique with diagrams containing the integration over high momenta. In particular the effective field theory is not appropriate for the calculation of the vacuum energy and thus of the cosmological constant. Moreover, one can argue that, whatever the real โmicroscopicโ energy of the vacuum is, the energy of the equilibrium vacuum is not gravitating: The diverging energy of quantum fluctuations of the effective fields and thus the cosmological term must be regularized to zero as we discussed above, since these fluctuations are already contained in the โmicroscopic wave functionโ of the vacuum.
This however does not exclude the Casimir effect, which appears if the vacuum is not homogeneous. The smooth deviations from the homogeneous equilibrium vacuum are within the low-energy domain: they can be successfully described by the effective field theory, and their energy can gravitate.
### G Einstein action and higher derivative terms
In principle, there are the nonhydrodynamic terms in the effective action, which are not written in Eq.(5) since they contain space and time derivatives of the hydrodynamics variable, $`n`$ and $`๐ฏ_\mathrm{s}`$, and thus are relatively small. Only part of them can be obtained using the effective theory. As in the case of Sakharov effective gravity , the standard integration over the massless scalar field $`\alpha `$ propagating in inhomogeneous $`n`$ and $`๐ฏ_\mathrm{s}`$ fields, which provide the effective metric, gives the curvature term in Einstein action. It can also be written in two ways. The form which respects the general covariance of the phononic Lagrangian for $`\alpha `$ field in Eq.(12) is:
$$_{\mathrm{Einstein}}=\frac{1}{16\pi G}\sqrt{g}R,$$
(18)
This form does not obey the invariance under multiplication of $`g_{\mu \nu }`$ by constant factor, which shows its dependence on the โPlanckโ physics. The gravitational Newton constant $`G`$ is expressed in terms of the โPlanckโ cutoff: $`G^1\mathrm{\Theta }^2`$. Another form, which explicitly contains the โPlanckโ cutoff,
$$_{\mathrm{Einstein}}=\frac{1}{16\pi }\sqrt{g}Rg^{\mu \nu }\mathrm{\Theta }_\mu \mathrm{\Theta }_\nu ,$$
(19)
is equally bad: the action is invariant under the scale transformation of the metric, but the general covariance is violated. Such incompatibility of different low-energy symmetries is the hallmark of the effective theories.
To give an impression on the relative magnitude of the Einstein action let us express the Ricci scalar in terms of the superfluid velocity field only
$$\sqrt{g}R=\frac{1}{c^3}\left(2_t๐ฏ_\mathrm{s}+^2(v_\mathrm{s}^2)\right).$$
(20)
In superfluids the Einstein action is small compared to the dominating kinetic energy term $`mn๐ฏ_\mathrm{s}^2/2`$ in Eq.(5) by factor $`a^2/l^2`$, where $`a`$ is again the atomic (โPlanckโ) length scale and $`l`$ is the characteristic macroscopic length at which the velocity field changes. That is why it can be neglected in the hydrodynamic limit, $`a/l0`$. Moreover, there are many terms of the same order in effective actions which do not display the general covariance, such as $`(๐ฏ_\mathrm{s})^2`$. They are provided by microscopic physics, and there is no rule in superfluids according to which these noncovariant terms must be smaller than the Eq.(18). But in principle, if the gravity field as collective field arises from the other degrees of freedom, different from the condensate motion, the Einstein action can be dominating.
There are the higher order derivative terms, which are quadratic in the Riemann tensor, such as
$$\sqrt{g}R^2\mathrm{ln}\left(\frac{g^{\mu \nu }\mathrm{\Theta }_\mu \mathrm{\Theta }_\nu }{R}\right).$$
(21)
They only logarithmically depend on the cut-off and thus their calculation in the framework of the effective theory is possible. Because of the logarithmic divergence (they are of the relative order $`(a/l)^4\mathrm{ln}(l/a)`$) these terms dominate over the noncovariant terms of order $`(a/l)^4`$, which are obtained in fully microscopic calculations. Being determined essentially by the phononic Lagrangian in Eq.(12), these terms respect (with logarithmic accuracy) all the symmetries of this Lagrangian including the general covariance and the invariance under rescaling the metric. That is why they are the most appropriate terms for the self-consistent effective theory of gravity. The logarithmic terms also appear in the effective action for the effective gauge fields, which take place in superfluid <sup>3</sup>He-A . These terms in superfluid <sup>3</sup>He-A have been obtained first in microscopic calculations, however it appeared that their physics can be completely determined by the low energy tail and thus they can be calculated using the effective theory. This is well known in particle physics as running coupling constants and zero charge effect.
Unfortunately in effective gravity of superfluids these logarithmic terms are small compared with the main terms โ the vacuum energy and the kinetic energy of the vacuum flow. This means that the superfluid liquid is not the best condensed matter for simulation of Einstein gravity. In <sup>3</sup>He-A there are other components of the order parameter, which also give rise to the effective gravity, but superfluidity of <sup>3</sup>He-A remains to be an obstacle. One must try to construct the non-superfluid condensed matter system which belongs to the same universality class as <sup>3</sup>He-A, and thus contains the effective Einstein gravity as emergent phenomenon, which is not contaminated by the superfluidity.
## III โRelativisticโ energy-momentum tensor for โmatterโ moving in โgravitationalโ superfluid background in two fluid hydrodynamics
### A Kinetic equation for quasiparticles (matter)
The distribution function $`f`$ of the quasiparticles is determined by the kinetic equation:
$$\dot{f}\frac{\stackrel{~}{E}}{๐ซ}\frac{f}{๐ฉ}+\frac{\stackrel{~}{E}}{๐ฉ}\frac{f}{๐ซ}=๐ฅ_{coll}.$$
(22)
The collision integral conserves the momentum and the energy of quasiparticles, i.e.
$$\underset{๐ฉ}{}๐ฉ๐ฅ_{coll}=\underset{๐ฉ}{}\stackrel{~}{E}(๐ฉ)๐ฅ_{coll}=\underset{๐ฉ}{}E(๐ฉ)๐ฅ_{coll}=0,$$
(23)
but not necessarily the number of quasiparticle: as a rule the quasiparticle number is not conserved in superfluids.
### B Momentum exchange between superfluid vacuum and quasiparticles
From the Eq.(23) and from the two equations for the superfluid vacuum, Eqs.(1,4), one obtains the time evolution of the momentum density for each of two subsystems: the superfluid background (vacuum) and quasiparticles (matter). The momentum evolution of the superfluid vacuum is
$$m_t(n๐ฏ_\mathrm{s})=m_i(J_i๐ฏ_\mathrm{s})n\left(\frac{ฯต}{n}+\underset{๐ฉ}{}f\frac{E}{n}\right)+P_iv_{\mathrm{s}i}.$$
(24)
where $`๐=m๐_\mathrm{q}`$ is the momentum of lquid carried by quasiparticles (see Eq.(11)), while the evolution of the momentum density of quasiparticles:
$$_t๐=\underset{๐ฉ}{}๐ฉ_tf=_i(v_{\mathrm{s}i}๐)_i\left(\underset{๐ฉ}{}๐ฉf\frac{E}{p_i}\right)\underset{๐ฉ}{}fEP_iv_{\mathrm{s}i}.$$
(25)
Though the momentum of each subsystem is not conserved because of the interaction with the other subsystem, the total momentum density of the system, superfluid vacuum + quasiparticles, is conserved:
$$m_tJ_i=_t(mnv_{\mathrm{s}i}+P_i)=_i\mathrm{\Pi }_{ik},$$
(26)
with the stress tensor
$$\mathrm{\Pi }_{ik}=mJ_iv_{\mathrm{s}k}+v_{\mathrm{s}i}P_k+\underset{๐ฉ}{}p_kf\frac{E}{p_i}+\delta _{ik}\left(n\left(\frac{ฯต}{n}+\underset{๐ฉ}{}f\frac{E}{n}\right)ฯต\right).$$
(27)
### C Covariance vs conservation.
The same happens with the energy. Energy and momentum can be exchanged between the two subsystems of quasiparticles and superfluid vacuum in a way similar to the exchange of energy and momentum between matter and the gravitational field. In the low energy limit, when the quasiparticles are โrelativisticโ, this exchange must be described in the general relativistic covariant form. The Eq.(25) for the momentum density of quasiparticles as well as the corresponding equation for the quasiparticle energy density can be represented as
$$T^\mu {}_{\nu ;\mu }{}^{}=0,\mathrm{or}\frac{1}{\sqrt{g}}_\mu \left(T^\mu {}_{\nu }{}^{}\sqrt{g}\right)\frac{1}{2}T^{\alpha \beta }_\nu g_{\alpha \beta }=0.$$
(28)
This result does not depend on the dynamics of the superfluid condensate (gravity field), which is not โrelativisticโ. The Eq.(28) follows solely from the โrelativisticโ spectrum of quasiparticles.
The Eq.(28) does not represent any conservation in a strict sense, since the covariant derivative is not a total derivative. The extra term, which is not the total derivative, describes the force acting on quasiparticles (matter) from the superfluid condensate (an effective gravitational field). Since the dynamics of the superfluid background is not covariant, it is impossible to find such total energy momentum tensor, $`T^\mu {}_{\nu }{}^{}(\mathrm{total})=T^\mu {}_{\nu }{}^{}(\mathrm{quasiparticles})+T^\mu {}_{\nu }{}^{}(\mathrm{background})`$, which could have a covariant form and simultaneously satisfy the real conservation law $`_\mu T^\mu {}_{\nu }{}^{}(\mathrm{total})=0`$. The total stress tensor in Eq.(27) is evidently noncovariant.
But this is impossible even in the fully covariant Einstein gravity, where one has an energy momentum pseudotensor for the gravitational background. Probably this is an indication that the Einstein gravity is really an effective theory. As we mentioned above, effective theories in condensed matter are full of such contradictions related to incompatible symmetries. In a given case the general covariance is incompatible with the conservation law; in cases of the vacuum energy (Sec.II F) and the Einstein action (Sec.II G) the general covariance is incompatible with the scale invariance; in the case of an axial anomaly, which is also reproduced in condensed matter (see e.g.), the conservation of the baryonic charge is incompatible with quantum mechanics; the action of the Wess-Zumino type, which cannot be written in 3+1 dimension in the covariant form (as we discussed at the end of Sec.II B, Eq.(8)), is almost typical phenomenon in various condensed matter systems; the momentum density determined as variation of the hydrodynamic energy over $`๐ฏ_\mathrm{s}`$ does not coincide with the canonical momentum in many condensed matter systems; etc., there are many other examples of apparent inconsistencies in the effective theories of condensed matter. All such paradoxes arise due to reduction of the degrees of freedom in effective theory, and they disappear completely (together with some symmetries of the low-energy physics) on the fundamental level, i.e. in a fully microscopic description, where all degrees of freedom are taken into account.
### D Energy-momentum tensor for โmatterโ.
Let us specify the tensor $`T^\mu _\nu `$ which enters Eq.(28) for the simplest case, when the gravity is simulated by the superflow only, i.e. we neglect the space-time dependence of the density $`n`$ and of the speed of sound $`c`$. Then the constant factor $`mnc`$ can be removed from the metric in Eqs.(13-14) and the effective metric is simplified:
$$g^{00}=1,g^{0i}=v_\mathrm{s}^i,g^{ij}=c^2\delta ^{ij}v_\mathrm{s}^iv_\mathrm{s}^j,$$
(29)
$$g_{00}=\left(1\frac{๐ฏ_\mathrm{s}^2}{c^2}\right),g_{0i}=\frac{v_{\mathrm{s}i}}{c^2},g_{ij}=\frac{1}{c^2}\delta _{ij},\sqrt{g}=\frac{1}{c^3}.$$
(30)
Then the energy-momentum tensor of quasiparticles can be represented as
$$\sqrt{g}T^\mu {}_{\nu }{}^{}=\underset{๐ฉ}{}fv_g^\mu p_\nu ,v_g^\mu v_{g\mu }=1+\frac{1}{c^2}\frac{E}{p_i}\frac{E}{p_i},$$
(31)
where $`p_0=\stackrel{~}{E}`$, $`p^0=E`$; the group four velocity is defined as
$`v_g^i`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{E}}{p_i}},v_g^0=1,v_{gi}={\displaystyle \frac{1}{c^2}}{\displaystyle \frac{E}{p_i}},v_{g0}=\left(1+{\displaystyle \frac{v_\mathrm{s}^i}{c^2}}{\displaystyle \frac{E}{p_i}}\right).`$ (32)
Space-time indices are throughout assumed to be raised and lowered by the metric in Eqs.(29-30 ). The group four velocity is null in the relativistic domain of the spectrum only: $`v_g^\mu v_{g\mu }=0`$ if $`E=cp`$. The relevant components of the energy-momentum tensor are:
$`\sqrt{g}T^0_i`$ $`=`$ $`{\displaystyle \underset{๐ฉ}{}}fp_i=P_i\text{momentum density in either frame},`$ (33)
$`\sqrt{g}T^0_0`$ $`=`$ $`{\displaystyle \underset{๐ฉ}{}}f\stackrel{~}{E}\text{energy density in laboratory frame},`$ (34)
$`\sqrt{g}T^k_i`$ $`=`$ $`{\displaystyle \underset{๐ฉ}{}}fp_iv_g^k\text{momentum flux in laboratory frame},`$ (35)
$`\sqrt{g}T^i_0`$ $`=`$ $`{\displaystyle \underset{๐ฉ}{}}f\stackrel{~}{E}{\displaystyle \frac{E}{p_i}}={\displaystyle \underset{๐ฉ}{}}f\stackrel{~}{E}v_g^i\text{energy flux in laboratory frame},`$ (36)
$`\sqrt{g}T^{00}`$ $`=`$ $`{\displaystyle \underset{๐ฉ}{}}fp^0={\displaystyle \underset{๐ฉ}{}}fE\text{energy density in comoving frame}.`$ (37)
With this definition of the momentum-energy tensor the covariant conservation law in Eq.(28) acquires the form:
$$(\sqrt{g}T^\mu {}_{\nu }{}^{})_{,\mu }=\underset{๐ฉ}{}f_\nu \stackrel{~}{E}=P_i_\nu v_\mathrm{s}^i+\underset{๐ฉ}{}f|๐ฉ|_\nu c.$$
(38)
The right-hand side represents โgravitationalโ forces acting on the โmatterโ from the superfluid vacuum.
### E Local thermodynamic equilibrium.
Local thermodynamic equilibrium is characterized by the local temperature $`T`$ and local normal component velocity $`๐ฏ_\mathrm{n}`$ in Eq.(9). In local thermodynamic equilibrium the components of energy-momentum for the quasiparticle system (matter) are determined by the generic thermodynamic potential (the pressure), which has the form
$$\mathrm{\Omega }=T\frac{1}{(2\pi \mathrm{})^3}\underset{s}{}d^3p\mathrm{ln}(1f),$$
(39)
with the upper sign for fermions and lower sign for bosons. For phonons one has
$$\mathrm{\Omega }=\frac{\pi ^2}{30\mathrm{}^3}T_{\mathrm{eff}}^4,T_{\mathrm{eff}}=\frac{T}{\sqrt{1w^2}},$$
(40)
where the renormalized effective temperature $`T_{\mathrm{eff}}`$ absorbs all the dependence on two velocities of liquid. The components of the energy momentum tensor are given as
$$T^{\mu \nu }=(\epsilon +\mathrm{\Omega })u^\mu u^\nu +\mathrm{\Omega }g^{\mu \nu },\epsilon =\mathrm{\Omega }+T\frac{\mathrm{\Omega }}{T}=3\mathrm{\Omega },T^\mu {}_{\mu }{}^{}=0.$$
(41)
where the four velocity of the โmatterโ, $`u^\alpha `$ and $`u_\alpha =g_{\alpha \beta }u^\beta `$, which satisfies the normalization equation $`u_\alpha u^\alpha =1`$, is expressed in terms of superfluid and normal component velocities as
$$u^0=\frac{1}{\sqrt{1w^2}},u^i=\frac{v_{(n)}^i}{\sqrt{1w^2}},u_i=\frac{w_i}{\sqrt{1w^2}},u_0=\frac{1+๐ฐ๐ฏ_\mathrm{s}}{\sqrt{1w^2}}.$$
(42)
### F Global thermodynamic equilibrium. Tolman temperature.
The distribution of quasiparticles in local equilibrium in Eq.(9) can be expressed via the temperature four-vector $`\beta ^\mu `$ and thus via the effective temperature $`T_{\mathrm{eff}}`$:
$$f_๐ฏ=\frac{1}{1+\mathrm{exp}[\beta ^\mu p_\mu ]},\beta ^\mu =\frac{u^\mu }{T_{\mathrm{eff}}}=(\frac{1}{T},\frac{๐ฏ_n}{T}),\beta ^\mu \beta _\mu =T_{\mathrm{eff}}^2.$$
(43)
For the relativistic system, the true equilibrium with vanishing entropy production is established if $`\beta ^\mu `$ is a timelike Killing vector:
$$\beta _{\mu ;\nu }+\beta _{\nu ;\mu }=0,\mathrm{or}\beta ^\alpha _\alpha g_{\mu \nu }+(g_{\mu \alpha }_\nu +g_{\nu \alpha }_\mu )\beta ^\alpha =0.$$
(44)
For a time independent, space dependent situation the condition $`0=\beta _{0;0}=\beta ^i_ig_{00}`$ gives $`\beta ^i=0`$, while the other conditions are satisfied when $`\beta ^0=\mathrm{constant}`$. Hence true equilibrium requires that $`๐ฏ_\mathrm{n}=0`$ in the frame where the superfluid velocity field is time independent (i.e. in the frame where $`_t๐ฏ_\mathrm{s}=0`$), and $`T=\mathrm{constant}`$. These are just the global equilibrium conditions in superfluids, at which no dissipation occurs. From the equilibrium conditions $`T=\mathrm{constant}`$ and $`๐ฏ_\mathrm{n}=0`$ it follows that under the global equilibrium the effective temperature in Eqs.(40) is space dependent according to
$$T_{\mathrm{eff}}=\frac{T}{\sqrt{1v_\mathrm{s}^2}}=\frac{T}{\sqrt{g_{00}}}.$$
(45)
According to Eq.(43) the effective temperature $`T_{\mathrm{eff}}`$ corresponds to the โcovariant relativisticโ temperature in general relativity. It is an apparent temperature as measured by the local observer, who โlivesโ in superfluid vacuum and uses sound for communication as we use the light signals. The Eq.(45) corresponds to Tolmanโs law in general relativity. Note that in condensed matter the Tolman temperature is the real temperature $`T`$ of the liquid.
## IV Horizons, ergoregions, degenerate metric, vacuum instability and all that.
### A Landau critical velocity, event horizon and ergoregion
If the superfluid velocity exceeds the Landau critical value
$$v_L=\mathrm{min}\frac{E(๐ฉ)}{p}$$
(46)
the energy $`\stackrel{~}{E}(๐ฉ)`$ of some excitations, as measured in the laboratory frame, becomes negative. This allows for excitations to be nucleated from the vacuum. For a superfluid velocity field which is time-independent in the laboratory frame, the surface $`v_\mathrm{s}(๐ซ)=v_L`$, which bounds the region where quasiparticles can have negative energy, the ergoregion, is called the ergosurface.
The behavior of the system depends crucially on the dispersion of the spectrum at higher energy. There are two possible cases. The spectrum bents upwards at high energy, i.e. $`E(๐ฉ)=cp+\gamma p^3`$ with $`\gamma >0`$. Such dispersion is realized for the fermionic quasiparticles in <sup>3</sup>He-A. They are โrelativisticโ in the low energy corner but become โsuperluminalโ at higher energy. In this case the Landau critical velocity coincides with the โspeed of lightโ, $`v_L=c`$, so that the ergosurface is determined by $`v_\mathrm{s}(๐ซ)=c`$. In the Lorentz invariant limit of the energy much below the โPlanckโ scale, i.e. at $`p^2\gamma /c`$, this corresponds to the ergosurface at $`g_{00}(๐ซ)=0`$, which is just the definition of the ergosurface in gravity. In case of radial flow of the superfluid vacuum towards the origin, the ergosurface also represents the horizon in the Lorentz invariant limit, and the region inside the horizon simulates a black hole for low energy phonons. Strictly speaking this is not a true horizon for phonons: Due to the nonlinear dispersion, their group velocity $`v_g=dE/dp=c+3\gamma p^2>c`$, and thus the high energy quasiparticles are allowed to leave the black hole region. It is, hence, a horizon only for quasiparticles living exclusively in the very low energy corner: they are not aware of the possibility of โsuperluminalโ motion. Nevertheless, the mere possibility to exchange the information across the horizon allows us to construct the thermal state on both sides of the horizon (see Sec.IV D below) and to investigate its thermodynamics, including the entropy related to the horizon .
In superfluid <sup>4</sup>He the negative dispersion is realized, with the group velocity $`v_g=dE/dp<c`$. In such superfluids the โrelativisticโ ergosurface $`v_\mathrm{s}(๐ซ)=c`$ does not coincide with the true ergosurface, which is determined by $`v_\mathrm{s}(๐ซ)=v_L<c`$. In superfluid <sup>4</sup>He, the Landau velocity is related to the roton part of the spectrum, and is about four times less than $`c`$. In case of radial flow inward, the ergosphere occurs at $`v_\mathrm{s}(r)=v_L<c`$, while the inner surface $`v_\mathrm{s}(r)=c`$ still marks the horizon. This is in contrast to relativistically invariant systems, for which ergosurface and horizon coincide for purely radial gravitational field. The surface $`v_\mathrm{s}(r)=c`$ stays a horizon even for excitations with very high momenta up to some critical value, at which the group velocity of quasiparticle again approaches $`c`$.
### B Painlevรฉ-Gullstrand metric in effective gravity in superfluids.
Let us consider the spherically symmetric radial flow of the superfluid vacuum, which is time-independent in the laboratory frame. Then dynamics of the phonon, propagating in this velocity field, is given by the line element provided by the effective metric in Eq.(30):
$$ds^2=\left(1\frac{v_\mathrm{s}^2(r)}{c^2}\right)dt^2+2\frac{v_\mathrm{s}(r)}{c^2}drdt+\frac{1}{c^2}(dr^2+r^2d\mathrm{\Omega }^2).$$
(47)
This equation corresponds to the Painlevรฉ-Gullstrand line elements. It describes a black hole horizon if the superflow is inward (see refs., on the pedagogical review of Panlevรฉ-Gullstrand metric see ). If $`v_\mathrm{s}(r)=c(r_S/r)^{1/2}`$ the flow simulates the black hole in general relativity. For the outward superflow with, say, $`v_\mathrm{s}(r)=+c(r_S/r)^{1/2}`$ the white hole is reproduced. For the general radial dependence of the superfluid velocity, the Schwarzschild radius $`r_S`$ is determined as $`v_\mathrm{s}(r_S)=\pm c`$; the โsurface gravityโ at the Schwarzschild radius is $`\kappa _S=(1/2)dv_\mathrm{s}^2/dr|_{r_S}`$; and the Hawking temperature $`T_\mathrm{H}=\mathrm{}\kappa _S/2\pi `$.
### C Vacuum resistance to formation of horizon.
It is not easy to create the flow with the horizon in the Bose liquid because of the hydrodynamic instability which takes place behind the horizon (see ). From Eqs.(1) and (4) of superfluid hydrodynamics at $`T=0`$ (which correspond to conventional hydrodynamics of ideal curl-free liquid) it follows that for stationary motion of the liquid one has the relation between $`n`$ and $`v_\mathrm{s}`$ along the streamline :
$$\frac{(nv_\mathrm{s})}{v_\mathrm{s}}=n\left(1\frac{v_\mathrm{s}^2}{c^2}\right).$$
(48)
The current $`J=nv_\mathrm{s}`$ has a maximal value just at the horizon and thus it must decrease behind the horizon, where $`1(v_\mathrm{s}^2/c^2)`$ is negative. This is, however, impossible in the radial flow since, according to the continuity equation (1), one has $`nv_\mathrm{s}=Const/r^2`$ and thus the current must monotonically increase across the horizon. This marks the hydrodynamic instability behind the horizon and shows that it is impossible to construct the time-independent flow with the horizon without the fine-tuning of an external force acting on the liquid . Thus the liquid itself resists to the formation of the horizon.
Would the quantum vacuum always resist to formation of the horizon? Fortunately, not. In the considered case of superfluid <sup>4</sup>He, the same โspeed of lightโ $`c`$, which describes the quasipartilces (acoustic waves) and thus determines the value of the superfluid velocity at horizon, also enters the hydrodynamic equations that establish the flow pattern of the โblack holeโ. In <sup>3</sup>He-A these two speeds are well separated. The โspeed of lightโ $`c`$ for quasiparticles, which determines the velocity of liquid flow at the horizon, is much less than the speed of sound, which determines the hydrodynamic instabilities of the liquid. That is why there are no severe hydrodynamic constraints on the flow pattern, the hydrodynamic instability is never reached and the surface gravity at such horizons is always finite.
However, even in such superfluids another instability can develop due to the presence of a horizon . Usually the โspeed of lightโ $`c`$ for โrelativistic โ quasiparticles coincides with the critical velocity, at which the superfluid state of the liquid becomes unstable towards the normal state of the liquid. When the superfluid velocity with respect to the normal component or to the container walls exceeds $`c`$, the slope $`J/v_\mathrm{s}`$ becomes negative the superflow is locally unstable.
Such superfluid instability, however, can be avoided if the container walls are properly isolated . Then the reference frame imposed by the container walls is lost and the โinnerโ observer living in the superfluid does not know that the superfluid exceeded the Landau velocity and thus the treshold of instability. Formally this means that the superfluid instability is regulated not by the superfluid velocity field $`v_\mathrm{s}`$ (as in the case of the hydrodynamic instability discussed above) , but by the velocity $`๐ฐ=๐ฏ_\mathrm{n}๐ฏ_\mathrm{s}`$ of the counterflow between the normal and superfluid subsystems. A stable superfluid vacuum can be determined as the limit $`T0`$ at fixed โsubluminalโ counterflow velocity $`w<c`$, even if the superfluid velocity itself is โsuperluminalโ. This can be applied also to quasiequilibrium vacuum state across the horizon, which is locally the vacuum state as observed by comoving โinnerโ observer. The superfluid motion in this state is locally stable, though slowly decelerates due to the quantum friction caused by Hawking radiation and other processes related to the horizon and ergoregion .
### D Modified Tolmanโs law across the horizon.
The realization of the quasiequilibrium state across the horizon at nonzero $`T`$ can be found in Ref. for 1+1 case. In this state the superfluid velocity is โsuperluminalโ behind the horizon, $`v_\mathrm{s}>c`$, but the counterflow is everywhere โsubluminalโ: the counterflow velocity $`w`$ reaches maximim value $`w=c`$ at the horizon with $`w<c`$ both outside and inside the horizon. The local equilibrium with the effective temperature $`T_{\mathrm{eff}}`$ in Eq.(40) is thus determined on both sides of the horizon. It is interesting that one has the modified form of the Tolmanโs law, which is valid on both sides of the horizon:
$$T_{\mathrm{eff}}=\frac{T_{\mathrm{}}}{\sqrt{\left|1\frac{v_\mathrm{s}^2}{c^2}\right|}}=\frac{T_{\mathrm{}}}{\sqrt{|g_{00}|}}.$$
(49)
Here $`T_{\mathrm{}}`$ is the temperature at infinity. The effective temperature $`T_{\mathrm{eff}}`$, which determines the local โrelativisticโ thermodynamics, becomes infinite at the horizon, with the cutoff determined by the nonlinear dispersion of the quasiparticle spectrum at high energy, $`\gamma >0`$. The real temperature $`T`$ of the liquid is continuous across the horizon:
$$T=T_{\mathrm{}}\mathrm{at}v_\mathrm{s}^2<c^2,T=T_{\mathrm{}}\frac{c}{|v_\mathrm{s}|}\mathrm{at}v_\mathrm{s}^2>c^2.$$
(50)
### E One more vacuum instability: Painlevรฉ-Gullstrand vs Schwarzschild metric in effective gravity.
In the effective theory of gravity, which occurs in condensed matter systems, the primary quantity is the contravariant metric tensor $`g^{\mu \nu }`$ describing the energy spectrum. Due to this the two seemingly equivalent representations of the black hole metric, in terms of either the Schwarzschild or the Painlevรฉ-Gullstrand line elements, are in fact not equivalent in terms of the required stability of the underlying superfluid vacuum.
An โequivalentโ representation of the black or white hole metric is given by the Schwarzschild line element, which in terms of the same superfluid velocity reads
$$ds^2=\left(1v_\mathrm{s}^2/c^2\right)d\stackrel{~}{t}^2+\frac{dr^2}{c^2v_\mathrm{s}^2}+(r^2/c^2)d\mathrm{\Omega }^2.$$
(51)
The Eqs.(51) and (47) are related by the coordinate transformation. Let us for simplicity consider the abstract flow with the velocity exactly simulating the Schwarzschild metric, i.e. $`v_\mathrm{s}^2(r)=r_S/r`$ and we put $`c=1`$. Then the coordinate transformation is
$$\stackrel{~}{t}(r,t)=t+\left(\frac{2}{v_\mathrm{s}(r)}+\mathrm{ln}\frac{1v_\mathrm{s}(r)}{1+v_s(r)}\right),d\stackrel{~}{t}=dt+\frac{v_\mathrm{s}}{1v_\mathrm{s}^2}dr.$$
(52)
What is the difference between the Schwarzschild and Painlevรฉ-Gullstrand space-times in the effective gravity? The Painlevรฉ-Gullstrand metric is determined in the โabsoluteโ Newtonโs space-time $`(t,๐ซ)`$ of the laboratory frame, i.e. as is measured by the external experimentalist, who lives in the real world of the laboratory and investigates the dynamics of quasipartcles using the physical laws obeying the Galilean invariance of the absolute space-time. The effective Painlevรฉ-Gullstrand metric, which describes the quasiparticle dynamics in the inhomogeneous liquid, originates from the quasiparticle spectrum
$$E=v_\mathrm{s}(r)p_r\pm cp,$$
(53)
or
$$(Ev_\mathrm{s}(r)p_r)^2=c^2p^2,$$
(54)
which determines the contravariant components of the metric. Thus the energy spectrum in the low-energy corner is the primary quantity, which determines the effective metric for the low-energy quasiparticles.
The time $`\stackrel{~}{t}`$ in the Schwarzschild line element is the time as measured by the โinnerโ observer at โinfinityโ (i.e. far from the hole). The โinnerโ means that this observer โ livesโ in the superfluid background and uses โrelativisticโ massless quasiparticles (phonons in <sup>4</sup>He or โrelativisticโ fermionic quasiparticles in <sup>3</sup>He-A) as a light for communication and for sinchronization clocks. The inner observer at some point $`R1`$ sends quasiparticles pulse at the moment $`t_1`$ which arrives at point $`r`$ at $`t=t_1+_r^R๐r/|v_{}|`$ of the absolute (laboratory) time, where $`v_+`$ and $`v_{}`$ are absolute (laboratory) velocities of radially propagating quasiparticles, moving outward and inward respectively
$$v_\pm =\frac{dr}{dt}=\frac{dE}{dp_r}=\pm 1+v_\mathrm{s}.$$
(55)
Since from the point of view of the inner observer the speed of light (i.e. the speed of quasiparticles) is invariant quantity and does not depend on direction of propagation, for him the moment of arrival of pulse to $`r`$ is not $`t`$ but $`\stackrel{~}{t}=(t_1+t_2)/2`$, where $`t_2`$ is the time when the pulse reflected from $`r`$ returns to observer at $`R`$. Since $`t_2t_1=_r^R๐r/|v_{}|+_r^R๐r/|v_+|`$, one obtains for the time measured by inner observer as
$$\stackrel{~}{t}(r,t)=\frac{t_1+t_2}{2}=t+\frac{1}{2}\left(_r^R\frac{dr}{v_+}+_r^R\frac{dr}{v_{}}\right)=t+\left(\frac{2}{v_\mathrm{s}(r)}+\mathrm{ln}\frac{1v_s(r)}{1+v_\mathrm{s}(r)}\right)\left(\frac{2}{v_\mathrm{s}(R)}+\mathrm{ln}\frac{1v_s(R)}{1+v_\mathrm{s}(R)}\right),$$
(56)
which is just the Eq.(52) up to a constant shift.
In the complete absolute physical space-time of the laboratory the external observer can detect quasiparticles radially propagating into (but not out of) the black hole or out of (but not into) the white hole. The energy spectrum of the quasiparticles remains to be well determined both outside and inside the horizon. Quasiparticles cross the black hole horizon with the absolute velocity $`v_{}=1v_\mathrm{s}=2`$ i.e. with the double speed of light: $`r(t)=12(tt_0)`$. In case of a white hole horizon one has $`r(t)=1+2(tt_0)`$. On the contrary, from the point of view of the inner observer the horizon cannot be reached and crossed: the horizon can be approached only asymptptically for infinite time: $`r(\stackrel{~}{t})=1+(r_01)\mathrm{exp}(\stackrel{~}{t})`$. Such incompetence of the local observer, who โlivesโ in the curved world of superfluid vacuum, happens because he is limited in his observations by the โspeed of lightโ, so that the coordinate frame he uses is seriously crippled in the presence of the horizon and becomes incomplete.
The Schwarzschild metric naturally arises for the inner observer, if the Painlevรฉ-Gullstrand metric is an effective metric for quasiparticles in superfluids, but not vice versa. The Schwarzschild metric Eq.(51) can in principle arise as an effective metric in absolute space-time; however, in the presense of a horizon such metric indicates an instability of the underlying medium. To obtain a line element of Schwarzschild metric as an effective metric for quasiparticles, the quasiparticle energy spectrum in the laboratory frame has to be
$$E^2=c^2\left(1\frac{r_S}{r}\right)^2p_r^2+c^2\left(1\frac{r_S}{r}\right)p_{}^2.$$
(57)
In the presence of a horizon such spectrum has sections of the transverse momentum $`p_{}`$ with $`E^2<0`$. The imaginary frequency of excitations signals the instability of the superfluid vacuum if this vacuum exhibits the Schwarzschild metric as an effective metric for excitations: Quasiparticle perturbations may grow exponentially without bound in laboratory (Killing) time, as $`e^{t\mathrm{Im}E}`$, destroying the superfluid vacuum. Nothing of this kind happens in the case of the Painlevรฉ-Gullstrand line element, for which the quasiparticle energy is real even behind the horizon. Thus the main difference between Painlevรฉ-Gullstrand and Schwarzschild metrics as effective metrics is: The first metric leads to the slow process of the quasiparticle radiation from the vacuum at the horizon (Hawking radiation), while the second one indicates a crucial instability of the vacuum behind the horizon.
In general relativity it is assumed that the two metrics can be converted to each other by the coordinate transformation in Eq.(52). In condensed matter the coordinate transformation leading from one metric to another is not that innocent if an event horizon is present. The reason why the physical behaviour implied by the choice of metric representation changes drastically is that the transformation between the two line elements, $`tt+^r๐rv_\mathrm{s}/(c^2v_\mathrm{s}^2)`$, is singular on the horizon, and thus it can be applied only to a part of the absolute space-time. In condensed matter, only such effective metrics are physical which are determined everywhere in the real physical space-time. The two representations of the โsameโ metric cannot be strictly equivalent metrics, and we have different classes of equivalence, which cannot be transformed to each other by everywhere regular coordinate transformation. Painlevรฉ-Gullstrand metrics for black and white holes are determined everywhere, but belong to two different classes. The transition between these two metrics occurs via the singular transformation $`tt+2^r๐rv_\mathrm{s}/(c^2v_\mathrm{s}^2)`$ or via the Schwarzschild line element, which is prohibited in condensed matter physics, as explained above, since it is pathological in the presence of a horizon: it is not determined in the whole space-time and it is singular at horizon.
### F Incompleteness of space-time in effective gravity.
It is also important that in the effective theory there is no need for the additional extension of space-time to make it geodesically complete. The effective space time is always incomplete (open) in the presence of horizon, since it exists only in the low energy โrelativisticโ corner and quasiparticles escape this space-time to a nonrelativistic domain when their energy increase beyond the relativistic linear approximation regime .
Another example of the incomplete space-time in effective gravity is provided by vierbein walls, or walls with the degenerate metric. The physical origin of such walls with the degenerate metric $`g^{\mu \nu }`$ in general relativity has been discussed by Starobinsky at COSMION-99 . They can arise after inflation, if the inflaton field has a $`Z_2`$ degenerate vacuum. The domain walls separates the domains with 2 diferent vacua of the inflaton field. The metric $`g^{\mu \nu }`$ can everywhere satisfy the Einstein equations in vacuum, but at the considered surfaces the metric $`g^{\mu \nu }`$ cannot be diagonalized as $`g^{\mu \nu }=\mathrm{diag}(1,1,1,1)`$. Instead, on such surface the metric is diagonalized as $`g^{\mu \nu }=\mathrm{diag}(1,0,1,1)`$ and thus cannot be inverted. Though the space-time can be flat everywhere, the coordinate transformation cannot remove such a surface: it can only move the surface to infinity. Thus the system of such vierbein domain walls divides the space-time into domains which cannot communicate with each other. Each domain is flat and infinite as viewed by a local observer living in a given domain. In principle, the domains can have different space-time topology, as is emphasized by Starobinsky .
In <sup>3</sup>He-A such walls appear in a film of the <sup>3</sup>He-A, which simulates the 2+1 vacuum. The wall is the topological solitons on which one of the vectors (say, $`๐_1`$) of the order parameter playing the part of the vierbein in general relativity, changes sign across the wall :
$$๐_1(x)=\widehat{๐ฑ}c_0\mathrm{tanh}x,๐_2=\widehat{๐ฒ}c_0.$$
(58)
The corresponding 2+1 effective metric experienced by quasiparticles, is
$$ds^2=dt^2+\frac{1}{c_0^2}\left(dx^2\mathrm{tanh}^2x+dy^2\right).$$
(59)
Here $`c_0`$ is โspeed of lightโ at infinity. The speed of โlightโ propagating along the axis $`x`$ becomes zero at $`x=0`$, and thus $`g_{xx}(x=0)=\mathrm{}`$. This indicates that the low-energy quasiparticles cannot propagate across the wall.
The coordinate singularity at $`x=0`$ cannot be removed by the coordinate transformation. If at $`x>0`$ one introduces a new coordinate $`\stackrel{~}{x}=๐x/\mathrm{tanh}x`$, then the line element acquires the standard flat form
$$ds^2=dt^2+d\stackrel{~}{x}^2+dy^2.$$
(60)
This means that for the โinnerโ observer, who measures the time and distances using the quasiparticles, his space-time is flat and infinite. But this is only half of the real (absolute) space-time: the other domain โ the left half-space at $`x<0`$ โ which is removed by the coordinate transformation, remains completely unknown to the observer living in the right half-space. The situation is thus the same as discussed by Starobinsky for the domain wall in the inflaton field .
Thus the vierbein wall divides the bulk liquid into two classically separated flat โworldsโ, when viewed by the local โinnerโ observers who use the low energy โrelativisticโ quasiparticles for communication. Such quasiparticles cannot cross the wall in the classical limit, so that the observers living on different sides of the wall cannot communicate with each other. However, at the โPlanck scaleโ the quasiparticles have a superluminal dispersion in <sup>3</sup>He-A, so that quasiparticles with high enough energy can cross the wall. This is an example of the situation, when the effective space-time which is complete from the point of view of the low energy observer appears to be only a part of the more fundamental underlying space-time. It is interesting that when the chiral fermionic quasiparticles of <sup>3</sup>He-A crosses the wall, its chirality changes to the opposite : the lefthanded particle viewed by the observer in one world becomes the righthanded particle in the hidden neighbouring world.
## V Conclusion.
We considered here only small part of the problems which arise in the effective gravity of superfluids. There are, for example, some other interesting effective metrics, which must be exploited. Quantized vortices with circulating superfluid velocity around them simulate the spinning cosmic strings, which experience the gravitational Aharonov-Bohm effect measured in superfluids as Iordanskii force acting on the vortex ; the superfluid vacuum around the rotating cylinder simulates Zelโdovich-Starobinsky effect of radiation by the dielectric object or black hole rotating in quantum vacuum . The expanding Bose condensate in the laser manipulated traps, where the speed of sound varyes in time, may simulate the inflation. The practical realization of the analogue of event horizon, the observation of the Hawking radiation and measurement of the Bekenstein entropy still remain a challenge for the condensed matter physics (see Ref. for review of different proposals). However, even the theoretical consideration of the effective gravity in condensed matter can give insight into many unsolved problems in quantum field theory. We can expect that the analysis of the condensed matter analogues of the effective gravity, in particular, of the Landau-Khalatnikov two-fluid hydrodynamics and its extensions will allow us to solve the longstanding problem of the cosmological constant.
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# Untitled Document
IFT-P.041/2000
Consistency of Super-Poincarรฉ Covariant Superstring Tree Amplitudes
Nathan Berkovits<sup>1</sup> e-mail: nberkovi@ift.unesp.br
Brenno Carlini Vallilo<sup>2</sup> e-mail: vallilo@ift.unesp.br
Instituto de Fรญsica Teรณrica, Universidade Estadual Paulista
Rua Pamplona 145, 01405-900, Sรฃo Paulo, SP, Brasil
Using pure spinors, the superstring was recently quantized in a manifestly ten-dimensional super-Poincarรฉ covariant manner and a covariant prescription was given for tree-level scattering amplitudes. In this paper, we prove that this prescription is cyclically symmetric and, for the scattering of an arbitrary number of massless bosons and up to four massless fermions, it agrees with the standard Ramond-Neveu-Schwarz prescription.
April 2000
1. Introduction
In a recent paper , a new formalism was proposed for quantizing the superstring in a manifestly ten-dimensional super-Poincarรฉ covariant manner. Unlike all previous such proposals, an explicit covariant prescription was given for computing tree-level scattering amplitudes of an arbitrary number of states. To check consistency of the formalism, one would obviously like to prove that this new prescription for tree amplitudes is equivalent to the standard Ramond-Neveu-Schwarz (RNS) prescription.
In this paper, we prove this equivalence for tree amplitudes involving an arbitrary number of massless bosons and up to four massless fermions. We do not yet have an equivalence proof for amplitudes involving massive states or more than four massless fermions, however, we suspect it might be possible to construct such a proof using factorization arguments together with the results of this paper.
After reviewing the super-Poincarรฉ covariant formalism in section 2, we prove in section 3 that the covariant amplitude prescription for tree amplitudes is cyclically symmetric, i.e. it does not depend on which three of the vertex operators are chosen to be unintegrated. The proof of cyclic symmetry is not the standard one since there is no natural $`b`$ ghost in the covariant formalism. In section 4, we prove by explicit analysis that the covariant and RNS prescriptions are equivalent for tree amplitudes involving an arbitrary number of massless bosons and four massless fermions. In section 5, we similarly prove equivalence for tree amplitudes involving an arbitrary number of massless bosons and two massless fermions. And in section 6, we use supersymmetry together with the results of section 5 to prove equivalence for tree amplitudes involving an arbitrary number of massless bosons and zero fermions.
2. Review of Super-Poincarรฉ Covariant Formalism
The worldsheet variables in the new formalism include the usual ten-dimensional superspace variables $`x^m`$ and $`\theta ^\alpha `$ ($`m=0`$ to 9 and $`\alpha =1`$ to 16), as well as a bosonic spinor variable $`\lambda ^\alpha `$ satisfying the pure spinor constraint $`\lambda ^\alpha \gamma _{\alpha \beta }^m\lambda ^\beta =0`$ for $`m=0`$ to 9.<sup>3</sup> $`\gamma _{\alpha \beta }^m`$ and $`\gamma ^{m\alpha \beta }`$ are $`16\times 16`$ symmetric matrices which are the off-diagonal elements of the $`32\times 32`$ gamma-matrices and which satisfy $`\gamma _{\alpha \beta }^m\gamma ^{n\beta \gamma }+\gamma _{\alpha \beta }^n\gamma ^{m\beta \gamma }=2\eta ^{mn}\delta _\alpha ^\gamma `$ and $`\gamma _{m(\alpha \beta }\gamma _{\gamma )\delta }^m=0.`$ Although one can solve the pure spinor constraint in terms of independent variables as in , this will not be necessary for computing scattering amplitudes. In addition to the above worldsheet spin-zero variables, the formalism also contains the worldsheet spin-one variables $`p_\alpha `$ and $`N^{mn}`$, which are respectively the conjugate momentum to $`\theta ^\alpha `$ and the Lorentz currents for $`\lambda ^\alpha `$.
The OPEโs of these worldsheet variables are
$$p_\alpha (y)\theta ^\beta (z)\frac{\delta _\alpha ^\beta }{yz},x^m(y)x^n(z)\eta ^{mn}\mathrm{log}|yz|,$$
$$N^{mn}(y)\lambda ^\alpha (z)\frac{(\gamma ^{mn})^\alpha {}_{\beta }{}^{}\lambda _{}^{\beta }(z)}{2(yz)},$$
$$N^{kl}(y)N^{mn}(z)\frac{\eta ^{m[l}N^{k]n}(z)\eta ^{n[l}N^{k]m}(z)}{yz}3\frac{\eta ^{kn}\eta ^{lm}\eta ^{km}\eta ^{ln}}{(yz)^2},$$
where $`(\gamma ^{mn})^\alpha {}_{\beta }{}^{}=`$ $`(\gamma ^{mn})_\beta {}_{}{}^{\alpha }=`$ $`\frac{1}{2}(\gamma ^{m\alpha \gamma }\gamma _{\gamma \beta }^n\gamma ^{n\alpha \gamma }\gamma _{\gamma \beta }^m)`$. As in , it is convenient to define the combinations
$$d_\alpha =p_\alpha \frac{1}{2}\gamma _{\alpha \beta }^m\theta ^\beta x^m\frac{1}{8}\gamma _{\alpha \beta }^m\gamma _{m\gamma \delta }\theta ^\beta \theta ^\gamma \theta ^\delta ,\mathrm{\Pi }^m=x^m+\frac{1}{2}\gamma _{\alpha \beta }^m\theta ^\alpha \theta ^\beta $$
which satisfy the OPEโs
$$d_\alpha (y)d_\beta (z)\frac{\gamma _{\alpha \beta }^m\mathrm{\Pi }_m(z)}{yz},d_\alpha (y)\mathrm{\Pi }^m(z)\frac{\gamma _{\alpha \beta }^m\theta ^\beta (z)}{yz},$$
and which commute with the spacetime-supersymmetry generator<sup>4</sup> We have chosen conventions such that $`\{q_\alpha ,q_\beta \}=\gamma _{a\beta }^m๐zx_m`$ to simplify the comparison with RNS amplitudes.
$$q_\alpha =๐z(p_\alpha +\frac{1}{2}\gamma _{\alpha \beta }^m\theta ^\beta x^m+\frac{1}{24}\gamma _{\alpha \beta }^m\gamma _{m\gamma \delta }\theta ^\beta \theta ^\gamma \theta ^\delta ).$$
Physical vertex operators in the super-Poincarรฉ covariant formalism are defined to be in the cohomology of the BRST-like operator $`Q=๐z\lambda ^\alpha d_\alpha `$. As discussed in , the unintegrated massless vertex operator for the open superstring is $`U=\lambda ^\alpha A_\alpha (x,\theta )`$ where $`A_\alpha (x,\theta )`$ is the spinor potential for super-Yang-Mills satisfying $`D_\alpha (\gamma ^{mnpqr})^{\alpha \beta }A_\beta =0`$ for any five-form $`mnpqr`$ and $`D_\alpha =\frac{}{\theta ^\alpha }+\frac{1}{2}\gamma _{\alpha \beta }^m\theta ^\beta _m`$. The spinor potential is defined up to a gauge transformation $`A_\alpha A_\alpha +D_\alpha \mathrm{\Omega }`$, which allows one to choose the gauge
$$A_\alpha (x,\theta )=\frac{1}{2}a_m(x)\gamma _{\alpha \beta }^m\theta ^\beta +\frac{1}{3}\xi ^\gamma (x)\gamma _{\alpha \beta }^m\gamma _{m\gamma \delta }\theta ^\beta \theta ^\delta +\mathrm{}$$
where $`a_m(x)`$ and $`\xi ^\alpha (x)`$ are the linearized on-shell gluon and gluino of super-Yang-Mills satisfying $`^m_ma_n=^na_n=\gamma _{\alpha \beta }^m_m\xi ^\beta =0`$ and $`\mathrm{}`$ denotes terms higher order in $`\theta `$ which depend on derivatives of $`a_m`$ and $`\xi ^\alpha `$. So in the gauge of (2.1), the unintegrated gluon and gluino vertex operators are
$$U_m^B=[\frac{1}{2}\lambda \gamma _m\theta +\mathrm{}]e^{ikx},U_\alpha ^F=[\frac{1}{3}(\lambda \gamma _m\theta )(\gamma ^m\theta )_\alpha +\mathrm{}]e^{ikx}.$$
To compute scattering amplitudes, one also needs to define vertex operators in integrated form. Although there is no natural $`b`$ ghost in this formalism, one can define the integrated vertex operator for a physical state, $`U=๐zV`$, by requiring that $`[Q,V]=U`$ where $`U`$ is the unintegrated vertex operator . For the massless states, $`V=\mathrm{\Pi }^mA_m+\theta ^\alpha A_\alpha +d_\alpha W^\alpha +\frac{1}{2}N^{mn}F_{mn}`$ where $`A_m=\frac{1}{8}\gamma _m^{\alpha \beta }D_\alpha A_\beta `$ is the vector potential, $`W^\alpha =\frac{1}{10}\gamma ^{m\alpha \beta }(D_\beta A_m_mA_\beta )`$ is the spinor field strength, and $`F_{mn}=_{[m}A_{n]}=\frac{1}{8}(\gamma _{mn})^\beta {}_{\alpha }{}^{}D_{\beta }^{}W^\alpha `$ is the vector field strength. So in the gauge of (2.1), the integrated gluon and gluino vertex operators are
$$V_m^B=[x_mik^n(N_{mn}\frac{1}{2}p\gamma _{mn}\theta )+\mathrm{}]e^{ikx},V_\alpha ^F=[p_\alpha +\mathrm{}]e^{ikx},$$
where the term proportional to $`p\gamma _{mn}\theta `$ in $`V_m^B`$ comes from the $`d_\alpha W^\alpha `$ term in $`V`$. As will be shown later, the higher-order $`\theta `$ terms denoted by $`\mathrm{}`$ in (2.1) and (2.1) will not contribute to tree-level scattering amplitudes involving up to four fermions.
The $`N`$-point tree-level scattering amplitude is defined by taking the worldsheet correlation function of three unintegrated vertex operators and $`N3`$ integrated vertex operators, i.e.
$$๐=U_1(z_1)U_2(z_2)U_3(z_3)๐z_4V_4(z_4)\mathrm{}๐z_NV_N(z_N).$$
The only subtle point in computing this correlation function comes from the zero modes of $`\lambda ^\alpha `$ and $`\theta ^\alpha `$. The correlation function over these zero modes is defined to vanish unless one has three $`\lambda `$ zero modes and five $`\theta `$ zero modes contracted in the combination $`(\lambda \gamma ^m\theta )(\lambda \gamma ^n\theta )(\lambda \gamma ^p\theta )(\theta \gamma _{mnp}\theta )`$. More explicitly, after performing the correlation function over $`x^m`$ and over the non-zero modes of $`\theta ^\alpha `$ and $`\lambda ^\alpha `$, the amplitude is obtained by defining
$$(\lambda \gamma ^m\theta )(\lambda \gamma ^n\theta )(\lambda \gamma ^p\theta )(\theta \gamma _{mnp}\theta )=2880$$
where the normalization factor of $`2880`$ has been chosen to give agreement with the RNS normalization. This is equivalent to defining the correlation function over the zero modes of $`Y(x,\theta ,\lambda )`$ to be proportional to
$$d^{10}x๐\mathrm{\Omega }(\overline{\lambda }_\rho \lambda ^\rho )^3\gamma _{mnp}^{\alpha \beta }(\overline{\lambda }\gamma ^m)^\gamma (\overline{\lambda }\gamma ^n)^\delta (\overline{\lambda }\gamma ^p)^\kappa ๐\theta _\alpha ๐\theta _\beta ๐\theta _\gamma ๐\theta _\delta ๐\theta _\kappa Y,$$
where $`\overline{\lambda }_\alpha `$ is the complex conjugate of $`\lambda ^\alpha `$ (after Wick-rotating to Euclidean space) and $`d\mathrm{\Omega }`$ is an integration over the different possible orientations of $`\lambda ^\alpha `$. (2.1) can be interpreted as integration over an on-shell harmonic superspace since, as was shown in , it preserves spacetime-supersymmetry and gauge invariance. Note that integration over all sixteen $`\theta `$โs leads to inconsistencies as was noted in .
3. Cyclic Symmetry of Tree Amplitudes
The amplitude prescription of (2.1) fixes three of the vertex operators to be unintegrated and the remaining vertex operators to be integrated. The choice of which three vertex operators are unintegrated breaks the manifest cyclic symmetry of the computation, i.e. the symmetry under a cyclic permutation of the external states. To show that the resulting amplitude is indeed cyclically symmetric, one therefore needs to prove that the prescription is independent of which three vertex operators are chosen to be unintegrated.
In the RNS (or bosonic string) amplitude prescription, the independence of the choice of which three vertex operators are unintegrated can be proven using manipulations of the $`b`$ ghost. This follows from the fact that the integrated vertex operator $`๐zV`$ is related to the unintegrated vertex operator $`U`$ by $`V=\{b,U\}`$. In the super-Poincarรฉ covariant formalism, there is no natural candidate for the $`b`$ ghost so such a proof cannot be used.
Alhough one cannot use that $`V=\{b,U\}`$ in the covariant formalism, one can use that $`[Q,V]=U`$ . Note that $`[Q,V]=U`$ is also satisfied in the RNS and bosonic string, so the proof in this section serves as an alternative to the conventional proof using manipulations of the $`b`$ ghost. Our proof will argue that
$$U_1(z_1)U_2(z_2)U_3(z_3)_{z_3}^{z_1}๐z_4V_4(z_4)_{z_4}^{z_1}๐z_5V_5(z_5)\mathrm{}_{z_{N1}}^{z_1}๐z_NV_N(z_N)=$$
$$U_1(z_1)U_2(z_2)_{z_2}^{z_3}๐yV_3(y)U_4(z_3)_{z_3}^{z_1}๐z_5V_5(z_5)_{z_5}^{z_1}๐z_6V_6(z_6)\mathrm{}_{z_{N1}}^{z_1}๐z_NV_N(z_N)$$
where $`z_1<z_2<\mathrm{}<z_N`$ and the integration with upper limit $`z_1`$ signifies an integration on the compactified real line which includes the point at $`\mathrm{}`$. Similar arguments can be used to prove equivalence of the amplitude prescription for any choice of the three unintegrated vertex operators.
To prove (3.1), first write the left-hand side of (3.1) as
$$U_1(z_1)U_2(z_2)_{z_2}^{z_3}๐y[Q,V_3(y)]_{z_3}^{z_1}๐z_4V_4(z_4)_{z_4}^{z_1}๐z_5V_5(z_5)\mathrm{}_{z_{N1}}^{z_1}๐z_NV_N(z_N)$$
where we have used that $`_{z_2}^{z_3}๐y[Q,V_3(y)]=U_3(z_3)U_3(z_2)`$. The contribution coming from $`U_3(z_2)`$ can be ignored since when $`k_2k_3`$ is sufficiently large, $`U_2(z_2)U_3(z_2+ฯต)ฯต^{k_2k_3}0`$ as $`ฯต0`$. But since the amplitude is analytic (except for poles) in the momentum, the contribution coming from $`U_3(z_2)`$ must vanish for all $`k_2`$ and $`k_3`$ if it vanishes for some region of $`k_2`$ and $`k_3`$. This is the โcancelled propagatorโ argument discussed in .
Using properties of the correlation function discussed in , one can pull the BRST operator off of $`V_3(z_3)`$ until it circles either $`V_4(z_4)`$, $`V_5(z_5)`$, โฆ , $`V_N(z_N)`$. The contribution coming from when it circles $`V_4(z_4)`$ is
$$U_1(z_1)U_2(z_2)_{z_2}^{z_3}๐yV_3(y)_{z_3}^{z_1}๐z_4[Q,V_4(z_4)]_{z_4}^{z_1}๐z_5V_5(z_5)\mathrm{}_{z_{N1}}^{z_1}๐z_NV_N(z_N)=$$
$$U_1(z_1)U_2(z_2)_{z_2}^{z_3}๐yV_3(y)U_4(z_3)_{z_3}^{z_1}๐z_5V_5(z_5)_{z_5}^{z_1}๐z_6V_6(z_6)\mathrm{}_{z_{N1}}^{z_1}๐z_NV_N(z_N)$$
where the contribution from $`U_4(z_1)`$ in (3.1) has been ignored using the cancelled propagator argument described above. Similarly, the contributions from $`Q`$ circling any of $`V_5(z_5)\mathrm{}V_N(z_N)`$ can be ignored since they only give rise to terms which vanish due to the cancelled propagator argument. Since (3.1) is equal to the right-hand side of (3.1), we have proven our claim.
Similar methods can be used to prove that closed superstring tree amplitudes are independent of the choice of which three vertex operators are unintegrated. For the closed superstring, the unintegrated vertex operator $`U(z,\overline{z})`$ is related to the integrated vertex operator $`d^2zV(z,\overline{z})`$ by
$$\{Q[\overline{Q},V]\}=\overline{}U$$
where $`Q`$ and $`\overline{Q}`$ are the holomorphic and anti-holomorphic BRST operators. So the closed superstring tree amplitude
$$๐=U_1(z_1,\overline{z}_1)U_2(z_2,\overline{z}_2)U_3(z_3,\overline{z}_3)d^2z_4V_4(z_4,\overline{z}_4)\mathrm{}d^2z_NV_N(z_N,\overline{z}_N)$$
can be written as
$$๐=\frac{1}{2\pi }U_1(z_1,\overline{z}_1)U_2(z_2,\overline{z}_2)d^2yd^2z_4\mathrm{log}|\frac{(yz_3)(z_4z_3)}{yz_4}|\{Q,[\overline{Q},V_3(y,\overline{y})]\}$$
$$V_4(z_4,\overline{z}_4)d^2z_5V_5(z_5,\overline{z}_5)\mathrm{}d^2z_NV_N(z_N,\overline{z}_N)$$
where we have used that
$$\frac{1}{2\pi }_y\overline{}_{\overline{y}}\mathrm{log}|\frac{(yz_3)(z_4z_3)}{yz_4}|=\delta ^2(yz_3)\delta ^2(yz_4)$$
and that the contribution from $`V_3(z_4,\overline{z}_4)`$ can be ignored using the cancelled propagator argument. Note that the argument of the logarithm has been chosen such that the logarithm is non-singular as $`y\mathrm{}`$. Pulling $`Q`$ and $`\overline{Q}`$ off of $`V_3(y,\overline{y})`$, the only contribution comes when they circle $`V_4(z_4,\overline{z}_4)`$ to give
$$๐=\frac{1}{2\pi }U_1(z_1,\overline{z}_1)U_2(z_2,\overline{z}_2)d^2yV_3(y,\overline{y})d^2z_4\mathrm{log}|\frac{(yz_3)(z_4z_3)}{yz_4}|$$
$$\{Q,[\overline{Q},V_4(z_4,\overline{z}_4)]\}d^2z_5V_5(z_5,\overline{z}_5)\mathrm{}d^2z_NV_N(z_N,\overline{z}_N)$$
$$=U_1(z_1,\overline{z}_1)U_2(z_2,\overline{z}_2)d^2yV_3(y,\overline{y})V_4(z_3,\overline{z}_3)d^2z_5V_5(z_5,\overline{z}_5)\mathrm{}d^2z_NV_N(z_N,\overline{z}_N)$$
which is the closed tree amplitude prescription with a different choice of unintegrated vertex operators.
It will now be proven that for amplitudes involving an arbitrary number of massless bosons and up to four massless fermions, the prescription given by (2.1), (2.1) and (2.1) coincides with the standard RNS prescription of . This will first be proven for amplitudes involving four fermions, then for amplitudes involving two fermions, and finally, for amplitudes involving zero fermions.
4. Equivalence for Amplitudes involving Four Fermions
Because of the cyclic symmetry proven in the previous section, one is free to choose three of the four fermion vertex operators to be unintegrated. With this choice, the amplitude prescription of (2.1) is
$$๐=\xi _1^\alpha U_\alpha ^F(z_1)\xi _2^\beta U_\beta ^F(z_2)\xi _3^\gamma U_\gamma ^F(z_3)$$
$$dz_4\xi _4^\delta V_\delta ^F(z_4)dz_5a_5^mV_m^B(z_5)\mathrm{}dz_Na_N^nV_n^B(z_N)$$
where $`\xi ^\alpha `$ and $`a^m`$ are the polarizations and $`(U_\alpha ^F,V_\alpha ^F,V_m^B)`$ are defined in (2.1) and (2.1). Since $`U_\alpha ^F`$ has a minimum of two $`\theta `$โs and since $`๐`$ requires precisely five $`\theta `$ zero modes to be non-vanishing, the only terms in $`(U_\alpha ^F,V_\alpha ^F,V_m^B)`$ which contribute are
$$๐=\frac{1}{27}\xi _1^\alpha f_\alpha (z_1)\xi _2^\beta f_\beta (z_2)\xi _3^\gamma f_\gamma (z_3)dz_4\xi _4^\delta p_\delta (z_4)$$
$$dz_5a_5^m(x_m(z_5)ik_5^pM_{mp}(z_5))\mathrm{}dz_Na_N^n(x_n(z_N)ik_N^qM_{nq}(z_N))e^{i_{r=1}^Nk_rx(z_r)}$$
where $`f_\alpha (\lambda \gamma ^m\theta )(\gamma _m\theta )_\alpha `$ and $`M_{mn}N_{mn}\frac{1}{2}(p\gamma _{mn}\theta )`$.
The amplitude prescription of (4.1) will now be shown to coincide with the RNS prescription of with the four fermion vertex operators in the $`\frac{1}{2}`$ picture.<sup>5</sup> Comparison of the two prescriptions is complicated for amplitudes involving more than four fermions since such amplitudes require fermion vertex operators in the $`+\frac{1}{2}`$ picture. Choosing three of the fermion vertex operators to be unintegrated,
$$๐_{RNS}=\xi _1^\alpha ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\alpha (z_1)\xi _2^\beta ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\beta (z_2)\xi _3^\gamma ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\gamma (z_3)dz_4\xi _4^\delta e^{\frac{\varphi }{2}}\mathrm{\Sigma }_\delta (z_4)$$
$$dz_5a_5^m(x_m(z_5)ik_5^p\psi _m\psi _p(z_5))\mathrm{}dz_Na_N^n(x_n(z_N)ik_N^q\psi _n\psi _q(z_N))e^{i_{r=1}^Nk_rx(z_r)}$$
where $`\mathrm{\Sigma }_\alpha `$ is the RNS spin field, $`\xi ^\alpha ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\alpha `$ is the unintegrated fermion vertex operator, and $`\xi ^\alpha e^{\frac{\varphi }{2}}\mathrm{\Sigma }_\alpha `$ $`=\{b,\xi ^\alpha ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\alpha \}`$ is the integrated fermion vertex operator.
The correlation function of $`x^m`$ is clearly equivalent in $`๐`$ and $`๐_{RNS}`$ of (4.1) and (4.1). So to show $`๐=๐_{RNS}`$, one only needs to show that
$$\frac{1}{27}f_\alpha (z_1)f_\beta (z_2)f_\gamma (z_3)p_\delta (z_4)M_{mp}(z_5)\mathrm{}M_{nq}(z_N)=$$
$$ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\alpha (z_1)ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\beta (z_2)ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\gamma (z_3)e^{\frac{\varphi }{2}}\mathrm{\Sigma }_\delta (z_4)\psi _m\psi _p(z_5)\mathrm{}\psi _n\psi _q(z_N).$$
To prove (4.1), first note that (2.1) implies that
$$M_{kl}(y)M_{mn}(z)\frac{\eta _{m[l}M_{k]n}(z)\eta _{n[l}M_{k]m}(z)}{yz}+\frac{\eta _{kn}\eta _{lm}\eta _{km}\eta _{ln}}{(yz)^2},$$
which coincides with the OPE of $`\psi _k\psi _l(y)`$ with $`\psi _m\psi _n(z)`$. Furthermore,
$$M_{mn}(y)f_\alpha (z)\frac{(\gamma _{mn})_\alpha {}_{}{}^{\beta }f_{\beta }^{}(z)}{2(yz)},M_{mn}(y)p_\alpha (z)\frac{(\gamma _{mn})_\alpha {}_{}{}^{\beta }p_{\beta }^{}(z)}{2(yz)},$$
reproduces the OPE of $`\psi _m\psi _n(y)`$ with $`\mathrm{\Sigma }_\alpha (z)`$. Since the dependence of $`๐`$ and $`๐_{RNS}`$ on $`z_5\mathrm{}z_N`$ is completely determined by these OPEโs, we have shown that $`๐=๐_{RNS}`$ if
$$\frac{1}{27}f_\alpha (z_1)f_\beta (z_2)f_\gamma (z_3)p_\delta (z_4)=ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\alpha (z_1)ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\beta (z_2)ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\gamma (z_3)e^{\frac{\varphi }{2}}\mathrm{\Sigma }_\delta (z_4).$$
Using the OPEโs of , the right-hand side of (4.1) is easily evaluated to be
$$\frac{\gamma _{\alpha \delta }^m\gamma _{m\beta \gamma }}{z_1z_4}+\frac{\gamma _{\beta \delta }^m\gamma _{m\gamma \alpha }}{z_2z_4}+\frac{\gamma _{\gamma \delta }^m\gamma _{m\alpha \beta }}{z_3z_4}.$$
The left-hand side of (4.1) can also be evaluated by analyzing the poles of $`p_\delta (z_4)`$. For example, as $`z_4z_1`$, the left-hand side has a pole whose residue is
$$\frac{1}{27}[(\gamma _{\alpha \delta }^m(\lambda \gamma _m\theta )(z_1)(\gamma _m\lambda )_\delta (\gamma ^m\theta )_\alpha (z_1)](\lambda \gamma ^n\theta )(\gamma _n\theta )_\beta (z_2)(\lambda \gamma ^p\theta )(\gamma _p\theta )_\gamma (z_3).$$
To simplify the evaluation of (4.1), use the fact that
$$(\gamma _m\lambda )_\delta (\gamma ^m\theta )_\alpha =\frac{1}{2}[(\gamma _m\lambda )_\alpha (\gamma ^m\theta )_\delta (\gamma _m\lambda )_\delta (\gamma ^m\theta )_\alpha ]+\frac{1}{2}\gamma _{\alpha \delta }^m(\theta \gamma _m\lambda )$$
$$=Q[\frac{1}{2}(\gamma _m\theta )_\alpha (\gamma ^m\theta )_\delta ]+\frac{1}{2}\gamma _{\alpha \delta }^m(\theta \gamma _m\lambda )$$
where $`Q=๐z\lambda ^ad_a.`$ Since $`Q`$ anti-commutes with the vertex operators at $`z_2`$ and $`z_3`$ and since $`Q(Y)=0`$ for any $`Y`$ , the term $`(\gamma _m\lambda )_\delta (\gamma ^m\theta )_\alpha `$ in (4.1) can be replaced with $`\frac{1}{2}\gamma _{\alpha \delta }^m(\theta \gamma _m\lambda )`$. So using the zero mode correlation function defined in (2.1), (4.1) is equal to $`\frac{1}{18}\gamma _{\alpha \delta }^mH_{m\beta \gamma }`$ where
$$H_{m\beta \gamma }=(\lambda \gamma _m\theta )(z_1)(\lambda \gamma ^n\theta )(\gamma _n\theta )_\beta (z_2)(\lambda \gamma ^p\theta )(\gamma _p\theta )_\gamma (z_3)=18\gamma _{m\beta \gamma }.$$
To prove (4.1), we have used that (2.1) is Lorentz-invariant so $`H_{m\beta \gamma }`$ must be proportional to $`\gamma _{m\beta \gamma }`$. To find the proportionality constant, we have used from (2.1) that
$$\gamma ^{m\beta \gamma }H_{m\beta \gamma }=(\lambda \gamma _m\theta )(\lambda \gamma ^n\theta )(\lambda \gamma ^p\theta )(\theta \gamma _{mnp}\theta )=2880.$$
So the residue of the $`\frac{1}{z_1z_4}`$ pole in (4.1) is $`\gamma _{\alpha \delta }^m\gamma _{m\beta \gamma }`$ which agrees with the residue in (4.1). Similarly, one can show that the residues of the $`\frac{1}{z_2z_4}`$ and $`\frac{1}{z_3z_4}`$ poles agree in the two expressions so we have proven that $`๐=๐_{RNS}`$ for amplitudes involving four fermions.
5. Equivalence for Amplitudes involving Two Fermions
The proof of equivalence for amplitudes involving two fermions closely resembles the proof for amplitudes involving four fermions. Choosing two fermion vertex operators and one boson vertex operator to be unintegrated, the amplitude prescription in the covariant formalism is
$$๐=\xi _1^\alpha U_\alpha ^F(z_1)\xi _2^\beta U_\beta ^F(z_2)a_3^mU_m^B(z_3)๐z_4a_4^nV_n^B(z_4)\mathrm{}๐z_Na_N^pV_p^B(z_N)$$
where $`\xi ^\alpha `$ and $`a^m`$ are the polarizations and $`(U_\alpha ^F,U_m^B,V_m^B)`$ are defined in (2.1) and (2.1). Since $`U_\alpha ^F`$ has a minimum of two $`\theta `$โs, $`U_m^B`$ has a minimum of one $`\theta `$, and $`๐`$ requires precisely five $`\theta `$ zero modes to be non-vanishing, the only terms in $`(U_\alpha ^F,U_m^B,V_m^B)`$ which contribute are
$$๐=\frac{1}{18}\xi _1^\alpha f_\alpha (z_1)\xi _2^\beta f_\beta (z_2)a_3^mb_m(z_3)$$
$$dz_4a_4^n(x_n(z_4)ik_4^qM_{nq}(z_4))\mathrm{}dz_Na_N^p(x_p(z_N)ik_N^rM_{pr}(z_N))e^{i_{r=1}^Nk_rx(z_r)}$$
where $`f(\lambda \gamma ^m\theta )(\gamma _m\theta )_\alpha `$, $`b_m\lambda \gamma _m\theta `$, and $`M_{mn}N_{mn}\frac{1}{2}(p\gamma _{mn}\theta )`$.
The amplitude prescription of (5.1) will now be shown to coincide with the RNS prescription of ,
$$๐_{RNS}=\xi _1^\alpha ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\alpha (z_1)\xi _2^\beta ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\beta (z_2)a_3^mce^\varphi \psi _m(z_3)$$
$$dz_4a_4^n(x_n(z_4)ik_4^q\psi _n\psi _q(z_4))\mathrm{}dz_Na_N^p(x_p(z_N)ik_N^r\psi _p\psi _r(z_N))e^{i_{r=1}^Nk_rx(z_r)}$$
where the fermion vertex operators are in the $`\frac{1}{2}`$ picture and the unintegrated boson vertex operator is in the $`1`$ picture.
As before, the correlation function of $`x^m`$ is equivalent in $`๐`$ and $`๐_{RNS}`$ of (5.1) and (5.1). Furthermore,
$$M_{mn}(y)f_\alpha (z)\frac{(\gamma _{mn})_\alpha {}_{}{}^{\beta }f_{\beta }^{}(z)}{2(yz)},M_{mn}(y)b_p(z)\frac{\eta _{np}b_m(z)\eta _{mp}b_n(z)}{yz},$$
reproduces the OPE of $`\psi _m\psi _n(y)`$ with $`\mathrm{\Sigma }_\alpha (z)`$ and with $`\psi _p(z)`$. So using the arguments of the previous section, $`๐=๐_{RNS}`$ if
$$\frac{1}{18}f_\alpha (z_1)f_\beta (z_2)b_m(z_3)=ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\alpha (z_1)ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\beta (z_2)ce^\varphi \psi _m(z_3).$$
Using the RNS OPEโs of , the right-hand side of (5.1) is easily evaluated to be $`\gamma _{m\alpha \beta }.`$ The left-hand side of (4.1) is
$$\frac{1}{18}(\lambda \gamma ^n\theta )(\gamma _n\theta )_\alpha (z_1)(\lambda \gamma ^p\theta )(\gamma _p\theta )_\beta (z_2)(\lambda \gamma _m\theta )(z_3)=\frac{1}{18}H_{m\alpha \beta }=\gamma _{m\alpha \beta }$$
from (4.1). So we have proven that $`๐=๐_{RNS}`$ for amplitudes involving two fermions.
6. Equivalence for Amplitudes involving Zero Fermions
The equivalence of amplitudes involving zero fermions will now be proven using spacetime supersymmetry to relate these amplitudes with amplitudes involving two fermions. This will be made explicit uusing the supersymmetry transformations of the covariant and RNS massless vertex operators.
First, note that the supersymmetry generator of (2.1) exchanges the massless boson and fermion vertex operators of (2.1) and (2.1) in the following manner:
$$\{q_\alpha ,U_m^B\}=\frac{i}{2}k^n(\gamma _{mn})_\alpha {}_{}{}^{\beta }U_{\beta }^{F}+Q(\mathrm{\Omega }_{m\alpha }),[q_\alpha ,U_\beta ^F]=\gamma _{\alpha \beta }^mU_m^B+Q(\mathrm{\Sigma }_{\alpha \beta }),$$
$$[q_\alpha ,V_m^B]=\frac{i}{2}k^n(\gamma _{mn})_\alpha {}_{}{}^{\beta }V_{\beta }^{F}(\mathrm{\Omega }_{m\alpha }),\{q_\alpha ,V_\beta ^F\}=\gamma _{\alpha \beta }^mV_m^B+(\mathrm{\Sigma }_{\alpha \beta }),$$
for some $`\mathrm{\Omega }_{m\alpha }`$ and $`\mathrm{\Sigma }_{\alpha \beta }`$. (6.1) can be derived either by explicit computation or by using the on-shell supersymmetry transformations of the super-Yang-Mills component fields. The dependence on $`\mathrm{\Omega }_{m\alpha }`$ and $`\mathrm{\Sigma }_{\alpha \beta }`$ comes from the fact that supersymmetry transformations do not commute with the gauge choice of (2.1).
The covariant amplitude prescription for the scattering of $`N`$ massless bosons is
$$๐=a_1^mU_m^B(z_1)a_2^nU_n^B(z_2)a_3^pU_p^B(z_3)๐z_4a_4^qV_q^B(z_4)\mathrm{}๐z_Na_N^rV_r^B(z_N),$$
which can be written using (6.1) and BRST-invariance of the correlation function as
$$๐=\frac{1}{16}a_1^m\gamma _m^{\alpha \beta }[q_\alpha ,U_\beta ^F(z_1)]a_2^nU_n^B(z_2)a_3^pU_p^B(z_3)๐z_4a_4^qV_q^B(z_4)\mathrm{}๐z_Na_N^rV_r^B(z_N).$$
Since the correlation function preserves supersymmetry as was shown in , $`q_\alpha `$ can be pulled off of $`U_\beta ^F(z_1)`$ until it circles any of the other boson vertex operators.
For example, when $`q_\alpha `$ circles $`U_n^B(z_2)`$, one gets the term
$$\frac{1}{16}a_1^m\gamma _m^{\alpha \beta }U_\beta ^F(z_1)a_2^n\{q_\alpha ,U_n^B(z_2)\}a_3^pU_p^B(z_3)๐z_4a_4^qV_q^B(z_4)\mathrm{}๐z_Na_N^rV_r^B(z_N)$$
$$=\frac{i}{32}a_1^m\gamma _m^{\alpha \beta }U_\beta ^F(z_1)a_2^nk_2^s(\gamma _{ns})_\alpha {}_{}{}^{\delta }U_{\delta }^{F}(z_2)a_3^pU_p^B(z_3)๐z_4a_4^qV_q^B(z_4)\mathrm{}๐z_Na_N^rV_r^B(z_N).$$
But using the results of section 5, this is equal to the analagous RNS correlation function where $`U_\alpha ^F`$ is replaced with the picture $`\frac{1}{2}`$ fermion vertex operator $`ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\beta e^{ikx}`$, $`U_m^B`$ is replaced with the picture $`1`$ boson vertex operator $`ce^\varphi \psi _pe^{ikx}`$, and $`V_m^B`$ is replaced with $`(x_mik^n\psi _m\psi _n)e^{ikx}`$.
Similarly, when $`q_\alpha `$ circles $`V_q^B(z_4)`$, one gets the term
$$\frac{i}{32}a_1^m\gamma _m^{\alpha \beta }U_\beta ^F(z_1)a_2^nU_n^B(z_2)a_3^pU_p^B(z_3)dz_4a_4^qk_4^s(\gamma _{qs})_\alpha {}_{}{}^{\delta }V_{\delta }^{F}(z_4)$$
$$dz_Na_5^rV_r^B(z_5)\mathrm{}dz_Na_N^sV_s^B(z_N).$$
To relate (6.1) to an analogous RNS expression, one first uses the results of section 3 to exchange $`U_p^B(z_3)๐z_4V_\delta ^F(z_4)`$ for $`๐yV_p^B(y)U_\delta ^F(z_3)`$. One can then use the results of section 5 to relate (6.1) to an analogous RNS expression as was done for (6.1).
So $`๐`$ of (6.1) is equal to a sum of RNS correlation functions involving $`N2`$ massless boson vertex operators and two massless fermion vertex operators. It will now be shown that this sum of RNS correlation functions is related by supersymmetry to the RNS prescription for the scattering of $`N`$ massless bosons:
$$๐_{RNS}=\{Q,\xi (z_0)\}a_1^mce^\varphi \psi _m(z_1)a_2^nce^\varphi \psi _n(z_2)a_3^pce^\varphi \psi _p(z_3)$$
$$dz_4a_4^q(x_q(z_5)ik_5^s\psi _q\psi _s(z_4))\mathrm{}dz_Na_5^r(x_r(z_N)ik_N^t\psi _r\psi _t(z_N))e^{i_{r=1}^Nk_rx(z_r)},$$
where $`\{Q,\xi (z_0)\}`$ is the picture-raising operator and $`z_0`$ is arbitrary. To prove $`๐=๐_{RNS}`$, first write
$$๐_{RNS}=\frac{1}{16}\{Q,\xi (z_0)\}a_1^m\gamma _m^{\alpha \beta }[q_\alpha ^{RNS},ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\beta (z_1)]a_2^nce^\varphi \psi _n(z_2)a_3^pce^\varphi \psi _p(z_3)$$
$$dz_4a_4^q(x_q(z_4)ik_4^s\psi _q\psi _s(z_4))\mathrm{}dz_Na_5^r(x_r(z_N)ik_N^t\psi _r\psi _t(z_N))e^{i_{r=1}^Nk_rx(z_r)},$$
where $`q_\alpha ^{RNS}=๐ze^{\frac{\varphi }{2}}\mathrm{\Sigma }_\alpha `$ is the RNS spacetime-supersymmetry generator in the $`\frac{1}{2}`$ picture. Pulling $`q_\alpha ^{RNS}`$ off of $`ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\beta (z_1)`$ until it circles the other vertex operators, one recovers precisely the same terms as found earlier.
For example, if $`q_\alpha ^{RNS}`$ circles $`ce^\varphi \psi _n(z_2)`$, one obtains the term $`\gamma _{n\alpha \beta }ce^{\frac{3\varphi }{2}}\mathrm{\Sigma }^\beta (z_2)`$. Choosing $`z_0=z_2`$, one gets the picture-raised version of this term which is $`\frac{i}{2}k_2^s(\gamma _{ns})_\alpha ^\delta `$ $`ce^{\frac{\varphi }{2}}\mathrm{\Sigma }_\delta (z_2)`$. Comparing expressions, one sees that this is precisely the RNS version of (6.1). Similarly, if $`q_\alpha ^{RNS}`$ circles $`x_q(z_4)ik_4^s\psi _q\psi _s(z_4)`$, one obtains $`\frac{i}{2}k_4^s(\gamma _{qs})_\alpha {}_{}{}^{\beta }e_{}^{\frac{\varphi }{2}}\mathrm{\Sigma }_\beta (z_4)`$. Choosing $`z_0=z_3`$ to convert $`ce^\varphi \psi _p(z_3)`$ to $`c(x_p(z_3)ik_3^u\psi _p\psi _u(z_3))`$ and using cyclic symmetry to exchange the integrated and unintegrated vertex operators at $`z_3`$ and $`z_4`$, one recovers the RNS version of (6.1). So we have proven the equivalence of amplitudes involving zero fermions.
Acknowledgements: NB would like to thank Warren Siegel and Edward Witten for useful discussions and CNPq grant 300256/94-9 for partial financial support. BCV would like to thank Osvaldo Chandia for useful discussions and Fapesp grant 98/15374-1 for financial support.
References
relax N. Berkovits, Super-Poincarรฉ Covariant Quantization of the Superstring, hep-th/0001035. relax D. Friedan, E. Martinec and S. Shenker, Conformal Invariance, Supersymmetry and String Theory, Nucl. Phys. B271 (1986) 93. relax W. Siegel, Classical Superstring Mechanics, Nucl. Phys. B263 (1986) 93. relax W. Siegel, private communication; N. Berkovits, M.T. Hatsuda and W. Siegel, The Big Picture, Nucl. Phys. B371 (1992) 434, hep-th/9108021. relax A.R. Mikovic, C.R. Preitschopf and A.E. van de Ven, Covariant Vertex Operators for the Siegel Superstring, Nucl. Phys. B321 (1989) 121. relax J. Polchinski, String Theory, Vol. 1, Cambridge University Press (1998).
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# References
EXTERIOR DIFFERENTIALS OF HIGHER ORDER
AND THEIR COVARIANT GENERALIZATION
V. Abramov<sup>1</sup><sup>1</sup>1Permanent address: Institute of Pure Mathematics, University of Tartu, Vanemuise 46, Tartu, Estonia and R. Kerner
Laboratoire de Gravitation et Cosmologie Relativistes
Tour 22, $`4^{eme}`$ รฉtage, Boรฎte 142
Universitรฉ Pierre et Marie Curie - CNRS URA 769
4, Place Jussieu, 75005 Paris, France
Abstract We investigate a particular realization of generalized $`q`$-differential calculus of exterior forms on a smooth manifold based on the assumption that $`d^N=0`$ while $`d^k0`$ for $`k<N`$. It implies the existence of cyclic commutation relations for the differentials of first order and their generalization for the differentials of higher order. Special attention is paid to the cases $`N=3`$ and $`N=4`$. A covariant basis of the algebra of such $`q`$-grade forms is introduced, and the analogues of torsion and curvature of higher order are considered. We also study a $`Z_N`$-graded exterior calculus on a generalized Clifford algebra.
I. INTRODUCTION An appropriate framework for $`d^N=0,N2`$ generalization of classical exterior differential calculus (satisfying $`d^2=0`$) is provided by the notions of graded $`q`$-differential algebra and $`q`$-differential calculus which have been elaborated in recent papers ( , , ).
Let us remind that a graded $`q`$-differential algebra is a graded unital algebra over the field $`๐`$ which is a sum of $`N`$ algebras with respective grade $`k`$, $`k๐ฉ=\{0,1,2,\mathrm{}N1\}`$: $`๐=_{i๐ฉ}๐^i`$, equipped with an endomorphism $`d`$ of degree one satisfying the $`q`$-Leibniz rule
$$d(AB)=d(A)B+q^aAd(B),A๐^a$$
and such that $`d^N=0`$ whenever $`q^N=1`$. A $`q`$-differential calculus over an algebra $``$ is a graded $`q`$-differential algebra $`๐`$ such that $``$ is a subalgebra of $`๐^0`$.
These definitions show the way in which the exterior calculus of differential forms on a smooth $`n`$-dimensional manifold $`M`$ should be generalized. The most striking property of this generalized exterior calculus, due to the fact that $`d^N=0`$, is that it contains not only first order differentials $`dx^1,dx^2,\mathrm{},dx^n`$ but must also include the higher order differentials $`d^2x^1,d^2x^1,\mathrm{},d^{N1}x^n`$ as well.
After deriving from the condition $`d^Nf=0`$ a set of cyclic commutation relations these differentials must satisfy, it becomes clear that one needs a generalization of the Grassmann algebra in addition to the above definitions in order to produce a self-consistent algebra of generalized differential forms. Such a generalization of Grassmann algebra which displays a representation of the cyclic group $`Z_3`$ by cubic roots of unity has been constructed in () and then used in a more general form in (, , ) for the construction of the generalized exterior calculus on a smooth manifold. It should be mentioned that differential forms with higher order differentials have been considered in , where a formalism of differential forms of higher order on any associative algebra has been developed.
In this paper we continue to study a generalized $`q`$-exterior calculus on a classical finite-dimensional smooth manifold $`M`$ paying particular attention to the tensorial behavior of the generalized differential forms under a change of coordinates. The main problem here is that the higher order differentials transform in a non-homogeneous way under a coordinate transformation. In order to circumvent this difficulty we introduce an analogue of linear connection which allows us to replace the ordinary differentials of any order by their covariant generalizations.
The peculiar feature of linear connections we introduce is that due to the higher order differentials its definition includes not only the usual connection coefficients $`\mathrm{\Gamma }_{jk}^i`$ but also the additional coefficients $`B_{jk}^i,C_{jkl}^i`$ (in the case $`N=3`$) which a priori need not to be iterated by the first order covariant differential. We find the transformation rules of these coefficient functions of a connection which could be called connection coefficients of higher order and we show that $`B_{jk}^i`$ is related to the torsion of a connection. If there is no torsion, then $`C_{jkl}^i`$ can be expressed in terms of the Riemann curvature tensor.
We also study a particular realization of a $`q`$-exterior calculus on a generalized Clifford algebra (, ).
II. GRADED ALGEBRA OF FIRST AND HIGHER ORDER DIFFERENTIALS Let $`M`$ be a smooth $`n`$-dimensional manifold and let $`q`$ be a $`N`$-th primitive root of unity $`q=e^{2\pi i/N},q^N=1`$. Let $`U`$ be an open subset of $`M`$ with local coordinates $`x^1,x^2,\mathrm{},x^n`$. Our aim is to construct an analogue of the exterior algebra of differential forms with exterior differential $`d`$ satisfying the $`q`$-Leibniz rule
$$d(\omega \theta )=d\omega \theta +q^{|\omega |}\omega d\theta ,$$
(1)
where $`\omega ,\theta `$ are complex valued differential forms, $`|\omega |`$ is the degree of $`\omega `$, and
$$d^N=0,$$
(2)
whereas $`d^k0`$ for $`1<kN1`$. We shall also assume that as in the classical case the exterior differential $`d`$ is a linear operator and that it increases the degree of a form by one.
Let $`U`$ be an open subset of $`M`$ with the local coordinates $`x^1,x^2,\mathrm{},x^n`$. A differential form of degree zero is a smooth function on $`U`$. Thus the set of differential forms of degree zero $`\mathrm{\Omega }^0(U)`$ is the subalgebra of a whole algebra which coincides with the algebra of smooth functions on $`U`$. A differential 1-form on $`M`$ is an element of a free left module $`\mathrm{\Omega }^1(U)`$ over the algebra $`\mathrm{\Omega }^0(U)`$ generated by the differentials $`dx^1,dx^2,\mathrm{},dx^n`$ , and the right module structure on $`\mathrm{\Omega }^1(U)`$ is defined by the relations
$$dx^if(x)=f(x)dx^i,f(x)\mathrm{\Omega }^0(U).$$
(3)
The assumption $`d^k0`$ for $`1<kN1`$ implies that there is no reason to use only the first order differentials $`dx^i`$ in the construction of the algebra of differential forms induced by $`d`$; one can also add a set of formal higher order differentials, in which case the algebra will be generated by
$$dx^1,\mathrm{},dx^n,\mathrm{},d^{N1}x^1,d^{N1}x^2,\mathrm{},d^{N1}x^n.$$
In order to endow the algebra of differential forms with appropriate $`Z_N`$-grading we shall associate the degree $`k`$ to each differential $`d^kx^i`$. As usual, the grade of a product of differentials is the sum of the degrees of its components modulo $`N`$. Given any smooth function $`f`$ and successively applying to it the exterior differential $`d`$ one obtains the following expressions for the first three steps:
$$df=\frac{f}{x^i}dx^i,$$
(4)
$$d^2f=\frac{^2f}{x^ix^j}dx^{(i}dx^{j)}+\frac{f}{x^i}d^2x^i,$$
(5)
$$d^3f=\frac{^3f}{x^ix^jx^k}dx^{(i}dx^jdx^{k)}+\frac{^2f}{x^ix^j}(d^2x^i,dx^j)_q+\frac{f}{x^i}d^3x^i.$$
(6)
The relation (3) between left and right structures of the module of 1-forms $`\mathrm{\Omega }^1(U)`$ corresponds to classical differential calculus on $`U`$ (). Because the partial derivatives of a smooth function of classical differential calculus do commute, only the totally symmetric combinations of indices are relevant in these definitions. That is why in the above formulae the parentheses mean the symmetrization with respect to the superscripts they contain, i.e.
$`dx^{(i}dx^{j)}`$ $`=`$ $`{\displaystyle \frac{1}{2!}}(dx^idx^j+dx^jdx^i),dx^{(i}`$
$`dx^jdx^{k)}`$ $`=`$ $`{\displaystyle \frac{1}{3!}}(dx^idx^jdx^k+dx^jdx^kdx^i+dx^kdx^idx^j`$
$`+dx^kdx^jdx^i+dx^idx^kdx^j+dx^jdx^idx^k)`$
$`(d^2x^i,dx^j)_q`$ $`=`$ $`d^2x^{(i}dx^{j)}+(1+q)dx^{(i}d^2x^{j)}.`$
The differentials of higher order of a function $`f`$ can be expressed by means of a recurrent formula. Let us write the $`k`$-th differential of a function $`f`$ in the form
$`d^kf`$ $`=`$ $`{\displaystyle \frac{^{(k)}f}{x^{i_1}\mathrm{}x^{i_k}}}L_{(k)}^{i_1i_2\mathrm{}i_k}+{\displaystyle \frac{^{(k1)}f}{x^{i_1}\mathrm{}x^{i_{k1}}}}L_{(k)}^{i_1i_2\mathrm{}i_{k1}}`$ (7)
$`+\mathrm{}+{\displaystyle \frac{^2f}{x^ix^j}}L_{(k)}^{ij}+{\displaystyle \frac{f}{x^i}}L_{(k)}^i,`$
where $`L_{(k)}^{i_1i_2\mathrm{}i_k},\mathrm{},L_{(k)}^i`$ are homogeneous polynomials of differentials of total degree $`k`$ symmetric with respect to their superscripts. They can be described by means of the following recurrent formula
$$L_{(k)}^{i_1i_2\mathrm{}i_m}=dL_{(k1)}^{i_1i_2\mathrm{}i_m}+\frac{1}{m}\underset{l=1}{\overset{m}{}}dx^{i_l}L_{(k1)}^{i_1\mathrm{}\widehat{i_l}\mathrm{}i_{m1}},$$
(8)
for $`2mk1`$, and
$$L_{(k)}^{i_1i_2\mathrm{}i_k}=dx^{(i_1}dx^{i_2}\mathrm{}dx^{i_k)},L_{(k)}^i=d^kx^i.$$
(9)
In order to guarantee that the $`N`$-nilpotency (2) of the $`q`$-exterior differential does not depend on the choice of local coordinates, the $`N`$-th power of the differential $`d`$ should vanish identically on any smooth function $`f`$ of a manifold $`M`$,
$$d^Nf=0.$$
(10)
This leads to the conditions which should be imposed on formal differentials $`dx^1,dx^2,\mathrm{},\mathrm{},d^{N1}x^1,d^{N1}x^2,\mathrm{},d^{N1}x^n`$ in order to guarantee (10). In their most general form they are obtained from (7) and can be written as follows:
$$L_{(k)}^{i_1i_2\mathrm{}i_m}=0,L_{(k)}^{i_1i_2\mathrm{}i_{k1}}=0,\mathrm{},L_{(k)}^i=0.$$
(11)
Let us write these conditions explicitly for the first few values of $`N`$. If $`N=2`$ then (11) takes on the form
$$L_{(2)}^{ij}=dx^{(i}dx^{j)}=0,L_{(2)}^i=d^2x^i=0.$$
(12)
Obviously these relations generate the classical exterior algebra based on the skew-symmetric Grassmann structure with square nilpotent differential $`d^2=0`$. The first non-trivial generalization of the classical algebra is the case $`N=3`$ when the conditions (11) take on the form :
$`L_{(3)}^{ijk}`$ $`=`$ $`dx^{(i}dx^jdx^{k)}=0,`$ (13)
$`L_{(3)}^{ij}`$ $`=`$ $`d^2x^{(i}dx^{j)}+(1+q)dx^{(i}d^2x^{j)}=0,`$ (14)
$`L_{(3)}^i`$ $`=`$ $`d^3x^i=0.`$ (15)
Although this paper concerns mainly with the $`N=3`$ generalization of differential forms, we also show the constitutive relations (11) for $`N=4`$ :
$`L_{(4)}^{ijkl}`$ $`=`$ $`dx^{(i}dx^jdx^kdx^{l)}=0,`$ (16)
$`L_{(4)}^{ijk}`$ $`=`$ $`d^2x^{(i}dx^jdx^{k)}+(1+q)dx^{(i}d^2x^jdx^{k)}+(1+q+q^2)dx^{(i}dx^jd^2x^{k)}=0,`$ (17)
$`L_{(4)}^{ij}`$ $`=`$ $`d^3x^{(i}dx^{j)}+(1+q+q^2)d^2x^{(i}d^2x^{j)}+(1+q+q^2)dx^{(i}d^3x^{j)},`$ (18)
$`L_{(4)}^i`$ $`=`$ $`d^4x^i=0.`$ (19)
The relations (11) represent the minimal set of conditions that should be imposed on the differentials in order to ensure (10). Comparing (11) with (9) we conclude that for any integer $`N`$ the differentials of first order $`dx^i`$ are $`N`$-nilpotent :
$$(dx^i)^N=0.$$
(20)
On the other hand the relations (13) and (16) in special cases of $`N=3`$ and $`N=4`$ demonstrate clearly that generally there are no relations implying the nilpotency of any power for the differentials of higher order. Therefore though the algebra generated by the relations (11) is finite-dimensional with respect to the first order differentials because of (20), it remains infinite-dimensional with respect to the entire set of differentials.
Since for $`N>2`$ the conditions (11) do not represent binary commutation relations, the algebra of differential forms implemented by (11) will be rather hard to work with. One of the ways to circumvent this difficulty is to find relations which on the one hand would be simpler than (11) but on the other hand they would satisfy them. Following this idea we propose to solve the first condition in (13) by assuming that each cyclic permutation of any three differentials of first order is accompanied by the factor $`q`$ which in this case is a primitive cubic root of unity and satisfies the identity
$$1+q+q^2=0.$$
(21)
Thus we assume that each triple of differentials of first order $`dx^i,dx^j,dx^k`$ is subjected to ternary commutation relations
$$dx^idx^jdx^k=qdx^jdx^kdx^i.$$
(22)
These ternary commutation relations can not be made compatible with binary commutation relations of any kind.
Therefore we suppose that all binary products $`dx^idx^j`$ are independent quantities. The second condition in (13) can be easily solved by assuming the following commutation relations:
$$dx^id^2x^l=qd^2x^ldx^i.$$
(23)
Note that from (22) and (23) it follows that the above ternary and binary commutation relations are coherent in the sense that respect the grading defined earlier, i.e. the quantities $`dx^kdx^m`$ and $`d^2x^j`$ behave as elements of degree $`2`$ and could be interchanged in the formulae (22) and (23) .
The ternary commutation relations (22) are much stronger than the cubic nilpotence which follows from the first relation of (13). It has been proved in () that if the generators of an associative algebra obey ternary commutation relations such as (22) then all the expressions containing four generators should vanish. This means that the highest degree monomials which can be made up of the first order differentials have the form $`dx^idx^jdx^k,dx^i(dx^j)^2`$. Thus there are no fourth or higher degree differential forms which can be made up of first differentials. In order to construct an algebra with self-consistent structure we shall extend this fact to the higher order differentials supposing that all differential forms of fourth or higher degree vanish.
Since we have assumed that smooth functions commute with the first order differentials (3), i.e.
$$x^kdx^m=dx^mx^k,$$
then by virtue of the $`q`$-Leibniz rule the second order differentials do not commute with smooth functions, because differentiating the above equality we obtain
$$d(x^kdx^m)=dx^kdx^m+x^kd^2x^m=d(dx^mx^k)=d^2x^mx^k+qdx^mdx^k,$$
which leads to the identity
$$x^kd^2x^md^2x^mx^k=q(dx^kdx^mq^2dx^mdx^k)$$
(24)
In what follows, we shall consider only the expressions in which the forms of different degrees are multiplied on the left by smooth functions of the coordinates $`x^k`$, which means that we consider the algebra $`\mathrm{\Omega }(U)`$ as a free finite-dimensional left module over the algebra of smooth functions.
Let us find the number of independent generators $`๐ฉ`$ of this module. We have $`n`$ first order differentials $`dx^i`$. The number of monomials spanning the module of 2-forms is $`n^2+n`$ because we have $`n^2`$ independent binary products $`dx^idx^j`$ and $`n`$ second order differentials $`d^2x^i`$. The number of monomials spanning the module of 3-forms is $`(n^3n)/3+n^2`$ since there are $`(n^3n)/3`$ independent monomials $`dx^idx^jdx^k`$ and $`n^2`$ independent monomials $`dx^id^2x^j`$. Summing all these numbers one finally obtains the dimension of the module $`\mathrm{\Omega }(U)`$
$$๐ฉ=\frac{n^3+6n^2+5n}{3}.$$
(25)
Although we have described the construction of the algebra $`\mathrm{\Omega }(U)`$ only in the case $`N=3`$ it can be extended to any integer $`N>3`$. In this case our algebra is generated by the differentials $`dx^1,\mathrm{},dx^n,\mathrm{},d^{N1}x^1,\mathrm{},d^{N1}x^n`$. Let $`d^{\alpha _1}x^{i_1}d^{\alpha _2}x^{i_2}\mathrm{}d^{\alpha _r}x^{i_r}`$ be a monomial made up of differentials. We shall call the sum $`\alpha _1+\alpha _2+\mathrm{}+\alpha _r`$ an order of the monomial. For the $`N`$-th order monomials we shall assume that they are subjected to $`r`$-cyclic commutation relations
$$d^{\alpha _1}x^{i_1}d^{\alpha _2}x^{i_2}\mathrm{}d^{\alpha _{r1}}x^{i_{r1}}d^{\alpha _r}x^{i_r}=q^{\alpha _1}d^{\alpha _2}x^{i_2}d^{\alpha _3}x^{i_3}\mathrm{}d^{\alpha _r}x^{i_r}d^{\alpha _1}x^{i_1},$$
(26)
where $`q`$ is a $`N`$-th primitive root of unity. The relations (22) and (23), which determine the structure of the algebra $`\mathrm{\Omega }(U)`$ in the case of $`N=3`$, are the special cases of the relations (26). We assume that the monomials of order less than $`N`$ are independent. For the first order differentials the $`r`$-cyclic relations (26) take on the form
$$dx^{i_1}dx^{i_2}\mathrm{}dx^{i_{N1}}dx^{i_N}=qdx^{i_2}dx^{i_3}\mathrm{}dx^{i_N}dx^{i_1}.$$
(27)
Similarly to the case of $`N=3`$ it can be proved that the above $`N`$-cyclic relations for first order differentials imply vanishing of all monomials containing more than $`N`$ first order differentials. Extending this property to the higher order differentials we shall assume that all monomials of order higher than $`N`$ vanish.
In the next two Sections we show the examples of realization of this exterior calculus. First we discuss the particular properties of a $`Z_3`$-graded one- and two-dimensional realizations; then we give an example of $`p`$ independent differentials acting on a generalized Clifford algebra.
III. EXAMPLES IN LOW DIMENSIONS The aim of this Section is to investigate the structure of the algebra of differential forms introduced above by studying the simplest case of one-dimensional manifold and $`N=3`$. We shall denote the unique coordinate of this space by $`t`$.
Differentiating a smooth function $`f`$ one finds
$`df`$ $`=`$ $`f^{}dt,`$ (28)
$`d^2f`$ $`=`$ $`f^{\prime \prime }(dt)^2+f^{}d^2t,`$ (29)
$`d^3f`$ $`=`$ $`f^{\prime \prime \prime }(dt)^3+f^{\prime \prime }(d^2tdt+(1+q)dtd^2t)+f^{}d^3t.`$ (30)
In this simple case the above definitions yield immediately the relations
$$(dt)^3=0,dtd^2t=qd^2tdt.$$
(31)
If one does not impose any additional relations, then the algebra of differential forms based on the above commutation relations is infinite-dimensional and it splits into the direct sum of two subspaces
$`\mathrm{\Omega }^{2m}=\{\varphi (d^2t)^m+\psi (dt)^2(d^2t)^{m1}\},\mathrm{\Omega }^{2m+1}=\{\eta dt(d^2t)^m\};`$ (32)
with $`\varphi ,\psi \eta `$ smooth functions of $`t`$.
One has the following rules for calculating the exterior differential
$$d(dt)=d^2t,d(d^2t)=d^3t=0,$$
(33)
$$\mathrm{and}d[(dt)^2]=d^2tdt+qdtd^2t=(q+q^2)dtd^2t=dtd^2t.$$
(34)
It is interesting that the in their final form the rules for exterior differentiation do not contain the complex parameter $`q`$.
If $`\omega \mathrm{\Omega }^{2m}`$ and $`\omega =\varphi (d^2t)^m+\psi (dt)^2(d^2t)^{m1}`$ then
$$d\omega =(\varphi ^{}\psi )dt(d^2t)^m,$$
which means that $`\omega `$ is closed if and only if $`\varphi ^{}=\psi `$. It is easy to show that any closed differential form of even degree is exact. Indeed, if
$$\omega =\varphi (d^2t)^m+\varphi ^{}(dt)^2(d^2t)^{m1},$$
then $`\omega =d\theta `$, where $`\theta \mathrm{\Omega }^{2m1}`$ and
$$\theta =\varphi dt(d^2t)^{m1}.$$
From this it follows that for any differential form $`\theta `$ of odd degree one has $`d^2\theta =0`$.
Iterating twice the action of the exterior differential on an even degree differential form $`\omega =\varphi (d^2t)^m+\psi (dt)^2(d^2t)^{m1}`$ one obtains the formula
$$d^2\omega =(\varphi ^{\prime \prime }\psi ^{})(dt)^2(d^2t)^m+(\varphi ^{}\psi )(d^2t)^{m+1},$$
which shows that $`d^2\omega =0`$ is equivalent to $`d\omega =0`$. Finally, if $`\theta =\eta dt(d^2t)^m`$ is an odd degree form, then
$$d\theta =\eta ^{}(dt)^2(d^2t)^m+\eta (d^2t)^{m+1},$$
and $`d\theta =0`$ implies $`\eta ^{}=\eta =0`$. Thus any closed form of odd degree is identically null. Now we turn to the transformation laws of differential forms under the change of coordinates. Given a diffeomrphism $`t=t(\tau )`$ and a differential form of odd degree $`\theta =\eta dt(d^2t)^m`$ one can express it in coordinate $`\tau `$ as follows
$$\theta =(t^{})^{m+1}\eta d\tau (d^2\tau )^m,$$
which gives the transformation law for the coefficient function
$$\eta =(t^{})^{m+1}\eta .$$
If $`\omega =\varphi (d^2t)^m+\psi (dt)^2(d^2t)^{m1}`$ is a form of even degree then expressing it in terms of coordinate $`\tau `$ one will obtain
$$\omega =(t^{})^m\varphi (d^2\tau )^m+([m]_q(t^{})^{m1}t^{\prime \prime }\varphi +(t^{})^{m+1}\psi )(d\tau )^2(d^2\tau )^{m1},$$
where $`[m]_q=1+q+q^2+\mathrm{}+q^{m1}`$.
The above formula gives the transformation law for the coefficient functions of a form of even degree:
$$\varphi =(t^{})^m\varphi ,\psi =[m]_q(t^{})^{m1}t^{\prime \prime }\varphi +(t^{})^{m+1}\psi .$$
We end this section by mentioning two facts. The first one is that given any even differential form $`\omega =\psi (dt)^2(d^2t)^{2l}`$ one can solve the equation $`\theta ^2=\omega `$ by letting
$$\theta =q^l\psi ^{\frac{1}{2}}dt(d^2t)^l.$$
We shall denote this solution by $`\omega ^{\frac{1}{2}}`$. The second fact is that given any $`2m+1`$\- degree form $`\theta =\eta dt(d^2t)^m`$ one can get the closed $`2m`$\- degree form by integrating with respect to $`dt`$, i.e. we define the operator $`_{ab}:\mathrm{\Omega }^{2m+1}\mathrm{\Omega }^{2m}`$ by the formula
$$_{ab}(\theta )=(_a^b\eta ๐t)(d^2t)^m,$$
where $`a<b`$ are finite real numbers. These facts gives us a possibility to relate the differential forms we have described with the lenght of a smooth curve on Riemannian manifold. Indeed let $`M`$ be a Riemannian manifold with metric $`g`$ and $`\alpha :[a,b]M`$ be a smooth curve on this manifold which in local coordinates of the manifold $`M`$ is given by the equations $`x^i=x^i(t),atb`$. Then the first quadratic form $`ds^2=g_{ij}dx^idx^j`$ induces by means of the pullback the differential 2-form
$$\omega =\alpha ^{}(ds^2)=g_{ij}\dot{x}^i\dot{x}^j(dt)^2.$$
If we now denote the length of a curve $`\alpha `$ by $`S`$ then
$$S=_{ab}(\omega ^{\frac{1}{2}}).$$
If we impose the vanishing of all monomials of degree $`4`$ and higher, then on a two-dimensional real manifold with local coordinates $`(x,y)`$ the left module of $`Z_3`$-graded forms has the dimension $`14`$, as it follows from the general formula (25). One has indeed to take into account the following independent monomials:
$$\mathrm{degree}\mathrm{one}:dx,dy;\mathrm{degree}\mathrm{two}:(dx)^2,(dy)^2,dxdy,dydx,d^2x,d^2y,$$
$$\mathrm{and}\mathrm{degree}\mathrm{three}:d^2xdx,d^2xdy,d^2ydx,d^2ydy,dxdxdy,dxdydy$$
The particularity of the two-dimensional case is that it can be represented in a more elegant way if we introduce complex notation with a single variable $`z=x+iy`$. Then the $`14`$ independent real expressions above can be expressed as
$$dz=dx+idy,d\overline{z}=\overline{dz}=dxidy,$$
$$d^2z=d^2x+id^2y,d^2\overline{z}=\overline{d^2z}=d^2xid^2y,$$
$$dzdz,dzd\overline{z},d\overline{z}dz=\overline{dzd\overline{z}},d\overline{z}d\overline{z}=\overline{dzdz}$$
$$d^2zdz,,d^2\overline{z}dz,d^2zd\overline{z}=\overline{d^2\overline{z}dz},d^2\overline{z}d\overline{z}=\overline{d^2zdz}$$
$$dzdzdz,\mathrm{and}d\overline{z}d\overline{z}dz=\overline{dzdzd\overline{z}}$$
In two real dimensions the expression of a $`1`$-form $`df`$, a $`2`$-form $`d^2f`$ or of a $`2`$-form $`\omega =d\theta `$ with $`\theta `$ being an arbitrary $`1`$-form are easily computed with the help of general formulae given in the Section $`2`$.
The situation becomes more interesting if we consider complex holomorphic functions of the variable $`z`$. In such a case we have only one complex variable and only two independent differentials, $`dz`$ and $`d^2z`$ ; there is no more need to introduce their complex conjugates. If we require now that $`d^3f=0`$ for any holomorphic function $`f`$, then by virtue of
$$df=\frac{df}{dz}dz,d^2f=\frac{d^2f}{dz^2}dzdz+\frac{df}{dz}d^2z,\mathrm{and}\mathrm{imposing}$$
$$d^3f=\frac{d^3f}{dz^3}dzdzdz+\frac{d^2f}{dz^2}[d^2zdz+jdzd^2z+dzdz]+\frac{df}{dz}d^3z=0,$$
(35)
we arrive at the conditions on the differentials $`dz`$ and $`d^2z`$ which are formally the same as the ones verified by the single real variable $`t`$:
$$d^3z=0,(dz)^3=0,dzd^2z=jd^2zdz$$
(36)
It is easy to show that the above relations imply that similar ones are verified by the real differentials $`dx`$ and $`dy`$:
$$dxd^2x=jd^2xdx,dxd^2y=jd^2ydx,\mathrm{etc}.$$
As in the real case, the algebra of degree $`1`$ forms is finite, but there is no reason to cut off the powers of the degree $`2`$ forms $`d^2z`$. We donโt see however how the integration introduced for the real one-dimensional case can be generalized to the complex plane.
IV. EXAMPLE OF q-EXTERIOR CALCULUS ON GENERALIZED CLIFFORD ALGEBRAS In this Section we shall briefly describe the structure of the generalized Clifford algebra (, ) and construct a $`q`$-exterior calculus with $`p`$ exterior differentials $`d_1,d_2,\mathrm{},d_p`$ each satisfying $`d_k^N=0.`$ Generalized Clifford algebra is an associative algebra over the complex field whose generators $`\mathrm{\Gamma }_1,\mathrm{\Gamma }_2,\mathrm{},\mathrm{\Gamma }_p`$ obey the commutation relations
$$\mathrm{\Gamma }_i\mathrm{\Gamma }_j=q_{ij}\mathrm{\Gamma }_j\mathrm{\Gamma }_i,\mathrm{with}\mathrm{\Gamma }_k^N=1,$$
(37)
where
$$q_{ij}=\{\begin{array}{c}1,i=j\hfill \\ q,i<j\hfill \\ q^1,i>j\hfill \end{array}$$
It can be proved that the above commutation relations imply the generalized Clifford relation
$$\{\mathrm{\Gamma }_{i_1},\mathrm{\Gamma }_{i_2},\mathrm{},\mathrm{\Gamma }_{i_N}\}=N!\delta _{i_1i_2\mathrm{}i_N},$$
(38)
where the braces $`\{,\mathrm{},\}`$ at the left hand side stand for the sum of all permutations with respect to the subscripts $`i_1,i_2,\mathrm{},i_N`$ which we shall call the $`N`$-anticommutator and $`\delta _{i_1i_2\mathrm{}i_N}`$ is the generalized Kronecker symbol which equals 1 when all subscripts are equal and 0 in all other cases. Let us denote the generalized Clifford algebra by $`C_{p,N}`$. This algebra can be endowed with $`Z_N`$ -grading if as usual one associates grade 1 to each generator $`\mathrm{\Gamma }_k`$ and defines the grade of any monomial as a sum of the grades of the generators it is composed of modulo $`N`$. Then the generalized Clifford algebra splits into the direct sum
$$C_{p,N}=\underset{i=0}{\overset{N1}{}}C_{p,N}^{(i)},$$
where $`C_{p,N}^{(i)}`$ is a subspace of the elements of grade $`i`$. The dimension of the vector space underlying the algebra $`C_{p,N}`$ is $`N^p`$. It can be also proved that the generalized Clifford algebra with $`p`$ generators is isomoprhic to the grade zero subalgebra of the generalized Clifford algebra with $`p+1`$ generators, i.e.
$$C_{p,N}C_{p+1,N}^{(0)}.$$
The generalized Clifford algebras have a matrix representations which can be described as follows. Let us introduce the $`n\times n`$ matrices
$$\sigma _1=\left(\begin{array}{ccccc}0& 1& 0& \mathrm{}& 0\\ 0& 0& 1& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& 0& \mathrm{}& 1\\ 1& 0& 0& \mathrm{}& 0\end{array}\right),\sigma _3=\left(\begin{array}{ccccc}1& 0& 0& \mathrm{}& 0\\ 0& q& 0& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& 0& \mathrm{}& 0\\ 0& 0& 0& \mathrm{}& q^{N1}\end{array}\right),$$
(39)
and $`\sigma _2=(\sqrt{q})\sigma _3\sigma _1`$, where $`\sqrt{q}`$ is needed only in the case when $`N`$ is an even integer. Let $`k=E(p/2)`$. Then the generators of the generalized Clifford algebra $`C_{p,N}`$ are represented by the $`n^k\times n^k`$ matrices
$`\mathrm{\Gamma }_1`$ $`=`$ $`\sigma _1I^{(k1)},\mathrm{\Gamma }_2=\sigma _2I^{(k1)},`$ (40)
$`\mathrm{}`$ $`\mathrm{}`$ (41)
$`\mathrm{\Gamma }_{2l1}`$ $`=`$ $`\sigma _3^{(l1)}\sigma _1I^{(kl1)},\mathrm{\Gamma }_{2l}=\sigma _3^{(l1)}\sigma _2I^{(kl1)},`$ (42)
$`\mathrm{}`$ $`\mathrm{}`$ (43)
$`\mathrm{\Gamma }_{2k1}`$ $`=`$ $`\sigma _3^{(k1)}\sigma _1,\mathrm{\Gamma }_{2k}=\sigma _3^{(k1)}\sigma _2,`$ (45)
$`\mathrm{\Gamma }_{2k+1}=\sigma _3^k,`$
where $`I`$ is the unit $`N\times N`$-matrix.
Because the generalized Clifford algebra $`C_{p,N}`$ possesses a natural $`Z_N`$-grading one can use the $`q`$-commutator which is defined by the formula
$$[B,B^{}]_q=BB^{}q^{bb^{}}B^{}B,$$
where $`B,B^{}C_{p,N}`$ and $`b,b^{}`$ are the grades of $`B,B^{}`$. Then $`q`$-exterior differentials $`d_1,d_2,\mathrm{},d_p`$ are defined by the formulae
$$d_kB=[\mathrm{\Gamma }_k,B]_q\mathrm{\Gamma }_kBq^bB\mathrm{\Gamma }_k.$$
(46)
According to the definition of $`Z_n`$-grading the $`q`$-exterior differential raises the degree of an element $`B`$ by 1, i.e. $`d_k:C_{p,N}^{(i)}C_{p,N}^{(i+1)}`$. It can be proved that each $`q`$-exterior differential defined in (46) is $`N`$-nilpotent
$$d_k^N=0,\text{for}k=1,\mathrm{},p.$$
Indeed if one writes the $`l`$-th power of the $`q`$-exterior differential $`d_k`$ in the form
$$d_k^lB=\underset{i=0}{\overset{l}{}}\alpha _i^{(l)}\mathrm{\Gamma }_k^{li}B\mathrm{\Gamma }_k^i,$$
then the coefficients $`\alpha _i^{(l)}`$ are found to be
$$\alpha _i^{(l)}=(1)^iq^\sigma [li+1]_q^{(i1)},\sigma =\frac{2a+i1}{2}i,$$
and
$`[l]_q`$ $`=`$ $`1+q+q^2+\mathrm{}+q^{l1},`$ (47)
$`[l]_q^{}`$ $`=`$ $`1+q[2]_q+q^2[3]_q+\mathrm{}+q^{l1}[l1]_q,`$ (48)
$`[l]_q^{\prime \prime }`$ $`=`$ $`1+q[2]_q^{}+q^2[3]_q^{}+\mathrm{}+q^{l1}[l1]_q^{},`$ (50)
$`\mathrm{}\mathrm{}`$
$`[l]_q^{(i)}`$ $`=`$ $`1+q[2]_q^{(i1)}+q^2[3]_q^{(i1)}+\mathrm{}+q^{l1}[l1]_q^{(i1)}.`$ (51)
Thus in order to prove $`N`$-nilpotence of $`q`$-exterior differentials suffice it to show that the relation
$$[Ni+1]_q^{(i1)}=0,$$
holds for every $`i`$ from 1 to $`N1`$. But this is very easily proved by the mathematical induction with respect to $`i`$.
It can be also proved that
$$\{d_{i_1},d_{i_2},\mathrm{},d_{i_N}\}=0,\text{for}\mathrm{\hspace{0.33em}\hspace{0.33em}1}i_1i_2\mathrm{}i_Np.$$
(52)
The above relations follow from (38).
The covariant differentials $`D_1,D_2,\mathrm{},D_p`$ can be defined by means of $`q`$-exterior differentials as follows
$$D_kB=d_kB+A_kB,$$
where $`A_k`$ is a degree 1 element of the generalized Clifford algebra which we shall call a $`k`$-component of a connection 1-form and use the notation $`A=(A_1,A_2,\mathrm{},A_p)`$ combining all components into the connection $`A`$.
Now if we apply the operator $`\{D_{i_1},D_{i_2},\mathrm{},D_{i_N}\}`$ to an arbitrary element $`B`$ of the algebra the relations (52) suggest that we get $`B`$ multiplied by an element of grade zero of the algebra $`C_{p,N}`$which we call a $`(i_1,i2,\mathrm{},i_N)`$-component of a curvature and denote by $`\mathrm{\Omega }_{i_1i_2\mathrm{}i_N}`$, i.e.
$$\{D_{i_1},D_{i_2},\mathrm{},D_{i_N}\}(B)=\mathrm{\Omega }_{i_1i_2\mathrm{}i_N}B.$$
(53)
Before giving the explicit expression for $`\mathrm{\Omega }_{i_1i_2\mathrm{}i_N}`$ in terms of connection in a general case we show the expressions for components of curvature in low-dimensional cases of $`N=2,3`$ and $`p=2`$. In the case of $`N=2,p=2`$ the generalized Clifford algebra coincides with the classical Clifford algebra represented by the Pauli matrices
$$\sigma _1=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\sigma _2=\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right),\sigma _3=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right).$$
Computing the components of a curvature by means of the formula (53) one obtains
$`\mathrm{\Omega }_{11}`$ $`=`$ $`\{\sigma _1,A_1\}+A_1^2,`$ (54)
$`\mathrm{\Omega }_{12}`$ $`=`$ $`\{\sigma _1,A_2\}+\{\sigma _2,A_1\}+\{A_1,A_2\},`$ (55)
$`\mathrm{\Omega }_{22}`$ $`=`$ $`\{\sigma _2,A_2\}+A_2^2.`$ (56)
If the number of generators $`p`$ of the algebra remains the same but one takes $`N=3`$ and denotes by $`j`$ a cubic root of unity to distinguish it from a generic $`N`$-th root of unity $`q`$ then the components of curvature are expressed in terms of the components of connection as follows
$`\mathrm{\Omega }_{111}`$ $`=`$ $`\{\eta _1,\eta _1,A_1\}+\{\eta _1,A_1,A_1\}+A_1^3,`$ (57)
$`\mathrm{\Omega }_{112}`$ $`=`$ $`\{\eta _1,\eta _1,A_2\}+\{\eta _1,A_1,A_2\}+\{A_1,\eta _1,\eta _2\}+\{A_1,A_1,A_2\},`$ (58)
$`\mathrm{\Omega }_{122}`$ $`=`$ $`\{\eta _1,\eta _2,A_2\}+\{\eta _1,A_2,A_2\}+\{A_1,\eta _2,\eta _2\}+\{A_1,A_2,A_2\},`$ (59)
$`\mathrm{\Omega }_{222}`$ $`=`$ $`\{\eta _2,\eta _2,A_2\}+\{\eta _2,A_2,A_2\}++A_2^3,`$ (60)
where $`\eta _1,\eta _2`$ are the generators of the generalized Clifford algebra $`C_{2,3}`$ and according to (40) they are represented by the matrices
$$\eta _1=\left(\begin{array}{ccc}0& 1& 0\\ 0& 0& 1\\ 1& 0& 0\end{array}\right),\eta _2=\left(\begin{array}{ccc}0& 1& 0\\ 0& 0& j\\ j^2& 0& 0\end{array}\right).$$
It is worth mentioning that the algebra generated by the above matrices was dubbed by Sylvester the algebra of nonions .
The above expressions for the components of a curvature in particular cases $`N=2,3`$ can be generalized for an arbitrary integers $`p,N`$ as follows. In order to obtain the expression for the component $`\mathrm{\Omega }_{i_1i_2\mathrm{}i_N}`$ one should take the $`N`$-th anticommutator of generators $`\{\mathrm{\Gamma }_{i_1},\mathrm{\Gamma }_{i_2},\mathrm{},\mathrm{\Gamma }_{i_N}\}`$ and start replacing the generators with the components of a connection with the same subscripts. Let us introduce the following notations. Since there can be equal ones among the integers $`1i_1i_2\mathrm{}i_Np`$ and they would give us the same terms we pick only different ones denoting them by $`1j_1j_2\mathrm{}\mathrm{}j_mp`$ and by $`|j_k|`$ the number of integers in $`(i_1,i_2,\mathrm{},i_N)`$ equal to $`j_k`$. Then let us denote by $`\{A;\mathrm{\Gamma }\}_{j_k}`$ the anticommutator $`\{\mathrm{\Gamma }_{i_1},\mathrm{\Gamma }_{i_2},\mathrm{},\mathrm{\Gamma }_{i_N}\}`$ with $`\mathrm{\Gamma }_{j_k}`$ being replaced with $`A_{j_k}`$, by $`\{A;\mathrm{\Gamma }\}_{j_kj_l}`$ the same anticommutator with $`\mathrm{\Gamma }_{j_k},\mathrm{\Gamma }_{j_l}`$ being replaced with $`A_{j_k},A_{j_l}`$ and so on. It should be mentioned that subscripts $`j_k`$ and $`j_l`$ can be equal to each other if $`|j_k|>1`$. Then the components of the curvature are expressed in terms of connection as follows:
$$\mathrm{\Omega }_{i_1\mathrm{}i_N}=\{A;\mathrm{\Gamma }\}_{j_1}+\mathrm{}+\{A;\mathrm{\Gamma }\}_{j_m}+\{A;\mathrm{\Gamma }\}_{j_1j_1}+\{A;\mathrm{\Gamma }\}_{j_1j_2}+\mathrm{}+\{A;\mathrm{\Gamma }\}_{j_1\mathrm{}j_m}$$
The components of a curvature satisfy the Bianchi identities:
$`d_{i_1}\mathrm{\Omega }_{i_2i_3\mathrm{}i_{N+1}}+d_{i_2}\mathrm{\Omega }_{i_1i_3\mathrm{}i_{N+1}}+\mathrm{}+d_{i_{N+1}}\mathrm{\Omega }_{i_1i_2\mathrm{}i_N}=`$ (61)
$`[\mathrm{\Omega }_{i_2i_3\mathrm{}i_{N+1}},A_{i_1}]_q+[\mathrm{\Omega }_{i_1i_3\mathrm{}i_{N+1}},A_{i_2}]_q+\mathrm{}+[\mathrm{\Omega }_{i_1i_2\mathrm{}i_N},A_{i_{N+1}}]_q`$ (62)
V. COVARIANT BASIS OF $`Z_3`$-GRADED DIFFERENTIALS The $`q`$-exterior calculus on generalized Clifford algebra described in the previous section has a pure algebraic nature and though it is a good model of a generalized exterior calculus with $`d^N=0`$ there even does not arise the question of a change of coordinates. Going back to the algebra $`\mathrm{\Omega }(U)`$ introduced in the section 2 one might ask a question whether this local algebra could be expanded on to the whole manifold $`M`$. The difficulty here is that the set of generators of the algebra includes the higher order differentials which transform under a change of coordinates in a non-homogeneous way. Our aim in this section is to show that introducing an analogue of a linear connection and replacing the ordinary differentials of all orders with the covariant ones we can overcome the difficulty mentioned above (cf. ).
If we suppose that the formal expression $`d^2f`$ does not vanish identically as it is the case in the usual $`Z_2`$-graded exterior calculus of forms, then we must abandon the antisymmetry of the product of $`1`$-forms in this algebra. The vanishing of the expression (5) could be given an intrinsic sense in any local coordinate system because one supposes that simultaneously $`d^2=0`$, so it applied to any second differential of a local coordinate, be it $`dx^k`$ or $`d^2y^k^{}`$, and parallelly, taking into account the symmetry of partial second derivatives,
$$\frac{^2f}{x^kx^m}=\frac{^2f}{x^mx^k},$$
it had to be postulated that the product of $`1`$-forms must be antisymmetric:
$$dx^kdx^m=dx^mdx^k$$
Under a change of local coordinates, $`x^ky^m^{}(x^k)`$, and $`x^k=x^k(y^m^{}),`$ the basis of $`1`$-forms transformed as a covariant tensor, i.e. $`dx^k=\frac{x^k}{y^m^{}}dy^m^{}.`$ However, had we abandoned the postulate $`d^2=0`$ and the antisymmetry of the product of $`1`$-forms, the second differentials of the coordinates, which are for the time being purely formal expressions, would not transform as covariant tensors because of the non-homogeneous term:
$$d^2x^k=d(\frac{x^k}{y^m^{}}dy^m^{})=\frac{^2x^k}{y^l^{}y^m^{}}dy^l^{}dy^m^{}+\frac{x^k}{y^m^{}}d^2y^m^{}$$
(63)
Introducing connection coefficients $`\mathrm{\Gamma }_{lm}^k`$ we shall define the covariant second differentials $`D^2x^k`$ as
$$D^2x^k=d^2x^k+\mathrm{\Gamma }_{lm}^kdx^ldx^m$$
(64)
(in order to make our notation homogeneous, from now on we shall also note the first differentials - which are naturally covariant - with capital $`D`$, i.e. we shall identify $`Dx^k=dx^k`$.). Note that the above equation can be still interpreted in terms of Grassmann algebra of exterior forms: if we still impose $`d^2=0`$ and the antisymmetry of the exterior product, the covariant $`2`$-form $`D^2x^k`$ is equal to the torsion $`2`$-form. The vanishing of $`D^2x^k`$ is then equivalent to the condition of null torsion, which is valid in all coordinate systems.
Let us suppose now that the differentials $`dx^k`$ and $`d^2x^m`$ satisfy the relations imposed by the condition $`d^3=0`$ derived before, i.e., with $`q=e^{\frac{2\pi i}{3}}`$:
$$dx^kdx^ldx^m=qdx^ldx^mdx^k\mathrm{and}dx^kd^2x^m=qd^2x^mdx^k$$
It is obvious that these relations remain valid if we replace the ordinary first and second differentials by their covariant counterparts:
$$Dx^kDx^lDx^m=qDx^lDx^mDx^k\mathrm{and}Dx^kD^2x^m=qD^2x^mDx^k$$
(65)
which span a covariant basis of the same $`Z_3`$-graded algebra, which has the property of transforming covariantly under the change of a basis.
Now, although $`D^2x^k`$ represents a tensorial quantity, its covariant differential $`D(D^2x^k)=D^3x^k`$ can not be computed by simple iteration, i.e. by applying the same formula as for the covariant differential of $`Dx^k`$. As a matter of fact, $`D^3x^k`$ has to be a tensorial quantity of third degree, which in covariant basis should contain both $`Dx^kD^2x^m`$ and $`Dx^kDx^lDx^m`$ . That is why we should write:
$$D^3x^k=D(D^2x^k)=d(D^2x^k)+B_{lm}^kDx^lD^2x^m+C_{lmn}^kDx^lDx^mDx^n$$
(66)
with new coefficients of two kinds, whose transformation properties under coordinate change are yet to be derived, and which will assure the tensorial character of $`D^3x^k`$. Acting with the operator $`d`$ on $`D^2x^k`$ yields the explicit result:
$`D^3x^k`$ $`=`$ $`d^3x^k+_n\mathrm{\Gamma }_{lm}^kdx^ndx^ldx^m+\mathrm{\Gamma }_{lm}^kd^2x^ldx^m+q\mathrm{\Gamma }_{lm}^kdx^ld^2x^m+`$ (68)
$`+B_{lm}^kDx^lD^2x^m+C_{lmn}^kDx^lDx^mDx^n`$
$$\mathrm{Now},\mathrm{using}\mathrm{the}\mathrm{fact}\mathrm{that}d^2x^l=D^2x^l\mathrm{\Gamma }_{rm}^ldx^rdx^m,$$
we can express $`D^3x^k`$ by means of covariant quantities only:
$`D^3x^k`$ $`=`$ $`d^3x^k+[B_{lm}^k+q^2\mathrm{\Gamma }_{ml}^k+q\mathrm{\Gamma }_{lm}^k]Dx^lD^2x^m+`$ (70)
$`+\left[C_{lmn}^k+_l\mathrm{\Gamma }_{mn}^k\mathrm{\Gamma }_{lm}^r\mathrm{\Gamma }_{rn}^kq\mathrm{\Gamma }_{mn}^r\mathrm{\Gamma }_{lr}^k\right]Dx^lDx^mDx^m`$
$`=`$ $`d^3x^k+\stackrel{~}{B}_{lm}^kDx^lD^2x^l+\stackrel{~}{C}_{lmn}^kDx^lDx^mDx^n`$ (71)
Now we shall proceed by analogy with the $`Z_2`$-graded case. As we have seen, the condition $`d^3=0`$ implies also the ternary and binary $`q`$-commutation relations with $`q=e^{\frac{2\pi i}{3}}`$. This means that in the final expression we remain with
$$D^3x^k=\stackrel{~}{B}_{lm}^kDx^lD^2x^m+\stackrel{~}{C}_{lmn}^kDx^lDx^mDx^n,$$
It is obvious that if we want to impose the tensorial behavior on $`D^3x^k`$, then both coefficients $`\stackrel{~}{B}_{lm}^k`$ and $`\stackrel{~}{C}_{lmn}^k`$ must transform as tensors given the manifestly tensorial character of the products of differentials they are contracted with. In contrast, the coefficients $`B_{lm}^k`$ and $`C_{lmn}^k`$ have obviously non-tensorial character, which is compensated by the connection coefficients and their derivatives entering the definitions of $`\stackrel{~}{B}_{lm}^k`$ and $`\stackrel{~}{C}_{lmn}^k`$. In order to get the transformation rules for the coefficients $`B_{lm}^k`$ and $`C_{lmn}^k`$ we use the observation that the formula (66) implicitly determines how the covariant differential $`D`$ is acting on the second order differentials. Indeed the left-hand side of (66) can be written in the form
$`D^3x^k`$ $`=`$ $`D(D^2x^k)=D(d^2x^k+\mathrm{\Gamma }_{rs}^kDx^rDx^s)`$ (72)
$`=`$ $`D(d^2x^k)+{\displaystyle \frac{\mathrm{\Gamma }_{rs}^k}{x^l}}Dx^lDx^rDx^s+(q\mathrm{\Gamma }_{rs}^k+q^2\mathrm{\Gamma }_{sr}^k)dx^rD^2x^s.`$ (73)
Before we express $`D(d^2x^k)`$ in terms of the coefficients $`B_{lm}^i`$ and $`C_{lmn}^i`$ let us introduce the following notations. Given whatever quantity $`_{lmn}`$ one can split it into three parts belonging to three representations of the cyclic group $`Z_3`$:
$$_{lmn}^k=_{(lmn)}^k+_{\{lmn\}}^k+_{(lmn]}^k,$$
defined as follows:
$`_{(lmn)}^k`$ $`=`$ $`{\displaystyle \frac{1}{3}}(_{lmn}^k+_{nlm}^k+_{mnl}^k);`$ (74)
$`_{\{lmn\}}^k`$ $`=`$ $`{\displaystyle \frac{1}{3}}(_{lmn}^k+q^2_{nlm}^k+q_{mnl}^k);`$ (75)
$`_{[lmn]}^k`$ $`=`$ $`{\displaystyle \frac{1}{3}}(_{lmn}^k+q_{nlm}^k+q^2_{mnl}^k).`$ (76)
Now we can express $`D(d^2x^k)`$ in terms of coefficients $`B_{lm}^i`$ and $`C_{lmn}^i`$ as follows
$$D(d^2x^k)=B_{lm}^iDx^lD^2x^m+(C_{lms}^i\mathrm{\Gamma }_{r[s}^i\mathrm{\Gamma }_{lm]}^r\mathrm{\Gamma }_{[ms}^r\mathrm{\Gamma }_{l]r}^i)Dx^lDx^mDx^s.$$
(77)
Differentiating covariantly both sides of (63) one obtains the relation
$$D(d^2x^k)=\frac{x^k}{y^k^{}}D(d^2y^k^{})\frac{^2x^k}{y^k^{}y^l^{}}\mathrm{\Gamma }_{r^{}s^{}}^l^{}Dx^k^{}Dx^r^{}Dx^s^{}.$$
(78)
In order to give the transformation rules a more compact form we shall use the following notations
$$U_j^{}^i=\frac{x^i}{y^j^{}},_jU_k^i^{}=\frac{^2y^i^{}}{x^kx^j}.$$
Then replacing $`D(d^2x^k)`$ and $`D(d^2y^k^{})`$ in the above formula by their expressions in terms of the coefficients $`B_{lm}^i`$ and $`C_{lms}^i`$ according to (77) and collecting together similar terms we get the transformation rules
$$B_{lm}^i=B_{l^{}m^{}}^i^{}U_i^{}^iU_l^l^{}U_m^m^{}$$
$$C_{lms}^i=U_i^{}^iU_l^l^{}U_m^m^{}U_n^n^{}C_{l^{}m^{}s^{}}^i^{}+U_i^{}^iU_{[n}^n^{}_mU_{l]}^r^{}\mathrm{\Gamma }_{r^{}n^{}}^i^{}+U_s^{}^i_rU_{[n}^s^{}U_{\underset{ยฏ}{l}}^l^{}U_{m]}^m^{}U_r^{}^r\mathrm{\Gamma }_{l^{}m^{}}^r^{}$$
$$+U_s^{}^i_rU_{[n}^s^{}_lU_{m]}^t^{}U_t^{}^r+U_i^{}^iU_{[n}^l^{}_lU_{m]}^r^{}\mathrm{\Gamma }_{l^{}r^{}}^i^{}+U_s^{}^i_rU_{[n}^s^{}U_l^m^{}U_{m]}^n^{}U_r^{}^r\mathrm{\Gamma }_{m^{}n^{}}^r^{}+U_s^{}^iU_t^{}^r_rU_{[n}^s^{}_lU_{m]}^t^{}$$
As in the case of torsion in ordinary exterior calculus, the tensorial character is displayed only by the irreducible part of these coefficients displaying the corresponding symmetry.
Here is what we do mean by this. As in the usual case the connection coefficients $`\mathrm{\Gamma }_{lm}^k`$ could be split into two parts, the torsion (antisymmetric part) and the symmetric part,
$$\mathrm{\Gamma }_{lm}^k=\frac{1}{2}[\mathrm{\Gamma }_{lm}^k+\mathrm{\Gamma }_{ml}^k]+\frac{1}{2}[\mathrm{\Gamma }_{lm}^k\mathrm{\Gamma }_{ml}^k]=\mathrm{\Gamma }_{(lm)}^k+S_{lm}^k.$$
so the four-index symbols $`C_{lmn}^k`$ as we have mentioned earlier can be split into three parts belonging to three representations of the cyclic group $`Z_3`$ :
$$C_{lmn}^k=C_{(lmn)}^k+C_{\{lmn\}}^k+C_{(lmn]}^k.$$
Therefore, only the part $`\stackrel{~}{C}_{[lmn]}^k`$ has to be taken into account in the final expression:
$$D^3x^k=\stackrel{~}{B}_{lm}^kDx^lD^2x^m+\stackrel{~}{C}_{[lmn]}^kDx^lDx^mDx^n=$$
$$=\left(B_{lm}^k+q^2\mathrm{\Gamma }_{ml}^k+q\mathrm{\Gamma }_{lm}^k\right)Dx^lD^2x^m+\stackrel{~}{C}_{[lmn]}^kDx^lDx^mDx^n$$
(79)
with
$$\stackrel{~}{C}_{lmn}^k=C_{lmn}^k+_l\mathrm{\Gamma }_{mn}^k\mathrm{\Gamma }_{lm}^r\mathrm{\Gamma }_{rn}^kq\mathrm{\Gamma }_{mn}^r\mathrm{\Gamma }_{lr}^k$$
Because the coefficients in both terms on the right-hand side are tensors, we can start to investigate their intrinsic properties. Among these, the condition of reality should be applied to both coefficients separately. Starting with the first coefficient, $`\stackrel{~}{B}_{lm}^k`$, and recalling that
$`q=\frac{1}{2}+\frac{i\sqrt{3}}{2}\mathrm{and}q^2=\frac{1}{2}\frac{i\sqrt{3}}{2}`$
we have explicitly
$$\stackrel{~}{B}_{lm}^k=B_{lm}^k\frac{1}{2}\left(\mathrm{\Gamma }_{ml}^k+\mathrm{\Gamma }_{lm}^k\right)+\frac{i\sqrt{3}}{2}\left(\mathrm{\Gamma }_{lm}^k\mathrm{\Gamma }_{ml}^k\right)$$
The imaginary part is the torsion tensor of the connection $`\mathrm{\Gamma }_{lm}^k`$, so the reality of the coefficient $`\stackrel{~}{B}_{lm}^k`$ is equivalent with the vanishing of the torsion, leaving only the symmetric part of $`\mathrm{\Gamma }_{lm}^k`$. So, from now on, we can write
$$\stackrel{~}{B}_{lm}^k=B_{lm}^k\mathrm{\Gamma }_{lm}^k,\mathrm{with}\mathrm{\Gamma }_{lm}^k=\mathrm{\Gamma }_{ml}^k.$$
This means that the $`B_{lm}^k`$ transform as connection coefficients, so that the difference $`B_{lm}^k\mathrm{\Gamma }_{lm}^k`$ is a tensor. As a corollary, the vanishing of $`D^3x^k`$ implies that $`B_{lm}^k=\mathrm{\Gamma }_{lm}^k`$ and $`\mathrm{\Gamma }_{lm}^k=\mathrm{\Gamma }_{ml}^k`$.
The symmetry of the connection coefficients makes it possible to identify the tensor appearing in the coefficients $`\stackrel{~}{C}_{lmn}^k`$. As a matter of fact, only the part $`\stackrel{~}{C}_{[lmn]}^k`$ is relevant here, the other two irreducible partsโ contribution vanishing when contracted with the covariant expression $`Dx^lDx^mDx^n`$. The part of $`\stackrel{~}{C}_{lmn}^k`$ containing the connection coefficients and their derivatives should be also $`Z_3`$-anti-symmetrized, yielding
$$\frac{1}{3}\left(C_{lmn}^k+qC_{nlm}^k+q^2C_{mnl}^k+_l\mathrm{\Gamma }_{mn}^k+q_n\mathrm{\Gamma }_{lm}^k+q^2_m\right)Dx^lDx^mDx^n\mathrm{\Gamma }_{nl}^k$$
$$\frac{1}{3}\left(\mathrm{\Gamma }_{lm}^r\mathrm{\Gamma }_{rn}^kq\mathrm{\Gamma }_{nl}^r\mathrm{\Gamma }_{rm}^kq^2\mathrm{\Gamma }_{mn}^r\mathrm{\Gamma }_{rl}^kq\mathrm{\Gamma }_{mn}^rq^2\mathrm{\Gamma }_{lm}^r\mathrm{\Gamma }_{nr}^k\mathrm{\Gamma }_{nl}^r\mathrm{\Gamma }_{rm}^k\right)Dx^lDx^mDx^n$$
It is not difficult, taking into account the symmetries, to identify the final result in terms of the Riemann tensor: $`\stackrel{~}{C}_{lmn}^kDx^lDx^mDx^n`$ is equal to
$$\left(C_{[lmn]}^k+\frac{1}{3}[R_{nlm}^k+R_{mln}^k]+\frac{q}{3}[R_{mnl}^k+R_{lnm}^k]+\frac{q^2}{3}[R_{lmn}^k+R_{nml}^k]\right)Dx^lDx^mDx^n$$
Taking into account that
$$C_{[lmn]}^k=\frac{1}{3}\left(C_{[lmn]}^k+qC_{[nlm]}^k+q^2C_{[mnl]}^k\right)$$
and assuming that the coefficients $`C_{[lmn]}^k`$ are real, the vanishing of the above expression leads to the equality
$$C_{[lmn]}^k=[R_{nlm}^k+R_{mln}^k]$$
(80)
The analogy with the usual exterior differential calculus is now obvious. In the usual case the condition $`D^2x^k=0`$ implied the vanishing of torsion, $`S_{lm}^k=\frac{1}{2}[\mathrm{\Gamma }_{lm}^k\mathrm{\Gamma }_{ml}^k]=0`$, whereas now, in our $`Z_3`$-graded case, the similar condition $`D^3x^k=0`$ implies not only the vanishing of torsion, but also determines entirely the coefficients $`B_{lm}^k`$ (equal to $`\mathrm{\Gamma }_{(ml)}^k`$), and partly the coefficients $`C_{lmn}^k`$ namely, their $`q`$-skew-symmetric part $`C_{[lmn]}^k`$ (equal then to the expression $`[R_{nlm}^k+R_{mln}^k]`$). By analogy, one can impose similar conditions on the โconjugateโ $`q^2`$-skewsymmetric part $`C_{\{mnl\}}^k`$ , defining it e.g. as $`C_{\{mnl\}}^k=C_{[lnm]}^k`$. However, the totally symmetric part $`C_{(lmn)}^k`$, which is not a tensor, is still undefined, because its contribution cancels automatically when contracted with the $`3`$-form $`Dx^lDx^mDx^n`$.
The symmetric part of $`C_{lmn}^k`$ together with the coefficients $`B_{lm}^k`$ may be used for the definition of a new kind of parallel transport and generalized geodesic curves. One can define, independently of usual covariant derivative of a vector along a parametrized curve $`x^k(\lambda )`$ determined by given connection coefficients $`\mathrm{\Gamma }_{lm}^k`$,
$$\frac{DY^k}{D\lambda }=\frac{dY^k}{d\lambda }+\mathrm{\Gamma }_{lm}^k\frac{dx^l}{d\lambda }Y^m=0,$$
(81)
a second-order covariant derivative which is not an iteration of the first one:
$$\frac{๐^2Y^k}{๐\lambda ^2}=\frac{d^2Y^k}{d\lambda ^2}+E_{lm}^k\frac{dx^k}{d\lambda }\frac{DY^m}{D\lambda }+F_{lm}^k\frac{D^2x^l}{D\lambda ^2}Y^m+G_{lmn}^k\frac{dx^l}{d\lambda }\frac{dx^m}{d\lambda }Y^n$$
(82)
where we use a different notation, $`\frac{๐}{๐\lambda }`$ in order to stress that we donโt consider here a simple iteration of the usual covariant differentiation $`\frac{D}{D\lambda }`$. The coefficients $`E_{lm}^k`$ and $`F_{lm}^k`$ are not identical a priori; all we need to know about the transformation properties of $`E_{lm}^k,F_{lm}^k`$ and $`G_{lmn}^k`$ is that the resulting quantity $`\frac{๐^2Y^k}{๐\lambda ^2}`$ transforms as a vector under a coordinate change.
If we replace the vector field $`Y^k(x^m(\lambda ))`$ by the vector $`\frac{dx^k}{d\lambda }`$ tangent to the curve, we obtain a third-order generalization of the geodesic equation:
$$\frac{๐^3x^k}{๐\lambda ^3}=\frac{d^3x^k}{d\lambda ^3}+[E_{lm}^k+F_{ml}^k]\frac{dx^l}{d\lambda }\frac{D^2x^m}{D\lambda ^2}+G_{lmn}^k\frac{dx^l}{d\lambda }\frac{dx^m}{d\lambda }\frac{dx^n}{d\lambda }=0$$
(83)
Now the $`\frac{dx^k}{d\lambda }`$ etc. are commutative entities, so that $`G_{lmn}^k=C_{(lmn)}^k`$. Had we iterated the usual covariant derivative in the above equation, then the coefficients $`E_{lm}^k+F_{lm}^k`$ and $`C_{(lmn)}^k`$ would be completely determined from the connection coefficients $`\mathrm{\Gamma }_{lm}^k`$ and their derivatives; however, we can introduce more general coefficients having the required transformation properties and independent of $`\mathrm{\Gamma }_{lm}^k`$. This is reminiscent of a similar situation one level below, when the Christoffel connection is totally determined by the metric, but a larger class of affine connections exist which are independent of metric.
The generalized geodesic equation of third order (83) defines a larger class of curves that the usual geodesics and may be of interest in probing certain geometrical objects. For example, in the flat Euclidean space the solutions of (83) include not only the straight lines, but also all possible hyperbolae.
The geometric aspects of the new differential calculus are beyond the scope of our present article, and we shall publish them later.
ACKNOWLEDGMENTS The authors are grateful to M. Dubois-Violette, O. Suzuki and L. Vainerman for valuable discussions. The first author (V.A.) would like to acknowledge the financial support of the Estonian Science Foundation under the grant No. 2403.
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# Stochastic background of gravitational waves
## I Introduction
The detection of gravitational radiation will probably mark a new revolution in the history of astronomy. It is worth mentioning that the detection of gravitational waves (GWs) will directly verify the predictions of the general relativity theory concerning the existence or not of such waves, as well as other theories of gravity .
The realm of astrophysics is the place where one finds sources of GWs detectable by the GW observatories. There is a host of possible astrophysical sources of GWs: namely, supernovas, the collapse of a star or star cluster to form a black hole, inspiral and coalescence of compact binaries, the fall of stars and black holes into supermassive black holes, rotating neutron stars, ordinary binary stars, relics of the big bang, vibrating or colliding of monopoles, cosmic strings, etc., among others . Nowadays there is a great effort to study, from the theoretical point of view, which are the most promising sources of GWs to be detected, in particular, their wave forms, characteristic frequencies, and the number of sources a year that one expects to observe.
In a few years, instead of building models trying to understand how the sources of GWs work, it will be possible, starting from the observations (wave forms, amplitudes, polarizations, etc.) to really understand how the GW emission takes place.
Because of the fact the GWs are produced by a large variety of astrophysical sources and cosmological phenomena it is quite probable that the Universe is pervaded by a background of such waves. Binary stars of a variety of stars (ordinary, compact, or combinations of them), population III stars, phase transitions in the early Universe, and cosmic strings are examples of sources that could generate such putative background of GWs.
As the GWs possess a very weak interaction with matter passing through it with impunity, relic radiation (spectral properties, for example) once detected can provide information on the physical conditions from the era in which the GWs were produced. In principle it will be possible, for example, to get information from the epoch when the galaxies and stars started to form and evolve.
Here we present, in particular, a shortcut to the calculation of stochastic background of GWs. For this approach it is not necessary to know in detail the energy flux of the GWs produced in a given burst event. If the characteristic values for the dimensionless amplitude and frequency are known and the event rate is given it is possible to calculate the stochastic background of GWs produced by an ensemble of sources of the same kind.
This paper is organized as follows. In Sec. II we show how to calculate the stochastic background of GWs starting from characteristic values for the dimensionless amplitude and frequency as well as the burst event rate. In Sec. III we apply the idea presented in Sec. II to the calculation of a stochastic background of GWs from a cosmological population of black holes, and finally in Sec. IV we present the conclusions.
## II A Shortcut to the calculation of stochastic background of GWs
The GWs can be characterized by their dimensionless amplitude $`h`$, and frequency $`\nu `$. The spectral energy density, the flux of GWs, received on Earth, $`F_\nu `$, in $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1\mathrm{Hz}^1`$, is (see, e.g., Refs. )
$$F_\nu =\frac{c^3s_\mathrm{h}\omega _{\mathrm{obs}}^2}{16\pi G},$$
(1)
where $`\omega _{\mathrm{obs}}=2\pi \nu _{\mathrm{obs}}`$ with $`\nu _{\mathrm{obs}}`$ the GW frequency observed on Earth (in $`\mathrm{Hz}`$), $`c`$ is the speed of light, $`G`$ is the gravitational constant, and $`\sqrt{s_\mathrm{h}}`$ is the strain amplitude of the GW (in $`\mathrm{Hz}^{1/2}`$). For $`\omega 0`$, Eq.(1) must be multiplied by a factor of 2 in order to account for the folding of negative frequencies into positive (see, e.g., Ref. ). The stochastic background produced by an ensemble of sources, of the same kind, would have a spectral density of the flux and strain amplitude also related to the above equation. The strain amplitude at a given frequency at the present time could be, for example, a contribution of sources of the same kind but with different masses producing GWs at different redshifts. Thus, the ensemble of sources produces a background whose characteristic amplitude at the present time is $`\sqrt{s}_\mathrm{h}`$.
On the other hand, the spectral density of the flux can be written as (see, e.g., Ref. )
$$F_\nu =f_\nu (\nu _{\mathrm{obs}})๐R,$$
(2)
where $`f_\nu (\nu _{\mathrm{obs}})`$ is the energy flux per unit of frequency (in $`\mathrm{erg}\mathrm{cm}^2\mathrm{Hz}^1`$) produced by a unique source and $`dR`$ is the differential rate of production of GWs by the source.
The energy flux per unit frequency $`f_\nu (\nu _{\mathrm{obs}})`$ can be written as follows (see, e.g., Ref. )
$$f_\nu (\nu _{\mathrm{obs}})=\frac{\pi c^3}{2G}h_{\mathrm{single}}^2,$$
(3)
where $`h_{\mathrm{single}}`$ is the dimensionless amplitude produced by an event that generates a signal with observed frequency $`\nu _{\mathrm{obs}}`$.
Then, the resulting equation for the spectral density of the flux is
$$F_\nu =\frac{\pi c^3}{2G}h_{\mathrm{single}}^2๐R.$$
(4)
From the above equations we obtain for the strain
$$s_\mathrm{h}=\frac{1}{\nu _{\mathrm{obs}}^2}h_{\mathrm{single}}^2๐R.$$
(5)
Thus, the dimensionless amplitude reads
$$h_{\mathrm{BG}}^2=\frac{1}{\nu _{\mathrm{obs}}}h_{\mathrm{single}}^2๐R.$$
(6)
With the above equations one finds, for example, the dimensionless amplitude of the GWs produced by an ensemble of sources of the same kind that generates a signal observed at frequency $`\nu _{\mathrm{obs}}`$. Note that in this formulation it is not necessary to know in detail the energy flux of GWs at each frequency. Knowing the characteristic amplitude for a given source, $`h_{\mathrm{single}}`$, associated to an event burst of GWs, and the rate of production of GWs, it is possible to obtain the stochastic background of an ensemble of these sources.
It is worth mentioning that if the collective effect of bursts of GWs really form a continuous background the quantity called duty cycle must be greater than one. In other words: the mean time interval between the occurrence of bursts must be smaller than the typical duration of each burst. The duty cycle is defined as follows:
$$D(z)=๐R\overline{\mathrm{\Delta }\tau _{\mathrm{GW}}}(1+z),$$
(7)
where $`\overline{\mathrm{\Delta }\tau _{\mathrm{GW}}}`$ is the average time duration of single bursts at the emission (see, e.g., Ref. ).
In the present study we are using the relationship between $`h_{BG}`$ and $`h_{single}`$ (Eq. 6) as Ferrari et al. , in either case of duty cycle: large or small. In the next section we apply the technique for a case in which the duty cycle is small; in another study, to appear elsewhere, we apply it to a case where the duty cycle is large (see Ref. ).
The energy density of GWs is usually written in terms of the closure energy density of GWs per logarithmic frequency interval, which is given by
$$\mathrm{\Omega }_{\mathrm{GW}}=\frac{1}{\rho _\mathrm{c}}\frac{d\rho _{\mathrm{GW}}}{d\mathrm{log}\nu _{\mathrm{obs}}},$$
(8)
where $`\rho _\mathrm{c}`$ is the critical density ($`\rho _\mathrm{c}=3H^2/8\pi G`$). The above can be written as
$$\mathrm{\Omega }_{\mathrm{GW}}=\frac{\nu _{\mathrm{obs}}}{c^3\rho _\mathrm{c}}F_\nu =\frac{4\pi ^2}{3H^2}\nu _{\mathrm{obs}}^2h_{\mathrm{obs}}^2.$$
(9)
## III Application: stochastic background of GWs from a cosmological population of stellar black holes
In this section we apply the formulation presented in the precedent section to calculate the background of GWs from a cosmological population of stellar black holes.
From Eq. (6) one sees that it is necessary to know (a) $`h_{\mathrm{single}}`$, here named $`h_{\mathrm{BH}}`$, the characteristic amplitude of the burst of GWs produced during the black hole formation; (b) $`dR`$, the differential rate of production of GWs, here named $`dR_{\mathrm{BH}}`$, the differential rate of black hole formation. It is worth noting that we are implicitly assuming that during the formation of each black hole there is a production of a burst of GWs.
To proceed it is necessary to know the star formation history of the Universe, which we adopted from a study performed by Madau et al. , which holds for the redshift range $`0<z<5`$. It is also necessary to know (a) the initial mass function (IMF), which we assume to be the Salpeter IMF, and (b) the smallest progenitor mass which is expected to lead to black holes (see Refs. ).
### A The rate of stellar black holes formation
The differential rate of black hole formation can be written as
$$dR_{\mathrm{BH}}=\dot{\rho }_{}(z)\frac{dV}{dz}\varphi (m)dmdz,$$
(10)
where $`\dot{\rho }_{}(z)`$ is the star formation rate (SFR) density (in $`\mathrm{M}_{}\mathrm{yr}^1\mathrm{Mpc}^3`$), $`dV`$ is the comoving volume element, and $`\varphi (m)`$ the IMF (see Refs.).
The SFR density can be derived from observations. In particular, our present view of the Universe at redshifts $`z{}_{}{}^{<}\mathrm{\hspace{0.33em}4}5`$ has been extended by recent data obtained with the Hubble Space Telescope (HST) and other large telescopes (see e.g. Refs. ).
It has been shown that, in general, the measured comoving luminosity density is proportional to the SFR density. Thus, the star formation evolution can be derived from recent UV-optical observations of star forming galaxies out to redshifts $`45`$ . Figure 1 shows the SFR density obtained by Madau et al. .
In particular, there are two different fits to the SFR density presented by these authors. The first fit for the SFR density (here after referred to as MDP-1) is given by
$`\dot{\rho }_{}(z)=0.049[t_9^5\mathrm{e}^{t_9/0.64}+\mathrm{\hspace{0.33em}0.2}(1\mathrm{e}^{t_9/0.64})]`$ (11)
$`\times \mathrm{M}_{}\mathrm{yr}^1\mathrm{Mpc}^3,`$ (12)
where $`t_9`$ is the Hubble time in $`\mathrm{Gyr}`$ \[$`t_9=13/(1+z)^{3/2}`$\].
The second fit for the SFR density (here after referred to as MDP-2) is given by
$`\dot{\rho }_{}(z)=0.336\mathrm{e}^{t_9/1.6}+\mathrm{\hspace{0.33em}0.0074}(1\mathrm{e}^{t_9/0.64})`$ (13)
$`+0.0197t_9^5\mathrm{e}^{t_9/0.64}\mathrm{M}_{}\mathrm{yr}^1\mathrm{Mpc}^3.`$ (14)
In the above fits, Eqs. (11) and (12), Madau and collaborators considered an Einstein - de Sitter cosmology ($`\mathrm{\Omega }_0=1`$) with Hubble constant $`H_0=50\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$ and cosmological constant $`\mathrm{\Lambda }=0`$. Note that for a different cosmological scenario it is necessary to rescale the SFR density.
The fit given by Eq. (11) traces the rise, peak, and sharp drop of the observed UV emissivity at redshifts $`z{}_{}{}^{>}\mathrm{\hspace{0.33em}2}`$, while the fit given by Eq. (12) considers that half of the present-day stars, the fraction contained in spheroidal systems , were formed at $`z>2.5`$ and were enshrouded by dust. This fact produces an increase in the SFR density at redshifts $`z>2.5`$ (see Fig. 1) contrary to the sharp drop described in Eq. (11).
The consistency of $`\dot{\rho }_{}(z)`$ given by Eq. (12) with the Hubble Deep Field (HDF) analysis is obtained assuming a dust extinction that increases with redshift. This fact is consistent with the evolution of the luminosity density, but overpredicts the metal mass density at high redshifts as derived from quasar absorbers (see Ref. ).
Despite this fact, it is interesting also to analyze the GW production with $`\dot{\rho }_{}(z)`$ given by MDP-2 \[Eq. (12)\] because this SFR density produces a large number of supernovas at $`z>2.5`$, when compared to the SFR history described by MDP-1.
Concerning the IMF here we consider Salpeterโs, as already mentioned. Thus,
$$\varphi (m)=Am^{(1+x)},$$
(15)
where $`A`$ is a normalization constant and $`x=1.35`$ the Salpeter exponent.
The IMF is defined in such a way that $`\varphi (m)dm`$ represents the number of stars in the mass interval $`[m,m+dm]`$. The normalization of the IMF is obtained through the relation
$$_{\mathrm{m}_\mathrm{l}}^{\mathrm{m}_\mathrm{u}}m\varphi (m)๐m=1,$$
(16)
with $`\mathrm{m}_\mathrm{l}=0.1\mathrm{M}_{}`$ and $`\mathrm{m}_\mathrm{u}=125\mathrm{M}_{}`$. Using this normalization of the mass spectrum, we obtain $`A=0.17(\mathrm{M}_{})^{0.35}`$.
In the present work we follow Timmes, Woosley & Wheaver (see also Ref. ), who obtain from stellar evolution calculations, the minimal progenitor mass to form black holes, namely, $`18\mathrm{M}_{}`$ to $`30\mathrm{M}_{}`$ depending on the iron core masses. Then, we assume that the minimum mass able to form a remnant black hole is $`m_{\mathrm{min}}=25\mathrm{M}_{}`$. For the remnant mass, $`M_\mathrm{r}`$, we take $`M_\mathrm{r}=\alpha m`$, where $`m`$ is the mass of the progenitor star and $`\alpha =0.1`$ (see, e.g., Refs. ).
In Fig. 2 we show the evolution of the rate of black hole formation $`R_{\mathrm{BH}}(z)`$, i.e., the number of black holes formed per unit time within the comoving volume out to redshift $`z`$, for MDP-1 and MDP-2 for a cosmological scenario with $`\mathrm{\Omega }_0=1.0`$ and $`h_0=0.5`$. Note that MDP1 and MDP-2 are similar for $`z<2.5`$, and for $`z>2.5`$ they are quite different.
### B The gravitational wave production
To obtain the stochastic background, besides knowing the differential rate of black holes formation presented in Sec. II, one needs to know $`h_{\mathrm{BH}}`$, the characteristic dimensionless amplitude generated during the black hole formation. Following Thorne , $`h_{\mathrm{BH}}`$ reads
$`h_{\mathrm{BH}}=\left({\displaystyle \frac{15}{2\pi }}\epsilon \right)^{1/2}{\displaystyle \frac{G}{c^2}}{\displaystyle \frac{M_\mathrm{r}}{r_\mathrm{z}}}`$ (18)
$`7.4\times 10^{20}\epsilon ^{1/2}\left({\displaystyle \frac{M_\mathrm{r}}{\mathrm{M}_{}}}\right)\left({\displaystyle \frac{r_\mathrm{z}}{1\mathrm{M}\mathrm{p}\mathrm{c}}}\right)^1,`$
where $`\epsilon `$ is the efficiency of generation of GWs and $`r_\mathrm{z}`$ is the distance to the source.
The collapse to a black hole produces a signal with frequency (see, e.g., Ref. )
$`\nu _{\mathrm{obs}}={\displaystyle \frac{1}{5\pi M_\mathrm{r}}}{\displaystyle \frac{c^3}{G}}(1+z)^1`$ (20)
$`1.3\times 10^4\mathrm{Hz}\left({\displaystyle \frac{\mathrm{M}_{}}{M_\mathrm{r}}}\right)(1+z)^1,`$
where the factor $`(1+z)^1`$ takes into account the redshift effect on the emission frequency, that is, a signal emitted at frequency $`\nu _\mathrm{e}`$ at redshift $`z`$ is observed at frequency $`\nu _{\mathrm{obs}}=\nu _\mathrm{e}(1+z)^1`$.
From Eqs. (6), (10) and (15) we obtain, for the dimensionless amplitude (for $`\alpha =0.1`$),
$`h_{\mathrm{BG}}^2={\displaystyle \frac{(7.4\times 10^{21})^2\epsilon }{\nu _{\mathrm{obs}}}}[{\displaystyle _{z_{\mathrm{c}_\mathrm{f}}}^{z_{\mathrm{c}_\mathrm{i}}}}{\displaystyle _{m_{\mathrm{min}}}^{m_\mathrm{u}}}\left({\displaystyle \frac{m}{\mathrm{M}_{}}}\right)^2\left({\displaystyle \frac{d_L}{1\mathrm{M}\mathrm{p}\mathrm{c}}}\right)^2`$ (21)
$$\times \dot{\rho }_{}(z)\frac{dV}{dz}\varphi (m)dmdz],$$
(22)
where in the above equation $`d_\mathrm{L}`$ is the luminosity distance to the source.
The comoving volume element is given by
$$dV=4\pi \left(\frac{c}{H_0}\right)r_\mathrm{z}^2\frac{dz}{(1+z)},$$
(23)
and the comoving distance, $`r_\mathrm{z}`$, is
$$r_\mathrm{z}=\frac{2c[1(1+z)^{1/2}]}{H_0}.$$
(24)
In the above equation the density parameter is considered $`\mathrm{\Omega }_0=1`$ and $`H_0`$ is the present value of the Hubble parameter.
The comoving distance is related to the luminosity distance by
$$d_\mathrm{L}=r_\mathrm{z}(1+z)$$
(25)
With the above equations we can calculate the dimensionless amplitude produced by an ensemble of black holes that generates a signal observed at frequency $`\nu _{\mathrm{obs}}`$.
It is worth mentioning that the formulation used here is similar to that used by Ferrari et al. , but instead of using an average energy flux taken from Stark & Piran , who simulated the axisymmetric collapse of a rotating polytropic star to a black hole, we use Eq. (15) to obtain the energy flux, which takes into account the most relevant quasinormal modes of a rotating black hole and represents a kind of average over the rotational parameter. Both formulations present similar results, since in the end the most important contributions to the energy flux come from the quasinormal modes of the black hole formed, which account for most of the gravitational radiation produced during the collapse process. In a paper to appear elsewhere we present a detailed comparison between our formulation and results with those by Ferrari et al. .
### C Numerical results
Fig. 3 presents the amplitude of GWs as a function of the observed frequency obtained from Eq. (17) for the two SFR densities present in Sec. II. We obtained that the star formation rate given by Eq. (12), MDP-2, produces a maximum amplitude $`h_{\mathrm{BG}}`$ lower than the MDP-1 SFR density. This seems to be a contradiction since $`R_{\mathrm{BH}}`$ is higher for MDP-2. Note, however, that for $`z<2.5`$, $`R_{\mathrm{BH}}`$ is higher for MDP-1 and due to this fact the maximum amplitude peak is higher for MDP-1. The SFR density described by MDP-2 produces a higher $`R_{\mathrm{BH}}`$ for $`z>2.5`$, but the contribution of these events do not contribute to enhance the $`h_{\mathrm{BG}}`$ peak, but instead contribute to enhance $`h_{\mathrm{BG}}`$ at the lowest frequencies due to the redshift effect (see also Fig. 2).
A comparison of our results with those of Ferrari et al. shows that the formulation used here present similar results. It is worth mentioning that in the comparison we have adopted $`\epsilon 10^4`$. Note that in the present study, instead of using the average energy flux emitted during the axisymmeric collapse of a rotating polytropic star to a black hole with different values for the rotational parameter, we use Eq. (15). In this equation there is no explicit dependence of $`h_{\mathrm{BH}}`$ on the rotational parameter, it represents a kind of characteristic value for the amplitude of GWs during the black hole formation. The characteristic frequency given by Eq. (16) has to do with the frequency of the lowest $`m=0`$ quasinormal mode of a black hole, which is believed to be excited during its formation.
One could argue that it is surprising that our results agree so well with those of Ferrari et al., particularly those of Fig. 3. The reason for this good agreement is related to the fact that the main contribution to the strain amplitude in the Ferrari et al. calculations comes from the lowest quasinormal mode of the black hole formed, which is also the main contribution present in the Eq. (15) we use in our study. A close comparison shows, however, that the peak of the curve in the Fig. 3 occurs for a frequency higher than that of Ferrari et al. Although most of the energy comes from the quasinormal mode, there is a contribution from the lower frequencies of the energy flux (see Ref. ), which moves the peak of the strain amplitude of Ferrari et al. to the left as compared to ours.
We show in Fig. 4 $`\mathrm{\Omega }_{\mathrm{GW}}`$ as a function of the observed frequency. Note that the MDP-1 SFR density presents, due to the higher contribution to $`R_{\mathrm{BH}}`$ for $`z<2.5`$, a more relevant contribution to the closure energy density of GWs for almost all frequencies, than the MDP-2 SFR density does.
Comparing Fig. 4 with the corresponding figures of Ferrari et al., one notes that their curves are broader than ours. This occurs due to the fact the closure energy density is directly proportional to the energy flux, and therefore more sensitive to their frequency dependence. The Ferrari et al. energy flux as a function of frequency is broader than we use here, this is why their closure energy density as function of frequency curves are broader than ours.
Certainly, modifying the exponent $`x`$ in Eq. (13) to $`x>1.35`$, we will obtain a more steeply falling IMF, corresponding to a lower number of massive stars than that obtained using Salpeterโs IMF. This produces, as a result, a lower rate of black holes formation than that obtained here, narrowing the curves present in Figs. 3 and 4. However, the agreement with the study performed by Ferrari et al. will be still good , since that their study present the same dependence to the IMF. Thus both results (and models) will be modify in the same way.
## IV Conclusions
Here we present a shortcut to the calculation of stochastic background of GWs. For this approach it is not necessary to know in detail the energy flux at each frequency of the GWs produced in a given burst event, if the characteristic values for the โlumpedโ dimensionless amplitude and frequency are known, and the event rate is given, it is possible to calculate the stochastic background of GWs produced by an ensemble of sources of the same kind.
Since one knows the dominant processes of GWs emission one can calculate the stochastic background of an ensemble of black holes. We argue that the same holds for other processes of GWs production, particularly those involving cosmological sources, since the number of sources could be big enough to produce stochastic backgrounds.
We apply this formulation to the study of a stochastic background of GWs produced during the formation of a cosmological population of stellar black holes. We compare the results obtained here with a study by Ferrari et al. , who take into account in their calculations an average energy flux for the GWs emitted during the formation of black holes obtained from simulations by Stark & Piran . Our results are in good agreement.
For most sources of GWs only characteristics values for the dimensionless amplitude and frequency are known, if these sources are numerous, a stochastic background of GWs could be produced. We argue that the formulation presented here could be applied to other calculations of stochastic backgrounds as well.
###### Acknowledgements.
JCNA would like to thank the Brazilian agency FAPESP for support (grants 97/06024-4 and 97/13720-7). ODM would like to thank the Brazilian agency FAPESP for support (grant 98/13735-7), and Dra. Sueli Viegas for her continuous encouragement to the development of this work. ODA thanks CNPq (Brazil) for financial support (grant 300619/92-8). Finally, we would like to thank an anonymous referee who has given useful suggestions that improved the present version of our paper.
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# Integrability and action operators in quantum Hamiltonian systems
## I Introduction
A conspicuous phenomenological discriminant between quantized integrable and nonintegrable parametric Hamiltonian systems with two or more degrees of freedom is the occurrence or prohibition of level crossings between states within the same invariant Hilbert subspace of the underlying symmetry group.Gutz90 ; Reic92 ; Gutz98 Consider a quantum system with $`d`$ continuous parameters whose classical counterpart is integrable on a manifold of dimensionality $`d_Id`$ in parameter space. Empirical evidence suggests that level crossings occur on $`(d_I1)`$-dimensional manifolds which are embedded in the integrability manifold. A recent study,SM98 which investigated this issue systematically, showed for a two-spin model with $`d=6`$ and $`d_I=5`$ that the level crossing manifolds are, in fact, four-dimensional and that they are all confined to the five-dimensional integrability manifold. It showed, moreover, that the (classical) integrability manifold can be reconstructed from the (intrinsically quantum mechanical) level crossing manifolds.
The focus of the present study is to illuminate the natural cause underlying this characteristic relationship between level crossing manifolds and integrability manifolds. We attribute this relationship to the presence of action operators as constituent elements of the Hamiltonian operator for integrable quantum systems.
The textbook solution of an integrable classical dynamical system with two degrees of freedom, specified by an analytic function $`H(p_1,q_1;p_2,q_2)`$ of canonical coordinates, is to transform the Hamiltonian into a function of two action coordinates: $`H=H_C(J_1,J_2)`$. The canonical transformation $`(p_i,q_i)(J_i,\theta _i),i=1,2`$ to action-angle coordinates amounts to a solution of the dynamical problem because it transforms Hamiltonโs equations of motion, $`\dot{p}_i=H/q_i`$, $`\dot{q}_i=H/p_i`$, generically a set of coupled nonlinear differential equations, into $`\dot{J}_i=0`$, $`\dot{\theta }_i=H_C/J_i\omega _i`$ with the solutions $`J_i=\mathrm{const}`$, $`\theta _i(t)=\omega _it+\theta _i^{(0)}`$.
This solution is guaranteed whenever a second integral of the motion can be found, i.e. an analytic function $`I(p_1,q_1;p_2,q_2)`$ which is functionally independent of $`H`$ and has a vanishing Poisson bracket with $`H`$: $`dI/dt=\{H,I\}=0`$. Deriving the expressions $`H_C(J_1,J_2)`$ and $`I_C(J_1,J_2)`$ from $`H`$ and $`I`$ requires the use of separable canonical coordinates. Finding separable coordinates can be a difficult task even if the second invariant is known.
The functions $`H_C(J_1,J_2)`$ and $`I_C(J_1,J_2)`$ establish a pivotal link between an integrable classical system and a quantized version of it. Semiclassical quantization derives its raison dโรชtre from the obvious fact that quantizing a functional relation is much less problematic if it involves only quantities such as $`H,I,J_1,J_2`$ whose quantum counterparts are guaranteed to be commuting operators.
## II Quantum versus quantized
In the context of this study, it is useful to distinguish and compare three versions of the same model system: (i) the quantum version, (ii) the classical version, and (iii) the (semiclassically) quantized version.
The primary version is the quantum model, specified by the Hamiltonian expressed as an operator valued function of a set of dynamical variables (position, momentum, spin, $`\mathrm{}`$) The commutation relations of these operators and the metric of the associated Hilbert space along with the rules of quantum mechanics then determine, via the Heisenberg equation of motion, the time evolution of any observable quantity of interest.
The classical limit converts the Hamiltonian operator into the classical energy function, the commutator algebra of dynamical variables into the symplectic structure (the fundamental Poisson brackets), and the Heisenberg equation of motion for any operator into the Hamilton equation of motion for the corresponding classical quantity. These quantities, in turn, enable us to express the energy function as a classical Hamiltonian, i.e. as a function of canonical coordinates.
The quantization of a classical Hamiltonian system requires a prescription for translating the functional relations between classical dynamical variables into functional relations between corresponding operators. Semiclassical quantization is one neat and clean procedure applicable to all integrable classical systems. It borrows from classical mechanics the functional dependence, $`\widehat{H}=H_C(\widehat{J}_1,\widehat{J}_2)`$, of the Hamiltonian on the action operators and postulates that the eigenvalue spectrum of the latter consists of equidistant levels spaced by $`\mathrm{}`$:
$$\widehat{J}_i=\mathrm{}\left(n_i+\frac{1}{4}\alpha _i\right),i=1,2$$
(1)
with integer $`n_i`$. The (integer) Maslov indices $`\alpha _i`$ are determined by the topology of the classical trajectories in phase space.Perc77 Semiclassical quantization thus makes specific predictions for the energy level spectrum of the quantized version of the model system at hand.
In general, the (semiclassically) quantized and the (primary) quantum energy level spectra of one and the same integrable model system do not coincide. The relationship between the two spectra will be investigated in Sec. III for an integrable two-spin model and in Sec. IV for the (integrable) circular billiard model.
## III Two-spin model
We consider two quantum spins $`\widehat{๐}_1,\widehat{๐}_2`$ of equal length $`\sqrt{\sigma (\sigma +1)}`$ $`(\sigma =\frac{1}{2},1,\frac{3}{2},\mathrm{})`$ interacting via a uniaxially symmetric exchange interaction:note1
$$\widehat{H}=\left(\widehat{S}_1^x\widehat{S}_2^x+\widehat{S}_1^y\widehat{S}_2^y\right)\kappa \widehat{S}_1^z\widehat{S}_2^z.$$
(2)
The second integral of the motion, which follows from Noetherโs theorem, is
$$\widehat{I}=\widehat{M}_z=\frac{1}{2}\left(\widehat{S}_1^z+\widehat{S}_2^z\right).$$
(3)
In the classical limit $`\mathrm{}0`$, $`\sigma \mathrm{}`$, $`\mathrm{}\sqrt{\sigma (\sigma +1)}=s`$, the operators $`\widehat{๐}_i`$ turn into 3-component vectors, $`๐_i=s(\mathrm{sin}\vartheta _i\mathrm{cos}\phi _i`$, $`\mathrm{sin}\vartheta _i\mathrm{sin}\phi _i`$, $`\mathrm{cos}\vartheta _i)`$, and Eq. (2) then describes the energy function of an autonomous Hamiltonian system with two degrees of freedom and canonical coordinates $`p_i=s\mathrm{cos}\vartheta _i,q_i=\phi _i,i=1,2`$.MTWKM87
### III.1 Classical actions
Generically, the classical time evolution of this system is nonlinear and quasiperiodic. In the parameter range $`0<\kappa <1`$, the following relation between the integrals of the motion $`H=E`$ (energy), $`I=M_z`$ (magnetization) and a set of classical actions $`J_1,J_2`$ can be inferred from the exact solution:SM90
$$J_1=2M_z,J_2=\frac{1}{2\pi }_0^\tau ๐t\frac{z\dot{\zeta }}{1+\zeta ^2},$$
(4)
$`z(t)`$ $``$ $`{\displaystyle \frac{1}{2}}s(\mathrm{cos}\vartheta _1\mathrm{cos}\vartheta _2)=z_0\mathrm{sn}(\rho t,z_0/a),`$
$`\zeta (t)`$ $``$ $`\mathrm{tan}(\phi _1\phi _2)={\displaystyle \frac{\rho z_0\mathrm{cn}(\rho t,z_0/a)\mathrm{dn}(\rho t,z_0/a)}{E+\kappa [M_z^2z_0^2\mathrm{sn}^2(\rho t,z_0/a)]}},`$
$`z_0^2`$ $`=`$ $`z_m^2\sqrt{z_m^4c},a^2=z_m^2+\sqrt{z_m^4c},`$
$`c`$ $`=`$ $`[(s^2M_z^2)^2(E+\kappa M_z^2)^2]/(1\kappa ^2),`$
$`z_m^2`$ $`=`$ $`M_z^2+{\displaystyle \frac{s^2\kappa E}{1\kappa ^2}},\tau ={\displaystyle \frac{4}{\rho }}\mathrm{K}\left({\displaystyle \frac{z_0}{a}}\right),\rho =\sqrt{1\kappa ^2}a,`$
where sn$`(p,x)`$, cn$`(p,x)`$, dn$`(p,x)`$ are Jacobian elliptic functions and K$`(p)`$ is a complete elliptic integral.SO87
For the case $`\kappa =1`$ with higher rotational symmetry, considerable simplifications occur in the classical time evolution. Both spins precess uniformly about the direction of the conserved vector $`๐_T๐_1+๐_2`$, and the precession rate is $`\omega =|๐_T|`$ for both spins. Equations (4) for the classical actions become
$`J_1`$ $`=`$ $`2M_z,`$ (5a)
$`J_2`$ $`=`$ $`{\displaystyle \frac{4}{\pi }}{\displaystyle _0^{\pi /2a}}๐t[z^2{\displaystyle \frac{z^2s^2+M_z^2z^2}{(1+\zeta ^2)(E+M_z^2z^2)}}],`$ (5b)
$`z(t)`$ $`=`$ $`z_0\mathrm{sin}at,\zeta (t)={\displaystyle \frac{az_0\mathrm{cos}at}{E+M_z^2z_0^2\mathrm{sin}^2at}},`$
$`z_0^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}(s^2+E)\left[1{\displaystyle \frac{4M_z^2}{a^2}}\right],a=\sqrt{2(s^2E)},`$
and can be evaluated in closed form:
$`J_1`$ $`=`$ $`2M_z,`$ (6a)
$`J_2`$ $`=`$ $`\sqrt{2(s^2E)}+(sM_z)\mathrm{sgn}(s^2E2sM_z)`$ (6b)
$`+`$ $`(s+M_z)\mathrm{sgn}(s^2E+2sM_z).`$
Inverting relations (6) yields a degree-two polynomial dependence of $`E,M_z`$ on $`J_1,J_2`$:
$`I_C(J_1,J_2)`$ $`=`$ $`M_z={\displaystyle \frac{1}{2}}J_1,`$ (7a)
$`H_C(J_1,J_2)`$ $`=`$ $`E=s^2{\displaystyle \frac{1}{2}}l_c^2,`$ (7b)
where $`l_c=J_2|J_1|`$ if $`s|J_1|>s^2E`$ and $`l_c=2sJ_2`$ if $`s|J_1|<s^2E`$.
### III.2 Quantum actions
For the case $`\kappa =1`$, the exact quantum spectrum follows directly from the higher rotational symmetry of $`\widehat{H}`$:
$$\widehat{H}_Q=\mathrm{}^2\sigma (\sigma +1)\frac{\mathrm{}^2}{2}l(l+1),\widehat{M}_z_Q=\frac{\mathrm{}}{2}m,$$
(8)
where $`l=0,1,\mathrm{},2\sigma `$ is the quantum number of the total spin and $`m=l,l+1,\mathrm{},+l`$ that of its $`z`$-component. One set of quantum actions (1) has eigenvaluesnote2
$$\widehat{J}_i/\mathrm{}J_i^Q=\sigma ,\sigma +1,\mathrm{},+\sigma ,$$
(9)
which are related to $`l,m`$ as follows:
$`J_1^Q`$ $`=`$ $`\sigma l,J_2^Q=\sigma lm(m0),`$ (10a)
$`J_1^Q`$ $`=`$ $`\sigma l+m,J_2^Q=\sigma l(m0).`$ (10b)
The two quantum invariants expressed as explicit functions of action operators then read
$`H_Q(\widehat{J}_1,\widehat{J}_2)=\widehat{H}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{}^2\sigma (\sigma +1)+{\displaystyle \frac{1}{2}}\mathrm{min}(\widehat{J}_1,\widehat{J}_2)`$ (11a)
$`\times `$ $`[\mathrm{}(2\sigma +1)\mathrm{min}(\widehat{J}_1,\widehat{J}_2)],`$
$`I_Q(\widehat{J}_1,\widehat{J}_2)=\widehat{M}_z`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\widehat{J}_1\widehat{J}_2),`$ (11b)
where $`\mathrm{min}(\widehat{J}_1,\widehat{J}_2)`$ selects the action operator with the smaller eigenvalue.
While the functional dependence in (11) is again described by a degree-two polynomial, it is different from the functional dependence (7) found classically. The former cannot be reconciled with the latter by any canonical transformation, nor does the quantum spectrum converge uniformly toward the classical spectrum for $`\sigma \mathrm{}`$, as we shall see in Sec. III.3.1.
For the cases $`0\kappa <1`$ we must calculate the $`(2\sigma +1)^2`$ eigenvalues of the two quantum invariants $`\widehat{H},\widehat{M}_z`$ by numerical diagonalization of $`\widehat{H}`$ in the $`4\sigma +1`$ invariant subspaces of $`\widehat{M}_z`$. From the numerical data for $`\widehat{H}`$, $`\widehat{M}_z`$, we can infer the correct assignment of action quantum numbers $`\widehat{J}_i/\mathrm{}`$ to eigenstates by smoothly connecting the spectrum in parameter space to the known relations (11) for $`\kappa =1`$. The resulting data for $`H_Q(\widehat{J}_1,\widehat{J}_2),I_Q(\widehat{J}_1,\widehat{J}_2)`$ can then be compared with the (semiclassically quantized) inverse classical relations (4), $`H_C(\widehat{J}_1,\widehat{J}_2)`$, $`I_Q(\widehat{J}_1,\widehat{J}_2)`$, to high precision albeit not analytically as in the case $`\kappa =1`$. Numerical results will be presented in Sec. III.3.2.
### III.3 Quantum corrections to quantized actions
In some simple applications, the functions $`H_Q,I_Q`$ are identical to the functions $`H_C,I_C`$. Hence there are no such quantum corrections. If we take, for example, the two-spin model $`\widehat{H}=\widehat{S}_1^z\widehat{S}_2^z`$, then both classical invariants $`E,M_z`$ depend solely on the canonical momenta, and the latter are identified to be actions: $`p_i=J_i`$. Hence we have $`E=J_1J_2,M_z=\frac{1}{2}(J_1+J_2)`$, which, upon semiclassical quantization with $`\widehat{J}_i/\mathrm{}=\sigma ,\sigma +1,\mathrm{},+\sigma `$, yields the exact quantum eigenvalue spectrum. This situation is exceptional. For all cases of (2) with $`0\kappa 1`$, quantum corrections do exist.
#### III.3.1 Exact results for $`\kappa =1`$
For the parameter setting $`\kappa =1`$, the functions $`H_Q(\widehat{J}_1,\widehat{J}_2)`$, $`I_Q(\widehat{J}_1,\widehat{J}_2)`$ as given by expressions (11) are to be compared to the semiclassical expressions $`H_C(\widehat{J}_1,\widehat{J}_2)`$, $`I_C(\widehat{J}_1,\widehat{J}_2)`$ inferred from the classical relations (7) with quantum actions (9). It turns out to be more practical to perform the comparison for the inverse functional relations. We substitute $`\sigma (\sigma +1)`$ for $`s^2`$ and the exact eigenvalues (8) for $`E,M_z`$ into the classical expressions (6). The result is a set of non-integer valued semiclassical action quantum numbers
$`J_1^C`$ $`=`$ $`m,`$ (12a)
$`J_2^C`$ $`=`$ $`\{\begin{array}{cc}0\hfill & m=l=0\hfill \\ 2\sqrt{\sigma (\sigma +1)}\sqrt{l(l+1)}\hfill & |m|<m_0\hfill \\ |m|\sqrt{l(l+1)}\hfill & |m|>m_0,\hfill \end{array}`$ (12e)
where $`m_0=l(l+1)/2\sqrt{\sigma (\sigma +1)}`$. An optimal match with the quantum actions (10) can be achieved if we subject (12) to two successive canonical transformations:
$`J_1_{}^{}{}_{}{}^{C}`$ $`=`$ $`J_1^C,`$
$`J_2_{}^{}{}_{}{}^{C}`$ $`=`$ $`\{\begin{array}{cc}2\sqrt{\sigma (\sigma +1)}|J_1^C|+J_2^C\hfill & J_2^C0\hfill \\ J_2^C\hfill & J_2^C>0,\hfill \end{array}`$
$`J_1_{}^{\prime \prime }{}_{}{}^{C}`$ $`=`$ $`\{\begin{array}{cc}J_2{}_{}{}^{C}{}_{}{}^{}2\sqrt{\sigma (\sigma +1)}+\sigma +\frac{1}{2}\hfill & J_1{}_{}{}^{C}{}_{}{}^{}0\hfill \\ J_2{}_{}{}^{C}{}_{}{}^{}2\sqrt{\sigma (\sigma +1)}+\sigma +J_1{}_{}{}^{C}{}_{}{}^{}+\frac{1}{2}\hfill & J_1{}_{}{}^{C}{}_{}{}^{}>0\hfill \end{array}`$
$`J_2_{}^{\prime \prime }{}_{}{}^{C}`$ $`=`$ $`\{\begin{array}{cc}J_2{}_{}{}^{C}{}_{}{}^{}2\sqrt{\sigma (\sigma +1)}+\sigma +\frac{1}{2}J_1_{}^{}{}_{}{}^{C}\hfill & J_1{}_{}{}^{C}{}_{}{}^{}0\hfill \\ J_2{}_{}{}^{C}{}_{}{}^{}2\sqrt{\sigma (\sigma +1)}+\sigma +\frac{1}{2}\hfill & J_1{}_{}{}^{C}{}_{}{}^{}>0.\hfill \end{array}`$
We thus arrive at the expressions
$`J_1_{}^{\prime \prime }{}_{}{}^{C}`$ $`=`$ $`\{\begin{array}{cc}\sigma +\frac{1}{2}\hfill & m=l=0\hfill \\ \sigma \sqrt{l(l+1)}+\frac{1}{2}\hfill & m0\hfill \\ \sigma \sqrt{l(l+1)}+\frac{1}{2}+m\hfill & m>0,\hfill \end{array}`$ (16d)
$`J_2_{}^{\prime \prime }{}_{}{}^{C}`$ $`=`$ $`\{\begin{array}{cc}\sigma +\frac{1}{2}\hfill & m=l=0\hfill \\ \sigma \sqrt{l(l+1)}m+\frac{1}{2}\hfill & m0\hfill \\ \sigma \sqrt{l(l+1)}+\frac{1}{2}\hfill & m>0.\hfill \end{array}`$ (16h)
The deviations of the non-integer valued $`J_1{}_{}{}^{C}{}_{}{}^{\prime \prime },J_2_{}^{\prime \prime }{}_{}{}^{C}`$ from the integer valued $`J_1^Q,J_2^Q`$ then describe the quantum corrections to the semiclassical actions.
Using $`\sqrt{l(l+1)}\frac{1}{2}=l+\mathrm{O}(l^1)`$, we see at once that the genuinely quantum mechanical relations (10) and the semiclassical relations (16) are asymptotically equivalent at low energies (large $`l`$) for $`\sigma \mathrm{}`$. At high energies (small $`l`$), on the other hand, the two relations remain distinct no matter how large we choose the value of the spin quantum number $`\sigma `$.
To set the stage for the cases $`0<\kappa <1`$, we plot in Figs. 1(a) and 2(a) the eigenvalues of $`\widehat{H}`$ versus those of $`\widehat{M}_z`$ in representations with spin quantum numbers $`\sigma =2`$ and $`\sigma =4`$, respectively. The patterns of regularity and similarity in the arrays of points are a direct consequence of the smooth functional relations $`H_Q(\widehat{J}_1,\widehat{J}_2)`$, $`I_Q(\widehat{J}_1,\widehat{J}_2)`$. The map $`(\widehat{H},\widehat{M}_z)(J_1^Q,J_2^Q)`$ from the plane of invariants to the action plane is provided by Eqs. (10) and produces the triangles in Figs. 1(b) and 2(b). These points form a perfect lattice with unit spacing.
If we use instead the map (16) provided by semiclassical quantization, we obtain the array of open circles in Fig. 1(b) and Fig. 2(b). The bonds shown in parts (a) and (b) of the two graphs correspond to each other. The distortion in the lattice of circles relative to the perfect lattice of triangles is a graphical representation of the quantum corrections in the functions $`H_Q(\widehat{J}_1,\widehat{J}_2)`$, $`I_Q(\widehat{J}_1,\widehat{J}_2)`$ relative to the semiclassical functions $`H_C(\widehat{J}_1,\widehat{J}_2)`$, $`I_C(\widehat{J}_1,\widehat{J}_2)`$. It visually confirms what we have already concluded from comparing (10) and (16), namely that the deviations die out at low energies (lower left area) but persist at high energies (upper right area) for $`\sigma \mathrm{}`$. A useful measure of the leading quantum correction to the semiclassical relation $`H_C(\widehat{J}_1,\widehat{J}_2)`$ is the quantity $`\sigma \mathrm{\Delta }J`$, where
$$\mathrm{\Delta }J\sqrt{(\mathrm{\Delta }J_1)^2+(\mathrm{\Delta }J_2)^2},\mathrm{\Delta }J_iJ_i^QJ_i_{}^{\prime \prime }{}_{}{}^{C}$$
(17)
represents the distance between the triangles and circles on corresponding array sites in Figs. 1(b) and 2(b). From Eqs. (10) and (16) we obtain
$`\mathrm{\Delta }J=\{\begin{array}{cc}1/\sqrt{2}\hfill & l=0\hfill \\ \sqrt{2}\left(l\frac{1}{2}\sqrt{l(l+1)}\right)\hfill & l0\hfill \end{array}`$ (20)
The dependence of $`\sigma \mathrm{\Delta }J`$ on $`J_1^Q,J_2^Q`$ thus represents the $`1/\sigma `$ quantum correction to the semiclassically quantized actions. It has an inverse first power divergence in one corner of the action plane for energy levels at the upper threshold of the spectrum: $`\sigma \mathrm{\Delta }J[4\sqrt{2}(l/\sigma )]^1`$. For states with $`l/\sigma 1`$ the leading quantum correction is of O(1). In this part of the spectrum, semiclassical quantization remains inadequate no matter how large we choose the spin quantum number $`\sigma `$.
The state with the largest quantum correction to semiclassical quantization is the singlet combination of the two spins. This state or any nearby state in the action plane have no proper semiclassical representation.
#### III.3.2 Numerical results for $`0<\kappa <1`$
Here we use the same graphical representation even though we must rely on the results of a numerical diagonalization for the energy eigenvalues. At $`\kappa <1`$ we observe that certain features of the quantum invariants change qualitatively because the rotational symmetry of $`\widehat{H}`$ has been reduced, whereas other features remain qualitatively the same because the integrability of the model has not been destroyed.
In Figs. 3(a) and 4(a) we have plotted the eigenvalues $`\widehat{H}`$, $`\widehat{M}_z`$ of the two quantum invariants versus each other at $`\kappa =0.1`$ for $`\sigma =2`$ and $`\sigma =4`$, respectively. Again the data points display regular patterns. They evolve from the patterns shown in Figs. 1(a) and 2(a) by smooth deformation of the lines of bonds as the value of $`\kappa `$ is lowered gradually. The lower symmetry removes the level degeneracies pertaining to the strings of horizontal bonds in Figs. 1(a) and 2(a).
When we substitute the eigenvalues $`\widehat{H}`$ and $`\widehat{M}_z`$ from the numerical diagonalization into the exact expression (4) for the classical actions and subject the resulting set of discrete values $`J_i^C`$ to the transformations $`J_i^CJ_i{}_{}{}^{C}{}_{}{}^{}J_i_{}^{\prime \prime }{}_{}{}^{C}`$, we obtain arrays of points in the form of distorted lattices as illustrated by the open circles in Figs. 3(b) and 4(b) for the two examples at hand. The deviations of these data points from the sites of a perfect lattice (marked by triangles) then again represent the quantum corrections to the (semiclassically) quantized actions. The patterns in Figs. 3(b) and 4(b) are also connected to those in Figs. 1(b) and 2(b) by smooth deformation of the lines of bonds upon gradual variation of the parameter $`\kappa `$.
A closer look at the $`1/\sigma `$ quantum correction is afforded if we plot the scaled distance $`\sigma \mathrm{\Delta }J`$ versus the scaled action quantum numbers $`J_1^Q/\sigma `$ and $`J_2^Q/\sigma `$ for a system with many more levels $`(\sigma =40)`$. A contour plot of the resulting landscape is shown in Fig. 5. Convergence of $`\sigma \mathrm{\Delta }J`$ toward a smooth function of $`J_1^Q/\sigma ,J_2^Q/\sigma `$ is almost uniform. In the case $`\kappa =0.1`$ considered here, there are two points (as opposed to a single corner point at $`\kappa =1`$), where the $`1/\sigma `$ correction diverges. The data points $`\sigma \mathrm{\Delta }J`$ closest to these locations again tend to grow $`\sigma `$.
The two sharply peaked maxima in the landscape of Fig. 5 will merge into a single divergence as $`\sigma \mathrm{}`$. At this point in the action plane, the leading quantum correction to semiclassical quantization is again of O(1). Its location in the action plane does, however, no longer coincide with an extremum in the energy level spectrum. The divergence in $`\sigma \mathrm{\Delta }J`$ occurs at energy $`E=\kappa s^2`$ (for $`\sigma \mathrm{}`$), where the classical equations of motion have a fixed point. For eigenstates with action quantum numbers in the vicinity of this point, quantum effects persist no matter how large $`\sigma `$ is made.
One point in the action plane where $`\sigma \mathrm{\Delta }J`$ diverges exists throughout the regime $`0\kappa <1`$. With $`\kappa `$ increasing from zero, the singularity moves gradually toward one corner of the action plane, and the energy of the state pertaining to those action coordinates moves toward the upper threshold of the spectrum. This trend is indicated in Fig. 6, which shows the $`1/\sigma `$-landscape for $`\kappa =0.5`$. The endpoint of this gradual shift, the case $`\kappa =1`$, was described in Sec. III.3.1.
The asymptotic landscape for $`\sigma \mathrm{}`$ to which the graphs in Figs. 5 and 6 converge almost everywhere can now be used as the reference frame for the higher-order quantum corrections. The deviations of the data points from this new reference, appropriately scaled, will produce another landscape, representing the $`1/\sigma ^2`$ correction to the semiclassically quantized actions.note3
We consider the line $`J_2^Q=J_1^Q\sigma /2`$ for this purpose. In the main plot of Fig. 7 we show the $`1/\sigma `$ corrections $`\sigma \mathrm{\Delta }J`$ along this line for $`\sigma =4,8,16,32`$. Also shown are data for $`\sigma =1600`$, which are very close to the asymptotic values for the $`1/\sigma `$ correction and now serve as the reference line for the $`1/\sigma ^2`$ corrections.
In the inset to Fig. 7 we have plotted the scaled deviations of the $`\sigma =4,8,16,32`$ data from the new reference line. The results suggest that these data again converge toward a line, which will then be the reference line for $`1/\sigma ^3`$ corrections. Like the reference line in the main plot of panel (a) \[panel (b)\], which is embedded in the landscape Fig. 5 \[Fig. 6\], the new reference line will be embedded in a landscape representing the $`1/\sigma ^2`$ quantum corrections to semiclassical quantization over the entire action plane.
The point to be emphasized here is not the exact shape of the landscapes that represent successive orders of quantum corrections to the semiclassically quantized actions, but that such corrections exist and that the leading term may be of O(1) at special points rather than of O($`\sigma ^1`$) as might be expected.
## IV Circular Billiard
In the second application we consider a particle of mass $`m`$ that is free to move two-dimensionally across a circular area of radius $`R`$. The classical Hamiltonian expressed in polar canonical coordinates reads
$$H(p_r,r;p_\vartheta ,\vartheta )=\frac{p_r^2}{2m}+\frac{p_\vartheta ^2}{2mr^2}+V(r),$$
(21)
where $`V(r)`$ is a hard-wall potential that confines the particle to $`rR`$.
In a recent study, Ree and ReichlRR98 analyzed this system classically and quantum mechanically as an integrable limiting case of the circular billiard with a straight cut. In general, the cut renders the classical time evolution chaotic. Here we use some results of Ref. RR98, to investigate the functional dependence of the circular billiard Hamiltonian on the actions quantum mechanically and semiclassically for comparison with the two-spin results presented previously.
Integrability of the circular billiard model is guaranteed by the conservation of angular momentum $`L=p_\vartheta `$. The canonical transformation to action-angle coordinates produces the following relations between the integrals of the motion $`E,L`$ and the two-action variables:
$`J_1`$ $`=`$ $`L,`$ (22a)
$`J_2`$ $`=`$ $`{\displaystyle \frac{\sqrt{2mE}}{\pi }}\left[\sqrt{R^2x^2}x\mathrm{arccos}\left({\displaystyle \frac{x}{R}}\right)\right],`$ (22b)
where $`x=\sqrt{L^2/2mE}`$. The eigenfunctions of the circular billiard, i.e. the solutions of
$$\left(\frac{^2}{r^2}+\frac{1}{r}\frac{}{r}+\frac{1}{r^2}\frac{^2}{\vartheta ^2}+k^2\right)\mathrm{\Psi }(r,\vartheta )=0$$
(23)
with $`k^2=2mE/\mathrm{}^2`$ and Dirichlet boundary conditions are known. The exact expressions for the two quantum invariants $`\widehat{H}`$ (energy) and $`\widehat{L}`$ (angular momentum) are
$$\widehat{H}=\frac{\mathrm{}^2\alpha _{lk}^2}{2mR^2},\widehat{L}=\pm l\mathrm{},$$
(24)
where $`l=0,1,2,\mathrm{}`$ and $`\alpha _{lk}`$ is the $`k^{\mathrm{th}}`$ zero $`(k=1,2,\mathrm{})`$ of the Bessel function J$`{}_{l}{}^{}(x)`$.
One major distinction between the circular billiard model and the two-spin model is that all invariant Hilbert subspaces are infinite-dimensional in the former and finite-dimensional in the latter. The energy has no upper bound in the circular billiard and the angular momentum neither upper nor lower bound.
In Fig. 9 we have plotted the eigenvalues $`\widehat{H}`$ versus $`\widehat{L}`$ of the two quantum invariants near the bottom of the level spectrum. As in the two-spin model, the regular pattern of points is a signature of quantum integrability. In both models the points tend to become displaced irregularly when nonintegrable perturbations are introduced.SM90 ; RR98
The integers $`k,l`$ in (24) can be identified as the eigenvalues (in units of $`\mathrm{}`$) of a set of quantum actions:
$$\widehat{J}_1=\mathrm{}l,\widehat{J}_2=\mathrm{}(k\frac{1}{4}).$$
(25)
The shift in the second expression is dictated by a Maslov index $`\alpha _1=1`$ (see Sec. II).Perc77 The results (24) combined with (25) thus define specific functional relations $`H_Q(\widehat{J}_1,\widehat{J}_2)`$, $`I_Q(\widehat{J}_1,\widehat{J}_2)`$ between quantum invariants and quantum actions. They are to be compared with the functional relations $`H_C(\widehat{J}_1,\widehat{J}_2)`$, $`I_C(\widehat{J}_1,\widehat{J}_2)`$ as defined by (22) combined with (25).
For a graphical representation of the quantum corrections to semiclassical quantization, we proceed as in Sec. III. In Fig. 9 we plot $`\mathrm{\Delta }J_2|J_2^QJ_2^C|`$ versus $`k`$ and $`l`$, where $`J_2^Q=k\frac{1}{4}`$ and $`J_2^C`$ is the value of (22b) when the exact eigenvalues (24) for the quantum invariants are substituted into the expression.
We observe a landscape in the form of a sloped ridge centered at $`l=0`$. The largest quantum correction to semiclassical quantization pertains to the ground state (with $`k=1,l=0`$). The plot suggests that the quantum corrections die out for large $`k`$. This is confirmed by substitution of the asymptotic expression for $`kl`$,SO87
$$\alpha _{lk}\beta \frac{4l^2}{8\beta }+\mathrm{O}(\beta ^3),\beta =k+\frac{l}{2}\frac{1}{4},$$
(26)
into (24) for use in (22b):
$$J_2(l,k)\mathrm{}\left[k\frac{1}{4}+\frac{1}{8\pi ^2k}+\mathrm{O}(k^2)\right],kl.$$
(27)
The quantum corrections also decrease with increasing $`|l|`$ at fixed $`k`$, but not all the way to zero. To demonstrate this for $`k=1`$, we use the asymptotic expression for $`lk=1`$,SO87
$$\alpha _{l1}|l|+C_1|l|^{1/3}+C_2|l|^{1/3}$$
(28)
with $`C_11.8558`$, $`C_21.033`$ for use in (24). When substituted into (22b) we obtain the asymptotic value
$$J_2(l,1)=(\mathrm{}/3\pi )(2C_1)^{3/2}+\mathrm{O}(|l|^{2/3}),$$
(29)
which deviates from the reference value $`\mathrm{}(1\frac{1}{4})`$ by roughly one percent. The conclusion is that the semiclassical regime of the circular billiard is restricted to states with $`kl`$. It does not include, for example, any states along the lowest branch $`(k=1)`$ shown in Fig. 9, no matter how large the energy of the state becomes with increasing $`|l|`$.
## V Conclusion
In this study we have investigated a key signature of quantum integrability in systems with two degrees of freedom, namely the functional dependence of the Hamiltonian $`\widehat{H}`$ and the second integral of the motion $`\widehat{I}`$ on two action operators $`\widehat{J}_1,\widehat{J}_2`$.
The results presented in Secs. III and IV for the (semiclassically) quantized and the (primary) quantum energy level spectra of two integrable model systems suggest the following interpretation, which is consistent with the conclusions inferred from an entirely different line of reasoning:WM95 (i) Quantum integrability implies that the Hamiltonian can be expressed as an operator valued function of the actions: $`\widehat{H}=H_Q(\widehat{J}_1,\widehat{J}_2)`$, where the eigenvalue spectrum of the action operators is of the form (1). (ii) This function is different from the function $`H_C(\widehat{J}_1,\widehat{J}_2)`$ inferred via semiclassical quantization from the solution of the classical dynamical problem. (iii) In some asymptotic regime associated with the classical limit the function $`H_Q(\widehat{J}_1,\widehat{J}_2)`$ converges, if properly scaled, toward the function $`H_C(\widehat{J}_1,\widehat{J}_2)`$, but the convergence need not be uniform. (iv) For the second integral of the motion, which (classically) guarantees integrability, there exist functions $`I_Q(\widehat{J}_1,\widehat{J}_2)`$ and $`I_C(\widehat{J}_1,\widehat{J}_2)`$ with analogous properties.
The existence of action operators as constituent elements of all quantum invariants in integrable model systems is a key property necessary to explain the dimensionality of level crossing manifolds relative to the dimensionality of integrability manifolds in the parameter space of model systems with parametric integrability conditions. On the $`d_I`$-dimensional integrability manifold in the parameter space of a given model system, both functions $`H_Q(\widehat{J}_1,\widehat{J}_2)`$ and $`I_Q(\widehat{J}_1,\widehat{J}_2)`$ will then depend continuously on these parameters. The quantum eigenvalue spectrum on the integrability manifold is determined by $`\widehat{H}_Q=H_Q(\widehat{J}_1,\widehat{J}_2)`$ and can be interpreted as a set of continuous functions of the Hamiltonian parameters subject to the constraints imposed by the integrability condition. The level crossings, which occur at the intersections of the graphs of any two members from the set of functions are then naturally confined to $`(d_I1)`$-dimensional manifolds and are naturally embedded in the integrability manifold, in agreement with empirical evidence.SM98
In a companion paper,SM99b we have investigated how the existence of $`H_Q(\widehat{J}_1,\widehat{J}_2),I_Q(\widehat{J}_1,\widehat{J}_2)`$ within the five-dimensional integrability manifold of a six-parameter two-spin model affects the properties of quantum invariants and what impact on the same quantities the nonexistence of $`H_Q(\widehat{J}_1,\widehat{J}_2)`$, $`I_Q(\widehat{J}_1,\widehat{J}_2)`$ elsewhere in parameter space has.
###### Acknowledgements.
This work was supported by the Research Office of the University of Rhode Island. We are very grateful to Joachim Stolze for his comments and suggestions relating to this work.
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# Phase transitions in social impact models of opinion formation
## 1 Introduction
During the last years there has been a great interest in applications of statistical physics in social science . Usually economical models are studied using the techniques of stochastic dynamics , percolation theory or the chaos paradigm . Another important subject of this kind is the process of opinion formation treated as a collective phenomenon. On the โmacroscopicโ level it can be described using the master equation or Boltzmann-like equations for global variables , but microscopic models are constructed and investigated as well using standard methods of statistical physics. A quantitative approach to the dynamics of opinion formation is related to the concept of *social impact* , which enables to apply the methods similar to the cellular automata approach .
The aim of this work is to study various kinds of phase transitions in two models based on the social impact theory. In Sec. 2 we consider phase transitions in a social impact model that can occur in a finite group in the presence of a strong individual (a leader). As two special cases, we discuss a purely deterministic limit and a noisy model. Sec. 3 is devoted to an extension of social impact models to include phenomena of migration, memory effects and a finite velocity of information exchange. Here the concepts of active Brownian particles and the communication field will be applied.
## 2 Phase transitions in the presence of a strong leader
### 2.1 The model
Our system consists of $`N`$ individuals (members of a social group); we assume that each of them can share one of two opposite opinions on a certain subject, denoted as $`\sigma _i=\pm 1,i=1,2,\mathrm{}N`$. Individuals can influence each other, and each of them is characterised by the parameter $`s_i>0`$ which describes the strength of his/her influence. Every pair of individuals $`(i,j)`$ is ascribed a distance $`d_{ij}`$ in a social space. The changes of opinion are determined by the social impact exerted on every individual:
$$I_i=s_i\beta \sigma _ih\underset{j=1,ji}{\overset{N}{}}\frac{s_j\sigma _i\sigma _j}{g(d_{ij})},$$
(1)
where $`g(x)`$ is an increasing function of social distance. $`\beta `$ is a soโcalled selfโsupport parameter reflecting the inclination of an individual to maintain his/her current opinion. $`h`$ is an additional (external) influence which may be regarded as a global preference towards one of the opinions stimulated by massโmedia, government policy, etc.
Opinions of individuals may change simultaneously (synchronous dynamics) in discrete time steps according to the rule:
$$\sigma _i(t+1)=\{\begin{array}{ccc}\hfill \sigma _i(t)& \hfill \text{with probability}& \hfill \frac{\mathrm{exp}\left(I_i/T\right)}{\mathrm{exp}\left(I_i/T\right)+\mathrm{exp}\left(I_i/T\right)}\\ \hfill \sigma _i(t)& \hfill \text{with probability}& \hfill \frac{\mathrm{exp}\left(I_i/T\right)}{\mathrm{exp}\left(I_i/T\right)+\mathrm{exp}\left(I_i/T\right)}\end{array}.$$
(2)
Eq. (2) is analogous to the Glauber dynamics with $`I_i\sigma _i`$ corresponding to the local field. The parameter $`T`$ may be interpreted as a โsocial temperatureโ describing a degree of randomness in the behaviour of individuals, but also their average volatility (cf ). The impact $`I_i`$ is a โdeterministicโ force inclining the individual $`i`$ to change his/her opinion if $`I_i>0`$, or to keep it otherwise. The model is a particular case of the system considered in .
We assume that our social space is a 2D disc of radius $`R1`$, with the individuals located on the nodes of a quadratic grid. The distance between nearest neighbours equals 1, while the geometric distance models the social immediacy. The strength parameters $`s_i`$ of the individuals are positive random numbers with probability distribution $`q(s)`$ and the mean value $`\overline{s}`$. In the centre of the disc there is a strong individual (who we will call the โleaderโ); his/her strength $`s_L`$ is much larger than that of all the others $`(s_Ls_i)`$.
### 2.2 Deterministic limit
Let us first recall the properties of the system without noise, i.e. at $`T=0`$ . Then, the dynamical rule (2) becomes strictly deterministic:
$$\sigma _i(t+1)=\text{sign}(I_i\sigma _i).$$
(3)
Considering the possible stationary states we find either the trivial unification (with equal opinion $`\pm 1`$ for each individual) or, due to the symmetry, a circular cluster of individuals who share the opinion of the leader. This cluster is surrounded by a ring of their opponents (the majority). These states remain stationary also for a small self-support parameter $`\beta `$; for sufficiently large $`\beta `$ any configuration may remain โfrozenโ.
Using the approximation of continuous distribution of individuals (i.e. replacing the sum in (1) by an integral) one can calculate the size of the cluster, i.e. its radius $`a`$ as a function of the other parameters. In the case of $`g(r)=r`$ and $`\overline{s}=1`$ we get from the limiting condition for the stationarity $`I=0`$ at the border of the cluster:
$$a\frac{1}{16}\left[2\pi R\sqrt{\pi }\pm \beta h\pm \sqrt{(2\pi R\sqrt{\pi }\pm \beta h)^232s_L}\right].$$
(4)
This is an approximate solution valid for $`aR`$, but it captures all the qualitative features of the exact one which can be obtained by solving a transcendent equation (cf. Fig. 1). Here and in the next section we assume that the leaderโs opinion is $`\sigma _L=+1`$, but the analysis is also valid for the opposite case if $`hh`$.
The branch with the โ$``$โ sign in front of the square root in Eq. (4) corresponds to the stable cluster. The one with โ+โ corresponds to the unstable solution which separates the basins of attraction of the stable cluster and unification (cf. Fig. 1). Owing to the two possible signs at the selfโsupport parameter $`\beta `$ in (4), the stable and unstable solutions are split and form in fact two bands. The states within the bands are โfrozenโ due to the selfโsupport which may be regarded as an analogy of the dry friction in mechanical systems. This way also the unstable clusters can be observed for $`\beta >0`$ and appropriately chosen initial conditions.
According to Eq. (4) real solutions corresponding to clusters exist provided
$$(2\pi R\sqrt{\pi }\pm \beta h)^232s_L0.$$
(5)
Otherwise the general acceptance of the leaderโs opinion (unification) is the only stable state. When, having a stable cluster, the condition (5) is violated by changing a parameter e.g. $`s_L`$ or $`h`$, one can observe a discontinuous phase transition: cluster $``$ unification.
If, on the other hand, the leaderโs strength is too weak, it may be impossible for him/her not only to form a cluster but also to maintain his/her own opinion. The limiting condition for the minimal leaderโs strength $`s_{Lmin}`$ to resist against the persuasive impact of the majority can be calculated from the limiting condition $`I_L=0`$ ($`I_L`$ \- the impact exerted on the leader):
$$s_{Lmin}=\frac{1}{\beta }(2\pi R\sqrt{\pi }h).$$
(6)
Fig. 1 shows a phaseโdiagram $`s_L\text{-}a`$ for $`h=0`$. All the plots are made for a space of radius $`R=20`$ (1257 individuals) and $`\beta =1`$ unless stated otherwise. Points in Fig. 1 are obtained by numerical simulations of (3) while the curves are solutions of a transcendent equation following from the stationary condition $`I(a)=0`$. Solid lines represent stable fixed points โ attractors (they correspond to the solution (4) with โ$``$โ sign before the square root); dashed lines represent unstable repellers (corresponding to โ+โ in (4)).
We find two kinds of attractors: (i) unification ($`a=R`$ when the leaderโs opinion wins, $`a=0`$ when it ceases to exist) and (ii) a stable cluster resulting from a solution of (4). In the $`s_L\text{-}a`$ space one can distinguish between three basins of attraction. Starting from a state in the area denoted as $`I`$, the time evolution leads to unification with $`a=0`$. The stable cluster attractor divides its basin of attraction into the areas $`IIa`$ and $`IIb`$. All states from $`III`$ will evolve to unification with $`a=20`$. Owing to the two possible signs of selfโsupport parameter $`\beta `$ in (4), the attractor and repeller are split. The space between their two parts enclose the โfrozenโ states that do not change in the course of time. These states correspond to local equilibria of the system dynamics similar to spin glass states. Thus, as a result of selfโsupport, even repeller states can be stabilized. As one can see, the results of computer simulations fit the calculated curves very well.
Taking into account the conditions (5), (6) and the two possible opinions of the leader one can draw a phase-diagram $`hs_L`$ distinguishing the regions where different system states are possible . Apparently, the system shows multistability in a certain range of $`s_L`$ and $`h`$. It depends on the history which of the states is realized, so we can observe a hysteresis phenomenon . Moving in the parameter space $`s_Lh`$, while starting from different configurations one can have many possible scenarios of phase transitions .
### 2.3 Effects of social temperature
It is obvious that the behaviour of an individual in a group depends not only on the influence of others. There are many more factors, both internal (personal) and external, that induce opinion formation and should be modeled somehow. In our model, we do this by means of a noisy dynamics, i.e. we use the equation (2) with the parameter $`T>0`$. In the presence of noise, the marginal stability of unstable clusters due to the self-support is suppressed and they are no longer the stationary states of the system. The borders of the stable clusters become diluted, i.e. individuals of both opinions appear all over the group. Our simulations prove that the presence of noise can induce the transition from the configuration with a cluster around the leader to the unification of opinions in the whole group. There is a well defined temperature $`T_c`$ that separates these two phases. To estimate the dependence of $`T_c`$ on other system parameters analytically, one can use a mean field approach, like methods developed in . The two limiting cases of such an approach correspond to low temperature and high temperature approximations and are discussed in the following.
### 2.4 Lowโtemperature meanโfield approximation
For low temperatures $`T`$, i.e. for a small noise level, the cluster of leaders followers is only slightly diluted and its effective radius $`a(T)`$ can be treated as an order parameter. One can then calculate the impact $`I(d)`$ acting on the group member inside ($`d<a`$) and outside ($`d>a`$) the cluster respectively :
$$I_i(d)=\frac{s_L}{d}8aE(\frac{d}{a},\frac{\pi }{2})+4RE(\frac{d}{R},\frac{\pi }{2})+2\sqrt{\pi }\beta ,$$
(7)
$$I_o(d)=\frac{s_L}{d}+8aE(\frac{d}{a},\mathrm{arcsin}\frac{a}{d})4RE(\frac{d}{R},\frac{\pi }{2})+2\sqrt{\pi }\beta ,$$
(8)
where $`E(k,\phi )=_0^\phi (1k^2\mathrm{sin}^2\alpha )^{1/2}๐\alpha `$ is the elliptic integral of the second kind. Both functions are plotted in Fig. 2 for $`s_L=400`$. The system remains in equilibrium, therefore the impact on every individual is negative (nobody changes his/her opinion). It approaches zero at the border of the cluster which means that individuals located in the neighbourhood of that border are most sensitive to thermal fluctuations. We can however observe a significant asymmetry of the impact. It is considerably stronger inside the cluster. Individuals near the leader are deeper confirmed in their opinion, so they are also more resistant against noise in dynamics. When we increase the temperature starting from $`T0`$, random opinion changes begin. Primarily it concerns those near the border (the weakest impact). As a result individuals with adverse opinions appear both inside and outside the cluster. They are more numerous outside because of the weaker impact (cf. Fig. 2).
Effectively, we observe the growth of a minority group. This causes the supportive impact outside cluster to become still weaker and the majority to become more sensitive to random changes. It is a kind of positive feedback. At certain value of temperature the process becomes an avalanche, and the former majority disappears. Thus, noise induces a jump from one attractor (cluster) to another (unification). Such a transition is possible for every non-zero temperature, but its probability remains negligible until the noise level exceeds a certain critical value that corresponds to our critical temperature $`T_c`$.
Using Eq. (2) and taking into account Eqs. (7) and (8) we can compute the probability $`\text{Pr}(\sigma =1)(r)`$ that an individual at the distance $`r`$ from the leader, shares opinion +1, which is assumed as the opinion of the leader. Then, the mean number of all individuals with opinion $`+1`$ may be calculated by integrating this probability multiplied by the surface density (equaling 1) over the whole space:
$$\overline{n(\sigma =1)(T)}=_0^R\text{Pr}(\sigma =1)(r)\mathrm{\hspace{0.17em}2}\pi r๐r.$$
(9)
This number equals the effective area of the circular cluster, so its radius is
$$\overline{a(T)}=\sqrt{\frac{\overline{n(\sigma =1)(T)}}{\pi }}.$$
(10)
The Eq. (10) is a rather involved transcendent equation for $`a(T)`$ (it appears on the right hand side in $`I_i(r)`$ and $`I_o(r))`$. For low temperatures $`T`$ it has three solutions $`a(T)`$ corresponding to a stable cluster, an unstable cluster and a social homogeneous state. The numerical solution for the radius of stable cluster is presented in Fig. 3 together with results of computer simulations. One should point out that the radius of the cluster $`a`$ is an increasing function of the temperature $`T`$ for the reasons discussed above. At some critical temperature, a pair of solutions corresponding to the stable and the unstable cluster coincide . Above this temperature, there exists only the solution corresponding to the social homogeneous state. Fig. 4 shows the plot of the critical temperature $`T_c`$ obtained from (10) as the function of the leader strength $`s_L`$ together with results of computer simulations.
### 2.5 Highโtemperature meanโfield approximation
For high temperatures or small values of the leaderโs strength $`s_L`$, the cluster around the leader is very diluted and it is more appropriate to assume that there is a spatially homogeneous mixture of leaders followers and opponents, instead of a localized cluster with a radius $`a(T)`$. It follows that at each site there is the same probability $`0<p(T)<1`$ to find an individual sharing the leaders opinion, and $`p(T)`$ plays the role of order parameter. Neglecting the selfโsupport $`(\beta =0)`$ one can write the social impact acting on a opponent of the leader at place $`x`$ as :
$$I(x)=\frac{s_L}{g(x)}+(2p1)\rho \overline{s}J_D(x)+h$$
(11)
$`J_D(x)=_{D_R}1/g(|๐ซ๐ฑ|)d^2๐ซ`$ is a function which depends only on the size of the group and the type of interactions. After a short algebra one gets the following equation for the probability $`p(T)`$:
$$p=\frac{1}{\pi R^2\rho }_0^R\rho \text{Pr}(r)\mathrm{\hspace{0.17em}2}\pi r๐r=\frac{1}{R^2}_0^R\frac{\mathrm{exp}[I(r,p)/T]}{\mathrm{cosh}[I(r,p)/T]}r๐rf(p),$$
(12)
where $`I(x,p)`$ is given by (11). Similar to equation (10) obtained for low temperatures, there are three solutions of Eq. (12): the smallest one corresponds to the stable cluster around the leader, the middle one to the unstable cluster which, in fact, is not observed, and the largest one to the unification. The size of the stable cluster grows with increasing temperature up to a critical value $`T_c`$ when it coincides with the unstable solution. At this temperature, a transition from a stable cluster to unification occurs . For $`T>T_c`$, unification is the only solution, but it is no longer a perfect unification because due to the noise individuals of the opposite opinion appear. When the temperature increases further, $`p(T)`$ tends to $`1/2`$ which means that the dynamics is random and both opinions appear with equal probability.
## 3 Modelling opinion dynamics by means of active Brownian particles
### 3.1 The model
There are several basic disadvantages of the model considered in the previous chapter. In particular, it assumes, that the impact on an individual is updated with infinite velocity, and no memory effects are considered. Further, there is no migration of the individuals, and any โspatialโ distribution of opinions refers to a โsocialโ, but not to the physical space.
An alternative approach to the social impact model of collective opinion formation, which tries to include these features is based on active Brownian particles , which interact via a communication field. This scalar field considers the spatial distribution of the individual opinions, further, it has a certain life time, reflecting a collective memory effect and it can spread out in the community, modeling the transfer of information.
The spatio-temporal change of the communication field is given by the following equation:
$$\frac{}{t}h_\sigma (๐ฃ,t)=\underset{i=1}{\overset{N}{}}s_i\delta _{\sigma ,\sigma _i}\delta (๐ฃ๐ฃ_i)\gamma h_\sigma (๐ฃ,t)+D_h\mathrm{\Delta }h_\sigma (๐ฃ,t).$$
(13)
Every individual contributes permanently to the field $`h_\sigma (๐ฃ,t)`$ with its opinion $`\sigma _i`$ and with its personal strength $`s_i`$ at its current spatial location $`๐ฃ_i`$. Here, $`\delta _{\sigma ,\sigma _i}`$ is the Kronecker Delta, $`\delta (๐ฃ๐ฃ_i)`$ denotes Diracโs Delta function used for continuous variables, $`N`$ is the number of individuals. The information generated by the individuals has a certain average life time $`1/\gamma `$, further it can spread throughout the system by a diffusion-like process, where $`D_h`$ represents the diffusion constant for information exchange. If two different opinions are taken into account, the communication field should also consist of two components, $`\sigma =\{1,+1\}`$, each representing one opinion.
In this model, the scalar spatio-temporal communication field $`h_\sigma (๐ฃ,t)`$ , plays in part the role of social impact $`I_i`$ used in . Instead of a social impact, the communication field $`h_\sigma (๐ฃ,t)`$ influences the individual $`i`$ as follows: At a certain location $`๐ฃ_i`$, the individual with opinion $`\sigma _i=+1`$ is affected by two kinds of information: the information resulting from individuals who share his/her opinion, $`h_{\sigma =+1}(๐ฃ_i,t)`$, and the information resulting from the opponents $`h_{\sigma =1}(๐ฃ_i,t)`$. Dependent on the local information, the individual reacts in two ways: (i) it can *change its opinion*, (ii) it can *migrate* towards locations which provide a larger support of its current opinion. These opportunities are specified in the following.
We assume that the probability $`p_i(\sigma _i,t)`$ to find the individual $`i`$ with the opinion $`\sigma _i`$ changes in the course of time due to the master equation (the dynamics is continuous in time):
$$\frac{d}{dt}p_i(\sigma _i,t)=\underset{\sigma _i^{}}{}w(\sigma _i|\sigma _i^{})p_i(\sigma _i^{},t)p_i(\sigma _i,t)\underset{\sigma _i^{}}{}w(\sigma _i^{}|\sigma _i).$$
(14)
where rates of transition probability are described in a similar way to Eq. (2)
$$w(\sigma _i^{}|\sigma _i)=\eta \mathrm{exp}\{[h_\sigma ^{}(๐ฃ_i,t)h_\sigma (๐ฃ_i,t)]/T\}\text{ for }\sigma \sigma ^{}$$
(15)
and $`w(\sigma _i|\sigma _i)=0`$. The movement of the individual located at space coordinate $`๐ฃ_i`$ is described by the following overdamped Langevin equation:
$$\frac{d๐ฃ_i}{dt}=\alpha _i\frac{h_e(๐ฃ,t)}{r}|_{๐ฃ_i}+\sqrt{2D_n}\xi _i(t).$$
(16)
In the last term of Eq. (16) $`D_n`$ means the spatial diffusion coefficient of the individuals. The random influences on the movement are modeled by a stochastic force with a $`\delta `$-correlated time dependence, i.e. $`\xi (t)`$ is white noise with $`\xi _i(t)\xi _j(t^{})=\delta _{ij}\delta (tt^{})`$. The term $`h_e(๐ฃ,t)`$ in Eq. (16) means an effective communication field which results from $`h_\sigma (๐ฃ,t)`$ as a certain function of both components, $`h_{\pm 1}(๐ฃ,t)`$ . Parameters $`\alpha _i`$ are individual response parameters. In the following, we will assume $`\alpha _i=\alpha `$ and $`h_e=h_\sigma `$.
### 3.2 Critical conditions for spatial opinion separation
The spatio-temporal density of individuals with opinion $`\sigma `$ can be obtained as follows:
$$n_\sigma (๐ฃ,t)=\underset{i=1}{\overset{N}{}}\delta _{\sigma ,\sigma _i}\delta (๐ฃ๐ฃ_i)P(\sigma _1,๐ฃ_1\mathrm{},\sigma _N,๐ฃ_N,t)d๐ฃ_1\mathrm{}d๐ฃ_N$$
(17)
$`P(\underset{ยฏ}{\sigma },\underset{ยฏ}{r},t)=P(\sigma _1,๐ฃ_1,\mathrm{},\sigma _N,๐ฃ_N,t)`$ is the canonical $`N`$-particle distribution function which gives the probability to find the $`N`$ individuals with the opinions $`\sigma _1,\mathrm{},\sigma _N`$ in the vicinity of $`๐ฃ_1,\mathrm{}.,๐ฃ_N`$ on the surface $`A`$ at time $`t`$. The evolution of $`P(\underset{ยฏ}{\sigma },\underset{ยฏ}{r},t)`$ can be described by a master equation which considers both Eqs. (15), (16). Neglecting higher order correlations, one obtains from Eq. (17) the following reaction-diffusion equation for $`n_\sigma (๐ฃ,t)`$ :
$`{\displaystyle \frac{}{t}}n_\sigma (๐ฃ,t)=`$ $``$ $`\left[n_\sigma (๐ฃ,t)\alpha h_\sigma (๐ฃ,t)\right]+D_n\mathrm{\Delta }n_\sigma (๐ฃ,t)`$
$``$ $`{\displaystyle \underset{\underset{ยฏ}{\sigma ^{}}\underset{ยฏ}{\sigma }}{}}\left[w(\sigma ^{}|\sigma )n_\sigma (๐ฃ,t)+w(\sigma |\sigma ^{})n_\sigma ^{}(๐ฃ,t)\right]`$
with the transition rates given by eq. (15). Eq. 3.2 together with Eq. 13 form a set of four equations describing our system completely.
Now, let us assume that the spatio-temporal communication field *relaxes faster* than the related distribution of individuals to a quasi-stationary equilibrium. The field $`h_\sigma (๐ฃ,t)`$ should still depend on time and space coordinates, but, due to the fast relaxation, there is a fixed relation to the spatio-temporal distribution of individuals. Further, we neglect the independent diffusion of information, assuming that the spreading of opinions is due to the migration of the individuals. Using $`\dot{h}_\sigma (๐ฃ,t)=0`$, $`s_i=s`$ and $`D_h=0`$ we get:
$$h_\sigma (๐ฃ,t)=\frac{s}{\gamma }n_\sigma (๐ฃ,t)$$
(19)
Inserting Eq. (19) into Eq. (3.2) we reduce the set of coupled equations to two equations.
The homogeneous solution for $`n_\sigma (๐ฃ,t)`$ is given by the mean densities:
$$\overline{n}_\sigma =\frac{\overline{n}}{2}\text{ where }\overline{n}=\frac{N}{A}$$
(20)
Under certain conditions however, the homogeneous state becomes unstable and a spatial separation of opinions occurs. In order to investigate these critical conditions, we allow small fluctuations $`\delta n_\sigma \mathrm{exp}\left(\lambda t+i๐๐ฃ\right)`$ around the homogeneous state $`\overline{n}_\sigma `$ and perform linear stability analysis . The resulting dispersion relations read:
$$\begin{array}{c}\lambda _1(๐)=k^2C+2B;\lambda _2(๐)=k^2C\hfill \\ B=\frac{\eta s\overline{n}}{\gamma T}\eta ;C=D_n\frac{\alpha s\overline{n}}{2\gamma }\hfill \end{array}$$
(21)
It follows that stability conditions of the homogeneous state, $`n_\sigma (๐ฃ,t)=\overline{n}/2`$, can be expressed as:
$$T>T_1^c=\frac{s\overline{n}}{\gamma },\text{ }D>D_n^c=\frac{\alpha }{2}\frac{s\overline{n}}{\gamma }$$
(22)
If the above conditions are not fulfilled, the homogeneous state that corresponds to paramagnetic phase is unstable (i) against the formation of spatial โdomainsโ where one of opinions $`\sigma =\pm 1`$ locally dominates, or (ii) against the formation of a ferromagnetic state where the total numbers of people sharing both opinions are not equal.
Case (i) can occur only for a systems whose linear dimensions are large enough, so that largeโscale fluctuations with small wave numbers can destroy the homogeneous state . In case (ii), each subpopulation can exist either as a *majority* or as a *minority* within the community. Which of these two possible situations is realized, depends in a deterministic approach on the initial fraction of the subpopulation. Breaking the symmetry between the two opinions due to external influences (support) for one of the opinions would increase the region of initial conditions which lead to a majority status. Above a critical value of such a support, the possibility of a minority status completely vanishes and the supported subpopulation will grow towards a majority, regardless of its initial population size, with no chance for the opposite opinion to be established .
## 4 Conclusions
This work discusses the possibilities of phase transitions in models of opinion formation which are based on the social impact theory (two opinions case). In the presence of a strong leader situated in the centre of a finite group, a transition can take place from a state with a cluster around the leader to a state of uniform opinion distribution where virtually all members of the group share the leadersโs opinion. The transition occurs if a leaderโs strength exceeds a well defined critical value or if the noise level (โsocial temperatureโ) is high enough. The weaker the leaderโs strength is, the larger noise is needed. The value of the critical temperature can be calculated using mean field methods where either the existence of an effective value of the cluster radius (low temperature method) or a spatially homogeneous mixture of both opinions (high temperature method) is assumed. Numerical simulations confirm the analytic results.
The extension of the social impact model is based on the concept of active Brownian particles which communicate via a scalar, multi-component communication field. This allows us to take into account effects of spatial migration (drift and diffusion), a finite velocity of information exchange and memory effects. The reaction-diffusion equation for the density of individuals with a certain opinion is obtained. In this model, the transition can take place between the โparamagneticโ phase, where the probability to find any of opposite opinions is $`1/2`$ at each place (a high temperature and a high diffusion phase), the โferromagneticโ phase with a global majority of one opinion (a low temperature and a low diffusion phase) and a phase with spatially separated โdomainsโ with a local majority of one opinion (an intermediate phase).
## Acknowledgements
The work of one of us (JAH) has been financed in part by SFB 555 Komplexe Nichtlineare Prozesse.
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# Confronting classical and Bayesian confidence limits to examples11footnote 1Contribution to the Workshop on Confidence Limits held at CERN, January 2000.
## 1 Purpose, criteria, definitions
The progress of experimental sciences to a large extent is due to their practice to assign uncertainties to results. The information contained in a measurement, or a parameter deduced from it, is incompletely documented and more or less useless unless some kind of error is attributed to the data. The precision of measurements has to be known i) to combine data from different experiments, ii) to deduce secondary parameters from it and iii) to test predictions of theories. Different statistical methods have to be judged on their ability to fulfill these tasks.
Narsky who compares several different approaches to the estimation of upper Poisson limits, states: โThere is no such thing as the best procedure for upper limit estimation. An experimentalist is free to choose any procedure she/he likes, based on her/his belief and experience. The only requirement is that the chosen procedure must have a strict mathematical foundation.โ This opinion is typical for many papers on confidence limits. However, โthe real test of the pudding is in its eatingโ and not in contemplating the beauty of the cooking recipe. We should not forget that what we measure has practical implications.
In this paper, the emphasis is put on performance and not on the mathematical and statistical foundation. The intention is to confront the procedures with the problems to be solved in physics. Simple transparent examples are selected. Important properties are among others consistency, precision, universality, simplicity and objectivity.
Consistency is indispensable in any case. A. W. F. Edwards writes : โRelative support (of a hypothesis or a parameter) must be consistent in different applications, so that we are content to react equally to equal values, and it must not be affected by information judged intuitively to be irrelevant.โ
Part of the content of this article has been presented in a comment to the unified approach .
### 1.1 Classical confidence limits
Classical confidence limits (CCL) are based on tail probabilities. The defining property is *coverage*: If a large number of experiments perform measurements of a parameter with confidence level $`\alpha `$, the fraction $`\alpha `$ of the limits will contain the true value of the parameter inside the confidence limits.
We illustrate the concept of CCL for a measurement (statistic) consisting of a two-dimensional observation ($`x_1,x_2`$) and a two dimensional parameter space (see Fig. 1). In a first step we associate to each point $`\theta _1,\theta _2`$ in the parameter space a closed *probability contour* in the sample space containing a measurement with probability $`\alpha `$. For example, the probability contour labeled $`a`$ in the sample space corresponds to the parameter values of point $`A`$ in the parameter space. The curve (*confidence contour*) connecting all points in the parameter space with probability contours in the sample space passing through the actual measurement $`x_1,x_2`$ encloses the *confidence region* of confidence level $`\alpha `$.
Figure 1 demonstrates some of the requirements necessary for the construction of an exact confidence region: 1. The sample space must be continuous. (Discrete distributions and thus all digital measurements and in principle also Poisson processes are excluded.) 2. The probability contours should enclose a simply connected region. 3. The parameter space has to be continuous.
The restriction (1) usually is overcome by relaxing the requirement of exact coverage and by requiring minimum overcoverage. This is not an elegant solution.
There is considerable freedom in the choice of the probability contours but to insure coverage they have to be defined independently of the result of the experiment. Usually, contours are locations of constant probability density. In one dimension also central intervals and intervals leading to minimum sized confidence intervals are popular. Clearly, there is a lack of standardization. The unified approach defines the probability regions through the likelihood ratio.
### 1.2 Likelihood limits and Bayesian conventions
Likelihood intervals enclose a region where the likelihood function decreases by a fixed ratio, equal to $`\sqrt{e}`$ for one standard deviation and $`e^2`$ for two standard deviations etc..
Bayesians integrate the normalized likelihood function and form either probability regions or moments to define the limits. I will discuss only uniform prior densities. This does not restrict the freedom of the scientist because there is the equivalent possibility to choose the parameter. For example an analysis using the mean life parameter with the prior $`1/\tau ^2`$ is equivalent to an analysis of the decay constant $`\gamma `$ with uniform prior.
### 1.3 The likelihood principle
Assume we have two hypothesis characterized by the parameters $`\theta _1`$ and $`\theta _2`$. For a measurement $`x_1`$ the relative support to the two hypothesis is given by the likelihood ratio
$$R(x_1|\theta _1,\theta _2)=\frac{P(x_1|\theta _1)}{P(x_1|\theta _2)}$$
Another measurement $`x_2`$ is equivalent to $`x_1`$ if the likelihood ratios are the same:
$$\frac{P(x_1|\theta _1)}{P(x_1|\theta _2)}=\frac{P(x_2|\theta _1)}{P(x_2|\theta _2)}$$
When we have more than two hypothesis we require that equivalent date provide the same likelihood ratio for all combinations of parameters. Consequently, for a pdf depending on a continuous parameter $`\theta ,`$ we have to require that the likelihood functions for the two measurements are proportional to each other. These considerations correspond to the Likelihood Principle (LP): The likelihood function contains the full information relative to the parameter. Inference should be based on the likelihood function only. The LP is due to Fisher, Birnbaum and others. Proofs and discussions can be found in Refs. .
Methods that provide different results for measurement that have proportional likelihood functions are inconsistent.
## 2 Examples
### 2.1 Example 1a: Gaussian with physical boundary
A physical quantity like the mass of a particle with a resolution following normal distributions is constrained to positive values. Fig. 3 shows typical central confidence bounds which extend into the unphysical region. In extreme cases a measurement may produce a 90 % confidence interval which does not cover positive values at all. The unified approach and the Bayesian method avoid unphysical confidence limits.
### 2.2 Example 1b: Superposition of Gaussians in the unified approach
The prescription for the construction of the probability intervals according to the likelihood ratio ordering leads to disconnected interval regions when the pdf has tails and cannot produce confidence intervals. This is shown in Fig. 4 top.
### 2.3 Example 1c: Breit-Wigner distribution
The same difficulty arises for the Breit-Wigner distribution (see Fig. 4 bottom).
The problem is absent if the pdf $`f`$ fulfills the condition $`d^2\mathrm{ln}f/dx^20`$. This condition restricts the application of the unified approach to pdfs similar to Gaussians.
### 2.4 Example 2: Gaussian in two dimension and physical boundary
Let us assume that we have a Gaussian resolution in $`x,y`$ and a physical boundary in $`y`$ (Fig. 5). The probability contours are deformed in the unified approach as indicated in the sketch. As a consequence the error in $`x`$ shrinks due to a boundary in $`y`$ even though the two parameters are independent. One has to be careful in the interpretation of two-dimensional confidence limits as they occur for example in neutrino oscillation experiments.
### 2.5 Example 3: Slope of a linear distribution
This is a frequent distribution in particle physics. A linear distribution is always restricted in the sample and the parameter space to avoid negative probabilities. We choose
$$f(x|\theta )=\frac{1}{2}(1+\theta x);1\theta ,x1$$
as is realized in many asymmetry distributions. For a sample of 100 events following the distribution of Equ. 2.4, a likelihood analysis gives a best value for the slope parameter of $`\widehat{\theta }=0.92`$ (see Figure 6). There is no simple statistic allowing to compute central classical $`62.8\%`$ confidence limits because the parameter is undefined outside the interval . Contrary to the conventional classical approach, the unified approach is able to handle the problem by working in the full sample space (hundred dimensional in our case) This requires a considerable computing effort<sup>2</sup><sup>2</sup>2In my presentation at the meeting I had not realized this solution in the unified approach. I thank Fred James and Gary Feldman for explaining it to me..
Likelihood limits are possible - the upper limit would coincide with the boundary - but not well suited to measure the precision.
### 2.6 Example 4: Digital measurements
A particle track is passing at the unknown position $`\mu `$ through a proportional wire chamber. The measured coordinate $`x`$ is set equal to the wire location $`x_w`$. The probability density for a measurement $`x`$
$$f(x,\mu )=\delta (xx_w)$$
is independent of the true location $`\mu `$. Thus it is impossible to define a sensible classical confidence or likelihood interval, except a trivial one with full overcoverage. This difficulty is common to all digital measurements because they violate condition 1 of section 2.1. Thus a large class of measurements is not handled in classical statistics. A Bayesian treatment with uniform prior is the common solution. It provides the r.m.s. error $`pitch/\sqrt{12}`$.
### 2.7 Example 5: Gaussian with two physical boundaries
A particle passes through a small scintillator and another position sensitive detector with Gaussian resolution. Both boundaries of the classical error interval are in the region forbidden by the scintillator signal. (see Fig. 7) The classical error is twice as large as the r.m.s. width. It is meaningless. The unified classical and the likelihood limits contain the full physical region and thus are useless. Again only the Bayesian method gives reasonable results.
### 2.8 Example 6: Gaussian with variable width
A theory, depending on the unknown parameter $`\theta `$ predicts the Gaussian probability density
$$f(t)=\frac{25}{\sqrt{2\pi }\theta ^2}\mathrm{exp}\left(\frac{625(t\theta )^2}{2\theta ^4}\right)$$
for the time $`t`$ of an earthquake. The classical confidence interval for a measurement at $`t=10`$ h is $`7.66<t_3<\mathrm{}`$. It is shown together with the likelihood function in Fig. 8. When we look at the two distinct parameter values, predicting the time of an earthquake
| $`H_1`$: | $`t_1=(7.50\pm 2.25)`$ h |
| --- | --- |
| $`H_2`$: | $`t_2=(50\pm 100)`$ h |
we realize that the first is excluded by the classical bounds, the second by the likelihood limits. The Fig. 8b shows the two probability densities together with the measurement. Clearly, we would rather accept $`H_1`$. This choice is also supported by the likelihood ratio which is in favor of H<sub>1</sub> by a factor 26. Thus the likelihood limits are intuitively more acceptable than the classical ones.
The preceding example shows that the concept of classical confidence limits for continuous parameters is not compatible with methods based on the likelihood values. We may construct a transition from the discrete case to the continuous one by adding more and more hypothesis but a transition from likelihood based methods to CCL is impossible. The two classical approaches CCL and Neyman-Pearson test lack a common bases.
### 2.9 Example 6b: Number of neutrinos
This example was presented by Cousins : MarkII had measured the number of neutrinos to be $`2.8\pm 0.6`$ and deduced a 95% confidence upper limit of 3.9 excluding 4 neutrino generations. The likelihood ratio of 7.0 produces a much weaker exclusion of the discrete hypothesis.
### 2.10 Example 7: Stopping rule
A rate measurement may be stopped for reasons like: i) There are enough events. ii) For a long time no event has been observed. iii) A โgoldenโ event was recorded.
These actions do not introduce a bias as has been first realized by Barnard and co-workers . The reason is that the likelihood function is independent of the stopping rule. This may be visualized by an infinitely long measurement which is cut in pieces each corresponding to a experiment stopped by the same rule. The individual experiment cannot be biased since the full chain is unbiased. This is illustrated in Fig. 9 where the experiments are stopped whenever 3 events are recorded in a short time interval.
The Figure 10 shows the likelihood function for an experiment where 4 events are observed in a time interval of one second. The classical results depend on the stopping condition: a) the time interval had been fixed, b) the experiment was stopped after the forth event. The likelihood principle states that the two data sets are equivalent. Thus the classical limits are inconsistent.
The differences become even larger when we take the example of 1 event recorded in 1 second (see Fig. 10 right). The likelihood functions given by the lifetime distribution and the Poisson distribution, respectively are proportional to each other
$`f(t|\lambda )`$ $`=\lambda e^{\lambda t}`$
$`P(1|\lambda )`$ $`={\displaystyle \frac{e^\lambda \lambda ^1}{1!}}`$
### 2.11 Example 8: Poisson signal with background
In a garden there are apple and pear trees. Usually during night some pears fall from the trees. One morning looking from his window, the proprietor who is interested in apples find that no fruit is lying in the grass. Since it is still quite dark he is unable to distinguish apples from pears. He concludes that the average rate of falling apples per night is less the 2.3 with 90% confidence level. His wife who is a classical statistician tells him that his rate limit is too high because he has forgotten to subtract the expected pears background. He argues, โthere are no pearsโ, but she insists and explains him that if he ignores the pears that could have been there but werenโt, he would violate the coverage requirement. In the meantime it has become bright outside and pears and apples - which both are not there - are now distinguishable. Even though the evidence has not changed, the classical limit has.
The 90% confidence limits for zero events observed and background expectation $`b=0`$ is $`\mu =2.3`$. For $`b=2`$ it is $`\mu ^{}=0.3`$ much lower. *CCL are different for two experiments with exactly the same experimental evidence relative to the signal (no signal event seen)*. This situation is absolutely intolerable. Feldman and Cousins consider this kind of objections as โbased on a misplaced Bayesian interpretation of classical intervalsโ . It is hard to detect a Bayesian origin in a generally accepted principle in science, namely, two measurements containing the same information should give identical results. The critics here is not that CCLs are inherently wrong but that their application to the computation of upper limits when background is expected does not make sense, i.e. these limits do not measure the precision of the experiment.
The effect is less dramatic but also present in the unified approach: An experiment finding no event n=0 with background expectation b=3 produces a 90% confidence limit 1.08 for the signal (see Table 2.1). Then the flux is doubled and the background is eliminated. The limit becomes 2.44/2=1.22, worse than before. This problem is absent in the versions proposed by Roe and Woodroofe and also in that of Punzi . These methods are however restricted to the Poisson case.
To avoid the unacceptable situation, I have proposed a modified frequentist approach to the calculation of the Poissonian limits including the information of the limited number of background events . There the confidence level is normalized to the probability to observe $`0n_bn`$ background events as known from the measurement.
$$1\alpha =\frac{_{i=0}^nP(i|\mu +b)}{_{i=0}^nP(i|b)}$$
The resulting limits respect the likelihood principle (see below) and thus are consistent. They coincide with those of the uniform Bayesian method and provide a frequentist interpretation of the Bayesian limits. However, as has been pointed out by Highland , the limits do not have minimum overcoverage as required by the strict application of the Neyman construction. This is correct but in my paper no claim relative coverage had been made. The method has been applied to the a Higgs search .
Often the background expectation is not known precisely since it is estimated from side bands or from other measurements with limited statistics. So far, there is no classical recipe which allows to incorporate an uncertainty of the background estimate.
Likelihood limits also give a sensible description of the data. Whether likelihood limits or Bayesian limits obtained from the integration are more sensible depends on the shape of the likelihood function. Ideally both limits should be given.
Fig. 11 compares the coverage of the unified classical and the Bayesian limits. At small signals both overcover strongly. For large signals the Bayesian method slightly undercovers and oscillates around the nominal value.
### 2.12 Example 9: Combining lifetime measurements
Two events are observed from an exponential decay with true mean life $`\tau _0=1/\gamma _0`$. The maximum likelihood estimate is used either for $`\tau `$ or $`\gamma `$. We assume that an infinite number of identical experiments is performed and that the results are combined. In Table 2.2 we summarize the results of different averaging procedures. There is no prescription for averaging classical intervals. The unified methods have to explain how they intend to combine their measurements. To compute the classical result given in the table, the maximum likelihood estimate and central intervals were used.
In this special example a consistent result is obtained in the Bayesian method with uniform prior for the decay constant. It shows also how critical the choice of the parameter is in the Bayesian approach. It is also clear that an educated choice is also important for the pragmatic procedures. It is obvious that the decay constant is the better parameter (see also Fig. 12). Methods approximating the likelihood function provide reasonable results unless the likelihood function is very asymmetric. The weighting procedure of the PDG applied to the likelihood errors gives reasonable results. As is well known, adding the log-likelihood functions always produces a correct result.
## 3 Conclusions
### 3.1 Conventional classical method
The conventional classical schemes suffer from the following problems:
* There are inconsistencies ( Poisson limits, stopping rule, discrete vs. continuous parameters).
* There is a lack of precision (unphysical limits).
* They have a restricted range of application (problems with digital measurements, discrete parameters).
* They are not invariant against sample variable transformations (except central intervals in one dimension).
* They are subjective (coverage requires pre-experimental fixing of cuts and decision to publish).
* There are unsolved problems. (It is not clear how to combine measurements. The inclusion of background errors in Poisson processes is not possible.)
* There is no obvious treatment of nuisance parameters.
* Systematic errors cannot be included.
### 3.2 Unified approach
Compared to the conventional method there are improvements:
* The inconsistencies in Poisson processes are weaker ( and absent in the version of Roe and Woodroofe)
* Non-physical limits are avoided.
* It is invariant with respect to variable and parameter transformations.
However most problems remain (inconsistencies, lack of precision, background uncertainty in Poisson limits), and:
* It is restricted to specific pdfs (Gaussian like).
* It is complicated and requires considerable computing efforts.
* The combination of measurements is even more unclear.
* Artificial error correlations are introduced near boundaries.
* The proposed treatment of nuisance parameters (use best estimate may lead to undercoverage.
### 3.3 Likelihood limits
Likelihood limits have attractive properties
* They are consistent.
* They provide optimum precision.
* They are invariant against variable and parameter transformations.
* They provide a coherent transition to discrete hypothesis (likelihood ratio)
* Measurements can easily be combined
There are also restrictions in the application:
* Digital measurements and uniform distributions cannot be handled.
### 3.4 Bayesian limits
The Bayesian philosophy is very general and flexible:
* All problems can be treated. (Nuisance parameters, digital measurements, unphysical boundaries etc.)
but:
* They depend on the parameter choice.
## 4 Proposed conventions
The conventions proposed here represent by no means the only reasonable prescription.
Since the complete information is contained in the likelihood function, classical approaches are not considered. (They cannot be computed from the likelihood function alone.) An even stronger reason for there exclusion are the obvious inconsistencies of this method.
The main objection against Bayesian methods is their dependence on the selected parameter. I find it rather natural to choose a sensible parameter space. For some application like pattern recognition - which, by the way, cannot be done with classical statistics - it is absolutely necessary.
The proposed conventions are:
1. Whenever possible the full likelihood function should be published. It contains the experimental information and permits to combine the results of different experiments in an optimum way. This is especially important when the likelihood is strongly non-Gaussian (strongly asymmetric, cut by external bounds, has several maxima etc.).
2. Data are combined by adding the log-likelihoods. When not known, parametrizations are used to approximate it.
3. If the likelihood is smooth and has a single maximum the likelihood limits should be given to define the error interval. These limits are invariant under parameter transformation. For the measurement of the parameter the value maximizing the likelihood function is chosen. No correction for biased likelihood estimators is applied. The errors usually are asymmetric. These limits can also be interpreted as Bayesian one standard deviation errors for the specific choice of the parameter variable where the likelihood of the parameter has a Gaussian shape.
4. Nuisance parameters are eliminated by integrating them out using an uniform prior. A correlation coefficient should be computed.
5. For digital measurements the Bayesian mean and r.m.s. should be used.
6. In cases where the likelihood function is restricted by physical or mathematical bounds and where there are no good reasons to reject an uniform prior the measurement and its errors defined as the mean and r.m.s. should be computed in the Bayesian way.
7. Upper and lower limits are computed from the tails of the Bayesian probability distributions. (In some cases likelihood limits may be more informative. )
8. Non-uniform prior densities should not be used.
9. It is the scientistโs choice whether to present an error interval or an upper limit.
10. In any case the applied procedure has to be documented.
These recipes correspond more or less to our every day practice. An exception are Poisson limits where for strange reasons the coverage principle - though only approximately realized - has gained preference in neutrino experiments.
Acknowledgement
I would like to thank Fred James, Louis Lyons and Yves Perrin for having organized this interesting workshop which - for the first time - offered the possibility to high energy physicists to expose and discuss their problems and solutions to statistical problems.
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# The Hamiltonian Seifert Conjecture: Examples and Open Problems
## 1. Introduction
Hamiltonian flows of proper smooth functions on $`^{2n}`$ or on many other symplectic manifolds are known to have periodic orbits on almost all energy levels; see \[FHV, HV, HZ2\]. On the other hand, there exist examples of proper smooth Hamiltonians on $`^{2n}`$ with one regular level carrying no periodic orbits, \[Gi2, Gi5, Her3\].
In this notice we address the question of how large the set $`๐๐ซ_H`$ of regular values of $`H`$ without periodic orbits can be. We refer to this problem as the Hamiltonian Seifert conjecture (see \[KuK2, KuK3\]). Below we recall some results and notions concerning existence of periodic orbits and constructions of examples without periodic orbits. We also formulate conjectures on the size of the aperiodic set $`๐๐ซ_H`$. Very little is known on this problem and the conjectures are made exclusively based on supporting evidence rather than on the lack of examples.
Another subject we briefly touch upon is Hamiltonian systems describing the motion of a charge in a magnetic field. (See \[Gi3\] for an introduction and a survey of results.) These systems play an important role in the constructions of โcounterexamplesโ to the Hamiltonian Seifert conjecture. A detailed review of these counterexamples in the context of dynamical systems can be found in \[Gi6\].
Two relevant questions are entirely omitted from our discussion: the existence of periodic orbits on contact type energy levels (see, e.g., \[FHV, HV, HZ2, LT, Vi\]) and the dynamics of the transition from low to high energy levels for twisted geodesic flows (see, e.g., \[PP\] and \[Gi3\]).
Acknowledgments. The author is grateful to Yael Karshon and Ely Kerman for their advice and numerous useful suggestions.
## 2. General Existence Results for Periodic Orbits of Hamiltonian Systems
Let $`W`$ be a symplectic manifold and $`H:W`$ a proper smooth Hamiltonian. One cannot guarantee that a given regular level of $`H`$ carries a periodic orbit even when $`W=^{2n}`$, as we will see in Section 3. However, for a broad class of symplectic manifolds it is true that periodic orbits exist on almost all levels of $`H`$. (Here โalmost allโ is understood in the sense of measure theory.)
###### Theorem 2.1 (Almost Existence of Periodic Orbits).
Let $`P`$ be a compact symplectic manifold with $`\pi _2(P)=0`$. Then for $`W=P\times ^{2l}`$ with its split symplectic structure, almost all energy levels of a proper smooth Hamiltonian $`H:W`$ carry periodic orbits.
This theorem is proved for $`W=^{2n}`$ by Hofer, Zehnder, and Struwe (see \[HZ1, HZ2, St\]) and in the general case by Floer, Hofer, and Viterbo, \[FHV\].
Analogues of Theorem 2.1 hold for many other manifolds $`W`$, for example, for $`W=^n`$, \[HV\]. (See also \[LT\].) The theorem also holds for $`W=P\times D^2(r)`$, where $`\pi _2(P)`$ is not necessarily trivial, provided that $`H`$ is proper as a function to its image and that the radius $`r>0`$ is less than a certain constant $`m(P,\omega )`$ depending on the symplectic topology of $`P`$, \[HV\].
The HoferโZehnder capacity $`c_{\mathrm{HZ}}`$ provides a convenient setting for working with the almost existence problem. Let $`(W,\omega )`$ be a symplectic manifold. Consider the class $``$ of smooth non-negative functions on $`W`$ such that
1. a function $`H`$ vanishes on some open set, depending on $`H`$;
2. a function $`H`$ assumes its maximal value $`m(H)`$ on a complement to a compact set, which again may depend on $`H`$; and
3. the Hamiltonian flow of $`H`$ does not have non-constant periodic orbits of period $`T1`$.
By definition, $`c_{\mathrm{HZ}}(W,\omega )=supm(H)`$ over all $`H`$. Clearly, $`c_{\mathrm{HZ}}`$ takes values in $`(0,\mathrm{}]`$. The capacity $`c_{\mathrm{HZ}}`$ is monotone with respect to inclusions and homogeneous of degree one with respect to conformal symplectic diffeomorphisms (in contrast with the symplectic volume, which is homogeneous of degree $`n`$, where $`2n`$ is the dimension). In addition, it satisfies the following normalization condition: $`c_{\mathrm{HZ}}(D^{2n}(r))=c_{\mathrm{HZ}}(D^2(r)\times ^{2n2})=\pi r^2,`$ where $`D^{2k}(r)`$ is the ball of radius $`r`$ in $`^{2k}`$ equipped with the standard symplectic structure. (The proof of the normalization condition is non-trivial. See \[HZ2\] for more details and further references.)
In what follows, we say that $`W`$ has bounded capacity if for every open set $`UW`$ with compact closure, $`c_{\mathrm{HZ}}(U)<\mathrm{}`$. Note that a non-compact manifold $`W`$ with $`c_{\mathrm{HZ}}(W)=\mathrm{}`$ can have bounded capacity (e.g., $`W=^{2n}`$). However, $`c_{\mathrm{HZ}}(W)<\mathrm{}`$ does imply, by monotonicity, that $`W`$ has bounded capacity.
###### Proposition 2.2 (HoferโZehnder, \[HZ2\]).
Assume that $`W`$ has bounded capacity. Then the almost existence theorem holds for every smooth function $`H`$ on $`W`$ such that the sets $`\{Ha\}`$ are compact.
This proposition is a relatively straightforward consequence of the definition of the HoferโZehnder capacity, see \[HZ2, Section 4.2\]. However, proving that $`W`$ has bounded capacity essentially amounts to showing that periodic orbits exist on a dense set of levels, which is quite non-trivial already for $`^{2n}`$. The manifolds $`W=P\times ^{2n}`$ (with $`\pi _2(P)=0`$), $`^n`$, and also $`P\times D^2(r)`$ (with $`r<m(P,\omega )`$) have bounded capacity, \[FHV, HZ1, HZ2, HV\]), as do all manifolds for which the almost existence theorem has been established. (It seems to be unknown whether or not $`๐^{2n}`$ with the standard symplectic structure has finite capacity for $`n>1`$. However, almost existence has been proven for $`H:๐^{2n}`$ satisfying some additional conditions; see, e.g., \[Ji\].)
Almost existence of periodic orbits (Theorem 2.1) does not extend to all compact symplectic manifolds:
###### Example 2.3 (Zehnderโs torus, \[Ze\]).
Let $`2n4`$. Consider the torus $`W=๐^{2n}`$ with an irrational translation-invariant symplectic structure $`\omega _{\mathrm{irr}}`$. Choose a Hamiltonian $`H`$ on $`W`$ so that every level $`\{H=c\}`$ with $`c(0.5,1.5)`$ is the union of two standard embedded tori $`๐^{2n1}๐^{2n}`$. Since $`\omega _{\mathrm{irr}}`$ is irrational, the Hamiltonian flow of $`H`$ on $`๐^{2n1}`$ is quasiperiodic. Thus, none of the levels $`\{H=c\}`$ with $`c(0.5,1.5)`$ carries a periodic orbit.
According to M. Herman, \[Her1, Her2\], this phenomenon is stable: the flow of a sufficiently $`C^{2n+\delta }`$-small perturbation of $`H`$ still has no periodic orbits in the energy range $`(0.6,1.4)`$, provided that $`\omega _{\mathrm{irr}}`$ satisfies a certain Diophantine condition.
As a consequence of Proposition 2.2, $`c_{\mathrm{HZ}}(๐^{2n},\omega _{\mathrm{irr}})=\mathrm{}`$, even though $`๐^{2n}`$ is compact. Note also that in Zehnderโs example the symplectic form is not exact on the energy levels without periodic orbits. However, many flows for which almost existence has been established (e.g., on $`P\times ^2`$) also have this property. Thus, although it feels that non-existence of periodic orbits in Zehnderโs example is forced by the topology of $`\omega _{\mathrm{irr}}`$, it is not clear how to make rigorous sense of this statement.
Now we are in a position to state the main question considered in this paper. We call a value $`a`$ of $`H`$ *aperiodic* if the level $`\{H=a\}`$ carries no periodic orbits.
> Let $`W`$ be a symplectic manifold of bounded capacity and $`H`$ a smooth proper function on $`W`$. How large can the set $`๐๐ซ_H`$ of regular aperiodic values of $`H`$ be?
As we show in the next section, the set $`๐๐ซ_H`$ can be non-empty for an appropriately chosen function $`H`$ on $`^{2n}`$, and hence, by Darbouxโs theorem, on any symplectic manifold.
## 3. The Hamiltonian Seifert Conjecture
### 3.1. Results
The *Seifert conjecture* is the question, posed by Seifert in \[Se\], whether or not every non-vanishing vector field on $`S^3`$ has a periodic orbit. Of course, in this question the sphere $`S^3`$ can be replaced by another manifold, and additional restrictions can be imposed on the vector field. For example, the Seifert conjecture can be formulated for $`C^1`$\- or $`C^{\mathrm{}}`$-smooth or real analytic vector fields, divergenceโfree vector fields, etc. Note that the Seifert conjecture, when interpreted as above, is a question rather than a conjecture. Yet, we will refer to negative answers to this question as counterexamples to the Seifert conjecture.
The Seifert conjecture has a rich history extending for over than forty years. Here we mention only some of the relevant results. The first breakthrough was due to Wilson, \[Wi\], who constructed a $`C^{\mathrm{}}`$-smooth vector field without periodic orbits on $`S^{2n+1}`$, $`2n+15`$. A $`C^1`$-smooth non-vanishing vector field without periodic orbits on $`S^3`$ was found by Schweitzer, \[Sc\], and a $`C^2`$-vector field by Harrison, \[Ha\]. Finally, a real analytic non-vanishing vector field on $`S^3`$ without periodic orbits was constructed by K. Kuperberg, \[KuK1\]. The reader interested in a detailed discussion and further references should consult \[Gi6, KuG, KuGK, KuK2, KuK3\].
For Hamiltonian flows, the Seifert conjecture can be formulated in a number of ways; see \[Gi6\]. For example, one may ask if there is a proper smooth function on a given symplectic manifold (e.g., $`^{2n})`$, having a regular aperiodic value, or, more generally, as in the previous section, if there exists a smooth proper function $`H`$ with a given set $`๐๐ซ_H`$. Here we state and discuss known results and make some conjectures.
Recall that a *characteristic* of a two-form $`\eta `$ of rank $`(2n2)`$ on a $`(2n1)`$-dimensional manifold is an integral curve of the line field formed by the null-spaces $`\mathrm{ker}\eta `$. The Hamiltonian Seifert conjecture (in a form slightly weaker than considered above) can be stated as whether or not in a given symplectic manifold there exists a regular compact hypersurface without closed characteristics.
Let $`i:MW`$ be an embedded smooth compact hypersurface without boundary in a $`2n`$-dimensional symplectic manifold $`(W,\omega )`$.
###### Theorem 3.1 (\[Gi2, Gi5, Her3\]).
Assume that $`2n6`$ and that $`i^{}\omega `$ has a finite number of closed characteristics. Then there exists a $`C^{\mathrm{}}`$-embedding $`i^{}:MW`$, which is $`C^0`$-close and isotopic to $`i`$, such that $`i_{}^{}{}_{}{}^{}\omega `$ has no closed characteristics.
An irrational ellipsoid $`M`$ in the standard symplectic vector space $`^n`$ is the unit energy level of the quadratic Hamiltonian $`H_0=\lambda _j|z_j|^2`$, where the eigenvalues $`\lambda _j`$ are positive and rationally independent. The level $`M`$ carries exactly $`n`$ periodic orbits. Applying Theorem 3.1, we obtain the following
###### Corollary 3.2.
For $`2n6`$, there exists a $`C^{\mathrm{}}`$-function $`H:^{2n}`$, $`C^0`$-close and isotopic (with a compact support) to $`H_0`$, such that the Hamiltonian flow of $`H`$ has no closed trajectories on the level set $`\{H=1\}`$.
###### Remark 3.3.
The method used in \[Gi2, Gi5\] to construct such a function $`H`$ relies on a Hamiltonian version of Wilsonโs plug. The horocycle flow (see Example 4.1) is employed to interrupt periodic orbits of the flow of $`H_0`$ on the level $`\{H_0=1\}`$. The function $`H`$ differs from $`H_0`$ only in $`n`$ small balls with centers on these periodic orbits. A simple outline of the proof of Theorem 3.1, some generalizations, and the list of all known Hamiltonian flows with $`๐๐ซ_H\mathrm{}`$ can be found in \[Gi6\]. Here we just mention that irrational ellipsoids are not the only hypersurfaces in $`^{2n}`$ with a finite number of closed characteristics. Examples of such non-simply connected hypersurfaces are found by Laudenbach, \[La\].
The construction given in \[Her3\] uses plugs arising as symplectizations of Wilsonโs plug for $`2n8`$ and Harrisonโs plug \[Ha\] for $`2n=6`$. (Hence, the $`C^{3ฯต}`$-smoothness of the flow obtained by this method in dimension six.)
### 3.2. Conjectures and Open Problems
Returning to the question of the possible size of the set $`๐๐ซ_H`$, we primarily focus in this section on proper Hamiltonians $`H`$ on $`^{2n}`$. (See the next section and \[Gi6\] for results and conjectures for some other symplectic manifolds.) Recall that an upper bound on this set is given by Theorem 2.1: the set $`๐๐ซ_H`$ must have zero measure. By Theorem 3.1 and Corollary 3.2, $`๐๐ซ_H`$ can be non-empty.
There is almost no doubt that the method used in \[Gi2, Gi5\] to modify the function $`H_0`$ can be applied, literally without any change, to a sequence of energy levels $`a_k`$ converging to some value $`a_0`$. The resulting function $`H`$ can then be smoothened along the level $`\{H=a_0\}`$ at the expense of turning $`a_0`$ into a critical value of infinite order degeneration. Thus, $`๐๐ซ_H`$ can contain a sequence converging to a singular, infinitely degenerate, value of $`H`$.
The next step is more subtle. It appears plausible that the function $`H_0`$ can be modified as in the proof of Theorem 3.1 simultaneously for all energy values from a compact zero measure set $`K(0,\mathrm{})`$. The resulting function $`H`$ will then be smoothly isotopic to $`H_0`$ and have $`K`$ as the set of aperiodic values. This leads to the following
###### Conjecture 3.4.
For $`2n6`$, there exists a $`C^{\mathrm{}}`$-function $`H:^{2n}`$, $`C^0`$-close and isotopic (with a compact support) to $`H_0`$, such that the Hamiltonian flow of $`H`$ has no closed trajectories for energy values in the set $`K`$.
###### Remark 3.5.
This method is unlikely to be applicable to the construction of a function $`H`$ with a dense set $`๐๐ซ_H`$. The difficulty can be best seen by considering the function $`H`$ from Corollary 3.2. The characteristic foliation of $`\omega `$ on the level $`\{H=a\}`$, where $`a1`$ and $`a>0`$, is diffeomorphic to that on $`\{H_0=a\}`$. (In fact, the forms $`\omega |_{\{H=a\}}`$ and $`\omega |_{\{H_0=a\}}`$ are conformally equivalent.) As a consequence, the flow of $`H`$ on $`\omega |_{\{H=a\}}`$ has exactly $`n`$ periodic orbits and these orbits are non-degenerate and hence stable under small perturbations. The โbifurcationโ that happens at $`a=1`$ is simply that the periods of these orbits go to infinity as $`a1`$. Other systems obtained by this method from any function $`H_0`$ with non-degenerate orbits will exhibit a similar behavior: periodic orbits on $`\{H=a\}`$, where $`a๐๐ซ_H`$, will be non-degenerate. On the other hand, for a system with a dense set $`๐๐ซ_H`$ every energy level must have only degenerate periodic orbits.
###### Remark 3.6.
Neither the method from \[Gi2, Gi5\] nor from \[Her3\] apply to four-dimensional manifolds. There are also serious difficulties in adapting Kuperbergโs plug, \[KuK1\], to the symplectic setting. A $`C^1`$-smooth divergenceโfree vector field on $`S^3`$ was found by G. Kuperberg, \[KuG\]. It is not known whether or not this vector field can be obtained by a $`C^2`$\- (or even $`C^1`$-) embedding of $`S^3`$ into $`^4`$. Such an embedding would give a $`C^2`$-smooth โcounterexampleโ to the Hamiltonian Seifert conjecture in dimension four.
## 4. A Charge in a Magnetic Field
The first example of a Hamiltonian flow with a compact energy level carrying no periodic orbits was found by Hedlund in 1936 when he proved that the horocycle flow is minimal, i.e., every integral curve is dense, \[Hed\]. To put Hedlundโs result in the context of the Hamiltonian Seifert conjecture, consider a compact Riemannian manifold $`M`$ equipped with a closed two-form $`\sigma `$. Denote by $`\omega _0`$ the standard symplectic form on $`T^{}M`$ and by $`\pi :T^{}MM`$ the natural projection. The form $`\omega =\omega _0+\pi ^{}\sigma `$ on $`T^{}M`$ is symplectic (a twisted symplectic structure). The flow of the standard metric Hamiltonian $`H`$ (the kinetic energy) on $`(T^{}M,\omega )`$ describes the motion of a charge on $`M`$ in the magnetic field $`\sigma `$. We will refer to this flow as a *twisted geodesic flow*. The behavior of twisted geodesic flows seems to depend on whether $`\sigma `$ is allowed to degenerate or not. In what follows we focus entirely on the case where $`\sigma `$ is non-degenerate, i.e., symplectic.
The study of twisted geodesic flows by methods of symplectic topology originates from \[Ar\], where V. Arnold showed that for $`M=๐^2`$ with a flat metric and a non-vanishing form $`\sigma `$ every level of $`H`$ carries periodic orbits. This theorem is extended to low energy levels on other compact surfaces in \[Gi1, Gi4\]. (See \[Gi3\] for a survey of related results.) The existence of periodic orbits on low energy levels has also been established for many manifolds $`M`$, when $`2m=dimM>2`$. For example, when $`\sigma `$ is symplectic and compatible with the metric on $`M`$, every low energy level carries at least $`\mathrm{CL}(M)+m`$ periodic orbits, \[Ke\], and at least $`\mathrm{SB}(M)`$ periodic orbits when the orbits are non-degenerate, \[GK\]. (Here $`\mathrm{CL}(M)`$ is the cupโlength of $`M`$ and $`\mathrm{SB}(M)`$ is the sum of Betti numbers of $`M`$.) Note also that this problem of existence of periodic orbits can be extended to a broader class of Hamiltonian flows to include the WeinsteinโMoser theorem, \[GK, Ke\].
The following example shows that the above results do not generalize to all energy levels.
###### Example 4.1 (The horocycle flow).
Let $`M`$ be a compact surface of genus $`g2`$ equipped with a metric of constant negative curvature $`K=1`$. Let $`\sigma `$ be the area form on $`M`$. Then the Hamiltonian flow on the energy level $`\{H=1\}`$ has no periodic orbits. In fact, the flow on this energy level is smoothly equivalent to the horocycle flow (see, e.g., \[Gi4\]), which is minimal by a theorem of Hedlund, \[Hed\]. This example has (Hamiltonian) analogues in all even dimensions; see \[Gi6, Example 4.2\].
It is also known that a neighborhood of $`M`$ in $`T^{}M`$ with the twisted symplectic structure has finite HoferโZehnder capacity under some additional assumptions on $`M`$, \[Lu\]. Moreover, for some manifolds $`M`$, the twisted cotangent bundle has bounded capacity, \[GK, Ji, Lu\]. This implies almost existence of periodic orbits for a certain class of twisted geodesic flows (e.g., on $`๐^{2m}`$ with any form $`\sigma `$).
###### Conjecture 4.2.
For every $`M`$ and any symplectic form $`\sigma `$, a neighborhood of $`M`$ in $`T^{}M`$ has finite HoferโZehnder capacity. Moreover, almost all levels of $`H`$ carry periodic orbits. When $`\sigma `$ is symplectic, every low energy level of $`H`$ has a contractible periodic orbit.
###### Remark 4.3.
This conjecture is supported by some additional evidence; see, e.g., \[Po\]. Interestingly, there seems to be no sufficient evidence that $`T^{}M`$ has bounded HoferโZehnder capacity in general. For example, it is not known whether in the setting of Example 4.1 the sets $`\{H<a\}`$ with $`a>1`$ have finite capacity.
Example 4.1 is the only known โnaturally arisingโ example of a Hamiltonian flow with a regular compact aperiodic energy level. Furthermore, this is the only known example of a twisted geodesic flow with an aperiodic energy level. It is not known if there exists a twisted geodesic flow with more than one aperiodic energy level.
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# Nonlinear stochastic biasing from the formation epoch distribution of dark halos
## 1 Introduction
The universe after the last scattering can be probed only through observing the distribution of luminous objects, either directly or indirectly via the weak lensing effect. This is why several wide-field and/or deep surveys of galaxies, clusters and quasars are planned and operating at various wavelengths. The purpose of such cosmological surveys is two-fold; to understand the nature of the astronomical objects themselves, and to extract the cosmological information. From the latter point of view, which we will pursue throughout this paper, the objects serve merely as tracers of dark matter in the universe. Since such luminous objects should have been formed as a consequence of complicated astrophysical processes in addition to the purely gravitational interaction, it is quite unlikely that they faithfully trace either the spatial distribution of dark matter or its redshift evolution. Rather it is natural to assume that they sample the dark matter distribution in a biased manner.
To describe the biasing more specifically, define the density contrasts of galaxies and mass at a position $`๐ฑ`$ and redshift $`z`$ smoothed over the scale $`R`$ as
$$\delta _{\mathrm{gal}}(๐ฑ,z|R)=\frac{n_{\mathrm{gal}}(๐ฑ,z|R)}{\overline{n}_{\mathrm{gal}}}1,\delta _{\mathrm{mass}}(๐ฑ,z|R)=\frac{\rho _{\mathrm{mass}}(๐ฑ,z|R)}{\overline{\rho }_{\mathrm{mass}}}1.$$
(1)
Here and in what follows we use the words, โmassโ and โdark matterโ, interchangeably, and โgalaxiesโ to imply luminous objects (galaxies, clusters, quasars, etc.) in a collective sense.
The simplest, albeit most unlikely, possibility is that they are proportional to each other:
$$\delta _{\mathrm{gal}}(๐ฑ,z|R)=b\delta _{\mathrm{mass}}(๐ฑ,z|R).$$
(2)
While the proportional coefficient was assumed to be constant when the concept of the biasing was first introduced in the cosmology community (Kaiser 1984; Davis et al. 1985; Bardeen et al.1986), it has been subsequently recognized that $`b`$ should depend on $`z`$ and $`R`$ (e.g., Fry 1996; Mo & While 1996). As a matter of fact, it is more realistic to abandon the simple linear biasing ansatz (2) completely, and formulate the biasing in terms of the conditional probability function $`P(\delta _{\mathrm{gal}}|\delta _{\mathrm{mass}})`$ of $`\delta _{\mathrm{gal}}`$ at a given $`\delta _{\mathrm{mass}}`$. Then equation (2) is rephrased as
$$\overline{\delta _{\mathrm{gal}}}(\delta _{\mathrm{mass}})=_1^{\mathrm{}}\delta _{\mathrm{gal}}P(\delta _{\mathrm{gal}}|\delta _{\mathrm{mass}})๐\delta _{\mathrm{gal}}.$$
(3)
Obviously the relation between $`\delta _{\mathrm{gal}}`$ and $`\delta _{\mathrm{mass}}`$ is neither linear nor deterministic. This general concept โ nonlinear and stochastic biasing โ was introduced and developed in a seminal paper by Dekel & Lahav (1999), which inspired numerous recent activities in this field (e.g., Pen 1998; Taruya, Koyama & Soda 1999; Blanton et al. 1999; Matsubara 1999; Taruya 2000; Somerville et al. 2000; Taruya et al. 2000).
Then the crucial question is the physical interpretation of $`P(\delta _{\mathrm{gal}}|\delta _{\mathrm{mass}})`$. There are (at least) two different interpretations for its physical origin. The first is based on the fact that $`\delta _{\mathrm{gal}}`$ is meaningless unless one specifies many hidden variables characterizing the galaxies in the catalogue, for instance, their luminosity, mass of dark matter and gas, temperature, physical size, formation epoch and merging history, among others. This list is already long enough to convince one for the inevitably broad distribution of $`P(\delta _{\mathrm{gal}}|\delta _{\mathrm{mass}})`$. In this spirit, Blanton et al. (1999) proposed that the gas temperature of a local patch is the important variable to control $`P(\delta _{\mathrm{gal}}|\delta _{\mathrm{mass}})`$ on the basis of cosmological hydrodynamical simulations. The other adopts the view that our universe is fully specified by the primordial density field of dark matter. According to this interpretation, all the properties of any galaxy should be in principle computable given an initial distribution of dark matter field in the entire universe, at least in a statistical sense. Actually this is exactly what the cosmological hydrodynamical simulations attempt to do. The gas temperature of a local patch, for instance, should be determined by a non-local attribute of the dark matter fluctuations. Clearly the above interpretations are not conflicting, but rather stress the two different aspects of the physics of galaxy formation which is poorly understood at best.
In this paper, we present an analytical model for nonlinear stochastic biasing by combining the above two interpretations in a sense. Specifically we derive the joint probability function of $`\delta _{\mathrm{halo}}`$ and $`\delta _{\mathrm{mass}}`$, $`P(\delta _{\mathrm{halo}},\delta _{\mathrm{mass}})`$, from the distributions of the formation epoch and mass of halos on the basis of the extended Press-Schechter theory. In contrast to previous work which were based on the results of numerical simulations (Kravtsov & Klypin 1999; Blanton et al. 1999; Somerville et al. 2000), our model provides, for the first time, an analytic expression for $`P(\delta _{\mathrm{halo}},\delta _{\mathrm{mass}})`$. Thus one can compute the various biasing parameters in an arbitrary cosmological model at a given redshift and a smoothing length in a straightforward fashion. We derive the joint probability function assuming the primordial random-Gaussianity of the dark matter density field, and thus the results are sufficiently general.
We note here, however, that our primary purpose is to present a general formulation to predict biasing properties of halos, and not to make detailed predictions at this point. In fact we adopt a few approximations with limited validity in presenting specific examples, but this is not essential in our paper and the resulting predictions can be improved in a straightforward manner if other analytical/numerical approximations become available. Nevertheless we would like to emphasize that our simple analytical prescription largely explains the basic features of the biasing parameters reported in the previous numerical simulations (Kravtsov & Klypin 1999; Somerville et al. 2000). Thus our prescription is supposed to capture the most important processes in the halo biasing.
We organize the paper as follows. In ยง2, we describe a general formalism for the one-point statistics of the galaxy and the mass distributions from a point of view of the hidden variable interpretation of the nonlinear and stochastic biasing theory. Applying this general formalism, we develop a model for dark matter halo biasing treating the halo mass and formation epoch as the hidden variables in ยง3. The resulting expression for the conditional probability function, $`P(\delta _{\mathrm{halo}}|\delta _{\mathrm{mass}})`$, can be numerically evaluated using the extended Press-Schechter theory, and we show various predictions for the halo biasing in ยง4. In particular, we pay attention to their scale-dependence and redshift evolution, and compare our model predictions to previous simulation results. Finally section 5 is devoted to the conclusions and discussion.
## 2 Formulation of Nonlinear Stochastic Biasing in Terms of Hidden Variables
In this section, we present a general formalism of biasing for the one-point statistics of the galaxies and the mass smoothed with the radius $`R`$. While we specifically focus on the second order statistics and discuss their nonlinearity and stochasticity in the present paper, the formalism is readily applicable to higher-order statistics.
### 2.1 Probability distribution function and hidden variables
Recall that the fluctuations of galaxies and the dark matter density field are given by
$$\delta _{\mathrm{gal}}(๐ฑ,z)=\frac{n_{\mathrm{gal}}(๐ฑ,z)}{\overline{n}_{\mathrm{gal}}}1,\delta _{\mathrm{mass}}(๐ฑ,z)=\frac{\rho _{\mathrm{mass}}(๐ฑ,z)}{\overline{\rho }_{\mathrm{mass}}}1,$$
(4)
where the variables with over-bar denote the homogeneous mean over the entire universe. We evaluate these quantities smoothed with a spherical symmetric filter function $`W(๐ฑ;R)`$:
$$\delta (๐ฑ,z|R)=d^3๐ฒW(|๐ฑ๐ฒ|;R)\delta (๐ฒ,z),$$
(5)
which corresponds to quantities in equation (1). The one-point statistics of galaxies and the mass are calculated from equation (5).
In general, fluctuations of the biased objects $`\delta _{\mathrm{gal}}`$ are specified by multi-variate functions of $`\delta _{\mathrm{mass}}`$ and other observable and unobservable variables, $`\stackrel{}{๐ฐ}`$, $`\stackrel{}{๐ช}`$, characterizing the sample of objects. Then one can formally write
$$\delta _{\mathrm{gal}}=\mathrm{\Delta }_\mathrm{g}(R,z|\delta _{\mathrm{mass}},\stackrel{}{๐ฐ},\stackrel{}{๐ช}),$$
(6)
where we use $`\mathrm{\Delta }_\mathrm{g}`$ to denote the galaxy number density contrast at a position $`๐ฑ`$ and redshift $`z`$ smoothed over a scale $`R`$ as a function of $`\delta _{\mathrm{mass}}`$, $`\stackrel{}{๐ฐ}`$, and $`\stackrel{}{๐ช}`$. In the above expression, $`\stackrel{}{๐ช}`$ and $`\stackrel{}{๐ฐ}`$ should be also regarded as functions of ($`๐ฑ,z)`$ smoothed over the size $`R`$. In practice, galaxies in redshift surveys are identified and/or classified according to their magnitude, spectral and morphological type. The spatial clustering of galaxies should naturally depend on those observable quantities, $`\stackrel{}{๐ช}`$. Since any sample of galaxies is selected over a range of values for $`\stackrel{}{๐ช}`$, the distribution of $`\stackrel{}{๐ช}`$ leads to the stochasticity of the clustering biasing of the sample. Furthermore, the unobservable quantities or the hidden variables, $`\stackrel{}{๐ฐ}`$, which characterize an individual galaxy reflecting the different history of gravitational clustering and merging, radiative cooling, and environment effects, should provide additional stochasticity. Although these processes could be related to the dark matter density fluctuation in a โnon-localโ fashion, we intend to incorporate those effects into our biasing model by a set of local functions such as the gas temperature, mass of the hosting halos, and the formation epoch of galaxies.
While the distinction between $`\stackrel{}{๐ช}`$ and $`\stackrel{}{๐ฐ}`$ is conceptually important, it may not be easy or straightforward in reality. Nevertheless it is not essential in our prescription below as long as their probability distribution function (PDF):
$$P=P(\delta _{\mathrm{mass}},\stackrel{}{๐ฐ})$$
(7)
is specified. It should be noted that the above expression implicitly depends on the smoothing radius and the redshift for the given classes $`\stackrel{}{๐ช}`$. The statistical information of galaxy biasing is obtained by averaging over the joint PDF $`P(\delta _{\mathrm{mass}},\delta _{\mathrm{gal}})`$. To be more specific, the joint average of a function $`(\delta _{\mathrm{mass}},\delta _{\mathrm{gal}})`$ is defined by
$$(\delta _{\mathrm{mass}},\delta _{\mathrm{gal}})=๐\delta _{\mathrm{mass}}๐\delta _{\mathrm{gal}}P(\delta _{\mathrm{mass}},\delta _{\mathrm{gal}})(\delta _{\mathrm{mass}},\delta _{\mathrm{gal}}),$$
(8)
where we use $`\mathrm{}`$ so as to explicitly denote the joint average over the two stochastic variables, $`\delta _{\mathrm{mass}}`$ and $`\delta _{\mathrm{gal}}`$.
In our prescription, however, it is more convenient to perform the averaging over $`P(\delta _{\mathrm{mass}},\stackrel{}{๐ฐ})`$ instead of $`P(\delta _{\mathrm{mass}},\delta _{\mathrm{gal}})`$:
$$(\delta _{\mathrm{mass}},\delta _{\mathrm{gal}})=๐\delta _{\mathrm{mass}}\mathrm{}\underset{i}{}d๐ฐ_iP(\delta _{\mathrm{mass}},\stackrel{}{๐ฐ})(\delta _{\mathrm{mass}},\mathrm{\Delta }_\mathrm{g}),$$
(9)
where the variable $`\mathrm{\Delta }_\mathrm{g}`$ in the argument of $``$ should be regarded as a function of $`\delta _{\mathrm{mass}}`$ and $`\stackrel{}{๐ฐ}`$ (eq.). Of course the two expressions (8) and (9) should give the identical result, and thus one obtains
$$P(\delta _{\mathrm{mass}},\delta _{\mathrm{gal}})d\delta _{\mathrm{gal}}=\mathrm{}_{๐(\stackrel{}{๐ฐ})}\underset{i}{}d๐ฐ_iP(\delta _{\mathrm{mass}},\stackrel{}{๐ฐ}),$$
(10)
where the region $`๐(\stackrel{}{๐ฐ})`$ of integration is defined as
$$๐(\stackrel{}{๐ฐ})=\{\stackrel{}{๐ฐ}|\delta _{\mathrm{gal}}\mathrm{\Delta }_\mathrm{g}\delta _{\mathrm{gal}}+d\delta _{\mathrm{gal}}\},$$
(11)
for a given $`\delta _{\mathrm{mass}}`$. Equation (10) implies that the unobservable information represented by $`\stackrel{}{๐ฐ}`$ serves as a source for stochasticity between $`\delta _{\mathrm{mass}}`$ and $`\delta _{\mathrm{gal}}`$ . In other words, equations (10) and (11) can be regarded as to the definition of the joint PDF $`P(\delta _{\mathrm{mass}},\delta _{\mathrm{gal}})`$. Once $`P(\delta _{\mathrm{mass}},\stackrel{}{๐ฐ})`$ is specified, equation (10) can be computed numerically in a straightforward manner. In the next section, we will develop a simple analytical model for the dark halo biasing and explicitly calculate the joint PDF according to this prescription assuming that the formation epoch of halos $`z_\mathrm{f}`$ is the major variable in $`\stackrel{}{๐ฐ}`$.
Finally when the joint PDF is given, it is straightforward to calculate the conditional PDF of galaxies for a given overdensity $`\delta _{\mathrm{mass}}`$:
$$P(\delta _{\mathrm{gal}}|\delta _{\mathrm{mass}})=\frac{P(\delta _{\mathrm{mass}},\delta _{\mathrm{gal}})}{P(\delta _{\mathrm{mass}})},$$
(12)
where the one-point PDF of the mass $`\delta _{\mathrm{mass}}`$ is related to
$$P(\delta _{\mathrm{mass}})=\mathrm{}\underset{i}{}d๐ฐ_iP(\delta _{\mathrm{mass}},\stackrel{}{๐ฐ})=๐\delta _{\mathrm{gal}}P(\delta _{\mathrm{mass}},\delta _{\mathrm{gal}}).$$
### 2.2 Second-order statistics and the biasing parameters
Turn next to the statistical quantities characterizing the PDF. For this purpose, we consider the second-order statistics, variance of galaxies, variance of mass, and covariance of galaxies and mass, which are defined <sup>1</sup><sup>1</sup>1While we use $`\mathrm{}`$ (joint average over $`\delta _{\mathrm{mass}}`$ and $`\delta _{\mathrm{gal}}`$) even in the definition of $`\sigma _{\mathrm{gg}}`$ and $`\sigma _{\mathrm{mm}}`$, it can be replaced by the single average over $`\delta _{\mathrm{gal}}`$ and $`\delta _{\mathrm{mass}}`$, respectively. respectively as
$$\sigma _{\mathrm{gg}}^2(R,z)\delta _{\mathrm{gal}}^{}{}_{}{}^{2},\sigma _{\mathrm{mm}}^2(R,z)\delta _{\mathrm{mass}}^{}{}_{}{}^{2},\sigma _{\mathrm{gm}}^2(R,z)\delta _{\mathrm{gal}}\delta _{\mathrm{mass}}.$$
(13)
It should be also noted here that the last quantity, covariance of galaxies and mass, is not positive definite unlike the first two. As we will see below, however, this is always positive for a range of model parameters of cosmological interest which we survey. Thus we use $`\sigma _{\mathrm{gm}}(R,z)\delta _{\mathrm{gal}}\delta _{\mathrm{mass}}^{1/2}`$ for the notational convenience. Their ratios represent the degree of the biasing and stochasticity:
$$b_{\mathrm{var}}\frac{\sigma _{\mathrm{gg}}}{\sigma _{\mathrm{mm}}},r_{\mathrm{corr}}\frac{\sigma _{\mathrm{gm}}^2}{\sqrt{\sigma _{\mathrm{gg}}\sigma _{\mathrm{mm}}}},$$
(14)
which are sometimes quoted as โtheโ biasing parameter and the cross correlation coefficient (Dekel & Lahav 1999). In this paper, we use the subscripts, var and corr, for the above parameters in order to avoid possible confusions with other parameters introduced in previous papers.
The above definitions of $`b_{\mathrm{var}}`$ and $`r_{\mathrm{corr}}`$ do not yet fully distinguish the nonlinear and stochastic nature of the biasing in a clear manner. Thus we introduce more convenient statistical measures, $`ฯต_{\mathrm{nl}}`$ and $`ฯต_{\mathrm{scatt}}`$, which quantify the two effects separately. For this purpose, the conditional mean of $`\delta _{\mathrm{gal}}`$ for a given $`\delta _{\mathrm{mass}}`$ (Dekel & Lahav 1999):
$$\overline{\delta _{\mathrm{gal}}}(\delta _{\mathrm{mass}})=๐\delta _{\mathrm{gal}}P(\delta _{\mathrm{gal}}|\delta _{\mathrm{mass}})\delta _{\mathrm{gal}}$$
(15)
plays a key role. Note that the average of $`\overline{\delta _{\mathrm{gal}}}(\delta _{\mathrm{mass}})`$ over $`\delta _{\mathrm{mass}}`$ vanishes from definition (4) :
$`{\displaystyle ๐\delta _{\mathrm{mass}}P(\delta _{\mathrm{mass}})\overline{\delta _{\mathrm{gal}}}(\delta _{\mathrm{mass}})}`$ $`=`$ $`{\displaystyle ๐\delta _{\mathrm{gal}}\left[๐\delta _{\mathrm{mass}}P(\delta _{\mathrm{mass}},\delta _{\mathrm{gal}})\right]\delta _{\mathrm{gal}}}`$ (16)
$`=`$ $`{\displaystyle ๐\delta _{\mathrm{gal}}P(\delta _{\mathrm{gal}})\delta _{\mathrm{gal}}}=0.`$ (17)
The nonlinearity of biasing refers to the departure from the linear proportional relation between $`\overline{\delta _{\mathrm{gal}}}`$ and $`\delta _{\mathrm{mass}}`$. This can be best quantified by the following measure:
$$ฯต_{\mathrm{nl}}^{}{}_{}{}^{2}\frac{\delta _{\mathrm{mass}}^{}{}_{}{}^{2}\overline{\delta _{\mathrm{gal}}}^2}{\delta _{\mathrm{mass}}\overline{\delta _{\mathrm{gal}}}^2}1=\frac{\sigma _{\mathrm{mm}}^2\overline{\delta _{\mathrm{gal}}}^2}{\sigma _{\mathrm{gm}}^4}1.$$
(18)
The second equality in the above comes from the fact that $`\delta _{\mathrm{mass}}\overline{\delta _{\mathrm{gal}}}=\delta _{\mathrm{mass}}\delta _{\mathrm{gal}}`$. From the Schwartz inequality, one show that the right-hand-side of the above equation is non-negative and vanishes only if the linear coefficient $`b_1\overline{\delta _{\mathrm{gal}}}/\delta _{\mathrm{mass}}`$ is independent of $`\delta _{\mathrm{mass}}`$.
The stochasticity of biasing corresponds to the scatter or dispersion of $`\delta _{\mathrm{gal}}`$ around its conditional mean $`\overline{\delta _{\mathrm{gal}}}(\delta _{\mathrm{mass}})`$. Averaging this scatter over $`\delta _{\mathrm{mass}}`$ with proper normalization, we define the following measure for the stochasticity of biasing:
$$ฯต_{\mathrm{scatt}}^{}{}_{}{}^{2}\frac{\delta _{\mathrm{mass}}^{}{}_{}{}^{2}(\delta _{\mathrm{gal}}\overline{\delta _{\mathrm{gal}}})^2}{\delta _{\mathrm{mass}}\overline{\delta _{\mathrm{gal}}}^2}=\frac{\sigma _{\mathrm{mm}}^2[\sigma _{\mathrm{gg}}^2\overline{\delta _{\mathrm{gal}}}^2]}{\sigma _{\mathrm{gm}}^4}.$$
(19)
Since the galaxy density field $`\delta _{\mathrm{gal}}`$ (eq.) depends on many variables other than $`\delta _{\mathrm{mass}}`$, $`ฯต_{\mathrm{scatt}}`$ does not vanish in general. In turn, $`ฯต_{\mathrm{scatt}}=0`$ corresponds to the unlikely case that $`\delta _{\mathrm{gal}}`$ is uniquely determined by $`\delta _{\mathrm{mass}}`$ and thus $`\delta _{\mathrm{gal}}=\overline{\delta _{\mathrm{gal}}}(\delta _{\mathrm{mass}})`$.
The galaxy biasing still exists even when $`ฯต_{\mathrm{scatt}}=ฯต_{\mathrm{nl}}=0`$. In fact, a simple linear and deterministic biasing (2) falls into this category. This effect can be separated out from the covariance or linear regression of $`\delta _{\mathrm{gal}}`$ and $`\delta _{\mathrm{mass}}`$ (Dekel & Lahav 1999) as follows:
$$b_{\mathrm{cov}}\frac{\delta _{\mathrm{mass}}\overline{\delta _{\mathrm{gal}}}}{\delta _{\mathrm{mass}}^{}{}_{}{}^{2}}=\frac{\sigma _{\mathrm{gm}}^2}{\sigma _{\mathrm{mm}}^2}.$$
(20)
This quantity is equivalent to the coefficient of the leading order in the Taylor expansion, $`\overline{\delta _{\mathrm{gal}}}=b_{\mathrm{cov}}\delta _{\mathrm{mass}}+\mathrm{}`$, in a perturbative regime, $`\delta _{\mathrm{mass}}1`$ (Taruya & Soda 1999).
The biasing parameters that we introduced are related to the more conventional biasing coefficients (eq.) as
$$b_{\mathrm{var}}=b_{\mathrm{cov}}(1+ฯต_{\mathrm{scatt}}^{}{}_{}{}^{2}+ฯต_{\mathrm{nl}}^{}{}_{}{}^{2})^{1/2},r_{\mathrm{corr}}=\frac{1}{\sqrt{1+ฯต_{\mathrm{scatt}}^{}{}_{}{}^{2}+ฯต_{\mathrm{nl}}^{}{}_{}{}^{2}}}.$$
(21)
These relations clearly indicate that $`ฯต_{\mathrm{scatt}}`$ and $`ฯต_{\mathrm{nl}}`$ separate the stochastic and nonlinear effects which are somewhat degenerate in the definitions of $`b_{\mathrm{var}}`$ and $`r_{\mathrm{corr}}`$. Also it may be useful to express our biasing parameters in terms of those introduced by Dekel & Lahav (1999) :
$$b_{\mathrm{cov}}=\widehat{b},ฯต_{\mathrm{scatt}}=\frac{\sigma _\mathrm{b}}{\widehat{b}},ฯต_{\mathrm{nl}}=\sqrt{\left(\frac{\stackrel{~}{b}}{\widehat{b}}\right)^21}.$$
(22)
Of course the two sets of choice are essentially equivalent, we hope that our notation characterizes the physical meaning of nonlinear and stochastic biasing more clearly. Finally, while the present paper is focused on the analyses of the second-order statistics, it is fairly straightforward to extend the above formalism to the higher-order statistics.
## 3 An Analytic Model of Nonlinear Stochastic Biasing for Dark Halos <br>from the Formation Epoch Distribution
### 3.1 Schematic picture of our halo biasing model
The previous section describes the general formalism for the nonlinear stochastic biasing in terms of the hidden variable interpretation. In this section we present a specific model for halo biasing and discuss its predictions according to the general formalism. Before proceeding to the technical details, it is useful to explain first the basic picture of our model in a qualitative manner.
As illustrated schematically in Figure 1, we consider the mass and galaxy density fields at redshift $`z`$ smoothed over the top-hat Eulerian proper radius $`R`$. The mass density contrast $`\delta _{\mathrm{mass}}`$ computed in the Eulerian coordinate relates $`R`$ with its Lagrangian coordinate counterpart $`R_0=(1+\delta _{\mathrm{mass}})^{1/3}R`$ assuming the spherical collapse. Then the mass in the sphere $`M_0`$ is simply given by $`(4\pi /3)\overline{\rho }_{\mathrm{mass}}R_0^3`$, where $`\overline{\rho }_{\mathrm{mass}}(z)`$ is the physical mass density at $`z`$. Also the linearly extrapolated mass density contrast $`\delta _0`$ in the sphere can be evaluated from $`\delta _{\mathrm{mass}}`$ on the basis of the nonlinear spherical collapse model (e.g., Mo & White 1996).
Each sphere of the Eulerian radius $`R`$ should contain a number of gravitationally virialized objects i.e., dark matter halos. Given $`M_0`$ and $`\delta _0`$, their conditional mass function can be predicted by extended Press-Schechter theory (e.g., Bower 1991; Bond et al. 1991). Such halos are conventionally characterized by their mass $`M_1`$ and linearly extrapolated mass density contrast $`\delta _1`$ assuming that their formation epoch is equivalent to the current redshift $`z`$. Kitayama & Suto (1996a) pointed out that this approximation often significantly changes the predictions for X-ray cluster abundances on the basis of the Press-Schechter theory, and proposed a phenomenological prescription to compute the formation epoch $`z_\mathrm{f}`$. In fact, the halo biasing derived by Mo & White (1996) is fairly sensitive to the difference of $`z`$ and $`z_\mathrm{f}`$ as noticed by Kravtsov & Klypin (1999). Thus we extend the biasing model of Mo and White (1996), in which $`z_\mathrm{f}`$ should be specified a priori, by considering explicitly the dependence on $`z_\mathrm{f}`$ and averaging according to the formation epoch distribution function of Lacey & Cole (1993) and Kitayama & Suto (1996b). This is a major and important improvement of our model over the original proposal of Mo and White (1996). In our model, therefore, the formation epoch $`z_\mathrm{f}`$ and the mass of halo $`M_1`$ constitute the hidden variables $`\stackrel{}{๐ฐ}`$ (ยง2), and their PDFs generate the nonlinear and stochastic behavior in the resultant halo biasing.
### 3.2 Halo biasing from the extended Press-Schechter theory
In what follows, we assume that the primordial mass density field obeys the random - Gaussian statistics (e.g., Bardeen et al. 1986). In this case, the (unconditional) mass function of dark halos (Press & Schechter 1974) :
$$n(M_1,z;\delta _1)dM_1=\frac{1}{\sqrt{2\pi }}\frac{\overline{\rho }_{\mathrm{mass}}}{M_1}\frac{\delta _1}{\sigma ^3(M_1,z)}\mathrm{exp}\left[\frac{\delta _1^2}{2\sigma ^2(M_1,z)}\right]\left|\frac{d\sigma ^2(M_1,z)}{dM_1}\right|dM_1$$
(23)
proves to be in reasonable agreement with results from $`N`$-body simulations (e.g., Efstathiou et al. 1988; Suto 1993; Lacey & Cole 1993,1994). Equation (23) corresponds to the comoving number density of halos exceeding the critical density threshold $`\delta _1`$ and of mass between $`M_1`$ and $`M_1+dM_1`$. The value for $`\delta _1`$ will be specified when we consider the one-point function or the conditional PDF of the dark halos below (see eqs. and ). The mass variance $`\sigma ^2(M_1,z)`$ is defined from the linear power spectrum of mass density fluctuations $`P_{\mathrm{lin}}(k)`$ at present ($`z=0`$):
$$\sigma ^2(M_1,z)=D^2(z)\frac{dk}{2\pi ^2}k^2P_{\mathrm{lin}}(k)W^2(kR_1),$$
(24)
where $`D(z)`$ is the linear growth factor normalized to unity at $`z=0`$ and the top-hat window function:
$`W(x)={\displaystyle \frac{3}{x^3}}(\mathrm{sin}xx\mathrm{cos}x)`$ (25)
with the Lagrangian radius $`R_1(4\pi \overline{\rho }_{\mathrm{mass}}/3M_1)^{1/3}`$ is adopted.
Since our one-point statistics of halos is evaluated within a sample of spheres of the Eulerian radius $`R`$, we need the conditional mass function for halos within a sphere. For this purpose, we use the extended Press-Schechter theory which predicts the conditional mass function for halos of $`(M_1,\delta _1)`$ and $`(M_1+dM_1,\delta _1)`$ in the background region of $`(M_0,\delta _0)`$ as
$`n(M_1,\delta _1|M_0,\delta _0;z)dM_1`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi }}}{\displaystyle \frac{\overline{\rho }_{\mathrm{mass}}}{M_1}}{\displaystyle \frac{\delta _1\delta _0}{[\sigma ^2(M_1,z)\sigma ^2(M_0,z)]^{3/2}}}`$ (26)
$`\times `$ $`\mathrm{exp}\left[{\displaystyle \frac{(\delta _1\delta _0)^2}{2\{\sigma ^2(M_1,z)\sigma ^2(M_0,z)\}}}\right]\left|{\displaystyle \frac{d\sigma ^2(M_1,z)}{dM_1}}\right|dM_1.`$ (27)
Then the biased density field for halos of mass $`M_1`$, which formed at $`z_\mathrm{f}`$ and are observed at $`z`$ within the sampling sphere of $`(R,\delta _{\mathrm{mass}})`$ in Eulerian coordinates, is derived by Mo & White (1996):
$$\delta _{\mathrm{halo}}=\mathrm{\Delta }_\mathrm{h}(R,z|\delta _{\mathrm{mass}},z_\mathrm{f},M_1)(1+\delta _{\mathrm{mass}})\frac{n(M_1,\delta _c(z,z_\mathrm{f})|M_0,\delta _0;z)}{n(M_1,z;\delta _c(z,z_\mathrm{f}))}1.$$
(28)
In the above, the critical threshold $`\delta _c`$ for those halos is given as
$$\delta _c(z,z_\mathrm{f})=\delta _{c,0}\frac{D(z)}{D(z_\mathrm{f})},\delta _{c,0}\frac{3(12\pi )^{2/3}}{20}1.69,$$
(29)
again on the basis of the spherical collapse model. The remaining task is to compute the mass, $`M_0`$, and the linearly extrapolated mass density contrast, $`\delta _0`$, of the sampling sphere from its Eulerian radius and density contrast $`(R,\delta _{\mathrm{mass}})`$. Since $`\delta _01`$, the former is simply given as
$$M_0=\frac{4\pi }{3}\overline{\rho }_{\mathrm{mass}}(z)(1+\delta _0)R_0^3\frac{4\pi }{3}\overline{\rho }_{\mathrm{mass}}(z)(1+\delta _{\mathrm{mass}})R^3,$$
(30)
with $`\overline{\rho }_{\mathrm{mass}}(z)`$ being the physical mass density at $`z`$. Finally we adopt the following fitting formula obtained in the spherical collapse model (Mo & While 1996) to compute $`\delta _0`$ in terms of $`\delta _{\mathrm{mass}}`$:
$$\delta _0=\delta _{c,0}\frac{1.35}{(1+\delta _{\mathrm{mass}})^{2/3}}+\frac{0.78785}{(1+\delta _{\mathrm{mass}})^{0.58661}}\frac{1.12431}{(1+\delta _{\mathrm{mass}})^{1/2}}.$$
(31)
While equations (29) and (31) were originally derived in the Einstein-de Sitter model, we numerically checked that they provide sufficiently accurate approximations for our present purpose even in the $`\mathrm{\Omega }_0=0.3`$ and $`\lambda _0=0.7`$ model that we consider later. Thus we use the expressions (29) and (31) irrespectively of the cosmological models in the subsequent analysis.
Figure 2 illustrates the dependence of $`\mathrm{\Delta }_\mathrm{h}`$ on $`M`$ and $`z_\mathrm{f}`$ as a function of $`\delta _{\mathrm{mass}}`$ smoothed over $`R=8h^1\mathrm{Mpc}`$ at $`z=0`$. Given a halo mass, $`\mathrm{\Delta }_\mathrm{h}`$ is very sensitive to the formation epoch $`z_\mathrm{f}`$ especially in the range of $`z_\mathrm{f}\stackrel{<}{}z+1`$. As $`z_\mathrm{f}`$ increases, the dependence $`\mathrm{\Delta }_\mathrm{h}`$ and $`M`$ and $`\delta _{\mathrm{mass}}`$ becomes significant; this reflects the fact that the larger mass halos preferentially form in the denser regions than the average since the typical halo mass that can be collapsed and virialized decreases at higher $`z_\mathrm{f}`$. Such $`M`$ and $`z_\mathrm{f}`$ dependence of $`\mathrm{\Delta }_\mathrm{h}`$ convolved with the PDF of $`M`$ and $`z_\mathrm{f}`$ leads to the nonlinear stochastic behavior of the biasing of dark halos.
While we regard halo mass $`M_1`$ and its formation epoch $`z_\mathrm{f}`$ as the hidden variables in equation (28), they may not be entirely unobservable. One may infer the halo mass and the formation epoch for an individual galaxy by combing the observed luminosity, color and metallicity with a galaxy evolution model. In this case, their probability distribution functions need to be convolved with such observational selection functions with our prior distribution. Except for this correction, our methodology presented below remains the same.
### 3.3 Formation epoch distribution of dark halos
As indicated in equation (28), the amplitude of halo biasing is explicitly dependent on its formation epoch $`z_\mathrm{f}`$. Thus the simple approximation of $`z_\mathrm{f}=z`$ may lead to even qualitatively incorrect predictions for the biasing. In fact this was shown to be the case in recent N-body simulations by Kravtsov & Klypin (1999). The importance of the distribution of $`z_\mathrm{f}`$ has been emphasized by Kitayama & Suto (1996a) in a different context, and a model for its PDF was proposed by Lacey & Cole (1993). Incidentally Catelan et al. (1998a,b) also proposed a different model of halo biasing considering the $`z_\mathrm{f}`$-dependence. Their model simply treats $`z_\mathrm{f}`$ as a free parameter and does not properly take account of its distribution function. Our model presented here incorporates the distribution function of the formation epoch explicitly.
Adopting the excursion set approach (Bond et al. 1991) and defining the formation redshift $`z_\mathrm{f}`$ of a particular halo of mass $`M`$ at $`z`$ as the epoch when the mass of its most massive progenitor exceeds $`M/2`$ for the first time, Lacey & Cole (1993) derived the differential distribution of the halo formation epoch $`p/z_\mathrm{f}`$. Their result is expressed as
$$\frac{p}{z_\mathrm{f}}(z_\mathrm{f}|M,z)dz_\mathrm{f}=\frac{p}{\stackrel{~}{\omega }_\mathrm{f}}(\stackrel{~}{\omega }_\mathrm{f},M)\frac{\stackrel{~}{\omega }_\mathrm{f}}{z_\mathrm{f}}dz_\mathrm{f},$$
(32)
$$\frac{p}{\stackrel{~}{\omega }_\mathrm{f}}(\stackrel{~}{\omega }_\mathrm{f},M)=\frac{1}{\sqrt{2\pi }}_0^1\frac{d\stackrel{~}{S}}{\stackrel{~}{S}^{3/2}}\frac{M}{M^{}(\stackrel{~}{S})}\left(1\frac{\stackrel{~}{\omega }_\mathrm{f}^2}{\stackrel{~}{S}}\right)e^{\stackrel{~}{\omega }_\mathrm{f}^2/(2\stackrel{~}{S})},$$
(33)
where
$`\stackrel{~}{\omega }_\mathrm{f}(z_\mathrm{f},M,z)`$ $``$ $`{\displaystyle \frac{\delta _c(z,z_\mathrm{f})\delta _{c,0}}{\sqrt{\sigma ^2(M/2,z)\sigma ^2(M,z)}}},`$ (34)
$`\stackrel{~}{S}(M^{},M)`$ $``$ $`{\displaystyle \frac{\sigma ^2(M^{},z)\sigma ^2(M,z)}{\sigma ^2(M/2,z)\sigma ^2(M,z)}}.`$ (35)
The function $`M^{}(\stackrel{~}{S})`$ in the integrand of equation (33) can be obtained from equation (35). While the above expressions are rather complicated, practical fitting formulae for the mass variance in cold dark matter (CDM) models and for the formation epoch distribution were obtained in Kitayama & Suto (1996b) which we adopt throughout the analysis. Those are summarized in Appendices A and B for convenience.
It should be noted that the definition of halo formation is somewhat ambiguous in the framework of the extended PS theory. This aspect is explored in Kitayama & Suto (1996a), and their Figure 1 explicitly shows how the result is dependent on the adopted ratio of the current halo mass and the progenitor mass at the formation epoch. The figure implies that the resulting formation rate is fairly insensitive to the value around 0.5 that we adopt here.
Figure 3 plots the formation epoch distribution for halos selected at $`z`$ in CDM models. Specifically we choose $`(\mathrm{\Omega }_0,\lambda _0,\sigma _8,h)`$ $`=(0.7,0.3,1.0,0.7)`$ (Lambda CDM; hereafter LCDM ) and $`(1.0,0.0,0.6,0.5)`$ (Standard CDM; hereafter SCDM). The top-hat mass fluctuation amplitude at $`8h^1\mathrm{Mpc}`$, $`\sigma _8`$, is normalized to the cluster abundance (Kitayama & Suto 1997). We show results for halos of $`M=10^{11}h^1M_{}`$(dashed), $`10^{12}M_{}`$(solid) and $`10^{13}h^1M_{}`$(dot-dashed) in LCDM, and $`10^{12}M_{}`$(dotted) in SCDM. The shape of those distribution functions is quite similar, and characterized by a peak around $`z_\mathrm{f}=z+(0.51)`$. The peak redshift becomes closer to the observed one, $`z`$, and the distribution around the peak becomes narrower as the halo mass increases, both of which are easily understood in the hierarchical clustering picture like the present models.
Note that the SCDM model generally predicts a more sharply peaked distribution closer to $`z`$ than the LCDM model (compare solid and dotted lines in Fig.3). This is also reasonable from the fact that the growth of fluctuations is rapid in SCDM and thus halos form only recently. Thus the formation epoch distribution is fairly sensitive to the cosmological parameters.
### 3.4 Conditional and joint probability distribution functions of dark halos and mass
Now we are in a position to explicitly construct the conditional probability distribution of the dark halo $`P(\delta _{\mathrm{halo}}|\delta _{\mathrm{mass}})`$ for a given $`\delta _{\mathrm{mass}}`$, and the joint probability distribution $`P(\delta _{\mathrm{halo}},\delta _{\mathrm{mass}})`$. Basically we follow the prescription described in ยง2.1, but in slightly different order.
We first compute $`P(\delta _{\mathrm{halo}}|\delta _{\mathrm{mass}})`$ applying equation (10):
$$P(\delta _{\mathrm{halo}}|\delta _{\mathrm{mass}})d\delta _{\mathrm{halo}}=๐ฉ^1_{๐(M,z_\mathrm{f})}๐M๐z_\mathrm{f}\frac{p}{z_\mathrm{f}}(z_f|M,z)n(M,z;\delta _{c,0}),$$
(36)
where the region $`๐(M,z_\mathrm{f})`$ of the integration is determined from the following conditions:
$`๐(M,z_\mathrm{f})=\{(M,z_\mathrm{f})|\delta _{\mathrm{halo}}\mathrm{\Delta }_\mathrm{h}(R,z|\delta _{\mathrm{mass}},M,z_\mathrm{f})\delta _{\mathrm{halo}}+d\delta _{\mathrm{halo}},`$ (37)
$`M_{\mathrm{min}}MM_{\mathrm{max}},zz_\mathrm{f}\mathrm{}\}`$ (38)
The normalization factor $`๐ฉ`$ is defined as
$$๐ฉ=_{M_{\mathrm{min}}}^{M_{\mathrm{max}}}๐M_z^{\mathrm{}}๐z_\mathrm{f}\frac{p}{z_\mathrm{f}}(z_\mathrm{f}|M,z)n(M,z;\delta _{c,0}).$$
(39)
The integrand in equation (36) just corresponds to the joint PDF $`P(\stackrel{}{๐ฐ}|\delta _{\mathrm{mass}})`$ for a given $`\delta _{\mathrm{mass}}`$.
Since the joint PDF is simply computed according to
$$P(\delta _{\mathrm{mass}},\delta _{\mathrm{halo}})=P(\delta _{\mathrm{halo}}|\delta _{\mathrm{mass}})P(\delta _{\mathrm{mass}}),$$
(40)
one needs a reliable model for the one-point PDF of dark matter density contrast, $`P(\delta _{\mathrm{mass}})`$. Fortunately it has been known that this can be empirically approximated by the log-normal distribution function to a good accuracy (e.g., Coles & Jones 1991; Kofman et al. 1994; Bernardeau & Kofman 1995; Taylor & Watts 2000):
$$P(\delta _{\mathrm{mass}})d\delta _{\mathrm{mass}}=\frac{1}{\sqrt{2\pi }\sigma _1}\mathrm{exp}\left[\frac{\left\{\mathrm{ln}(1+\delta _{\mathrm{mass}})+\sigma _1^2/2\right\}^2}{2\sigma _1^2}\right]\frac{d\delta _{\mathrm{mass}}}{1+\delta _{\mathrm{mass}}},$$
(41)
where
$$\sigma _1^2=\mathrm{ln}(1+\sigma _{\mathrm{mm}}^2),$$
(42)
and $`\sigma _{\mathrm{mm}}`$ is defined in equation (13). Note that equation (41) reduces to the Gaussian distribution for $`\sigma _{\mathrm{mm}}1`$, and thus this model again assumes the primordial random-Gaussian density field implicitly as our entire analysis. Finally we adopt the fitting formula (Peacock & Dodds 1996) for the nonlinear CDM power spectrum $`P_{\mathrm{nl}}(k,z)`$ in computing the mass variance:
$$\sigma _{\mathrm{mm}}^2(R,z)=\frac{dk}{2\pi ^2}k^2P_{\mathrm{nl}}(k,z)W^2(kR),$$
(43)
with $`W(kR)`$ being the top-hat smoothing function (eq.). The validity of the log-normal approximation for the one-point PDF is examined by Bernardeau & Kofman (1995); their Figure 10 indicates that equation (41) reproduces the simulation results very accurately at least for $`R\stackrel{>}{}5h^1`$Mpc. Although the accuracy on smaller scales is not shown quantitatively, it would be reasonable to assume that the approximation is acceptable up to $`R1h^1`$Mpc. Also our statistical results are not sensitive to the tail of such PDF in any case.
Substituting the analytical expressions for $`p/z_\mathrm{f}(z_f|M,z)`$ and $`n(M,z;\delta _{c,0})`$ discussed in ยง3.3 into equation (36), one may numerically compute the conditional PDF $`P(\delta _{\mathrm{halo}}|\delta _{\mathrm{mass}})`$, and the joint PDF $`P(\delta _{\mathrm{halo}},\delta _{\mathrm{mass}})`$ from equation (40). Then all the statistical quantities can be evaluated using equation (8). In practice, however, it is more convenient and even accurate to use (9) which in the present case is written explicitly as
$`(\delta _{\mathrm{halo}},\delta _{\mathrm{mass}})`$ $`=`$ $`๐ฉ^1{\displaystyle _1^{\mathrm{}}}๐\delta _{\mathrm{mass}}P(\delta _{\mathrm{mass}})`$ (44)
$`\times `$ $`\left[{\displaystyle _{M_{\mathrm{min}}}^{M_{\mathrm{max}}}}๐M{\displaystyle _z^{\mathrm{}}}๐z_f(\mathrm{\Delta }_\mathrm{h},\delta _{\mathrm{mass}}){\displaystyle \frac{p}{z_f}}(z_f|M,z)n(M,z;\delta _{c,0})\right].`$ (45)
We use the above expression in evaluating the various biasing parameters below except in presenting the PDFs directly.
## 4 Results in CDM models
We present several specific predictions applying our nonlinear stochastic halo biasing model to representative CDM models mentioned in ยง3.3. Throughout the analyses, we consider the range of halo mass between $`M_{\mathrm{min}}=10^{11}h^1M_{}`$ and $`M_{\mathrm{max}}=10^{13}h^1M_{}`$ unless otherwise stated.
The general formulation described in the previous section should work in principle even on fully nonlinear scales. In practice, however, the results presented below are limited by the halo exclusion effect (due to the finite size of halos) and our approximation, equation (41), for the one-point PDF. The validity of both effects should be carefully checked on small scales. Since a typical virial radius of a halo of mass $`M`$ in LCDM model is $`0.5(M/10^{13}M_{})^{1/3}h^1`$ Mpc, the exclusion effect cannot be neglected below $`R=1h^1`$Mpc but is not so strong for $`R\stackrel{>}{}3h^1`$Mpc even for our largest mass considered ($`M_{\mathrm{max}}=10^{13}h^1M_{}`$). Also the validity of of the log-normal approximation is already remarked in subsection 3.4. Thus we expect that our predictions below are fairly reliable up to $`R3h^1`$Mpc.
### 4.1 Conditional probability distribution of $`\delta _{\mathrm{mass}}`$ and $`\delta _{\mathrm{halo}}`$
Since the conditional PDF $`P(\delta _{\mathrm{halo}}|\delta _{\mathrm{mass}})`$ plays a central role in the Dekel & Lahav (1999) description of the nonlinear stochastic biasing, we first present $`P(\delta _{\mathrm{halo}}|\delta _{\mathrm{mass}})`$ predicted from our model. For this purpose, we start with equations (36) and (37). Specifically we divide the $`(\delta _{\mathrm{gal}},\delta _{\mathrm{mass}})`$ plane in a $`3000\times 3000`$ mesh, and accumulate the integrand of equation (36) satisfying the constraint (37) on each grid. The resulting PDFs are plotted in Figure 4 for a given mass density contrast; $`\delta _{\mathrm{mass}}=0`$ (solid), $`\delta _{\mathrm{mass}}=1`$ (dotted), $`\delta _{\mathrm{mass}}=2`$ (dashed) and $`\delta _{\mathrm{mass}}=3`$ (dot-dashed). The upper and lowers panels show the results at $`z=0`$ and $`z=1`$, respectively, with the top-hat smoothing radius of $`R=8h^1`$Mpc (left) and $`R=20h^1`$Mpc (right).
The ticks on the upper axis in each panel indicate the corresponding conditional mean $`\overline{\delta _{\mathrm{halo}}}`$ (eq.). The peak position of the distribution is in reasonable agreement with $`\overline{\delta _{\mathrm{halo}}}`$. As Figure 2 indicates, $`\mathrm{\Delta }_\mathrm{h}`$ given $`z`$ and $`R`$ is fairly monotonically dependent on $`M`$ and $`z_\mathrm{f}`$. Thus the peak in the conditional PDF reflects that of the formation epoch distribution $`p/z_\mathrm{f}`$. The width of the distribution around the peak, on the other hand, is dominated by the mass distribution since $`\mathrm{\Delta }_\mathrm{h}`$ becomes more sensitive to the halo mass in a denser environment (Fig.2).
### 4.2 Joint probability distribution of $`\delta _{\mathrm{mass}}`$ and $`\delta _{\mathrm{halo}}`$
Once $`P(\delta _{\mathrm{halo}}|\delta _{\mathrm{mass}})`$ is given, the joint PDF $`P(\delta _{\mathrm{mass}},\delta _{\mathrm{halo}})`$ is simply obtained by multiplying the one-point PDF of the mass density $`P(\delta _{\mathrm{mass}})`$, in our case, the log-normal model (eq.). The resulting contour on $`(\delta _{\mathrm{mass}},\delta _{\mathrm{halo}})`$ plane is illustrated in Figure 5. This example shows the result with the top-hat smoothing radius of $`R=8h^1`$Mpc at different redshifts. Solid lines in each panel indicate the conditional mean $`\overline{\delta _{\mathrm{halo}}}(\delta _{\mathrm{mass}})`$.
The number density of halos of mass exceeding the current threshold $`M_{\mathrm{min}}=10^{11}h^1M_{}`$ become progressively smaller as $`z`$ increases. Such halos naturally reside in higher density regions, and therefore are strongly biased with respect to mass. The biasing of those halos gradually decreases as time since they simply follow the gravitational field of the background mass after formation (Fry 1996; Tegmark & Peebles 1998; Taruya, Koyama & Soda 1999). In addition, new halos with $`M>M_{\mathrm{min}}`$ form more easily later and can be found even at moderately dense environment. For both reasons, the mean bias $`\overline{\delta _{\mathrm{halo}}}`$ as a function of $`\delta _{\mathrm{mass}}`$ decreases at lower redshifts.
At $`z=0`$, the joint PDF $`P(\delta _{\mathrm{mass}},\delta _{\mathrm{halo}})`$ shows slightly anti-biasing behavior, i.e, $`\overline{\delta _{\mathrm{halo}}}\stackrel{<}{}\delta _{\mathrm{mass}}`$. This is partly due to the fact that a fraction of halos with $`M<M_{\mathrm{max}}`$ are merged into a part of larger mass halos since the typical virialized halo mass $`M_{}(z)`$ at $`z=0`$ approaches the mass scale $`M_0(R)`$, corresponding to our adopted smoothing radius $`R=8h^1`$Mpc itself. In other words, our halo model generally predicts the positive-biasing except for those halos of $`M\stackrel{<}{}M_{}(z)\stackrel{<}{}M_0(R)`$ for given $`R`$ and $`z`$.
While Figure 5 elucidates the global feature of the joint PDF, the statistical weights are practically dominated by the relatively narrow regions around $`\delta _{\mathrm{halo}}\overline{\delta _{\mathrm{halo}}}(\delta _{\mathrm{mass}})`$. Those regions are illustrated better in logarithmic scales rather than in linear scales. For this purpose, we recompute the joint PDF from equations (36) and (37) using the $`3000\times 3000`$ mesh with the logarithmically equal bin on the $`(1+\delta _{\mathrm{gal}},1+\delta _{\mathrm{mass}})`$ plane. Note that the resulting PDF sampled in this way, $`\stackrel{~}{P}(1+\delta _{\mathrm{mass}},1+\delta _{\mathrm{halo}})`$, satisfies
$$\stackrel{~}{P}(1+\delta _{\mathrm{mass}},1+\delta _{\mathrm{halo}})d\mathrm{ln}(1+\delta _{\mathrm{mass}})d\mathrm{ln}(1+\delta _{\mathrm{halo}})=P(\delta _{\mathrm{mass}},\delta _{\mathrm{halo}})d\delta _{\mathrm{mass}}d\delta _{\mathrm{halo}}.$$
(46)
Thus we decide to plot the joint PDF $`(1+\delta _{\mathrm{mass}})(1+\delta _{\mathrm{halo}})P(\delta _{\mathrm{mass}},\delta _{\mathrm{halo}})`$. In Figure 6, the dispersion around the mean biasing decreases at higher $`z`$ and/or larger $`R`$ in contrast to the conditional PDF plotted in Figure 4. This is basically because the PDF $`P(\delta _{\mathrm{mass}})`$ in linear regime becomes toward Gaussian and sharply peaked.
We remark that the contours of our joint PDF plotted in Figures 5 and 6 seem to be very narrow around $`\delta _{\mathrm{mass}}\delta _{\mathrm{halo}}0`$. This can be understood by the fact that the positive halo density contrast preferentially developed on the over-dense dark matter environment. In other words, this is a natural consequence of our bias model in which the signs of $`\delta _{\mathrm{halo}}`$ and $`\delta _{\mathrm{mass}}`$ are almost the same as illustrated in Figure 2. Incidentally this feature may be visually exaggerated by the contours of very small probabilities; if one focuses only on the contours of $`P(\delta _{\mathrm{mass}},\delta _{\mathrm{halo}})>0.01`$, the effect does not look so strong. In reality, and thus in numerical simulations, additional stochastic processes other than the mass and formation epoch distribution (including the dynamical motion of halos) should further increase the scatter which makes the contour rounder than our predictions.
We will return to these contour plots in understanding the behavior of the biasing parameters later.
### 4.3 Scale-dependence
The previous two subsections show that the joint and the conditional PDFs are dependent on both $`R`$ and $`z`$. This dependence is translated to the scale-dependence and redshift evolution of the second order statistics defined in ยง2.2.
Figure 7 shows $`\sigma _{\mathrm{hh}}`$, $`\sigma _{\mathrm{hm}}`$ and $`\sigma _{\mathrm{mm}}`$ at different redshifts as a function $`R`$. We compute those statistics directly integrating equation (44) over $`M`$, $`z_\mathrm{f}`$ and $`\delta _{\mathrm{mass}}`$, instead of using $`P(\delta _{\mathrm{mass}},\delta _{\mathrm{halo}})`$. While their scale- and time-dependence is noticeable even from those panels, the biasing parameters ($`b_{\mathrm{var}}`$, $`r_{\mathrm{corr}}`$, $`b_{\mathrm{cov}}`$, $`ฯต_{\mathrm{scatt}}`$ and $`ฯต_{\mathrm{nl}})`$ plotted in Figures 8 and 9 are more suitable in understanding the origin of the behavior.
Consider first the scale-dependence (Fig.8). While $`b_{\mathrm{var}}`$ and $`b_{\mathrm{cov}}`$ are generally a decreasing function of $`R`$, this behavior is significant only up to $`R\stackrel{<}{}2(1+z)h^1\mathrm{Mpc}`$ in this model. This feature is more quantitatively exhibited by $`ฯต_{\mathrm{nl}}`$ and $`ฯต_{\mathrm{scatt}}`$ (Lower-right panel). Therefore in practice the linear biasing provides a good approximation on linear and quasi-linear regimes. The biasing is non-deterministic especially on smaller scales almost independently of $`z`$ (see also Fig.9). In addition, $`r_{\mathrm{corr}}`$ does not approach unity even on large scales, implying that non-deterministic nature still exists there to some extent. As the lower-right panel in Figure 8 indicates, $`ฯต_{\mathrm{scatt}}ฯต_{\mathrm{nl}}`$ on all scales and the above feature should be ascribed to the stochasticity due to the distribution of $`M`$ and $`z_\mathrm{f}`$. In fact, this stochasticity on large scales is expressed explicitly in terms of the linear biasing approximation by Mo & White (1996):
$`\delta _{\mathrm{halo}}b_{\mathrm{MW}}\delta _{\mathrm{mass}},b_{\mathrm{MW}}(z|M,z_\mathrm{f})=1+{\displaystyle \frac{\nu ^21}{\delta _c(z,z_\mathrm{f})}},`$ (47)
with $`\nu \delta _c(z,z_\mathrm{f})/\sigma (M,z)`$. It should be noted that $`b_{\mathrm{MW}}`$ is often regarded as a function of $`z`$ and $`M`$ assuming $`z=z_\mathrm{f}`$, leading to the linear deterministic model. Thus once a halo mass $`M`$ is specified, $`ฯต_{\mathrm{scatt}}=0`$. In equation (47), however, we explicitly keep the $`z_\mathrm{f}`$-dependence which adds the stochastic nature in the model. More specifically, the definition (19) with equations (44) and (47) reduces to
$$ฯต_{\mathrm{scatt}}^{}{}_{}{}^{2}=\frac{\delta _{\mathrm{mass}}^{}{}_{}{}^{2}(b_{\mathrm{MW}}\delta _{\mathrm{mass}}b_{\mathrm{MW}}_{M,z_\mathrm{f}}\delta _{\mathrm{mass}})^2}{b_{\mathrm{MW}}_{M,z_\mathrm{f}}\delta _{\mathrm{mass}}^{}{}_{}{}^{2}^2}=\frac{b_{\mathrm{MW}}^2_{M,z_\mathrm{f}}}{b_{\mathrm{MW}}_{M,z_\mathrm{f}}^2}1,$$
(48)
where $`\mathrm{}_{M,z_\mathrm{f}}`$ denotes the average over $`M`$ and $`z_\mathrm{f}`$. This accounts for the scale-independent non-vanishing $`ฯต_{\mathrm{scatt}}`$ exhibits in Figure 8. In conclusion, our model implies that the halo biasing does not become fully deterministic even on large scales where its nonlinearity is negligible. This result is not surprising since we take into account the stochastic processes which do not vanish on large scales, but the overall effect is quite small ($`r_{\mathrm{corr}}0.98`$).
### 4.4 Redshift dependence
Next discuss the redshift dependence of our biasing model. Figure 9 shows that $`b_{\mathrm{var}}`$ and $`b_{\mathrm{cov}}`$ strongly evolve in time. In fact, this is in marked contrast with predictions on the basis of phenomenological linear deterministic models. For example, a model of Fry (1996) leads to evolution of a form:
$$b(z)=1+\frac{1}{D(z)}[b(z=0)1].$$
(49)
This implicitly assumes that all the objects of interest form at the same $`z_\mathrm{f}`$ and that their biasing parameters at $`z_\mathrm{f}`$ are independent of the mass. Since neither the above assumptions apply to our model, the prediction (49) is quite different from ours even in the linear regime. Our results generally show much stronger evolution as $`z`$ increases despite the fact that $`b(z=0)`$ is very close to unity. The recent compilation of the various galaxy catalogs also indicates that the prediction (49) does not reasonably describe the behavior at $`z\stackrel{>}{}2`$ (Magliocchetti et al. 1999). Thus, the proper modeling in the framework of the nonlinear stochastic biasing is important even in predicting $`b_{\mathrm{var}}`$ and $`b_{\mathrm{cov}}`$.
In our halo biasing model, the degree of stochasticity $`ฯต_{\mathrm{scatt}}`$ is almost constant in time because it is determined by the effective widths of the probability distribution functions of $`M`$ and $`z_\mathrm{f}`$. Incidentally the nonlinearity $`ฯต_{\mathrm{nl}}`$ does not evolve monotonically (thin lines in the Lower-right panel). At an intermediate redshift, $`ฯต_{\mathrm{nl}}`$ reaches at a minimum. This behavior is qualitatively explained from the curvature of the conditional mean $`\overline{\delta _{\mathrm{halo}}}`$ as a function of $`\delta _{\mathrm{mass}}`$, i.e., its second derivative $`d^2\overline{\delta _{\mathrm{halo}}}/d\delta _{\mathrm{mass}}^{}{}_{}{}^{2}`$. At $`\delta _{\mathrm{mass}}1`$, halos of the mass $`M_{\mathrm{min}}<M<M_{\mathrm{max}}`$ that we adopt here exhibit stronger positive biasing ($`\overline{\delta _{\mathrm{halo}}}>\delta _{\mathrm{mass}}`$) on average at $`z\stackrel{>}{}2`$ and mildly anti-biasing ($`\overline{\delta _{\mathrm{halo}}}\stackrel{<}{}\delta _{\mathrm{mass}}`$) at $`z\stackrel{<}{}1`$. Since $`\delta _{\mathrm{halo}}=1`$ at $`\delta _{\mathrm{mass}}=1`$ by definition (cf., eq.), the dependence results in positive and negative curvatures of $`\overline{\delta _{\mathrm{halo}}}(\delta _{\mathrm{mass}})`$, respectively at $`z\stackrel{>}{}2`$ and $`z\stackrel{<}{}1`$, especially around $`\delta _{\mathrm{mass}}0`$ where the contribution of the joint PDF $`P(\delta _{\mathrm{mass}},\delta _{\mathrm{halo}})`$ is significant. This feature is clearly visible in Figure 5. In turn, the curvature should be minimum somewhere between $`z=1`$ and $`2`$. When higher-order correction is neglected, $`ฯต_{\mathrm{nl}}`$ is dominated by the curvature or the second derivative of $`\overline{\delta _{\mathrm{halo}}}(\delta _{\mathrm{mass}})`$ properly averaged over $`\delta _{\mathrm{mass}}`$ (eq.), and it should become minimum at the same redshift. It is interesting to note that the qualitatively similar evolutionary feature was found from the numerical simulations of Somerville et al. (2000; their Fig.17).
### 4.5 Origin of stochasticity and cosmological model dependence
So far we have presented model predictions for halos averaged over $`10^{11}h^1M_{}<M<M^{13}h^1M_{}`$ in LCDM model taking into account the appropriate $`z_\mathrm{f}`$ distribution. Figures 10 and 11 compare those fiducial results with predictions based on the different model assumptions.
First we address the question of the origin of the stochasticity. Since our biasing model has two hidden parameters, $`M`$ and $`z_\mathrm{f}`$, we attempt to separate the two sources by fixing $`M=10^{11}h^1M_{}`$ or $`z_\mathrm{f}=z+1`$ while keeping the other parameters exactly the same. The upper-panels and the lower-left panel of Figure 10 suggest that the $`z_\mathrm{f}`$ distribution dominates the stochasticity at low redshift $`(z=0)`$, while the effect of the $`M`$ distribution becomes significant at higher redshift $`(z=3)`$. The same behaviors can be seen in the lower-right panel of Figure 11. Since our model relies on the hierarchical picture of structure formation, the result is simply deduced from the merging history of halos. Thus, in general, the major contribution to the joint PDF can become the formation epoch distribution. This is also indicated in the scale-dependence of the stochasticity in the lower-left panel of Figure 11(thick-dashed and thick-dotted lines).
Next consider the cosmological model dependence. For this purpose, we plot the result in the SCDM model with the same mass range. The joint PDF at $`z=0`$ and $`R=8h^1\mathrm{Mpc}`$ (Lower-right panel of Fig.10) is confined in a slightly narrower regime compared with that in LCDM. This comes from the fact that the formation epoch in SCDM shows a bit more sharply peaked distribution $`p/z_\mathrm{f}`$ in than that in LCDM with the same halo mass $`M`$ (Fig.3). As a result, the stochasticity in SCDM is smaller (i.e., $`ฯต_{\mathrm{scatt}}`$ is smaller and $`r_{\mathrm{corr}}`$ is closer to unity), but $`b_{\mathrm{var}}`$ at $`z=0`$ is almost insensitive to such small changes. Rather the major difference between LCDM and SCDM is the redshift evolution of $`b_{\mathrm{var}}`$ which increases more rapidly in SCDM reflecting the faster growth rate of density fluctuations.
### 4.6 Comparison with previous results
Dark matter halos are quite natural and likely sites for galaxy and cluster formation. Thus there are many previous papers to discuss different aspects of the halo biasing on the basis of different assumptions and modeling (Catelan et al. 1999a,b; Blanton et al. 1999). Among others, Kravtsov & Klypin (1999) and Somerville et al. (2000) analyzed the nonlinearity and stochasticity in halo and galaxy biasing using numerical simulations. In this sense their work is complementary to our analytical modeling, and deserves quantitative comparison with our results.
Kravtsov & Klypin (1999) performed high-resolution N-body simulations employing $`N=256^3`$ particles in a periodic $`60h^1\mathrm{Mpc}`$ box so as to overcome the halo over-merging. In particular, their Figure 4 plotting the joint PDF $`P(\delta _{\mathrm{mass}},\delta _{\mathrm{halo}})`$ is quite relevant for the comparison with our Figure 5. Strictly speaking, their simulated halo catalogue is based on slightly different identification scheme (Klypin et al. 1999); the bound density maxima algorithm, a selected mass range $`[M_{\mathrm{min}},M_{\mathrm{max}}]`$ is limited both by the numerical resolution (individual particle mass) and the simulation boxsize. Furthermore their statistics is based on the smoothing length $`R=5h^1`$Mpc. Despite such quantitative difference, both contours look surprisingly similar. They pointed out that the Mo & White biasing with $`z_\mathrm{f}=z+1`$ phenomenologically fits the conditional mean $`\overline{\delta _{\mathrm{halo}}}(\delta _{\mathrm{mass}})`$ of their simulations. Actually this is exactly what we find here, and mainly due to the fairly strong peak in the formation epoch distribution (Fig. 3).
Somerville et al. (2000) examined the nonlinear and stochastic nature in the galaxy biasing combining N-body simulations and semi-analytic model of galaxy formation (see also Kauffmann, Nusser & Steinmetz 1997). While their model incorporates many detailed astrophysical processes (gas cooling, star formation, stellar evolution and population synthesis, galaxy feedback and merging among others) that our analytical modeling neglects, their overall conclusion is that the massive halos ($`M\stackrel{>}{}10^{11}h^1M_{}`$) identified from simulations have nearly one-to-one correspondence with luminous galaxies. Their conclusion is encouraging to us since it justifies our crucial assumption that the nonlinearity and stochasticity in the halo biasing are originated mainly from gravitational clustering. In fact, their Figs. 5 and 6 are also very similar to our joint PDF plotted in Figure 6. Furthermore they find (their Fig.17) that both nonlinearity and stochasticity of galaxies evolve moderately as redshift, and decrease on larger scales, and that the stochasticity shows a minimum at an intermediate redshift. These findings are fully consistent with our results and in fact can be explained physically in the framework of our analytic description.
## 5 Discussion and Conclusions
In this paper, we presented a general formalism to describe the nonlinear stochastic biasing from the hidden variable interpretation. According to this formulation we proposed a physical model for the halo biasing assuming that mass and formation epoch of dark halos act as the major hidden variables. In particular, this model for the first time provides an analytic expression for the joint probability distribution function of the halos and the dark matter density fields. The specific functional forms for the PDFs can be derived, or are at least consistent with the phenomenological results, from the standard gravitational instability theory and the assumption of the random-Gaussianity of the primordial density field. Therefore we expect that the basic features of the nonlinear and stochastic biasing predicted from our model are fairly generic. In fact, detailed comparison with the previous numerical simulations by Kravtsov & Klypin (1999) and Somerville et al. (2000) shows good agreement with our predictions, indicating that the nonlinear and stochastic nature of the halo biasing is essentially understood by taking account of the distribution of the halo mass and the formation epoch.
Then we introduced a set of biasing parameters from second-order statistical quantities following Dekel & Lahav (1999), which properly quantify the one-point statistics of nonlinear and stochastic biasing. As specific examples, we explicit compute those parameters in LCDM model, and examined their scale- and time-dependence. Our major findings are summarized as follows:
1. The biasing of the variance, $`b_{\mathrm{var}}\sqrt{\sigma _{\mathrm{hh}}/\sigma _{\mathrm{mm}}}`$, evolves strongly as redshift. While its scale-dependence becomes noticeable on small scales and/or at high redshifts, a simple linear biasing model provides a reasonable approximation roughly at $`R\stackrel{>}{}2(1+z)h^1\mathrm{Mpc}`$.
2. The stochasticity, $`r_{\mathrm{corr}}\sigma _{\mathrm{hm}}^{}{}_{}{}^{2}/\sqrt{\sigma _{\mathrm{hh}}\sigma _{\mathrm{mm}}}`$ exhibits moderate scale-dependence especially on $`R\stackrel{<}{}20h^1\mathrm{Mpc}`$, but is almost independent of $`z`$. Since $`ฯต_{\mathrm{scatt}}ฯต_{\mathrm{nl}}`$ in general, the stochasticity of halo biasing is mainly generated by the scatter which is dominated by the formation epoch distribution at lower redshifts and by the halo mass distribution at higher redshifts. Importantly, the stochasticity still remains constant even on large scales, which yields the small deviation of $`r_{\mathrm{corr}}`$ from unity.
The fact that biasing approaches linear and scale-independent on large scales is just expected from previous theoretical work (e.g., Coles 1993; Scherrer & Weinberg 1998) and was recently suggested observationally (Seaborne et al. 1999). Our model further implies that the scale-independence still holds even in the quasi-linear regime, and more importantly, that biasing is still stochastic to some extent on those scales.
Before closing we would like to comment on several limitations of our model and on future prospects in order. First, our analysis is entirely dependent on the formation redshift distribution derived by Lacey & Cole (1993). It is known, however, that the distribution becomes negative in some models, suggesting that this function is not fully correct. Another proposal for the distribution function by Kitayama & Suto (1996a) also suffers from a different conceptual problem. This might be ascribed to the difficulty of distinguishing the merger and accretion unambiguously within the framework of the extended PS theory. Despite this limitation, the two proposals by Lacey & Cole (1993) and by Kitayama & Suto (1996a) lead to very similar predictions and thus we believe it unlikely that this significantly affects the final results. Second, several authors have claimed that a better agreement with numerical simulations is attained by incorporating the non-spherical effect into the Press-Schechter theory (Lee & Shandarin 1998; Sheth, Mo, & Tormen 1999). Although we do not think that the non-spherical effect drastically changes the statistical predictions of our model, this is definitely a well-defined and interesting possibility to improve our model provided that the corresponding distribution function of the formation epoch can be derived. Third, for the proper comparison with observation, our predictions should be corrected for the redshift-space distortion. Since the distortion induced by peculiar velocity field also leads to the stochasticity, the resulting biasing becomes object-dependent (Taruya et al. 2000). Finally and more importantly, the astrophysical effects other than gravity must be taken into account. Since a halo identified in our scheme carries its formation epoch, it is not so difficult to combine with the phenomenological galaxy formation model. Such an improved model will enable more generic and testable predictions for the galaxy biasing.
A.T. gratefully acknowledges support from a JSPS (Japan Society for the Promotion of Science) fellowship. Numerical computations were carried out at RESCEU (Research Center for the Early Universe, University of Tokyo) and ADAC (the Astronomical Data Analysis Center) of the National Astronomical Observatory, Japan. This research was supported in part by the Grant-in-Aid by the Ministry of Education, Science, Sports and Culture of Japan (07CE2002) to RESCEU.
Appendices
## Appendix A Mass variance for the CDM model
The mass variance $`\sigma (M,z=0)`$ defined by equation (24) requires the linear power spectrum of density fluctuations $`P_{\mathrm{lin}}(k)`$. The fitting form of the CDM power spectrum is given by Bardeen et al. (1986) with the scale-invariant Harrison-Zelโdovich initial condition:
$$P_{\mathrm{lin}}(k)k\left[\frac{\mathrm{ln}(1+2.34q)}{2.34q}\right]^2\left[1+3.89q+(16.1q)^2+(5.46q)^3+(6.71q)^4\right]^{1/2},$$
(A1)
where $`qk/(\mathrm{\Gamma }h\text{ Mpc}^1)`$. Here, we adopt $`\mathrm{\Gamma }=\mathrm{\Omega }_0h\mathrm{exp}(\mathrm{\Omega }_\mathrm{b}\sqrt{2h}\mathrm{\Omega }_\mathrm{b}/\mathrm{\Omega }_0)`$ with the baryon density parameter $`\mathrm{\Omega }_\mathrm{b}=0.02h^2`$.
Numerical integration of equation (24) is straightforward, but time-consuming since we heavily use $`\sigma ^2`$ as well as its derivative $`d\sigma ^2/dM`$. Fortunately Kitayama & Suto (1996b) obtained the following accurate fitting formula for $`\sigma ^2`$ whose derivative simultaneously fits $`d\sigma ^2/dM`$:
$$\sigma \left(1+2.208m^p0.7668m^{2p}+0.7949m^{3p}\right)^{2/(9p)},$$
(A2)
where $`p=0.0873`$, and $`mM(\mathrm{\Gamma }h)^2/(10^{12}M_{})`$. The above approximation holds within a few percent for both $`\sigma ^2`$ and $`d\sigma ^2/dM`$ in the range $`10^6\stackrel{<}{}m\stackrel{<}{}10^4`$.
The normalization of $`\sigma ^2`$ is characterized by the parameter $`\sigma _8`$:
$$\sigma (R_\mathrm{M}=8h^1\text{Mpc},z=0)=\sigma _8,$$
(A3)
where $`R_\mathrm{M}=[3M/(4\pi \overline{\rho }_{\mathrm{mass}})]^{1/3}`$. Throughout the paper we adopt the above formula (A2) combined with the cluster normalization for $`\sigma _8`$ (Kitayama & Suto 1997).
## Appendix B Fitting formulae for the distribution function of halo formation epoch
The distribution function of the halo formation epoch (eq.) plays a central role in our model, but it requires a time-consuming numerical integration and inversion. Thus in the present paper we use the following fitting formulae of Kitayama & Suto (1996b):
$`{\displaystyle \frac{p}{\stackrel{~}{\omega }_\mathrm{f}}}(\alpha ,\stackrel{~}{\omega }_\mathrm{f})`$ $`=`$ $`{\displaystyle \frac{A(\alpha )}{1+B(\alpha )\stackrel{~}{\omega }_\mathrm{f}}}\mathrm{e}^{5\stackrel{~}{\omega }_\mathrm{f}^2}+2C(\alpha )\stackrel{~}{\omega }_\mathrm{f}\mathrm{erfc}\left({\displaystyle \frac{\stackrel{~}{\omega }_\mathrm{f}}{\sqrt{2}}}\right),`$ (B1)
where $`\mathrm{erfc}(x)`$ is the complementary error function, and
$`A(\alpha )`$ $``$ $`\sqrt{{\displaystyle \frac{8}{\pi }}}(1\alpha )(0.0107+0.0163\alpha ),`$ (B2)
$`B(\alpha )`$ $``$ $`{\displaystyle \frac{2}{A(\alpha )}}\left[C(\alpha ){\displaystyle \frac{2^\alpha 1}{\alpha }}\right],`$ (B3)
$`C(\alpha )`$ $``$ $`1{\displaystyle \frac{1\alpha }{25}}.`$ (B4)
The parameter $`\alpha `$ is related to the spectral index of the mass variance $`\sigma (M)`$. Kitayama & Suto (1996b) showed that in the CDM model this parameter should be replaced by
$$\alpha =\alpha _{\mathrm{eff}}(0.6268+0.3058\alpha _{\mathrm{eff}}),$$
(B5)
where the effective spectral index $`\alpha _{\mathrm{eff}}d\mathrm{log}\sigma _{\mathrm{CDM}}^2/d\mathrm{log}M`$ is computed from the fitting formula (A2) and its derivative.
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# Duality and modular class of a Nambu-Poisson structure
## 1 Introduction
Homology and cohomology theories have shown to be good tools in the study of Poisson geometry, as they have been in other areas of geometry and physics. In particular, a lot of work has been done in the study of Poisson cohomology and Poisson homology (see for example ). Poisson cohomology (also known as Lichnerowicz-Poisson cohomology) of a Poisson manifold $`M`$ was introduced by Lichnerowicz as the cohomology of the subcomplex of the Chevalley-Eilenberg complex of the Lie algebra $`C^{\mathrm{}}(M,\text{})`$ consisting of the 1-differentiable cochains that are derivations in each argument with respect to the usual product of functions. Poisson cohomology provides a good framework to express deformation and quantization obstructions. On the other hand, Poisson homology (also known as canonical homology) was defined as the homology of the operator boundary $`\delta `$ on differential forms considered geometrically by Koszul and algebraically by Brylinski by taking the classical limit of the Hochschild boundary operator for a quantized Poisson algebra. The notion of Poisson (resp. symplectic) harmonicity has appeared also to be very interesting. These cohomology and homology theories can be extended to Lie algebroids, which are algebraic structures of great interest in mathematics and physics . Lie algebroids are a generalization of Lie algebras and tangent bundles and each Poisson manifold has associated a Lie algebroid in a natural way. Recently, a Poincarรฉ type duality between cohomology and homology theories has been proved by Evens, Lu and Weinstein and Xu by using the modular class of the Poisson structure . This special Poisson cohomology class has also been used for the classification of quadratic Poisson structures .
The aim of this paper is to introduce similar cohomology and homology theories for Nambu-Poisson structures, as well as the study of a Poincarรฉ type duality. The concept of a Nambu-Poisson structure was given by Takhtajan in 1994 in order to find an axiomatic formalism for the $`n`$-bracket operation
$$\{f_1,\mathrm{},f_n\}=\text{det}(\frac{f_i}{x_j})$$
proposed by Nambu and picking up the idea that in statistical mechanics the basic result is Liouville theorem, which follows from but does not require hamiltonian dynamics. A Nambu-Poisson manifold of order $`n`$ is a manifold $`M`$ endowed with a skew-symmetric $`n`$-bracket of functions $`\{,\mathrm{},\}`$ satisfying the Leibniz rule and the fundamental identity
$$\{f_1,\mathrm{},f_{n1},\{g_1,\mathrm{},g_n\}\}=\underset{i=1}{\overset{n}{}}\{g_1,\mathrm{},\{f_1,\mathrm{},f_{n1},g_i\},\mathrm{},g_n\},$$
for all $`f_1,\mathrm{},f_{n1},g_1,\mathrm{},g_n`$ $`C^{\mathrm{}}`$ real-valued functions on $`M`$. Note that the $`n`$-bracket $`\{,\mathrm{},\}`$ allows us to introduce the Nambu-Poisson $`n`$-vector $`\mathrm{\Lambda }`$ characterized by the relation $`\mathrm{\Lambda }(df_1,\mathrm{},df_n)=\{f_1,\mathrm{},f_n\}.`$ The structure is said to be regular if $`\mathrm{\Lambda }0`$ at every point. Recently, local and global properties of Nambu-Poisson manifolds have been studied . The canonical example of a Nambu-Poisson structure of order $`n`$ greater than 2 is the one induced by a volume form on an oriented manifold of dimension $`n.`$ In fact, a Nambu-Poisson manifold of order $`n,`$ $`n3`$, admits a generalized foliation (the characteristic foliation) whose leaves are either points or $`n`$-dimensional manifolds endowed with a volume Nambu-Poisson structure. A strong effort is being done in order to understand the geometry of Nambu-Poisson structures, and also to know the Nambu mechanics (see for example ).
Recently, the authors have defined in the notion of a Leibniz algebroid in the same way as for the case of a Lie algebroid but taking in mind the concept of Leibniz algebra . A Leibniz algebra is a real vector space $`g`$ endowed with a -bilinear mapping $`\{,\}`$ satisfying the Leibniz identity
$$\{a_1,\{a_2,a_3\}\}\{\{a_1,a_2\},a_3\}\{a_2,\{a_1,a_3\}\}=0,$$
for $`a_1,a_2,a_3g.`$ If the bracket is skew-symmetric we recover the notion of Lie algebra. In , it was shown that each Nambu-Poisson manifold $`(M,\mathrm{\Lambda })`$ of order $`n`$, with $`n3`$, has associated a Leibniz algebroid, consisting in the vector bundle $`\mathrm{\Lambda }^{n1}(T^{}M)M`$ whose space of sections $`\mathrm{\Omega }^{n1}(M)`$ has a Leibniz algebra structure with bracket
$$[[\alpha ,\beta ]]=_{\mathrm{\#}_{n1}(\alpha )}\beta +(1)^n(i(d\alpha )\mathrm{\Lambda })\beta ,$$
and a vector bundle homomorphism $`\mathrm{\#}_{n1}:\mathrm{\Lambda }^{n1}(T^{}M)TM`$ given by $`\mathrm{\#}_{n1}(\beta )=i(\beta )\mathrm{\Lambda }`$, which provides a Leibniz algebra homomorphism between the spaces of sections. The Leibniz algebroid $`(\mathrm{\Lambda }^{n1}(T^{}M),[[,]],\mathrm{\#}_{n1})`$ allows us to introduce the Leibniz algebroid cohomology. However, this cohomology has infinite degrees and thus a Poincarรฉ type duality, with some homology theory, is not possible.
In this paper, in order to obtain a cohomology theory for Nambu-Poisson manifolds without the problems above mentioned, we begin by showing in Section $`3`$ a Lie algebra structure associated with a Nambu-Poisson manifold $`(M,\mathrm{\Lambda }).`$ In fact, we prove that the center of the Leibniz algebra $`(\mathrm{\Omega }^{n1}(M),[[,]])`$ is the $`C^{\mathrm{}}(M,\text{})`$-module $`\mathrm{ker}\mathrm{\#}_{n1}=\{\alpha \mathrm{\Omega }^{n1}(M)/\mathrm{\#}_{n1}(\alpha )=0\}`$ and thus the quotient space $`{\displaystyle \frac{\mathrm{\Omega }^{n1}(M)}{\mathrm{ker}\mathrm{\#}_{n1}}}`$ is a Lie algebra. Moreover, if the Nambu-Poisson structure is regular, $`{\displaystyle \frac{\mathrm{\Omega }^{n1}(M)}{\mathrm{ker}\mathrm{\#}_{n1}}}`$ is the space of sections of the vector bundle $`{\displaystyle \frac{\mathrm{\Lambda }^{n1}(T^{}M)}{\mathrm{ker}\mathrm{\#}_{n1}}}M`$ and this is a Lie algebroid. As a consequence of the above results, we introduce in Section $`4`$ a cohomology theory for a Nambu-Poisson manifold $`(M,\mathrm{\Lambda })`$. The resultant cohomology, called Nambu-Poisson cohomology, is defined as the cohomology of the Lie algebra $`{\displaystyle \frac{\mathrm{\Omega }^{n1}(M)}{\mathrm{ker}\mathrm{\#}_{n1}}}`$ relative to a certain representation. If the structure is regular, the Nambu-Poisson cohomology is just the Lie algebroid cohomology of $`{\displaystyle \frac{\mathrm{\Lambda }^{n1}(T^{}M)}{\mathrm{ker}\mathrm{\#}_{n1}}}M`$. So, we can think that for a Nambu-Poisson structure there exists associated a kind of โsingularโ Lie algebroid structure and the corresponding cohomology. Also in Section $`4`$, we observe that the characteristic foliation of a Nambu-Poisson manifold allows us to introduce the foliated cohomology which, in the regular case, coincides with the usual foliated cohomology defined for regular foliations . Furthermore, in this last case, we prove that the foliated cohomology is isomorphic to the Nambu-Poisson cohomology.
Section $`5`$ is devoted to the introduction of the canonical Nambu-Poisson homology on an oriented Nambu-Poisson manifold. If $`M`$ is an oriented manifold one can consider, in a natural way, a homology complex whose $`k`$-chains are the $`k`$-vectors on $`M`$, the homology operator on vector fields is the divergence with respect to a volume and the resultant homology is dual of the de Rham cohomology. The canonical Nambu-Poisson homology complex of an oriented Nambu-Poisson manifold $`(M,\mathrm{\Lambda })`$ is a subcomplex of this homology complex. In fact, if $`(M,\mathrm{\Lambda })`$ is regular, the $`k`$-chains in the canonical Nambu-Poisson homology complex are the $`k`$-vectors on $`M`$ which are tangent to the characteristic foliation.
In Section $`6`$, we study the relation between the vanishing of the modular class of an oriented Nambu-Poisson manifold $`(M,\mathrm{\Lambda })`$ and the existence of a duality between the homology and cohomology theories introduced in the above sections. The modular class of $`M`$ was defined in by the authors and it was shown to be null in some neighborhood of any regular point. An example of a singular Nambu-Poisson structure with non null modular class was also exhibited in . Now, if $`M`$ is an oriented regular Nambu-Poisson manifold of order $`n`$ $`(n3)`$ then, in Section $`6,`$ we prove that the modular class of $`M`$ is null if and only if there exists a basic volume with respect to the characteristic foliation. Using this result, we obtain some interesting examples of regular Nambu-Poisson structures with non null modular class. Next, we show that the vanishing of the modular class implies the existence of a duality between the foliated cohomology of $`M`$ and the homology of a subcomplex of the canonical Nambu-Poisson homology complex of $`M.`$ Thus, if $`(M,\mathrm{\Lambda })`$ is regular and there exists a basic volume with respect to the characteristic foliation of $`M,`$ we conclude that there is a duality between the Nambu-Poisson cohomology and the canonical Nambu-Poisson homology of $`M.`$
Finally, in Section $`7`$, we study a particular example, namely, a singular Nambu-Poisson structure of order $`3`$ on $`\text{}^3.`$ We prove that there is no duality between the canonical Nambu-Poisson homology and the Nambu-Poisson cohomology and that this last cohomology is not isomorphic to the foliated cohomology.
## 2 Preliminaries
All the manifolds considered in this paper are assumed to be connected.
### 2.1 Nambu-Poisson structures
Let $`M`$ be a differentiable manifold of dimension $`m`$. Denote by $`X(M)`$ the Lie algebra of vector fields on $`M`$, by $`C^{\mathrm{}}(M,\text{})`$ the algebra of $`C^{\mathrm{}}`$ real-valued functions on $`M`$, by $`\mathrm{\Omega }^k(M)`$ the space of $`k`$-forms on $`M`$ and by $`๐ฑ^k(M)`$ the space of $`k`$-vectors.
A Nambu-Poisson bracket of order $`n`$ $`(nm)`$ on $`M`$ (see ) is an $`n`$-linear mapping $`\{,\mathrm{},\}:C^{\mathrm{}}(M,\text{})\times \mathrm{}^{(n}\mathrm{}\times C^{\mathrm{}}(M,\text{})C^{\mathrm{}}(M,\text{})`$ satisfying the following properties :
1. Skew-symmetry:
$$\{f_1,\mathrm{},f_n\}=(1)^{\epsilon (\sigma )}\{f_{\sigma (1)},\mathrm{},f_{\sigma (n)}\},$$
for all $`f_1,\mathrm{},f_nC^{\mathrm{}}(M,\text{})`$ and $`\sigma Symm(n)`$, where $`Symm(n)`$ is a symmetric group of $`n`$ elements and $`\epsilon (\sigma )`$ is the parity of the permutation $`\sigma `$.
2. Leibniz rule:
$$\{f_1g_1,f_2,\mathrm{},f_n\}=f_1\{g_1,f_2,\mathrm{},f_n\}+g_1\{f_1,f_2,\mathrm{},f_n\},$$
for all $`f_1,\mathrm{},f_n,g_1C^{\mathrm{}}(M,\text{}).`$
3. Fundamental identity:
$$\{f_1,\mathrm{},f_{n1},\{g_1,\mathrm{},g_n\}\}=\underset{i=1}{\overset{n}{}}\{g_1,\mathrm{},\{f_1,\mathrm{},f_{n1},g_i\},\mathrm{},g_n\}$$
for all $`f_1,\mathrm{},f_{n1},g_1,\mathrm{},g_n`$ functions on $`M.`$
Given a Nambu-Poisson bracket, we can define a skew-symmetric tensor $`\mathrm{\Lambda }`$ of type $`(n,0)`$ ($`n`$-vector) as follows
$$\mathrm{\Lambda }(df_1,\mathrm{},df_n)=\{f_1,\mathrm{},f_n\},$$
for $`f_1,\mathrm{},f_nC^{\mathrm{}}(M,\text{}).`$ The pair $`(M,\mathrm{\Lambda })`$ is called a Nambu-Poisson manifold of order $`n.`$
Let $`(M,\mathrm{\Lambda })`$ be a Nambu-Poisson manifold of order $`n`$ and $`k`$ be an integer with $`kn.`$
If $`\mathrm{\Lambda }^k(T^{}M)`$ (respectively, $`\mathrm{\Lambda }^{nk}(TM))`$ denotes the vector bundle of the $`k`$-forms (respectively, $`(nk)`$-vectors) then $`\mathrm{\Lambda }`$ induces a homomorphism of vector bundles $`\mathrm{\#}_k:\mathrm{\Lambda }^k(T^{}M)\mathrm{\Lambda }^{nk}(TM)`$ by defining
$$\mathrm{\#}_k(\beta )=i(\beta )\mathrm{\Lambda }(x),$$
(2.1)
for $`\beta \mathrm{\Lambda }^k(T_x^{}M)`$ and $`xM,`$ where $`i(\beta )`$ is the contraction by $`\beta `$. Denote also by $`\mathrm{\#}_k`$ the homomorphism of $`C^{\mathrm{}}(M)`$-modules from the space $`\mathrm{\Omega }^k(M)`$ onto the space $`๐ฑ^{nk}(M)`$ given by
$$\mathrm{\#}_k(\alpha )(x)=\mathrm{\#}_k(\alpha (x)),$$
(2.2)
for all $`\alpha \mathrm{\Omega }^k(M)`$ and $`xM.`$
###### Remark 2.1
It is clear that the mapping $`\mathrm{\#}_k:\mathrm{\Omega }^k(M)๐ฑ^{nk}(M)`$ induces an isomorphism of $`C^{\mathrm{}}(M,\text{})`$-modules $`\overline{\mathrm{\#}_k}:{\displaystyle \frac{\mathrm{\Omega }^k(M)}{\mathrm{ker}\mathrm{\#}_k}}\mathrm{\#}_k(\mathrm{\Omega }^k(M))`$ defined by
$$\overline{\mathrm{\#}_k}([\alpha ])=\mathrm{\#}_k(\alpha ),$$
(2.3)
for $`[\alpha ]{\displaystyle \frac{\mathrm{\Omega }^k(M)}{\mathrm{ker}\mathrm{\#}_k}}.`$
If $`f_1,\mathrm{},f_{n1}`$ are $`n1`$ functions on $`M`$, we define a vector field
$$X_{f_1\mathrm{}f_{n1}}=\mathrm{\#}_{n1}(df_1\mathrm{}df_{n1})$$
(2.4)
which is called the Hamiltonian vector field associated with the Hamiltonian functions $`f_1,\mathrm{},f_{n1}`$.
ยฟFrom the fundamental identity, it follows that the Hamiltonian vector fields are infinitesimal automorphisms of $`\mathrm{\Lambda },`$ i.e.,
$$_{X_{f_1\mathrm{}f_{n1}}}\mathrm{\Lambda }=0,$$
(2.5)
for all $`f_1,\mathrm{},f_{n1}C^{\mathrm{}}(M,\text{}).`$
###### Example 2.2
Let $`M`$ be an oriented $`m`$-dimensional manifold and choose a volume form $`\nu _M`$ on $`M`$. Then, we can consider the following Nambu-Poisson bracket $`\{,\mathrm{},\}`$ defined by the formula
$$df_1\mathrm{}df_m=\{f_1,\mathrm{},f_m\}\nu _M.$$
In this case the homomorphisms $`\mathrm{\#}_k`$ are isomorphisms, for all $`km`$ (see ).
The following theorem describes the local structure of the Nambu-Poisson brackets of order $`n`$, with $`n3`$.
###### Theorem 2.3
Let $`M`$ be a differentiable manifold of dimension $`m`$. The $`n`$-vector $`\mathrm{\Lambda }`$, $`n3`$, defines a Nambu-Poisson structure on $`M`$ if and only if for all $`xM`$ with $`\mathrm{\Lambda }(x)0,`$ there exist local coordinates $`(x^1,\mathrm{},x^n,x^{n+1},\mathrm{},x^m)`$ around $`x`$ such that
$$\mathrm{\Lambda }=\frac{}{x^1}\mathrm{}\frac{}{x^n}.$$
A point $`x`$ of a Nambu-Poisson manifold $`(M,\mathrm{\Lambda })`$ of order $`n3`$ is said to be regular if $`\mathrm{\Lambda }(x)0.`$ If every point of $`M`$ is regular then the Nambu-Poisson manifold $`(M,\mathrm{\Lambda })`$ is said to be regular.
Let $`(M,\mathrm{\Lambda })`$ be a Nambu-Poisson manifold of order $`n`$, with $`n3,`$ and consider the characteristic distribution $`๐`$ on $`M`$, given by
$$\begin{array}{ccc}\hfill xM๐(x)& =& \mathrm{\#}_{n1}(\mathrm{\Lambda }^{n1}(T_x^{}M))\hfill \\ & =& <\{X_{f_1\mathrm{}f_{n1}}(x)/f_1,\mathrm{},f_{n1}C^{\mathrm{}}(M,\text{})\}>T_xM.\hfill \end{array}$$
(2.6)
Then, $`๐`$ defines a generalized foliation on $`M`$ whose leaves are either points or $`n`$-dimensional manifolds endowed with a Nambu-Poisson structure coming from a volume form (see ).
###### Remark 2.4
Let $`(M,\mathrm{\Lambda })`$ be an $`m`$-dimensional regular Nambu-Poisson manifold of order $`n,`$ with $`n3.`$ From Theorem 2.3, we deduce:
$`(i)`$ $`๐`$ defines a foliation on $`M`$ of dimension $`n`$.
$`(ii)`$ For all $`k\{0,\mathrm{},n\},`$ $`\mathrm{ker}\mathrm{\#}_k`$ (respectively, $`\mathrm{\#}_k(\mathrm{\Lambda }^k(T^{}M))`$) is a vector subbundle of $`\mathrm{\Lambda }^k(T^{}M)M`$ (respectively, $`\mathrm{\Lambda }^{nk}(TM)M`$) of rank $`\left(\begin{array}{c}m\hfill \\ k\hfill \end{array}\right)\left(\begin{array}{c}n\hfill \\ k\hfill \end{array}\right)`$ (respectively, $`\left(\begin{array}{c}n\hfill \\ k\hfill \end{array}\right)`$) and the homomorphism $`\mathrm{\#}_k:\mathrm{\Lambda }^k(T^{}M)\mathrm{\Lambda }^{nk}(TM)`$ induces an isomorphism of vector bundles
$$\overline{\mathrm{\#}_k}:\frac{\mathrm{\Lambda }^k(T^{}M)}{\mathrm{ker}\mathrm{\#}_k}\mathrm{\#}_k(\mathrm{\Lambda }^k(T^{}M)).$$
The notation $`\overline{\mathrm{\#}_k}`$ is justified by the following fact. The space of the $`C^{\mathrm{}}`$-differentiable sections of $`{\displaystyle \frac{\mathrm{\Lambda }^k(T^{}M)}{\mathrm{ker}\mathrm{\#}_k}}M`$ (respectively, $`\mathrm{\#}_k(\mathrm{\Lambda }^k(T^{}M))M)`$ can be identified with $`{\displaystyle \frac{\mathrm{\Omega }^k(M)}{\mathrm{ker}\mathrm{\#}_k}}`$ (respectively, $`\mathrm{\#}_k(\mathrm{\Omega }^k(M))`$) in such a sense that the corresponding isomorphism of $`C^{\mathrm{}}(M,\text{})`$-modules induced by $`\overline{\mathrm{\#}_k}`$ is just the mapping $`\overline{\mathrm{\#}_k}:{\displaystyle \frac{\mathrm{\Omega }^k(M)}{\mathrm{ker}\mathrm{\#}_k}}\mathrm{\#}_k(\mathrm{\Omega }^k(M))`$ given by (2.3).
$`(iii)`$ The $`C^{\mathrm{}}`$-differentiable sections of the vector bundle $`\mathrm{\#}_k(\mathrm{\Lambda }^k(T^{}M))M`$ are the $`(nk)`$-vectors on $`M`$ which are tangent to $`๐.`$ We recall that an $`(nk)`$-vector $`P`$ on $`M`$ is tangent to $`๐`$ if
$$i(\alpha (x))(P(x))=0,$$
for all $`xM`$ and for all $`\alpha (x)๐^0(x),`$ where $`๐^0(x)`$ is the annihilator of $`๐(x)`$ in $`T_x^{}M.`$ Note that $`๐^0(x)=\mathrm{ker}(\mathrm{\#}_{1|T_x^{}M}),`$ for all $`xM.`$
### 2.2 The Leibniz algebroid associated with a Nambu-Poisson structure
In we have introduced the notion of a Leibniz algebroid, a natural generalization of the notion of a Lie algebroid, and we have proved that every Nambu-Poisson manifold has associated a canonical Leibniz algebroid. Next, we will describe this structure.
First, we recall the definition of real Leibniz algebra (see ). A Leibniz algebra structure on a real vector space $`g`$ is a -bilinear map $`\{,\}:g\times gg`$ satisfying the Leibniz identity, that is,
$$\{a_1,\{a_2,a_3\}\}\{\{a_1,a_2\},a_3\}\{a_2,\{a_1,a_3\}\}=0,$$
for $`a_1,a_2,a_3g.`$ In such a case, the pair $`(g,\{,\})`$ is called a Leibniz algebra.
Moreover, if the skew-symmetric condition is required then $`(g,\{,\})`$ is a Lie algebra. In this sense, a Leibniz algebra is a non-commutative version of a Lie algebra.
The notion of Leibniz algebroid can be introduced in the same way as that of Lie algebroid.
###### Definition 2.5
A Leibniz algebroid structure on a differentiable vector bundle $`\pi :EM`$ is a pair that consists of a Leibniz algebra structure $`[[,]]`$ on the space $`\mathrm{\Gamma }(E)`$ of the global cross sections of $`\pi :EM`$ and a vector bundle morphism $`\varrho :ETM,`$ called the anchor map, such that the induced map $`\varrho :\mathrm{\Gamma }(E)\mathrm{\Gamma }(TM)=X(M)`$ satisfies the following relations:
1. $`\varrho [[s_1,s_2]]=[\varrho (s_1),\varrho (s_2)],`$
2. $`[[s_1,fs_2]]=f[[s_1,s_2]]+\varrho (s_1)(f)s_2,`$
for all $`s_1,s_2\mathrm{\Gamma }(E)`$ and $`fC^{\mathrm{}}(M,\text{}).`$
A triple $`(E,[[,]],\varrho )`$ is called a Leibniz algebroid over $`M`$.
Every Lie algebroid over a manifold $`M`$ is trivially a Leibniz algebroid. In fact, a Leibniz algebroid $`(E,[[,]],\varrho )`$ over $`M`$ is a Lie algebroid if and only if the Leibniz bracket $`[[,]]`$ on $`\mathrm{\Gamma }(E)`$ is skew-symmetric.
Now, let $`(M,\mathrm{\Lambda })`$ be a Nambu-Poisson manifold of order $`n,`$ $`n3,`$ and $``$ the Lie derivative operator on $`M.`$ The Leibniz algebroid attached to $`M`$ is just the triple $`(\mathrm{\Lambda }^{n1}(T^{}M),[[,]],`$ $`\mathrm{\#}_{n1})`$, where $`[[,]]:\mathrm{\Omega }^{n1}(M)\times \mathrm{\Omega }^{n1}(M)\mathrm{\Omega }^{n1}(M)`$ is the bracket of $`(n1)`$-forms defined by
$$[[\alpha ,\beta ]]=_{\mathrm{\#}_{n1}(\alpha )}\beta +(1)^n\mathrm{\#}_n(d\alpha )\beta ,$$
(2.7)
for all $`\alpha ,\beta \mathrm{\Omega }^{n1}(M).`$ In particular we have that
$$\mathrm{\#}_{n1}([[\alpha ,\beta ]])=[\mathrm{\#}_{n1}(\alpha ),\mathrm{\#}_{n1}(\beta )],$$
(2.8)
for all $`\alpha ,\beta \mathrm{\Omega }^{n1}(M).`$
Moreover, in it was proved that the only non-null Nambu-Poisson structures of order greater than two on an oriented manifold $`M`$ of dimension $`m`$ such that its Leibniz algebroid is a Lie algebroid are those defined by non-null $`m`$-vectors.
Let $`(E,[[,]],\varrho )`$ be a Leibniz algebroid over a manifold $`M.`$ For every $`k\text{}`$, we consider the vector space
$$C^k(\mathrm{\Gamma }(E);C^{\mathrm{}}(M,\text{}))=\{c^k:\mathrm{\Gamma }(E)\times \mathrm{}^{(k}\mathrm{}\times \mathrm{\Gamma }(E)C^{\mathrm{}}(M,\text{})/c^k\text{ is }k\text{-linear}\}$$
and the operator $`:C^k(\mathrm{\Gamma }(E);C^{\mathrm{}}(M,\text{}))C^{k+1}(\mathrm{\Gamma }(E);C^{\mathrm{}}(M,\text{}))`$ defined by
$$\begin{array}{ccc}\hfill c^k(s_0,\mathrm{},s_k)& =& \underset{i=0}{\overset{k}{}}(1)^i\varrho (s_i)(c^k(s_0,\mathrm{},\widehat{s_i},\mathrm{},s_k))\hfill \\ & & +\underset{0i<jk}{}(1)^{i1}c^k(s_0,\mathrm{},\widehat{s_i},\mathrm{},s_{j1},[[s_i,s_j]],s_{j+1},\mathrm{},s_k),\hfill \end{array}$$
for $`c^kC^k(\mathrm{\Gamma }(E);C^{\mathrm{}}(M,\text{}))`$ and $`s_0,\mathrm{},s_k\mathrm{\Gamma }(E).`$
Then, it follows that $`^2=0.`$ The resultant cohomology is called the Leibniz algebroid cohomology of $`E.`$ This cohomology also can be described as the one defined by the representation
$$\mathrm{\Gamma }(E)\times C^{\mathrm{}}(M,\text{})C^{\mathrm{}}(M,\text{}),(s,f)\varrho (s)(f).$$
The definition of the cohomology of a Leibniz algebra relative to a representation can found in .
Note that if $`c^kC^k(\mathrm{\Gamma }(E);C^{\mathrm{}}(M,\text{}))`$ is skew-symmetric (respectively, $`C^{\mathrm{}}(M,\text{})`$-linear) then, in general, $`c^k`$ is not skew-symmetric (respectively, $`C^{\mathrm{}}(M,\text{})`$-linear) (for more details, see ).
Nevertheless, if $`(E,[[,]],\varrho )`$ is a Lie algebroid and $`c^kC^k(\mathrm{\Gamma }(E);C^{\mathrm{}}(M,\text{}))`$ is skew-symmetric and $`C^{\mathrm{}}(M,\text{})`$-linear then $`c^k`$ is also skew-symmetric and $`C^{\mathrm{}}(M,\text{})`$-linear. Thus, in this case, we can consider the subcomplex of $`(C^{}(\mathrm{\Gamma }(E);`$ $`C^{\mathrm{}}(M,\text{})),^{})`$ that consists of the skew-symmetric $`C^{\mathrm{}}(M,\text{})`$-linear cochains. The cohomology of this subcomplex is just the Lie algebroid cohomology of $`E`$ (see ).
###### Remark 2.6
Let $`(M,\mathrm{\Lambda })`$ be a Nambu-Poisson manifold of order $`n,`$ with $`n3,`$ and $`(\mathrm{\Lambda }^{n1}(T^{}M),[[,]],\mathrm{\#}_{n1})`$ the corresponding Leibniz algebroid. Now, the Leibniz algebroid cohomology operator is given by
$$\begin{array}{ccc}\hfill c^k(\alpha _0,\mathrm{},\alpha _k)& =& \underset{i=0}{\overset{k}{}}(1)^i\mathrm{\#}_{n1}(\alpha _i)(c^k(\alpha _0,\mathrm{},\widehat{\alpha _i},\mathrm{},\alpha _k))\hfill \\ & & +\underset{0i<jk}{}(1)^{i1}c^k(\alpha _0,\mathrm{},\widehat{\alpha _i},\mathrm{},\alpha _{j1},[[\alpha _i,\alpha _j]],\alpha _{j+1},\mathrm{},\alpha _k),\hfill \end{array}$$
(2.9)
for all $`c^kC^k(\mathrm{\Omega }^{n1}(M);C^{\mathrm{}}(M,\text{}))`$ and $`\alpha _0,\mathrm{},\alpha _k\mathrm{\Omega }^{n1}(M).`$
## 3 A Lie algebra associated with a Nambu-Poisson manifold
If $`(g,[,])`$ is a Leibniz algebra, we define its center, $`Z(g),`$ as the kernel of the adjoint representation
$$ad:g\text{ End }(g),x[x,].$$
It is easy to prove that $`g/Z(g)`$ endowed with the induced bracket is a Lie algebra (see ).
In the particular case of a Nambu-Poisson manifold $`(M,\mathrm{\Lambda })`$ of order $`n3`$, we have that the center of the Leibniz algebra $`(\mathrm{\Omega }^{n1}(M),[[,]])`$ is the space
$$Z(\mathrm{\Omega }^{n1}(M))=\{\alpha \mathrm{\Omega }^{n1}(M)/[[\alpha ,\beta ]]=0,\beta \mathrm{\Omega }^{n1}(M)\}$$
and that $`(\mathrm{\Omega }^{n1}(M)/Z(\mathrm{\Omega }^{n1}(M)),[[,]]^\stackrel{~}{})`$ is a Lie algebra, where
$$[[,]]^\stackrel{~}{}:\mathrm{\Omega }^{n1}(M)/Z(\mathrm{\Omega }^{n1}(M))\times \mathrm{\Omega }^{n1}(M)/Z(\mathrm{\Omega }^{n1}(M))\mathrm{\Omega }^{n1}(M)/Z(\mathrm{\Omega }^{n1}(M))$$
is the bracket given by
$$[[[\alpha ],[\beta ]]]^\stackrel{~}{}=[[[\alpha ,\beta ]]],$$
(3.1)
for all $`[\alpha ],[\beta ]\mathrm{\Omega }^{n1}(M)/Z(\mathrm{\Omega }^{n1}(M)).`$
The next result gives an explicit description of the center of $`(\mathrm{\Omega }^{n1}(M),[[,]]).`$
###### Proposition 3.1
Let $`(M,\mathrm{\Lambda })`$ be an $`m`$-dimensional Nambu-Poisson manifold of order $`n,`$ with $`n3`$. Then, the center of the algebra $`(\mathrm{\Omega }^{n1}(M),[[,]])`$ is the $`C^{\mathrm{}}(M,\text{})`$-module
$$\mathrm{ker}\mathrm{\#}_{n1}=\{\alpha \mathrm{\Omega }^{n1}(M)/\mathrm{\#}_{n1}(\alpha )=0\}.$$
Proof: If $`\alpha `$ is an $`(n1)`$-form on $`M`$ such that $`\mathrm{\#}_{n1}(\alpha )=0`$ then, from (2.7), it follows that
$$[[\alpha ,\beta ]]=(1)^n\mathrm{\#}_n(d\alpha )\beta ,$$
(3.2)
for all $`\beta \mathrm{\Omega }^{n1}(M).`$
On the other hand, using a result proved in (see relation $`(3.3)`$ in ), we have that
$$0=_{\mathrm{\#}_{n1}(\alpha )}\mathrm{\Lambda }=(1)^n\mathrm{\#}_n(d\alpha )\mathrm{\Lambda }.$$
Thus, we deduce that $`\mathrm{\#}_n(d\alpha )=0.`$ Consequently, $`[[\alpha ,\beta ]]=0`$ (see (3.2)).
Conversely, suppose that $`\alpha `$ is an $`(n1)`$-form on $`M`$ such that
$$[[\alpha ,\beta ]]=0,\text{ for all}\beta \mathrm{\Omega }^{n1}(M).$$
(3.3)
In order to prove that $`\mathrm{\#}_{n1}(\alpha )(x)=0,`$ for all $`xM`$, we distinguish two cases:
$`(i)`$ If $`\mathrm{\Lambda }(x)=0,`$ it is obvious that $`\mathrm{\#}_{n1}(\alpha )(x)=0.`$
$`(ii)`$ If $`\mathrm{\Lambda }(x)0`$ then, using Theorem 2.3, we have that there exist local coordinates $`(x^1,\mathrm{},x^n,x^{n+1},\mathrm{},x^m)`$ in a connected open neighborhood $`U`$ of $`x`$ such that
$$\mathrm{\Lambda }=\frac{}{x^1}\mathrm{}\frac{}{x^n}.$$
(3.4)
Now, the $`(n1)`$-form $`\alpha `$ on $`U`$ can be written as follows
$$\alpha =\underset{i=1}{\overset{n}{}}(1)^{ni}\alpha _idx^1\mathrm{}\widehat{dx^i}\mathrm{}dx^n+\alpha ^{},$$
(3.5)
where $`\alpha _iC^{\mathrm{}}(U,\text{})`$ and $`\alpha ^{}`$ is an $`(n1)`$-form on $`U`$ satisfying the condition $`\mathrm{\#}_{n1}(\alpha ^{})=0.`$
Note that on $`U`$
$$\mathrm{\#}_{n1}(\alpha )=\underset{i=1}{\overset{n}{}}\alpha _i\frac{}{x^i}.$$
(3.6)
On the other hand, from (2.8), (3.3), (3.4) and (3.6), we obtain that, for all $`j\{1,\mathrm{},n\}`$,
$$0=\mathrm{\#}_{n1}([[\alpha ,(1)^{nj}dx^1\mathrm{}\widehat{dx^j}\mathrm{}dx^n]])=[\mathrm{\#}_{n1}(\alpha ),\frac{}{x^j}]=\underset{i=1}{\overset{n}{}}\frac{\alpha _i}{x^j}\frac{}{x^i}.$$
Consequently,
$$\frac{\alpha _i}{x^j}=0,\text{for all }i,j\{1,\mathrm{},n\}.$$
(3.7)
This implies that (see (3.4) and (3.5)) on $`U`$, we have
$$\mathrm{\#}_n(d\alpha )=0.$$
(3.8)
Moreover, we shall see that $`d\alpha _i=0,`$ for all $`i\{1,\mathrm{},n\}`$. Indeed, consider the $`(n1)`$-forms $`\beta =dx^1\mathrm{}\widehat{dx^j}\mathrm{}dx^n,`$ for all $`j`$. Since $`[[\alpha ,\beta ]]=0,`$ using (3.6) and (3.8), we obtain
$$0=[[\alpha ,\beta ]]=_{\mathrm{\#}_{n1}(\alpha )}\beta =\underset{i=1}{\overset{n}{}}d\alpha _ii(\frac{}{x^i})(dx^1\mathrm{}\widehat{dx^j}\mathrm{}dx^n).$$
Thus, $`{\displaystyle \frac{\alpha _i}{x^k}}=0`$ for all $`k\{n+1,\mathrm{},m\}`$ and for all $`i\{1,\mathrm{},n\}.`$ This fact and (3.7) imply that $`d\alpha _i=0,`$ that is, $`\alpha _i`$ is a real constant, for all $`i\{1,\mathrm{},n\}.`$
Next, we will prove that $`\alpha _i=0`$ for all $`i\{1,\mathrm{},n\}`$. We consider the $`(n1)`$-form $`\beta ^{}`$ on $`U`$ given by
$$\beta ^{}=x^jdx^1\mathrm{}\widehat{dx^j}\mathrm{}dx^n.$$
Using (2.7), (3.6), (3.8) and the fact that $`\alpha _i`$ is constant, we have that
$$0=[[\alpha ,\beta ^{}]]=\alpha _jdx^1\mathrm{}\widehat{dx^j}\mathrm{}dx^n.$$
Therefore,
$$\alpha _j=0,\text{for all }j\{1,\mathrm{},n\}.$$
Finally, from (3.6) we conclude that $`\mathrm{\#}_{n1}(\alpha )=0`$ on $`U.`$ In particular,
$$\mathrm{\#}_{n1}(\alpha )(x)=0.$$
$`\mathrm{}`$
Hence, if $`(M,\mathrm{\Lambda })`$ is an $`m`$-dimensional Nambu-Poisson manifold of order $`n`$, the quotient space
$$\mathrm{\Omega }^{n1}(M)/Z(\mathrm{\Omega }^{n1}(M))=\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1}$$
is a $`C^{\mathrm{}}(M,\text{})`$-module endowed with a skew-symmetric bracket $`[[,]]^\stackrel{~}{}`$ given by (3.1) which satisfies the Jacobi identity and the following property:
$$[[[\alpha ],f[\beta ]]]^\stackrel{~}{}=f[[[\alpha ],[\beta ]]]^\stackrel{~}{}+\mathrm{\#}_{n1}(\alpha )(f)[\beta ]$$
(3.9)
for all $`[\alpha ],[\beta ]\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1}`$ and $`fC^{\mathrm{}}(M,\text{}).`$
Furthermore, using (2.8) we obtain that the mapping $`\stackrel{~}{\mathrm{\#}_{n1}}:\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1}X(M)`$ defined by
$$\stackrel{~}{\mathrm{\#}_{n1}}([\alpha ])=\mathrm{\#}_{n1}(\alpha )$$
(3.10)
induces a homomorphism of Lie algebras between $`(\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1},[[,]]^\stackrel{~}{})`$ and $`(X(M),`$ $`[,]).`$
###### Remark 3.2
Let $`(M,\mathrm{\Lambda })`$ be a regular Nambu-Poisson manifold of order $`n,`$ with $`n3.`$
$`(i)`$ Using the above facts and Remark 2.4, we deduce that the triple
$$(\frac{\mathrm{\Lambda }^{n1}(T^{}M)}{\mathrm{ker}\mathrm{\#}_{n1}},[[,]]^\stackrel{~}{},\stackrel{~}{\mathrm{\#}_{n1}})$$
is a Lie algebroid over $`M.`$
$`(ii)`$ If $``$ is a foliation on a manifold $`N`$ and $`F=_{xN}(x)N`$ is the corresponding vector subbundle of $`TN`$ then the triple $`(F,[,],i)`$ is a Lie algebroid over $`N,`$ where $`[,]`$ is the usual Lie bracket of vector fields and $`i:FTN`$ is the inclusion.
$`(iii)`$ If $`๐`$ is the characteristic foliation of $`M,`$ then the Lie algebroids $`(_{xM}๐(x)=\mathrm{\#}_{n1}(\mathrm{\Lambda }^{n1}(T^{}M)),[,],i)`$, $`({\displaystyle \frac{\mathrm{\Lambda }^{n1}(T^{}M)}{\mathrm{ker}\mathrm{\#}_{n1}}},[[,]]^\stackrel{~}{},\stackrel{~}{\mathrm{\#}_{n1}})`$ are isomorphic (see Remark 2.4).
## 4 The Nambu-Poisson cohomology and the foliated cohomology
Let $`(M,\mathrm{\Lambda })`$ be a Nambu-Poisson manifold of order $`n,n3.`$ According to the precedent section, the quotient space $`{\displaystyle \frac{\mathrm{\Omega }^{n1}(M)}{\mathrm{ker}\mathrm{\#}_{n1}}}`$ endowed with the bracket $`[[,]]^\stackrel{~}{}`$ given by (3.1) is a Lie algebra.
Moreover, using (2.8), we deduce that $`C^{\mathrm{}}(M,\text{})`$ is a $`(\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1})`$-module relative to the representation:
$$\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1}\times C^{\mathrm{}}(M,\text{})C^{\mathrm{}}(M,\text{}),([\alpha ],f)[\alpha ]f=(\mathrm{\#}_{n1}(\alpha ))(f).$$
Thus, one can consider the skew-symmetric cohomology complex
$$\left(C^{}(\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1};C^{\mathrm{}}(M,\text{}))=\underset{k}{}C^k(\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1};C^{\mathrm{}}(M,\text{})),\stackrel{~}{}\right),$$
where the space of the $`k`$-cochains $`C^k(\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1};C^{\mathrm{}}(M,\text{}))`$ consists of skew-symmetric $`C^{\mathrm{}}(M,\text{})`$-linear mappings
$$c^k:(\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1})\times \mathrm{}^{(k}\mathrm{}\times (\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1})C^{\mathrm{}}(M,\text{})$$
and the cohomology operator $`\stackrel{~}{}`$ is given by
$$\begin{array}{ccc}\hfill \stackrel{~}{}c^k([\alpha _0],\mathrm{},[\alpha _k])& =& \underset{i=0}{\overset{k}{}}(1)^i(\mathrm{\#}_{n1}(\alpha _i))(c^k([\alpha _0],\mathrm{},\widehat{[\alpha _i]},\mathrm{},[\alpha _k]))\hfill \\ & & +\underset{0i<jk}{}(1)^{i1}c^k([\alpha _0],\mathrm{},\widehat{[\alpha _i]},\mathrm{},[\alpha _{j1}],[[[\alpha _i,\alpha _j]]],[\alpha _{j+1}],\mathrm{},[\alpha _k]),\hfill \end{array}$$
(4.1)
for all $`c^kC^k(\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1};C^{\mathrm{}}(M,\text{})),`$ and $`[\alpha _0],\mathrm{},[\alpha _k]{\displaystyle \frac{\mathrm{\Omega }^{n1}(M)}{\mathrm{ker}\mathrm{\#}_{n1}}}.`$
The cohomology of this complex is called the Nambu-Poisson cohomology and denoted by $`H_{NP}^{}(M).`$
###### Remark 4.1
Let $`(M,\mathrm{\Lambda })`$ be a Nambu-Poisson manifold of order $`n,`$ $`n3.`$ Consider $`(C^{}(\mathrm{\Omega }^{n1}(M);`$ $`C^{\mathrm{}}(M,\text{})),)`$ the cohomology complex associated with the Leibniz algebroid $`(\mathrm{\Lambda }^{n1}(T^{}M),`$ $`[[,]],\mathrm{\#}_{n1}).`$ The natural projection $`p:\mathrm{\Omega }^{n1}(M){\displaystyle \frac{\mathrm{\Omega }^{n1}(M)}{\mathrm{ker}\mathrm{\#}_{n1}}}`$ allows us to define the homomorphisms of $`C^{\mathrm{}}(M,\text{})`$-modules
$$p^k:C^k(\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1};C^{\mathrm{}}(M,\text{}))C^k(\mathrm{\Omega }^{n1}(M);C^{\mathrm{}}(M,\text{})),c^kp^k(c^k),$$
$`p^k(c^k):\mathrm{\Omega }^{n1}(M)\times \mathrm{}^{(k}\mathrm{}\times \mathrm{\Omega }^{n1}(M)C^{\mathrm{}}(M,\text{})`$ being the mapping given by
$$p^k(c^k)(\alpha _1,\mathrm{},\alpha _k)=c^k([\alpha _1],\mathrm{},[\alpha _k]).$$
A direct computation, using (2.9) and (4.1), proves that these homomorphisms induce a homomorphism between the complexes $`(C^{}(\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1};`$ $`C^{\mathrm{}}(M;\text{})),\stackrel{~}{})`$ and $`(C^{}(\mathrm{\Omega }^{n1}(M);C^{\mathrm{}}(M,\text{})),)`$. Therefore, we have the corresponding homomorphism in cohomology
$$p^{}:H_{NP}^{}(M)H^{}(\mathrm{\Omega }^{n1}(M);C^{\mathrm{}}(M,\text{})).$$
Moreover, since the space of $`0`$-cochains in both complexes is $`C^{\mathrm{}}(M,\text{})`$, then
$$p^1:H_{NP}^1(M)H^1(\mathrm{\Omega }^{n1}(M);C^{\mathrm{}}(M,\text{}))$$
is a monomorphism.
Now, using the isomorphism of $`C^{\mathrm{}}(M,\text{})`$-modules
$$\overline{\mathrm{\#}_{n1}}:\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1}\mathrm{\#}_{n1}(\mathrm{\Omega }^{n1}(M)),\overline{\mathrm{\#}_{n1}}([\alpha ])=\mathrm{\#}_{n1}(\alpha ),$$
(4.2)
we will relate the Nambu-Poisson cohomology with the foliated cohomology of $`(M,๐)`$, where $`๐`$ is the characteristic foliation of $`M`$.
The foliated cohomology of $`(M,๐)`$ is defined as follows. We consider the space $`\mathrm{\Omega }^k(M,๐)`$ of the $`k`$-forms $`\alpha `$ on $`M`$ such that
$$\alpha (X_1,\mathrm{},X_k)=0,\text{ for all }X_1,\mathrm{},X_k\mathrm{\#}_{n1}(\mathrm{\Omega }^{n1}(M)).$$
ยฟFrom (2.8), it follows that if $`\alpha \mathrm{\Omega }^k(M,๐)`$ then $`d\alpha \mathrm{\Omega }^{k+1}(M,๐).`$ Now, denote by $`\mathrm{\Omega }^k(๐)`$ the $`C^{\mathrm{}}(M,\text{})`$-module $`{\displaystyle \frac{\mathrm{\Omega }^k(M)}{\mathrm{\Omega }^k(M,๐)}}.`$ Then, the exterior differential induces a cohomology operator $`\stackrel{~}{d}:\mathrm{\Omega }^k(๐)\mathrm{\Omega }^{k+1}(๐)`$
$$\stackrel{~}{d}([\alpha ])=[d\alpha ],\text{for }[\alpha ]\mathrm{\Omega }^k(๐).$$
(4.3)
The resultant cohomology $`H^{}(๐)`$ is called the foliated cohomology of $`(M,๐)`$ and the operator $`\stackrel{~}{d}`$ is called the foliated differential of $`(M,๐)`$. Note that if $`M`$ is a regular Nambu-Poisson manifold, $`H^{}(๐)`$ is just the usual foliated cohomology of $`(M,๐)`$ (see ).
On the other hand, we have
###### Proposition 4.2
Let $`(M,\mathrm{\Lambda })`$ be a Nambu-Poisson manifold of order $`n`$, with $`n3.`$ Then,
$$\mathrm{\Omega }^k(M,๐)=\mathrm{ker}\mathrm{\#}_k,$$
for all $`k\{0,\mathrm{},n\}.`$ Thus,
$$\mathrm{\#}_{k+1}(d\alpha )=0,$$
for all $`\alpha \mathrm{ker}\mathrm{\#}_k.`$
Proof: Suppose that $`\alpha \mathrm{\Omega }^k(M,๐)`$. We will prove that $`\mathrm{\#}_k(\alpha )(x)=0,`$ for all $`xM.`$
We distinguish two cases:
$`(i)`$ If $`\mathrm{\Lambda }(x)=0,`$ it is clear that $`\mathrm{\#}_k(\alpha )(x)=0.`$
$`(ii)`$ If $`\mathrm{\Lambda }(x)0`$ then, using Theorem 2.3, we deduce that there exist local coordinates $`(x^1,\mathrm{},x^n,x^{n+1},\mathrm{},x^m)`$ in an open neighborhood $`U`$ of $`x`$ such that
$$\mathrm{\Lambda }=\frac{}{x^1}\mathrm{}\frac{}{x^n}.$$
Now, we consider an $`(n1)`$-form $`\beta _i`$ on $`M`$ satisfying
$$\mathrm{\#}_{n1}(\beta _i)(x)=\frac{}{x^i}_{|x},$$
for all $`i\{1,\mathrm{},n\}.`$ Since $`\alpha \mathrm{\Omega }^k(M,๐)`$, it follows that
$$\alpha (\mathrm{\#}_{n1}(\beta _{i_1}),\mathrm{},\mathrm{\#}_{n1}(\beta _{i_k}))=0,$$
for all $`1i_1<\mathrm{}<i_kn.`$ Thus,
$$\alpha _x(\frac{}{x^{i_1}}_{|x},\mathrm{},\frac{}{x^{i_k}}_{|x})=0.$$
This implies that $`\mathrm{\#}_k(\alpha )(x)=0.`$ Therefore, $`\mathrm{\Omega }^k(M,๐)\mathrm{ker}\mathrm{\#}_k.`$
The proof of the inclusion $`\mathrm{ker}\mathrm{\#}_k\mathrm{\Omega }^k(M,๐)`$ is similar, using again Theorem 2.3.
$`\mathrm{}`$
In order to relate the Nambu-Poisson cohomology of a Nambu-Poisson manifold $`(M,\mathrm{\Lambda })`$ of order $`n`$, $`n3,`$ with the foliated cohomology of $`(M,๐),`$ we introduce the monomorphisms of $`C^{\mathrm{}}(M,\text{})`$-modules
$$\stackrel{~}{i}^k:\mathrm{\Omega }^k(๐)C^k(\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1};C^{\mathrm{}}(M,\text{})),[\alpha ]\stackrel{~}{i}^k([\alpha ])=\psi _\alpha ,$$
(4.4)
where $`\psi _\alpha :\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1}\times \mathrm{}^{(k}\mathrm{}\times \mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1}C^{\mathrm{}}(M,\text{})`$ is the mapping given by
$$\psi _\alpha ([\alpha _1],\mathrm{},[\alpha _k])=\alpha (\overline{\mathrm{\#}_{n1}}([\alpha _1]),\mathrm{},\overline{\mathrm{\#}_{n1}}([\alpha _k])).$$
(4.5)
A direct computation, using (2.8), (4.1), (4.3), (4.4) and (4.5), proves that
$$\stackrel{~}{i}^{k+1}\stackrel{~}{d}=\stackrel{~}{}\stackrel{~}{i}^k.$$
Hence, the mappings $`\stackrel{~}{i}^k`$ induce a monomorphism between the complexes $`(\mathrm{\Omega }^{}(๐),\stackrel{~}{d})`$ and $`(C^{}(\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1};C^{\mathrm{}}(M,\text{})),\stackrel{~}{}).`$
We will denote by
$$\stackrel{~}{i^k}:H^k(๐)H_{NP}^k(M)$$
the corresponding homomorphism in cohomology.
###### Remark 4.3
Let $`(M,\mathrm{\Lambda })`$ be a regular Nambu-Poisson manifold of order $`n`$, with $`n3.`$
$`(i)`$ The triple $`({\displaystyle \frac{\mathrm{\Lambda }^{n1}(T^{}M)}{\mathrm{ker}\mathrm{\#}_{n1}}},[[,]]^\stackrel{~}{},\stackrel{~}{\mathrm{\#}_{n1}})`$ is a Lie algebroid over $`M`$ (see Remark 3.2) and the Lie algebroid cohomology is just the Nambu-Poisson cohomology.
$`(ii)`$ Let $``$ be a foliation on a manifold $`N`$ and $`F=_{nN}(x)N`$ the corresponding vector subbundle of $`TN`$. Then, the mapping
$$\pi ^k:\mathrm{\Omega }^k()=\frac{\mathrm{\Omega }^k(N)}{\mathrm{\Omega }^k(N,)}C^k(\mathrm{\Gamma }(F);C^{\mathrm{}}(N,\text{}))$$
defined by
$$\pi ^k[\alpha ](X_1,\mathrm{},X_k)=\alpha (X_1,\mathrm{},X_k),$$
for all $`[\alpha ]\mathrm{\Omega }^k(F)`$ and $`X_1,\mathrm{},X_k\mathrm{\Gamma }(F)`$ is an isomorphism of $`C^{\mathrm{}}(N,\text{})`$-modules. This isomorphism induces an isomorphism between the foliated cohomology of $`(N,)`$ and the Lie algebroid cohomology of $`(F,[,],i)`$, $`i:FTN`$ being the natural inclusion.
Using Remarks 2.4 and 4.3, we deduce the following result
###### Theorem 4.4
Let $`(M,\mathrm{\Lambda })`$ be a regular Nambu-Poisson manifold of order $`n`$, with $`n3.`$ Then, the homomorphisms of $`C^{\mathrm{}}(M,\text{})`$-modules
$$\stackrel{~}{i}^k:\mathrm{\Omega }^k(๐)C^k(\frac{\mathrm{\Omega }^{n1}(M)}{\mathrm{ker}\mathrm{\#}_{n1}};C^{\mathrm{}}(M,\text{}))$$
induce an isomorphism of complexes $`\stackrel{~}{i}^{}:(\mathrm{\Omega }^{}(๐),\stackrel{~}{d})(C^{}({\displaystyle \frac{\mathrm{\Omega }^{n1}(M)}{\mathrm{ker}\mathrm{\#}_{n1}}};C^{\mathrm{}}(M,\text{})),\stackrel{~}{}).`$ Thus, the Nambu-Poisson cohomology of $`M`$ is isomorphic to the foliated cohomology of $`(M,๐)`$, that is,
$$H^k(๐)H_{NP}^k(M),\text{ for all }k.$$
## 5 A homology associated with an oriented Nambu-Poisson manifold
Let $`M`$ be an $`m`$-dimensional oriented manifold and $`\nu `$ be a volume form on $`M.`$ Denote by $`\mathrm{}_\nu :๐ฑ^k(M)\mathrm{\Omega }^{mk}(M)`$ the isomorphism of $`C^{\mathrm{}}(M,\text{})`$-modules given by
$$\mathrm{}_\nu (P)=i(P)\nu ,$$
(5.1)
for all $`P๐ฑ^k(M).`$
Using this isomorphism and the exterior differential $`d`$ we can define a homology operator $`\delta _\nu `$ as follows
$$\delta _\nu =\mathrm{}_\nu ^1d\mathrm{}_\nu :๐ฑ^k(M)๐ฑ^{k1}(M).$$
(5.2)
Note that
$$\delta _\nu (X)=\text{div}_\nu X,$$
(5.3)
for $`XX(M),`$ where $`\text{div}_\nu X`$ is the divergence of the vector field $`X`$ with respect to $`\nu `$, that is, the $`C^{\mathrm{}}`$-real valued function on $`M`$ which satisfies
$$_X\nu =(\text{div}_\nu X)\nu .$$
(5.4)
The homology associated with the complex $`(๐ฑ^{}(M),\delta _\nu )`$ is denoted by $`H_{}^\nu (M)`$ and it is dual of the de Rham cohomology of $`M`$, that is,
$$H_k^\nu (M)H_{dR}^{mk}(M),$$
where $`H_{dR}^{}(M)`$ is the de Rham cohomology of $`M.`$ Therefore, $`H_{}^\nu (M)`$ does not depend of the chosen volume form.
In order to obtain an explicit expression of the operator $`\delta _\nu `$, we will prove the following lemma which will be useful in the sequel.
###### Lemma 5.1
Let $`M`$ be an $`m`$-dimensional oriented manifold and $`\nu `$ be a volume form on $`M.`$ Then, for all $`P๐ฑ^k(M)`$ and $`XX(M),`$ we have
$$_X\mathrm{}_\nu (P)=\mathrm{}_\nu (_XP)+(div_\nu X)\mathrm{}_\nu (P).$$
(5.5)
Proof: If $`k=0`$ or $`k=1`$, relation (5.5) follows using (5.1), (5.4) and the properties of the Lie derivative operator.
Proceeding by induction on $`k`$, we deduce that (5.5) holds for a decomposable $`k`$-vector. This ends the proof. $`\mathrm{}`$
Now, using this result we prove the following
###### Proposition 5.2
Let $`M`$ be an $`m`$-dimensional oriented manifold and $`\nu `$ be a volume form on $`M.`$ Then
$$i(\alpha )\delta _\nu (P)=div_\nu (i(\alpha )(P))+(1)^ki(d\alpha )P,$$
(5.6)
for all $`P๐ฑ^k(M)`$ and $`\alpha \mathrm{\Omega }^{k1}(M).`$
Proof: We will proceed by induction on $`k`$.
If $`k=1,`$ (5.6) is an immediate consequence of (5.3) and (5.4) .
Next, we will assume that (5.6) is true for $`P๐ฑ^{k1}(M)`$ and $`\alpha \mathrm{\Omega }^{k2}(M)`$ and we will prove that (5.6) also holds for a decomposable $`k`$-vector $`P`$,
$$P=X_1\mathrm{}X_k,$$
with $`X_1,\mathrm{},X_kX(M).`$ From (5.2),
$$\begin{array}{ccc}\hfill d(\mathrm{}_\nu (P))=d(i(X_k)(\mathrm{}_\nu (X_1\mathrm{}X_{k1})))& =& _{X_k}\mathrm{}_\nu (X_1\mathrm{}X_{k1})\hfill \\ & & i(X_k)\mathrm{}_\nu (\delta _\nu (X_1\mathrm{}X_{k1})).\hfill \end{array}$$
(5.7)
Now, using the induction hypothesis, we have
$$\begin{array}{ccc}\hfill i(\beta )(\delta _\nu (X_1\mathrm{}X_{k1}))& =& \underset{j=1}{\overset{k1}{}}(1)^{j+k1}div_\nu (\beta (X_1,\mathrm{},\widehat{X_j},\mathrm{},X_{k1})X_j)\hfill \\ & & +(1)^{k1}d\beta (X_1,\mathrm{},X_{k1}),\hfill \end{array}$$
(5.8)
for all $`\beta \mathrm{\Omega }^{k2}(M).`$ Thus, one deduces that
$$\begin{array}{ccc}\hfill (1)^{k1}\delta _\nu (X_1\mathrm{}X_{k1})& =& \underset{j=1}{\overset{k1}{}}(1)^j(div_\nu (X_j))X_1\mathrm{}\widehat{X_j}\mathrm{}X_{k1}\hfill \\ & & +\underset{1i<jk1}{}(1)^{i+j}[X_i,X_j]X_1\mathrm{}\widehat{X_i}\mathrm{}\widehat{X_j}\mathrm{}X_{k1}.\hfill \end{array}$$
(5.9)
Substituting (5.9) into (5.7) and using Lemma 5.1, we obtain that
$$\begin{array}{ccc}\hfill (1)^kd(\mathrm{}_\nu (P))& =& \mathrm{}_\nu (\underset{i=1}{\overset{k}{}}(1)^i(div_\nu X_i)X_1\mathrm{}\widehat{X_i}\mathrm{}X_k\hfill \\ & & +\underset{1i<jk}{}(1)^{i+j}[X_i,X_j]X_1\mathrm{}\widehat{X_i}\mathrm{}\widehat{X_j}\mathrm{}X_k).\hfill \end{array}$$
Consequently,
$$\begin{array}{ccc}\hfill (1)^k\delta _\nu (P)& =& \underset{i=1}{\overset{k}{}}(1)^i(div_\nu (X_i))X_1\mathrm{}\widehat{X_i}\mathrm{}X_k\hfill \\ & & +\underset{1i<jk}{\overset{k}{}}(1)^{i+j}[X_i,X_j]X_1\mathrm{}\widehat{X_i}\mathrm{}\widehat{X_j}\mathrm{}X_k.\hfill \end{array}$$
(5.10)
On the other hand, for all $`\alpha \mathrm{\Omega }^{k1}(M),`$ one has
$$\begin{array}{ccc}\hfill (1)^kdiv_\nu (i(\alpha )(P))+i(d\alpha )(P)& =& \underset{i=1}{\overset{k}{}}(1)^i\alpha (X_1,\mathrm{},\widehat{X_i},\mathrm{},X_k)div_\nu X_i\hfill \\ & & +\underset{1i<jk}{}(1)^{i+j}\alpha ([X_i,X_j],X_1,\mathrm{},\widehat{X_i},\mathrm{},\widehat{X_j},\mathrm{},X_k).\hfill \end{array}$$
(5.11)
Therefore, from (5.10) and (5.11), we conclude that (5.6) holds for $`P=X_1\mathrm{}X_k`$ and for all $`\alpha \mathrm{\Omega }^{k1}(M).`$ Finally, using this result, it is easy to prove that (5.6) holds for all $`P๐ฑ^k(M)`$ and for all $`\alpha \mathrm{\Omega }^{k1}(M).`$ $`\mathrm{}`$
In the following, we will describe an interesting subcomplex of the complex $`(๐ฑ^{}(M),\delta _\nu )`$ when $`M`$ is a Nambu-Poisson manifold.
Let $`(M,\mathrm{\Lambda })`$ be an $`m`$-dimensional Nambu-Poisson manifold of order $`n,`$ with $`n3.`$ For all $`k\{1,\mathrm{},n\},`$ we consider the subspace of $`๐ฑ^k(M)`$ given by
$$๐ฑ_t^k(M,\mathrm{\Lambda })=\{P๐ฑ^k(M)/i(\alpha )(P)=0,\text{ for all }\alpha \mathrm{\Omega }^1(M),\alpha \mathrm{ker}\mathrm{\#}_1\}.$$
We will assume that $`๐ฑ_t^0(M,\mathrm{\Lambda })=C^{\mathrm{}}(M,\text{}).`$
Note that if $`M`$ is a regular Nambu-Poisson manifold, $`๐ฑ_t^k(M,\mathrm{\Lambda })`$ is just the space of the $`k`$-vectors on $`M`$ which are tangent to the characteristic foliation (see Remark 2.4). Thus,
###### Lemma 5.3
Let $`M`$ be a regular Nambu-Poisson manifold of order $`n`$, with $`n3.`$ Then
$$๐ฑ_t^k(M,\mathrm{\Lambda })=\mathrm{\#}_{nk}(\mathrm{\Omega }^{nk}(M)),$$
(5.12)
for all $`k\{0,\mathrm{},n\}.`$
###### Remark 5.4
If $`M`$ is an arbitrary Nambu-Poisson manifold of order $`n`$, with $`n3`$, we have that
$$\mathrm{\#}_{nk}(\mathrm{\Omega }^{nk}(M))๐ฑ_t^k(M,\mathrm{\Lambda }),\text{ for all }k\{0,\mathrm{},n\}.$$
However, in general, (5.12) does not hold as shows the following simple example. Suppose that $`M`$ is an oriented manifold of dimension $`m3`$ and that $`\nu `$ is a volume form on $`M`$. Suppose also that $`f`$ is a $`C^{\mathrm{}}`$-real valued function on $`M`$ such that $`f^1(0)`$ is a finite subset of $`M`$, $`f^1(0)\mathrm{}.`$ Denote by $`\mathrm{\Lambda }_\nu `$ the regular Nambu-Poisson structure induced by the volume form $`\nu .`$ Then, the $`m`$-vector $`\mathrm{\Lambda }=f\mathrm{\Lambda }_\nu `$ defines a singular Nambu-Poisson structure of order $`m`$ on $`M.`$ Moreover, a direct computation proves that $`๐ฑ_t^k(M,\mathrm{\Lambda })=๐ฑ^k(M)`$ for all $`k\{0,\mathrm{},m\}.`$ On the other hand, it is clear that if $`P\mathrm{\#}_{mk}(\mathrm{\Omega }^{mk}(M))`$ and $`xf^1(0)`$ then $`P(x)=0.`$ Thus,
$$\mathrm{\#}_{nk}(\mathrm{\Omega }^{nk}(M))๐ฑ_t^k(M,\mathrm{\Lambda })=๐ฑ^k(M),$$
for all $`k\{0,\mathrm{},m\}.`$
Next, we will prove that if $`M`$ is an oriented Nambu-Poisson manifold of order $`n`$, with $`n3,`$ and $`\nu `$ is a volume form on $`M`$ then $`(๐ฑ_t^{}(M,\mathrm{\Lambda })={\displaystyle \underset{k=1,\mathrm{},n}{}}๐ฑ_t^k(M,\mathrm{\Lambda }))`$ is a subcomplex of the complex $`(๐ฑ^{}(M),\delta _\nu ).`$
###### Proposition 5.5
Let $`(M,\mathrm{\Lambda })`$ be an oriented Nambu-Poisson manifold of order $`n`$, with $`n3,`$ and $`\nu `$ be a volume form on $`M.`$ Then
$$\delta _\nu (๐ฑ_t^k(M,\mathrm{\Lambda }))๐ฑ_t^{k1}(M,\mathrm{\Lambda }),$$
for all $`k\{1,\mathrm{},n\}.`$
Proof: Let $`\alpha `$ be an $`1`$-form on $`M`$ such that $`\alpha \mathrm{ker}\mathrm{\#}_1.`$ If $`P๐ฑ_t^k(M,\mathrm{\Lambda })`$ then, from (5.6), we have
$$\begin{array}{ccc}\hfill i(\alpha )\delta _\nu (P)(\alpha _1,\mathrm{},\alpha _{k2})& =& div_\nu (i(\alpha \alpha _1\mathrm{}\alpha _{k2})(P))\hfill \\ & & +(1)^ki(d(\alpha \alpha _1\mathrm{}\alpha _{k2})(P)),\hfill \end{array}$$
(5.13)
for all $`\alpha _1,\mathrm{},\alpha _{k2}\mathrm{\Omega }^1(M).`$
Since $`\alpha \mathrm{ker}\mathrm{\#}_1`$ and $`P๐ฑ_t^k(M,\mathrm{\Lambda }),`$ we obtain that
$$\begin{array}{ccc}\hfill i(\alpha \alpha _1\mathrm{}\alpha _{k2})(P)& =& i(\alpha _1\mathrm{}\alpha _{k2})(i(\alpha )(P))=0,\hfill \\ \hfill i(d(\alpha \alpha _1\mathrm{}\alpha _{k2}))(P)& =& i(\alpha _1\mathrm{}\alpha _{k2})(i(d\alpha )(P))\hfill \\ & & i(d(\alpha _1\mathrm{}\alpha _{k2}))(i(\alpha )(P))\hfill \\ & =& i(\alpha _1\mathrm{}\alpha _{k2})(i(d\alpha )(P)).\hfill \end{array}$$
(5.14)
Next, we will see that $`i(d\alpha )(P)=0,`$ which proves that $`\delta _\nu (P)๐ฑ_t^{k1}(M,\mathrm{\Lambda })`$ (see (5.13) and (5.14)).
It is clear that the $`k`$-vector $`P`$ induces two skew-symmetric $`C^{\mathrm{}}(M,\text{})`$-linear mappings
$$\stackrel{~}{P}:\frac{\mathrm{\Omega }^1(M)}{\mathrm{ker}\mathrm{\#}_1}\times \mathrm{}^{(k}\mathrm{}\times \frac{\mathrm{\Omega }^1(M)}{\mathrm{ker}\mathrm{\#}_1}C^{\mathrm{}}(M,\text{}),$$
$$\overline{P}:\mathrm{\#}_1(\mathrm{\Omega }^1(M))\times \mathrm{}^{(k}\mathrm{}\times \mathrm{\#}_1(\mathrm{\Omega }^1(M))C^{\mathrm{}}(M,\text{})$$
in such a way that
$$P(\alpha _1,\mathrm{},\alpha _k)=\stackrel{~}{P}([\alpha _1],\mathrm{},[\alpha _k])=\overline{P}(\mathrm{\#}_1(\alpha _1),\mathrm{},\mathrm{\#}_1(\alpha _k)),$$
(5.15)
for all $`\alpha _1,\mathrm{},\alpha _k\mathrm{\Omega }^1(M).`$ Moreover, it is easy to prove that $`\overline{P}`$ is a local operator, that is, if $`U`$ is an open subset of $`M`$ and $`Q_1\mathrm{\#}_1(\mathrm{\Omega }^1(M))`$ is such that $`(Q_1)_{|U}0`$ then
$$\overline{P}(Q_1,Q_2,\mathrm{},Q_k)_{|U}0,$$
for all $`Q_2,\mathrm{},Q_k\mathrm{\#}_1(\mathrm{\Omega }^1(M)).`$
Now, denote by $`R`$ the set of the regular points of $`\mathrm{\Lambda }`$
$$R=\{xM/\mathrm{\Lambda }(x)0\}.$$
$`R`$ and its exterior, $`\text{ Ext}(R),`$ are open subsets of $`M`$. Furthermore, it is obvious that
$$\overline{P}(\mathrm{\#}_1(\alpha _1),\mathrm{},\mathrm{\#}_1(\alpha _k))_{|\text{Ext}(R)}0$$
for all $`\alpha _1,\mathrm{},\alpha _k\mathrm{\Omega }^1(M).`$ Thus, from (5.15), we deduce that
$$P(y)=0,\text{for all }y\text{Ext}(R).$$
This implies that
$$i(d\alpha )(P)_{|\text{ Ext}(R)}0.$$
(5.16)
On the other hand, the $`n`$-vector $`\mathrm{\Lambda }`$ induces a regular Nambu-Poisson structure of order $`n`$ on $`R.`$ Therefore, from Lemma 5.3, we obtain that there exists an $`(nk)`$-form $`\beta `$ on $`R`$ such that
$$\mathrm{\#}_{nk}(\beta (y))=P(y),\text{for all }yR.$$
Consequently, if $`yR`$
$$i(d\alpha (y))(P(y))=i(\beta (y))(\mathrm{\#}_2(d\alpha (y))),$$
and by Proposition 4.2, it follows that
$$i(d\alpha )(P)_{|R}0.$$
(5.17)
Finally, from (5.16), (5.17) and by continuity, we conclude that $`i(d\alpha )(P)=0.`$ $`\mathrm{}`$
Let $`(M,\mathrm{\Lambda })`$ be an oriented Nambu-Poisson manifold of order $`n`$, with $`n3,`$ and $`\nu `$ be a volume form on $`M.`$ Then, Proposition 5.5 allows us to introduce the homology complex
$$\mathrm{}๐ฑ_t^{k+1}(M,\mathrm{\Lambda })\stackrel{\delta _\nu }{}๐ฑ_t^k(M,\mathrm{\Lambda })\stackrel{\delta _\nu }{}๐ฑ_t^{k1}(M,\mathrm{\Lambda })\mathrm{}$$
This complex is called the canonical Nambu-Poisson complex of $`(M,\mathrm{\Lambda }).`$ The homology of this complex is denoted by $`H_{}^{canNP}(M)`$ and is called the canonical Nambu-Poisson homology of $`M.`$
###### Proposition 5.6
Let $`(M,\mathrm{\Lambda })`$ be an oriented Nambu-Poisson manifold of order $`n`$, with $`n3.`$ The canonical Nambu-Poisson homology does not depend on the chosen volume form.
Proof: If $`\nu `$ and $`\nu ^{}`$ are two volume forms on $`M`$ then there exists a $`C^{\mathrm{}}`$ real-valued function $`f`$ on $`M`$ such that $`f0`$ at every point and
$$\nu ^{}=f\nu .$$
(5.18)
We can suppose, without the loss of generality, that $`f>0.`$
Define the isomorphisms of $`C^{\mathrm{}}(M,\text{})`$-modules
$$\mathrm{\Psi }^k:๐ฑ_t^k(M,\mathrm{\Lambda })๐ฑ_t^k(M,\mathrm{\Lambda })P\frac{1}{f}P,$$
for all $`k\{0,\mathrm{},n\}.`$ A direct computation, using (5.1), (5.2) and (5.18), proves that
$$\delta _\nu ^{}\mathrm{\Psi }^k=\mathrm{\Psi }^{k1}\delta _\nu .$$
(5.19)
Hence, the mappings $`\mathrm{\Psi }^k`$ induce an isomorphism of complexes
$$\mathrm{\Psi }^{}:(๐ฑ_t^{}(M,\mathrm{\Lambda }),\delta _\nu )(๐ฑ_t^{}(M,\mathrm{\Lambda }),\delta _\nu ^{}).$$
$`\mathrm{}`$
## 6 Duality and the modular class of a Nambu-Poisson manifold
### 6.1 The modular class of a Nambu-Poisson manifold
Next, we will study when there exists a duality between the canonical Nambu-Poisson homology and the Nambu-Poisson cohomology of a Nambu-Poisson manifold $`(M,\mathrm{\Lambda }).`$ A fundamental tool in this study is the modular class of $`(M,\mathrm{\Lambda })`$ which was introduced in . We recall its definition.
Let $`(M,\mathrm{\Lambda })`$ be an oriented $`m`$-dimensional Nambu-Poisson manifold of order $`n`$, with $`n3,`$ and $`\nu `$ be a volume form on $`M.`$
Consider the mapping $`_\mathrm{\Lambda }^\nu :C^{\mathrm{}}(M,\text{})\times \mathrm{}^{(n1}\mathrm{}\times C^{\mathrm{}}(M,\text{})C^{\mathrm{}}(M,\text{})`$ defined by
$$_\mathrm{\Lambda }^\nu (f_1,\mathrm{},f_{n1})=div_\nu (X_{f_1\mathrm{}f_{n1}}),$$
(6.1)
for all $`f_1,\mathrm{},f_{n1}C^{\mathrm{}}(M,\text{}).`$ Then $`_\mathrm{\Lambda }^\nu `$ is a skew-symmetric $`(n1)`$-linear mapping and a derivation in each argument with respect to the usual product of functions. Thus, $`_\mathrm{\Lambda }^\nu `$ induces an $`(n1)`$-vector on $`M`$ which we also denote by $`_\mathrm{\Lambda }^\nu `$.
Moreover, the mapping
$$_\mathrm{\Lambda }^\nu :\mathrm{\Omega }^{n1}(M)C^{\mathrm{}}(M,\text{}),\alpha i(\alpha )_\mathrm{\Lambda }^\nu $$
(6.2)
defines a $`1`$-cocycle in the Leibniz cohomology complex associated with the Leibniz algebroid $`(\mathrm{\Lambda }^{n1}(T^{}M),[[,]],\mathrm{\#}_{n1})`$ and its cohomology class $`_\mathrm{\Lambda }=[_\mathrm{\Lambda }^\nu ]H^1(\mathrm{\Omega }^{n1}(M);`$ $`C^{\mathrm{}}(M,\text{}))`$ does not depend on the chosen volume form. This cohomology class is called the modular class of $`(M,\mathrm{\Lambda }).`$
The following result proves that the $`(n1)`$-vector $`_\mathrm{\Lambda }^\nu `$ defines also a $`1`$-cocycle in the Nambu-Poisson cohomology complex.
###### Proposition 6.1
Let $`(M,\mathrm{\Lambda })`$ be an oriented $`m`$-dimensional Nambu-Poisson manifold of order $`n`$, with $`n3,`$ and $`\nu `$ be a volume form on $`M.`$ Then, the mapping
$$\stackrel{~}{_\mathrm{\Lambda }^\nu }:\mathrm{\Omega }^{n1}(M)/\mathrm{ker}\mathrm{\#}_{n1}C^{\mathrm{}}(M,\text{}),[\alpha ]i(\alpha )_\mathrm{\Lambda }^\nu ,$$
(6.3)
defines a $`1`$-cocycle in the Nambu-Poisson cohomology complex of $`(M,\mathrm{\Lambda })`$. Moreover, the cohomology class $`\stackrel{~}{}_\mathrm{\Lambda }=[\stackrel{~}{}_\mathrm{\Lambda }^\nu ]H_{NP}^1(M)`$ does not depend on the chosen volume form.
Proof: Let $`\alpha `$ be an $`(n1)`$-form on $`M.`$ Then, using Proposition 5.2, we have
$$div_\nu (\mathrm{\#}_{n1}(\alpha ))=i(\alpha )\delta _\nu (\mathrm{\Lambda })+(1)^{n1}\mathrm{\#}_n(d\alpha ).$$
(6.4)
Now, from (2.4), (6.1) and Proposition 5.2, it follows that
$$_\mathrm{\Lambda }^\nu =\delta _\nu (\mathrm{\Lambda }).$$
(6.5)
Thus, using (6.4), (6.5) and Proposition 4.2, we deduce that the mapping $`\stackrel{~}{}_\mathrm{\Lambda }^\nu `$ is well-defined.
On the other hand, since $`_\mathrm{\Lambda }^\nu `$ defines a $`1`$-cocycle in the Leibniz cohomology complex associated with the Leibniz algebroid $`(\mathrm{\Lambda }^{n1}(T^{}M),[[,]],\mathrm{\#}_{n1})`$ then
$$i([[\alpha ,\beta ]])_\mathrm{\Lambda }^\nu =\mathrm{\#}_{n1}(\alpha )(i(\beta )_\mathrm{\Lambda }^\nu )\mathrm{\#}_{n1}(\beta )(i(\alpha )_\mathrm{\Lambda }^\nu ),$$
for all $`\alpha ,\beta \mathrm{\Omega }^{n1}(M).`$ Therefore, we conclude that (see (4.1)),
$$\stackrel{~}{}\stackrel{~}{}_\mathrm{\Lambda }^\nu ([\alpha ],[\beta ])=\mathrm{\#}_{n1}(\alpha )(i(\beta )_\mathrm{\Lambda }^\nu )\mathrm{\#}_{n1}(\beta )(i(\alpha )_\mathrm{\Lambda }^\nu )i([[\alpha ,\beta ]])_\mathrm{\Lambda }^\nu =0.$$
Finally, since the modular class of $`M`$ does not depend on the chosen volume form, we deduce that the same is true for the cohomology class $`\stackrel{~}{}_\mathrm{\Lambda }H_{NP}^1(M).`$ $`\mathrm{}`$
###### Remark 6.2
Let $`(M,\mathrm{\Lambda })`$ be an oriented Nambu-Poisson manifold of order $`n`$, with $`n3`$ and let $`p^{}:H_{NP}^{}(M)H^{}(\mathrm{\Omega }^{n1}(M);C^{\mathrm{}}(M,\text{}))`$ be the induced homomorphism between the Nambu-Poisson cohomology of $`M`$ and the Leibniz algebroid cohomology of $`(\mathrm{\Lambda }^{n1}(T^{}M),[[,]],\mathrm{\#}_{n1})`$ (see Remark 4.1). Then, a direct computation, using (6.2) and (6.3), proves that
$$p^1(\stackrel{~}{}_\mathrm{\Lambda })=_\mathrm{\Lambda }.$$
Thus, since $`p^1:H_{NP}^1(M)H^1(\mathrm{\Omega }^{n1}(M);C^{\mathrm{}}(M,\text{}))`$ is a monomorphism, it follows that the modular class of $`(M,\mathrm{\Lambda })`$ is null if and only if $`\stackrel{~}{}_\mathrm{\Lambda }=0.`$
For a regular Nambu-Poisson manifold, we have
###### Theorem 6.3
Let $`(M,\mathrm{\Lambda })`$ be an oriented $`m`$-dimensional regular Nambu-Poisson manifold of order $`n,`$ with $`n3.`$ Then the modular class of $`(M,\mathrm{\Lambda })`$ is null if and only if there exists a basic volume with respect to the characteristic foliation $`๐`$, that is, there exists $`\mu \mathrm{\Omega }^{mn}(M)`$ such that $`\mu 0`$ at every point of $`M`$ and
$$i(X_{f_1\mathrm{}f_{n1}})\mu =0,_{X_{f_1\mathrm{}f_{n1}}}\mu =0,$$
for all $`f_1,\mathrm{},f_{n1}C^{\mathrm{}}(M,\text{}).`$
Proof: Let $`\nu `$ be a volume form on $`M`$ and suppose that the modular class of $`M`$ is null. Then, there exists $`fC^{\mathrm{}}(M,\text{})`$ such that
$$_\mathrm{\Lambda }^\nu =(1)^{n1}\mathrm{\#}_1(df).$$
Therefore,
$$_\mathrm{\Lambda }^\nu (df_1,\mathrm{},df_{n1})=X_{f_1\mathrm{}f_{n1}}(f).$$
(6.6)
Taking the volume form $`\nu ^{}=e^f\nu `$ and using (5.4), (6.1) and (6.6), we deduce that
$$_\mathrm{\Lambda }^\nu ^{}=0.$$
(6.7)
Now, we consider the $`(mn)`$-form $`\mu =i(\mathrm{\Lambda })(\nu ^{})=\mathrm{}_\nu ^{}(\mathrm{\Lambda })`$. Then, $`\mu 0`$ at every point of $`M`$ and
$$i(X_{f_1\mathrm{}f_{n1}})\mu =\mathrm{}_\nu ^{}(\mathrm{\Lambda }X_{f_1\mathrm{}f_{n1}})=0.$$
Moreover, from (2.5), (6.1) (6.7) and Lemma 5.1 we conclude that
$$\begin{array}{ccc}\hfill _{X_{f_1\mathrm{}f_{n1}}}\mu & =& _{X_{f_1\mathrm{}f_{n1}}}\mathrm{}_\nu ^{}(\mathrm{\Lambda })\hfill \\ & =& \mathrm{}_\nu ^{}(_{X_{f_1\mathrm{}f_{n1}}}\mathrm{\Lambda })+(div_\nu ^{}X_{f_1\mathrm{}f_{n1}})\mathrm{}_\nu ^{}(\mathrm{\Lambda })=0.\hfill \end{array}$$
Conversely, suppose that there exists a basic volume $`\mu `$ with respect to $`๐`$. Then,
$$i(X_{f_1\mathrm{}f_{n1}})\mu =0,_{X_{f_1\mathrm{}f_{n1}}}\mu =0,$$
(6.8)
for all $`f_1,\mathrm{},f_{n1}C^{\mathrm{}}(M,\text{}).`$
Let $`D=_{xM}๐(x)M`$ be the vector subbundle of $`TMM`$ associated with $`๐`$ and $`\stackrel{~}{\alpha }`$ the section of the vector bundle $`\mathrm{\Lambda }^nD^{}M`$ defined as follows. If $`X_1,\mathrm{},X_n\mathrm{\Gamma }(D)`$, $`\stackrel{~}{\alpha }(X_1,\mathrm{},X_n)`$ is the $`C^{\mathrm{}}`$-real valued function on $`M`$ characterized by
$$X_1\mathrm{}X_n=\stackrel{~}{\alpha }(X_1,\mathrm{},X_n)\mathrm{\Lambda }.$$
Now, we extend $`\stackrel{~}{\alpha }`$ to an $`n`$-form $`\alpha `$ on $`M`$ such that
$$\alpha (X_1,\mathrm{},X_n)=\stackrel{~}{\alpha }(X_1,\mathrm{},X_n),$$
for $`X_1,\mathrm{},X_n\mathrm{\Gamma }(๐).`$ It is clear that
$$i(\mathrm{\Lambda })(\alpha )=1.$$
(6.9)
Next, we consider the volume form $`\nu `$ on $`M`$ given by
$$\nu =\alpha \mu .$$
ยฟFrom (6.8) and (6.9) we have that
$$\mathrm{}_\nu (\mathrm{\Lambda })=\mu .$$
(6.10)
Thus, using (6.1), (6.8), (6.10), Lemma 5.1 and the fact that $`\mu 0`$ at every point, we conclude that
$$_\mathrm{\Lambda }^\nu =0.$$
$`\mathrm{}`$
###### Example 6.4
$`(i)`$ Suppose that $`N`$ and $`P`$ are oriented manifolds and that $`\nu `$ is a volume form on $`N`$. Denote by $`\mathrm{\Lambda }_\nu `$ the Nambu-Poisson structure on $`N`$ induced by the volume form $`\nu `$ (see Example 2.2). $`\mathrm{\Lambda }_\nu `$ defines a regular Nambu-Poisson structure on the product manifold $`M=N\times P`$ and, from Theorem 6.3, it follows that the modular class of $`(M,\mathrm{\Lambda }_\nu )`$ is null.
In the same way, for a function $`fC^{\mathrm{}}(P,\text{})`$ with zeros, $`f\mathrm{\Lambda }_\nu `$ defines a singular Nambu-Poisson structure on the product manifold $`M`$ and the modular class is also null.
$`(ii)`$ Let $`(g,[,])`$ be the simple Lie algebra of dimension $`3`$ with basis $`\{\xi ,\eta ,\sigma \}`$ satisfying
$$[\xi ,\eta ]=2\eta ,[\xi ,\sigma ]=2\sigma ,[\eta ,\sigma ]=\xi .$$
We consider a connected, simply connected, non-compact, simple Lie group $`G`$ such that the Lie algebra of $`G`$ is $`(g,[,])`$. From the basis $`\{\xi ,\eta ,\sigma \}`$ one can obtain a basis of left invariant vector fields $`\{\stackrel{~}{X},\stackrel{~}{Y},\stackrel{~}{Z}\}`$ on $`G`$ and if $`\{\stackrel{~}{\alpha },\stackrel{~}{\beta },\stackrel{~}{\gamma }\}`$ is the dual basis of $`1`$-forms, we have that
$$d\stackrel{~}{\alpha }=\stackrel{~}{\gamma }\stackrel{~}{\beta },d\stackrel{~}{\beta }=2\stackrel{~}{\alpha }\stackrel{~}{\beta },d\stackrel{~}{\gamma }=2\stackrel{~}{\alpha }\stackrel{~}{\gamma }.$$
Now, suppose that $`S`$ is a discrete subgroup such that the space $`N=S\backslash G`$ of right cosets is a compact manifold (see Section $`4`$ of Chapter II in ). Then, the vector fields $`\{\stackrel{~}{X},\stackrel{~}{Y},\stackrel{~}{Z}\}`$ (respectively, the $`1`$-forms $`\{\stackrel{~}{\alpha },\stackrel{~}{\beta },\stackrel{~}{\gamma }\}`$) induce a global basis $`\{X,Y,Z\}`$ of vector fields on $`N`$ (respectively, a global basis $`\{\alpha ,\beta ,\gamma \}`$ of $`1`$-forms on $`N`$) and
$$d\alpha =\gamma \beta ,d\beta =2\alpha \beta ,d\gamma =2\alpha \gamma .$$
Denote by $`\mathrm{\Lambda }`$ the $`3`$-vector on the product manifold $`M=N\times S^1`$ given by
$$\mathrm{\Lambda }=XZE,$$
where $`E`$ is the dual vector field of the length element of $`S^1`$. It is easy to prove that $`\mathrm{\Lambda }`$ defines a regular Nambu-Poisson structure of order $`3`$ on $`M`$.
The characteristic distribution $`๐`$ of $`(M,\mathrm{\Lambda })`$ is the foliation on $`M`$ given by $`\beta =0`$. Thus, $`๐`$ is transversally orientable and the Godbillon-Vey class of $`๐`$ is the de Rham cohomology class $`4[\alpha \gamma \beta ]`$ (for the definition of the Godbillon-Vey class of a transversally orientable foliation, see p. 29 and 30; see also ). It is clear that $`[\alpha \gamma \beta ]0`$ and therefore we conclude that it is not possible to find a basic volume with respect to $`๐`$ (see , p. 50). Consequently, from Theorem 6.3, we deduce that the modular class of $`(M,\mathrm{\Lambda })`$ is not null.
###### Remark 6.5
Let $`M`$ be an oriented manifold and $`๐`$ an oriented foliation on $`M`$ of dimension $`n3`$. Suppose that $`D=_{xM}๐(x)M`$ is the vector subbundle of $`TMM`$ associated with $`๐`$ and that $`\mathrm{\Lambda }`$ is a global section of the vector bundle $`\mathrm{\Lambda }^nDM`$, $`\mathrm{\Lambda }0`$ at every point. Then, $`\mathrm{\Lambda }`$ defines a regular Nambu-Poisson structure of order $`n`$ on $`M`$ and the characteristic foliation of $`(M,\mathrm{\Lambda })`$ is just $`๐`$. Since $`M`$ is an oriented manifold, the foliation $`๐`$ is transversally orientable. Thus, if the Godbillon-Vey class of $`๐`$ is not null, it follows that the modular class of $`(M,\mathrm{\Lambda })`$ is not null.
### 6.2 Duality between the Nambu-Poisson cohomology and the canonical Nambu-Poisson homology
If $`M`$ is an oriented Nambu-Poisson manifold of order $`n,`$ with $`n3,`$ and $`\nu `$ is a volume form on $`M`$, we will prove that, under certain conditions, one can define an interesting subcomplex of the homology complex $`(๐ฑ^{}(M),\delta _\nu )`$. In addition, if the modular class of $`M`$ vanishes, we will show that there exists a duality between the homology of this subcomplex and the foliated cohomology of $`(M,๐)`$, where $`๐`$ is the characteristic foliation of $`M`$.
###### Theorem 6.6
Let $`(M,\mathrm{\Lambda })`$ be an oriented Nambu-Poisson manifold of order $`n`$, with $`n3,`$ and $`\nu `$ be a volume form on $`M.`$ Then:
1. $`\mathrm{\#}_{}(\mathrm{\Omega }^{}(M))={\displaystyle \underset{k=0}{\overset{n}{}}}(\mathrm{\#}_{nk}(\mathrm{\Omega }^{nk}(M)))`$ defines a subcomplex of the homology complex $`(๐ฑ^{}(M),`$ $`\delta _\nu )`$ if and only if $`_\mathrm{\Lambda }^\nu \mathrm{\#}_1(\mathrm{\Omega }^1(M)).`$
2. If $`\mathrm{\#}_{}(\mathrm{\Omega }^{}(M))`$ is a subcomplex of $`(๐ฑ^{}(M),\delta _\nu )`$, then the homology of this subcomplex does not depend on the chosen volume form.
3. If the modular class of $`(M,\mathrm{\Lambda })`$ is null then $`\mathrm{\#}_{}(\mathrm{\Omega }^{}(M))`$ defines a subcomplex of the homology complex $`(๐ฑ^{}(M),`$ $`\delta _\nu )`$ and
$$\overline{H}_k^{canNP}(M)H^{nk}(๐),$$
for all $`k\{0,\mathrm{},n\},`$ where $`H^{}(๐)`$ is the foliated cohomology of $`(M,๐)`$ and $`\overline{H}_{}^{canNP}(M)`$ denotes the homology of the complex $`(\mathrm{\#}_{}(\mathrm{\Omega }^{}(M)),\delta _\nu )`$.
Proof: $`(i)`$ From (5.6), (6.4) and (6.5), we have that
$$\begin{array}{ccc}i(\alpha )\delta _\nu (\mathrm{\#}_k(\beta ))\hfill & =& div_\nu (\mathrm{\#}_{n1}(\beta \alpha ))+(1)^{nk}\mathrm{\#}_n(\beta d\alpha )\hfill \\ & =& i(\alpha )(i(\beta )_\mathrm{\Lambda }^\nu +(1)^{n1}\mathrm{\#}_{k+1}(d\beta )),\hfill \end{array}$$
for all $`\alpha \mathrm{\Omega }^{nk1}(M)`$ and $`\beta \mathrm{\Omega }^k(M).`$ Thus,
$$\delta _\nu (\mathrm{\#}_k(\beta ))=(1)^{n1}\mathrm{\#}_{k+1}(d\beta )+i(\beta )_\mathrm{\Lambda }^\nu .$$
(6.11)
Therefore, $`\delta _\nu (\mathrm{\#}_k(\mathrm{\Omega }^k(M))\mathrm{\#}_{k+1}(\mathrm{\Omega }^{k+1}(M))`$ for all $`k\{0,\mathrm{},n\}`$ if and only if $`_\mathrm{\Lambda }^\nu \mathrm{\#}_1(\mathrm{\Omega }^1(M)).`$
$`(ii)`$ Let $`\nu ^{}`$ be another volume form on $`M`$. Then, there exists a $`C^{\mathrm{}}`$-real valued function $`f`$ such that $`f0`$ at every point and $`\nu ^{}=f\nu .`$ We can suppose, without the loss of generality, that $`f>0`$. Thus, we can consider the isomorphisms
$$\mathrm{\Psi }^k:\mathrm{\#}_k(\mathrm{\Omega }^k(M))\mathrm{\#}_k(\mathrm{\Omega }^k(M)),P\frac{1}{f}P.$$
Since $`\delta _\nu ^{}\mathrm{\Psi }^k=\mathrm{\Psi }^{k1}\delta _\nu ,`$ it follows that the complexes $`(\mathrm{\#}_{}(\mathrm{\Omega }^{}(M)),\delta _\nu )`$ and $`(\mathrm{\#}_{}(\mathrm{\Omega }^{}(M)),`$ $`\delta _\nu ^{})`$ are isomorphic.
$`(iii)`$ If the modular class of $`M`$ is null, there exists $`fC^{\mathrm{}}(M,\text{})`$ such that (see (2.9))
$$_\mathrm{\Lambda }^\nu =\mathrm{\#}_1((1)^{n1}df).$$
(6.12)
Consequently, from $`(i),`$ one deduces that $`\mathrm{\#}_{}(\mathrm{\Omega }^{}(M))`$ defines a subcomplex of $`(๐ฑ^{}(M),\delta _\nu )`$.
On the other hand, using Proposition 4.2, we can define the isomorphisms of $`C^{\mathrm{}}(M,\text{})`$-modules
$$h_k:\mathrm{\Omega }^{nk}(๐)=\mathrm{\Omega }^{nk}(M)/\mathrm{ker}\mathrm{\#}_{nk}\mathrm{\#}_{nk}(\mathrm{\Omega }^{nk}(M)),h_k([\alpha ])=e^f\mathrm{\#}_{nk}(\alpha ).$$
ยฟFrom (6.2), (6.11) and (6.12) it follows that $`h_k\stackrel{~}{d}=(1)^{n1}\delta _\nu h_{k+1}`$, where $`\stackrel{~}{d}`$ is the foliated differential of $`(M,๐)`$. So, the above isomorphisms induce an isomorphism between the cohomology group $`H^{nk}(๐)`$ and the homology group $`\overline{H}_k^{canNP}(M).`$ $`\mathrm{}`$
Using Remark 4.3 and Theorems 6.3 and 6.6, we deduce that
###### Corollary 6.7
Let $`(M,\mathrm{\Lambda })`$ be an oriented regular Nambu-Poisson manifold of order $`n`$, with $`n3`$. If there exists a basic volume with respect to the characteristic foliation $`๐`$ of $`(M,\mathrm{\Lambda })`$ then
$$H_{NP}^k(M)H^k(๐)H_{nk}^{canNP}(M),$$
for all $`k\{0,\mathrm{},n\}`$.
## 7 A singular Nambu-Poisson structure
Consider on $`\text{}^3`$ the $`3`$-vector defined by
$$\mathrm{\Lambda }=(x_1^2+x_2^2+x_3^2)\frac{}{x_1}\frac{}{x_2}\frac{}{x_3},$$
(7.13)
where $`(x_1,x_2,x_3)`$ denote the usual coordinates on $`\text{}^3`$. The $`3`$-vector $`\mathrm{\Lambda }`$ defines a singular Nambu-Poisson structure of order $`3`$ on $`\text{}^3.`$ Let $`\nu `$ be the volume form given by
$$\nu =dx_1dx_2dx_3.$$
A direct computation proves that
$$X_{x_1x_2}=(x_1^2+x_2^2+x_3^2)\frac{}{x_3},X_{x_1x_3}=(x_1^2+x_2^2+x_3^2)\frac{}{x_2},X_{x_2x_3}=(x_1^2+x_2^2+x_3^2)\frac{}{x_1},$$
and therefore (see (6.1))
$$_\mathrm{\Lambda }^\nu =2x_3\frac{}{x_1}\frac{}{x_2}2x_2\frac{}{x_1}\frac{}{x_3}+2x_1\frac{}{x_2}\frac{}{x_3}.$$
Now, if the modular class of $`(\text{}^3,\mathrm{\Lambda })`$ were null then there exists $`fC^{\mathrm{}}(\text{}^3,\text{})`$ such that
$$i(\alpha )_\mathrm{\Lambda }^\nu =\mathrm{\#}_2\alpha (f),$$
for all $`\alpha \mathrm{\Omega }^2(\text{}^3).`$ Taking the $`2`$-forms $`dx_1dx_2,dx_1dx_3,dx_2dx_3`$ we would deduce that
$$2x_j=(x_1^2+x_2^2+x_3^2)\frac{f}{x_j},\text{ for all }j=1,2,3.$$
(7.14)
Then,
$$f_{|\text{}^3\{(0,0,0)\}}=ln(x_1^2+x_2^2+x_3^2)+c,\text{with}c\text{}.$$
However, this is not possible because of $`fC^{\mathrm{}}(\text{}^3,\text{}).`$ Thus, the modular class of $`(\text{}^3,\mathrm{\Lambda })`$ is not null.
Next, we will prove that there is no duality between the Nambu-Poisson cohomology and the canonical Nambu-Poisson homology of $`(\text{}^3,\mathrm{\Lambda })`$. In fact, we will show that
$$H_{NP}^1(\text{}^3)\cong ฬธH_2^{canNP}(\text{}^3).$$
First, we compute $`H_{NP}^1(\text{}^3).`$ In order to do this, we will proceed as follows:
Since $`\mathrm{ker}\mathrm{\#}_2=\{0\},`$ then
$$\mathrm{\Omega }^2(\text{}^3)\mathrm{\#}_2(\mathrm{\Omega }^2(\text{}^3))=\{(x_1^2+x_2^2+x_3^2)X/XX(\text{}^3)\}.$$
This fact implies that one can identify the co-chains $`c^1:\mathrm{\#}_2(\mathrm{\Omega }^2(\text{}^3))C^{\mathrm{}}(\text{}^3,\text{})`$ of the Nambu-Poisson cohomology complex with the $`1`$-forms on $`\text{}^3`$ using the isomorphism :
$$\mathrm{\Phi }:C^1(\mathrm{\Omega }^2(\text{}^3);C^{\mathrm{}}(\text{}^3,\text{}))\mathrm{\Omega }^1(\text{}^3),(c^1:\mathrm{\Omega }^2(\text{}^3)C^{\mathrm{}}(\text{}^3,\text{}))\alpha $$
such that $`\alpha (X)=c^1(\beta )`$, where $`\mathrm{\#}_2(\beta )=(x_1^2+x_2^2+x_3^2)X.`$
Under this identification the first Nambu-Poisson cohomology group $`H_{NP}^1(\text{}^3)`$ is the quotient space
$$\frac{\{\alpha \mathrm{\Omega }^1(\text{}^3)/(x_1^2+x_2^2+x_3^2)d\alpha d(x_1^2+x_2^2+x_3^2)\alpha =0\}}{\{(x_1^2+x_2^2+x_3^2)dg/gC^{\mathrm{}}(\text{}^3,\text{})\}}.$$
(7.15)
Now, we consider the set
$$๐ข=\{gC^{\mathrm{}}(\text{}^3\{(0,0,0)\},\text{})/(x_1^2+x_2^2+x_3^2)\frac{g}{x_i}C^{\mathrm{}}(\text{}^3,\text{}),\text{ for all }i\{1,2,3\}\}$$
and the linear map
$$๐ฏ:๐ขH_{NP}^1(\text{}^3)$$
defined by $`๐ฏ(g)=[(x_1^2+x_2^2+x_3^3)dg].`$ It is clear that the kernel of this mapping is the space $`C^{\mathrm{}}(\text{}^3,\text{}).`$ Moreover, $`๐ฏ`$ is an epimorphism. In fact, if $`[\alpha ]H_{NP}^1(\text{}^3)`$, from (7.15), we deduce that in $`\text{}^3\{(0,0,0)\}`$
$$d\left(\frac{\alpha }{x_1^2+x_2^2+x_3^2}\right)=0.$$
But this implies that there exists $`gC^{\mathrm{}}(\text{}^3\{(0,0,0)\},\text{})`$ such that
$$\frac{\alpha }{x_1^2+x_2^2+x_3^2}=dg$$
and therefore
$$๐ฏ(g)=[\alpha ].$$
Thus,
$$\frac{๐ข}{C^{\mathrm{}}(\text{}^3,\text{})}H_{NP}^1(\text{}^3).$$
(7.16)
Next, we will prove that the quotient space $`{\displaystyle \frac{๐ข}{C^{\mathrm{}}(\text{}^3,\text{})}}`$ is isomorphic to .
To do that, we will use the following lemmas (a proof of the first lemma can been found in ).
###### Lemma 7.1
Let $`P,Q`$ be two polynomials of degree $`n,`$ $`(n1)`$ in the indeterminates $`x_1`$ and $`x_2`$ such that satisfy
$$(x_1^2+x_2^2)(\frac{P}{x_2}\frac{Q}{x_1})=2(Px_2Qx_1).$$
Then there exist two polynomials $`\stackrel{~}{P}`$,$`\stackrel{~}{Q}`$ of degree $`n2`$ such that $`P`$ and $`Q`$ are written in the following form:
$$P=ax_1+bx_2+(x_1^2+x_2^2)\stackrel{~}{P},Q=bx_1+ax_2+(x_1^2+x_2^2)\stackrel{~}{Q},$$
where $`a,b`$ are real constants and $`{\displaystyle \frac{\stackrel{~}{P}}{x_2}}={\displaystyle \frac{\stackrel{~}{Q}}{x_1}}.`$
###### Lemma 7.2
Let $`A,B`$ and $`C`$ be three polynomials of degree $`n,`$ $`(n1)`$ in the indeterminates $`x_1,x_2,x_3,`$ such that satisfy
$$\begin{array}{c}(x_1^2+x_2^2+x_3^2)(\frac{A}{x_2}\frac{B}{x_1})=2(Ax_2Bx_1),\hfill \\ (x_1^2+x_2^2+x_3^2)(\frac{A}{x_3}\frac{C}{x_1})=2(Ax_3Cx_1),\hfill \\ (x_1^2+x_2^2+x_3^2)(\frac{B}{x_3}\frac{C}{x_2})=2(Ax_3Cx_2).\hfill \end{array}\}$$
(7.17)
Then there exist three polynomials $`\stackrel{~}{A},\stackrel{~}{B}`$ and $`\stackrel{~}{C}`$ of degree $`n2`$ such that $`A,B`$ and $`C`$ are written in the following form:
$$\begin{array}{c}A=ax_1+(x_1^2+x_2^2+x_3^2)\stackrel{~}{A}\hfill \\ B=ax_2+(x_1^2+x_2^2+x_3^2)\stackrel{~}{B}\hfill \\ C=ax_3+(x_1^2+x_2^2+x_3^2)\stackrel{~}{C}\hfill \end{array}\}$$
where $`a`$ is a real constant and $`{\displaystyle \frac{\stackrel{~}{A}}{x_2}}={\displaystyle \frac{\stackrel{~}{B}}{x_1}}`$, $`{\displaystyle \frac{\stackrel{~}{A}}{x_3}}={\displaystyle \frac{\stackrel{~}{C}}{x_1}}`$ and $`{\displaystyle \frac{\stackrel{~}{B}}{x_3}}={\displaystyle \frac{\stackrel{~}{C}}{x_2}}.`$
Proof: It is sufficient to prove the result for the case when $`A`$, $`B`$ and $`C`$ are homogeneous polynomials. If $`n=1`$ is clear that $`A=ax_1`$, $`B=ax_2`$ and $`C=ax_3.`$ If $`n2`$ we proceed as follows.
The polynomials $`A`$ and $`B`$ can be written as
$$A(x_1,x_2,x_3)=\underset{k=0}{\overset{n}{}}x_3^kA_k(x_1,x_2),B(x_1,x_2,x_3)=\underset{k=0}{\overset{n}{}}x_3^kB_k(x_1,x_2).$$
where $`A_i(x_1,x_2)`$ and $`B_i(x_1,x_2)`$ ($`i=0,\mathrm{},n`$) are homogeneous polynomials in the indeterminates $`x_1,x_2`$.
ยฟFrom the first equality of (7.17) we deduce that
$$(x_1^2+x_2^2)(\frac{A_i}{x_2}\frac{B_i}{x_1})=2(A_ix_2B_ix_1),i\{0,1\},$$
(7.18)
and for all $`r\{2,\mathrm{}n\},`$
$$(x_1^2+x_2^2)(\frac{A_r}{x_2}\frac{B_r}{x_1})+(\frac{A_{r2}}{x_2}\frac{B_{r2}}{x_1})=2(A_rx_2B_rx_1).$$
(7.19)
Using (7.18) and Lemma 7.1 we obtain that there exist $`\stackrel{~}{A}_0,\stackrel{~}{A}_1,\stackrel{~}{B}_0`$ and $`\stackrel{~}{B}_1`$ polynomials in the indeterminates $`x_1,x_2`$ such that
$$\begin{array}{ccc}A_i=(x_1^2+x_2^2)\stackrel{~}{A}_i,\hfill & B_i=(x_1^2+x_2^2)\stackrel{~}{B}_i,\hfill & \frac{\stackrel{~}{A}_i}{x_2}=\frac{\stackrel{~}{B}_i}{x_1},\hfill \end{array}$$
for $`i=0,1.`$
Now, from these facts and (7.19), we have that
$$(x_1^2+x_2^2)(\frac{(A_2\stackrel{~}{A}_0)}{x_2}\frac{(B_2\stackrel{~}{B}_0)}{x_1})=2x_2(A_2\stackrel{~}{A}_0)2x_1(B_2\stackrel{~}{B}_0).$$
Applying again Lemma 7.1 we deduce that there exist $`\stackrel{~}{A_2}`$ and $`\stackrel{~}{B}_2`$ polynomials in the indeterminates $`x_1`$ and $`x_2`$ such that
$$A_2=\stackrel{~}{A}_0+(x_1^2+x_2^2)\stackrel{~}{A}_2,B_2=\stackrel{~}{B}_0+(x_1^2+x_2^2)\stackrel{~}{B}_2$$
with $`{\displaystyle \frac{\stackrel{~}{A}_2}{x_2}}={\displaystyle \frac{\stackrel{~}{B}_2}{x_1}}.`$
Proceeding in a similar way we obtain a sequence of polynomials $`\stackrel{~}{A_0},\mathrm{},\stackrel{~}{A_n},\stackrel{~}{B_0},\mathrm{},\stackrel{~}{B_n}`$ in the indeterminates $`x_1`$ and $`x_2`$ such that
$$A_i=(x_1^2+x_2^2)\stackrel{~}{A}_i,B_i=(x_1^2+x_2^2)\stackrel{~}{B}_i,$$
$$A_r=\stackrel{~}{A}_{r2}+(x_1^2+x_2^2)\stackrel{~}{A}_r,B_r=\stackrel{~}{B}_{r2}+(x_1^2+x_2^2)\stackrel{~}{B}_r,$$
for $`i\{0,1\}`$ and for $`r\{2,\mathrm{},n\}.`$ Thus, the polynomials $`A`$ and $`B`$ can be written as
$$A=(x_1^2+x_2^2+x_3^2)\underset{k=0}{\overset{n}{}}x_3^k\stackrel{~}{A}_k,B=(x_1^2+x_2^2+x_3^2)\underset{k=0}{\overset{n}{}}x_3^k\stackrel{~}{B}_k.$$
Using the same process we also deduce that the polynomial $`C`$ can be written as
$$C=(x_1^2+x_2^2+x_3^2)\underset{k=0}{\overset{n}{}}x_1^k\stackrel{~}{C_k},$$
where $`\stackrel{~}{C_k}`$ are polynomials in the indeterminates $`x_2`$ and $`x_3`$. $`\mathrm{}`$
This last lemma allows us to obtain the announced result.
###### Proposition 7.3
The quotient space $`{\displaystyle \frac{๐ข}{C^{\mathrm{}}(\text{}^3,\text{})}}`$ is isomorphic to .
Proof: Taking $`g๐ข`$ we have that the $`C^{\mathrm{}}`$ real-valued functions on $`\text{}^3`$
$$g_1=(x_1^2+x_2^2+x_3^2)\frac{g}{x_1},g_2=(x_1^2+x_2^2+x_3^2)\frac{g}{x_2},g_3=(x_1^2+x_2^2+x_3^2)\frac{g}{x_3},$$
satisfy
$$\begin{array}{c}(x_1^2+x_2^2+x_3^2)(\frac{g_1}{x_2}\frac{g_2}{x_1})=2(x_2g_1x_1g_2),\hfill \\ (x_1^2+x_2^2+x_3^2)(\frac{g_1}{x_3}\frac{g_3}{x_1})=2(x_3g_1x_1g_3),\hfill \\ (x_1^2+x_2^2+x_3^2)(\frac{g_2}{x_3}\frac{g_3}{x_2})=2(x_3g_2x_2g_3).\hfill \end{array}\}$$
(7.20)
Then, for arbitrary $`n2`$, let consider the Taylor expansions of order $`n+1`$ at the origin of the functions $`g_1,g_2,g_3.`$ We write these Taylor expansions as $`g_1=A_n+R_{1,n}`$, $`g_2=B_n+R_{2,n}`$ and $`g_3=C_n+R_{3,n}`$ where $`A_n,B_n,C_n`$ are polynomials of degree $`n`$ which satisfy the conditions of Lemma 7.2 and $`R_{i,n}`$ are the remainder terms. Denote by $`[k(x_1,x_2,x_3)]_{(0,0,0)}`$ the formal Taylor expansion at the origin of $`kC^{\mathrm{}}(\text{}^3,\text{}).`$ Then there exists $`a\text{}`$ such that
$$\begin{array}{c}[g_1(x_1,x_2,x_3)ax_1]_{(0,0,0)}=(x_1^2+x_2^2+x_3^2)A(x_1,x_2,x_3),\hfill \\ [g_2(x_1,x_2,x_3)ax_2]_{(0,0,0)}=(x_1^2+x_2^2+x_3^2)B(x_1,x_2,x_3),\hfill \\ [g_3(x_1,x_2,x_3)ax_3]_{(0,0,0)}=(x_1^2+x_2^2+x_3^2)C(x_1,x_2,x_3),\hfill \end{array}\}$$
where $`A(x_1,x_2,x_3),B(x_1,x_2,x_3)`$ and $`C(x_1,x_2,x_3)`$ are suitable formal power series. Using Borelโs theorem we have that there exist $`\alpha ,\beta ,\gamma C^{\mathrm{}}(\text{}^3,\text{})`$ such that
$$\begin{array}{c}[\alpha (x_1,x_2,x_3)]_{(0,0,0)}=A(x_1,x_2,x_3),\hfill \\ [\beta (x_1,x_2,x_3)]_{(0,0,0)}=B(x_1,x_2,x_3),\hfill \\ [\gamma (x_1,x_2,x_3)]_{(0,0,0)}=C(x_1,x_2,x_3).\hfill \end{array}\}$$
Note that the formal Taylor expansions at the origin of the functions
$$\alpha _1=g_1ax_1(x_1^2+x_2^2+x_3^2)\alpha ,\beta _1=g_2ax_2(x_1^2+x_2^2+x_3^2)\beta ,\gamma _1=g_3ax_3(x_1^2+x_2^2+x_3^2)\gamma $$
vanish. Therefore, $`{\displaystyle \frac{\alpha _1}{(x_1^2+x_2^2+x_3^2)}},`$ $`{\displaystyle \frac{\beta _1}{(x_1^2+x_2^2+x_3^2)}}`$ and $`{\displaystyle \frac{\gamma _1}{(x_1^2+x_2^2+x_3^2)}}`$ are $`C^{\mathrm{}}`$ real-valued functions on $`\text{}^3.`$
Let us consider the $`C^{\mathrm{}}`$ real-valued functions on $`\text{}^3`$
$$h_1=\alpha +\frac{\alpha _1}{(x_1^2+x_2^2+x_3^2)},h_2=\beta +\frac{\beta _1}{(x_1^2+x_2^2+x_3^2)},h_3=\gamma +\frac{\gamma _1}{(x_1^2+x_2^2+x_3^2)}.$$
Then, using (7.20) and the fact that
$$g_i=ax_i+(x_1^2+x_2^2+x_3^2)h_i,i=1,2,3,$$
we obtain that
$$\frac{h_1}{x_2}\frac{h_2}{x_1}=\frac{h_1}{x_3}\frac{h_3}{x_1}=\frac{h_2}{x_3}\frac{h_3}{x_2}=0.$$
(7.21)
Therefore,
$$dg=\left(\underset{i=1}{\overset{3}{}}\frac{g_i}{x_1^2+x_2^2+x_3^2}dx_i\right)_{|\text{}^3\{(0,0,0)\}}=\left(d(\frac{a}{2}ln(x_1^2+x_2^2+x_3^2))+\underset{i=1}{\overset{3}{}}h_idx_i\right)_{|\text{}^3\{(0,0,0)\}}.$$
(7.22)
On the other hand, using (7.21) we deduce that $`h_1dx_1+h_2dx_2+h_3dx_3`$ is a closed $`1`$-form on $`\text{}^3`$ and, since $`H_{dR}^1(\text{}^3)=\{0\},`$ we conclude that there exists $`\psi C^{\mathrm{}}(\text{}^3,\text{})`$ such that $`h_1dx_1+h_2dx_2+h_3dx_3=d\psi .`$ Substituting in (7.22) we have that
$$g\frac{a}{2}ln(x_1^2+x_2^2+x_3^2)=\psi _{|\text{}^3\{(0,0,0)\}}+c,\text{with}c\text{}.$$
Consequently
$$[g]=[\frac{a}{2}ln(x_1^2+x_2^2+x_3^2)],\text{with }a\text{}.$$
This completes the proof. $`\mathrm{}`$
ยฟFrom (7.16) and Proposition 7.3, we deduce that
###### Proposition 7.4
Let $`\mathrm{\Lambda }`$ be the Nambu-Poisson structure on $`\text{}^3`$ given by (7.13). Then,
$$H_{NP}^1(\text{}^3)\text{}.$$
On the other hand, since $`\mathrm{ker}\mathrm{\#}_1=\{0\}`$, it follows that
$$๐ฑ_t^k(\text{}^3,\mathrm{\Lambda })=๐ฑ^k(\text{}^3)$$
for all $`k`$. Thus, the canonical Nambu-Poisson homology of $`(\text{}^3,\mathrm{\Lambda })`$ is dual of the de Rham cohomology. In particular, $`H_2^{canNP}(\text{}^3)H_{dR}^1(\text{}^3)=\{0\}.`$
This implies that $`H_{NP}^1(\text{}^3)\cong ฬธH_2^{canNP}(\text{}^3)`$ and therefore the duality between the Nambu-Poisson cohomology and the canonical Nambu-Poisson homology does not hold.
###### Remark 7.5
$`(i)`$ If $`\mathrm{\#}_r:\mathrm{\Omega }^r(\text{}^3)๐ฑ^{3r}(\text{}^3)`$, $`r=1,2,3`$, is the induced homomorphism by the Nambu-Poisson structure $`\mathrm{\Lambda }`$ on $`\text{}^3`$, then, it is clear that $`\mathrm{\#}_r`$ is a monomorphism. Therefore, if $`๐`$ is the characteristic foliation of $`(\text{}^3,\mathrm{\Lambda })`$, we have that the foliated cohomology of $`(\text{}^3,๐)`$ is isomorphic to the de Rham cohomology. In particular, $`H_{NP}^1(\text{}^3)\cong ฬธH^1(๐)=\{0\}`$. Consequently, the Nambu-Poisson cohomology and the foliated cohomology are not isomorphic.
$`(ii)`$ A direct computation shows that $`_\mathrm{\Lambda }^\nu \mathrm{\#}_1(\mathrm{\Omega }^1(\text{}^3))`$. Thus, $`\mathrm{\#}_{}(\mathrm{\Omega }^{}(\text{}^3))=`$$`{\displaystyle \underset{k=0,\mathrm{},3}{}}\mathrm{\#}_k(\mathrm{\Omega }^k(\text{}^3))`$ is not a subcomplex of the homology complex $`(๐ฑ^{}(\text{}^3),\delta _\nu )`$ (see Theorem 6.6).
## Acknowledgments
This work has been partially supported through grants DGICYT (Spain) (Projects PB97-1257 and PB97-1487) and Project U.P.V. 127.310-EA147/98. In addition, we like to thank several institutions for their hospitality while work on this project was being done: the Department of Fundamental Mathematics from University of La Laguna (R. Ibรกรฑez) and Department of Mathematics from University of the Basque Country (J.C. Marrero, E. Padrรณn). We also would like to acknowledge to Nobutada Nakanishi and Marta Macho-Stadler for helpful discussions.
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# Classical solutions of the Gravitating Abelian Higgs Model.
## 1 Introduction
Most of the well known classical solutions in field theory are constructed in Minkowski space. Taking into account gravity, one recovers them as limiting cases but some new solutions appear which cannot be reached continuously from the existing one in flat space. Such a situation occurs when one considers an Abelian-Higgs system. Imposing cylindrical symmetry,one finds that there is only one solution : the cosmic string . When gravity sets in, this configuration experiences a deformation which manifests itself as a conical singularity. As the angular deficit vanishes with the coupling constant measuring the gravitationnal interaction, this solution evolves smoothly from flat to curved space. It has been shown recently that there exists another solution exhibiting axial symmetry in the gravitating Abelian-Higgs system . The profiles of axial functions parametrizing the metric and the matter fields have been obtained for a unit winding number.
In this work, we first address the question of the link between the masses (inertial mass and Tolman mass) of the new configurations and the parameters of the model (the ratio $`\alpha `$ of the vector mass by the scalar mass on one side, the product $`\gamma `$ of the Newton constant by the square of the Higgs-fieldโs expectation value on the other side). They are contrasted with those of the corresponding gravitating string. We then turn to configurations with higher winding numbers and analyze their stability. The phenomenon first pointed out in is present for the gravitating strings and for the new (Melvin-like) solution.
In a certain domain of the parameter space, the solution becomes closed i.e. defined within a maximal radius of the axial variable. We also investigate the dependence of this maximal radius versus $`\alpha `$ and $`\gamma `$.
## 2 The equations.
We consider the gravitating Abelian Higgs model in four dimensions. It is described by the action
$$S=d^4x\sqrt{g}$$
(1)
$$=\frac{1}{2}D_\mu \varphi D^\mu \varphi ^{}\frac{1}{4}F_{\mu \nu }F^{\mu \nu }\frac{\lambda }{4}(\varphi ^{}\varphi v^2)^2+\frac{1}{16\pi G}R$$
(2)
where $`D_\mu =_\mu ieA_\mu `$ is the gauge covariant derivative, $`A_\mu `$ is the gauge potential of the U(1) gauge symmetry, $`F_{\mu \nu }`$ is the corresponding field strength and $`\varphi `$ is a complex scalar field with vacuum expectation value $`v`$. The usual Ricci scalar is denoted $`R`$. We use the same notations as .
In the following we study the classical equations of the above field theory within the cylindrically symmetric ansatz. The metric and matter fields are parametrized in terms of four functions of the cylindrical radial variable $`r`$ :
$$ds^2=N^2(r)dt^2dr^2L^2(r)d\varphi ^2N^2(r)dz^2$$
(3)
$$\varphi =vf(r)e^{in\varphi }$$
(4)
$$A_\mu dx^\mu =\frac{1}{e}(nP(r))d\varphi $$
(5)
Here $`N,L,P,f`$ are the four radial functions of $`r`$, $`n`$ is an integer indexing the vorticity of the Higgs field around the $`x_3`$ axis. In it was shown that the above ansatz consistently leads to the following system of equations for the functions $`N,L,P,f`$ :
$$\frac{(LNN^{})^{}}{N^2L}=\gamma \left(\frac{P^2}{2\alpha L^2}\frac{1}{4}(1f^2)^2\right)$$
(6)
$$\frac{(N^2L^{})^{}}{N^2L}=\gamma \left(\frac{P^2}{2\alpha L^2}+\frac{P^2f^2}{L^2}+\frac{1}{4}(1f^2)^2\right)$$
(7)
$$\frac{L}{N^2}(\frac{N^2P^{}}{L})^{}=\alpha f^2P$$
(8)
$$\frac{(N^2Lf^{})^{}}{N^2L}=f(f^21)+f\frac{p^2}{L^2}$$
(9)
where $`\alpha =e^2/\lambda `$ and $`\gamma =8\pi Gv^2`$ are the physical constants. The dimensionless coordinate $`x=\sqrt{\lambda v^2}`$ has been used and the primes mean derivatives with respect to $`x`$. The problem posed by the differential equations is then further specified by the following set of boundary conditions
$`N(0)`$ $`=`$ $`1,N^{}(0)=0`$ (10)
$`L(0)`$ $`=`$ $`0,L^{}(0)=1`$ (11)
$`P(0)`$ $`=`$ $`n,\underset{x\mathrm{}}{lim}P(x)=0`$ (12)
$`f(0)`$ $`=`$ $`0,\underset{x\mathrm{}}{lim}f(x)=1`$ (13)
which are necessary to guarantee the regularity of the configuration at the origin and the finiteness of the inertial mass defined next.
The different solutions of the system can be characterized by the inertial mass per unit length
$$_{in}=\sqrt{g_3}T_0^0๐x_1๐x_2$$
(14)
and by the Tolman mass per unit length
$$_{to}=\sqrt{g_4}T_\mu ^\mu ๐x_1๐x_2$$
(15)
In the cylindrically symmetric ansatz used and with the dimensionless variable $`x=\sqrt{\lambda v}r`$ the two quantities above are given by the following radial integrals
$`G_{in}`$ $``$ $`{\displaystyle \frac{\gamma }{8}}M_{in}`$ (16)
$`=`$ $`{\displaystyle \frac{\gamma }{8}}{\displaystyle _0^{\mathrm{}}}๐xNL\left((f^{})^2+{\displaystyle \frac{(P^{})^2}{\alpha L^2}}+{\displaystyle \frac{P^2f^2}{L^2}}+{\displaystyle \frac{1}{2}}(1f^2)^2\right)`$
$`G_{to}`$ $``$ $`{\displaystyle \frac{\gamma }{2}}M_{to}`$ (17)
$`=`$ $`{\displaystyle \frac{\gamma }{2}}{\displaystyle _0^{\mathrm{}}}๐xN^2L\left({\displaystyle \frac{(P^{})^2}{2\alpha L^2}}{\displaystyle \frac{1}{4}}(1f^2)^2\right)`$
The integral determining the Tolman mass can be evaluated by means of equation (6) and is given by the following limit
$$G_{to}=\frac{1}{2}\underset{x\mathrm{}}{lim}(LNN^{})$$
(18)
## 3 Discussion of the global solutions.
Let us first discuss the solutions of the system (6), (9) which are regular on $`[0,\mathrm{}]`$, i.e. when $`N,L`$ have no zero on this interval.
### 3.1 The string branch.
In the flat case $`\gamma =0`$, equations (6)-(9) admit the celebrated Nielsen-Olesen string as solution :
$$N=1,L=x,P=P_{no}(x),f=f_{no}(x)$$
(19)
where $`P_{no}`$ and $`f_{no}`$ are determined numerically. When the parameter $`\gamma `$ is increased from zero, the solution (19) gets progressively deformed by gravity. In particular the functions $`N,L`$ become more complicated. Asymptotically they obey the following behaviour
$$N(x\mathrm{})=a$$
(20)
$$L(x\mathrm{})=bx+c,b>0$$
(21)
here $`a,b,c`$ are constants depending on $`\alpha ,\gamma `$. According to (18), the Tolman mass vanishes.
For fixed $`\alpha `$, the set of solutions obtained by varying $`\gamma `$ (or vice versa) assemble into a branch of solutions called, after , the string branch. They exist as global solution on $`x[0,\mathrm{}]`$ up to a critical value $`\gamma _{cr}(\alpha )`$ (or, equivalently if $`\gamma `$ is fixed up to $`\alpha _{er}(\gamma ))`$ which is reached when the parameter $`b`$ (defined in (21) becomes zero (solutions corresponding to $`\gamma >\gamma _{cr}`$ and $`b<0`$ will be the object of the next section). This phenomenon is illustrated by Fig.1 for $`\alpha =1.0`$ (solid lines) and $`\alpha =3.0`$ (dashed lines).
The figure further indicates that the inertial mass $`M_{in}`$ increases slightly with $`\gamma `$ while the parameter $`b`$ decreases linearly with $`\gamma `$. Moreover, the critical value $`\gamma _a(\alpha )`$ increases with $`\gamma `$, e.g.
$`\gamma _{cr}(1.0)`$ $``$ $`1.66`$ (22)
$`\gamma _{cr}(2.0)`$ $`=`$ $`2.0`$ (23)
$`\gamma _{cr}(3.0)`$ $``$ $`2.2`$ (24)
The case $`\alpha =2`$ possesses further algebraical properties because there exist underlying self-dual (first order) equations implying the full equations (6), (9). In particular we have in this case
$$N(x)=1.,M_{in}(\gamma )=1$$
(25)
$$a=1,b=1\frac{\gamma }{2},\gamma _{cr}(2)=2$$
(26)
### 3.2 The Melvin branch.
As discovered by , any global solution on the string branch possesses a shadow solution. This second set of global solutions of Eqs (6)-(9) assemble into a branch named, after , the Melvin branch. The profile of a solution on the Melvin branch is presented in Fig. 2 for typical values of the parameters $`\alpha =1.8,\gamma =1`$.
In contrast to (20), (21), the asymptotic behaviour of the Melvin-branch solutions is such that
$`N(x\mathrm{})`$ $``$ $`Ax^{2/3}`$ (27)
$`L(x\mathrm{})`$ $``$ $`Bx^{1/3}`$ (28)
As a consequence the Tolman mass is not zero any longer :
$$GM_{to}=\frac{1}{2}\underset{x\mathrm{}}{lim}(LNN^{})=\frac{1}{3}A^2B$$
(29)
The inertial and Tolman masses of the string and Melvin branches are plotted on Fig. 3 as functions of $`\alpha `$ and for $`\gamma =1`$ (in this case the critical value of $`\alpha `$ is $`\alpha _{er}0.155`$). The figure clearly indicates that both (inertial and Tolman) masses are higher for the Melvin branch than for the string branch. In the limit $`\alpha \alpha _{cr}`$, the numerical analysis confirms that the inertial massess (and also the Tolman masses) of the string and Melvin branches tend to a common value (in the case of the Tolman mass, this value is zero).
The way the different radial functions associated with the two solutions approach each other in the limit $`\alpha \alpha _{cr}`$ is illustrated by Figs 4 and 5 where the profiles of the functions are presented respectively for $`\alpha =0.2`$ and $`\alpha =0.16`$. In particular, it is seen on the figures that the matter functions $`f,P`$ of the string branch deviate rather slowly from their conterparts of the Melvin branch.
The evolution of the masses $`M_{in},M_{to}`$ for $`\gamma 0`$ on the Melvin branch is summarized by Fig. 6. The radial integral defining these quantities clearly diverges when $`\gamma `$ approaches zero but the Einstein-Maxwell equations can be recovered from Eqs. (6)-(9) by rescaling the radial variable $`x`$ and the function $`L(x)`$ according to
$$x=\sqrt{\gamma }y,L=\sqrt{\frac{\gamma }{\alpha }}\stackrel{~}{L}$$
(30)
and setting $`\gamma =0`$ afterwards. Equation (9) then decouples and the remaining equations are the Einstein-Maxwell equations in the axially symmetric ansatz. The profile of the Melvin solution is illustrated on Fig. 7. It has
$$G_{in}=\frac{1}{4}$$
(31)
independently of $`\alpha `$.
This situation is somehow reminiscent to the case of the gravitating sphaleron solution of the Einstein-Weinberg-Salam equation (EWS) , . The role played here by the flat Nielsen Olesen is played in EWS equation by the flat klinkhamer-Manton Sphaleron while the role of the Melvin solution on the top of the upper branch is played by the first solution of the Bartnik-McKinnon series of solutions . However, unlike in the present theory, the transition from the sphaleron to the Bartnick-Mc Kinnon solutions in the EWS model is smooth .
### 3.3 Solutions of vorticity $`>1`$.
Coming back to the flat Nielsen-Olesen equations, we know that solutions of vorticity $`n`$ can be constructed while imposing the following boundary conditions on $`P(x)`$ :
$$P(0)=n,P(\mathrm{})=0$$
(32)
Denoting by $`M(n)`$ the classical energy of the Nielsen-Olesen solution of vorticity $`n`$, one of the distinguished feature of the self dual case ($`\alpha =2`$) is the mass relation
$$M(n)=nM(1)$$
(33)
It is therefore a natural problem to check if the relation above still holds in presence of gravity. We did so by chosing $`\gamma =1`$ and by studying the inertial mass (which directly generalize the classical energy of the flat case) for the values of $`\alpha `$ close to $`\alpha =2`$. These results are presented on Fig. 8. The quantities $`M_{in}(1)`$ and $`\frac{1}{2}M_{in}(2)`$ cross at the self dual point $`\alpha =2`$ and their behaviour demonstrates that the Rebbi-Jacobs phenomenon also holds when gravity is added. Namely for $`\alpha >2`$ (resp. $`\alpha <2`$) the binding energy of the $`n=2`$ string solution is negative (resp. positive).
## 4 Closed solutions.
As said above, the critical value $`\gamma _{cr}(\alpha )`$ (or equivalently $`\alpha _{cr}(\gamma )`$) is determined when the slope parameter $`b`$ of the function $`L`$ si zero. For $`\gamma >\gamma _u(\alpha )`$ (or $`\alpha <\alpha _u(\gamma ))`$ the string and Melvin branches of solution continue to exist but they are not any longer available as regular solution for $`x[0,\mathrm{}]`$. The fact that one of the functions $`N`$ or $`L`$ has a zero at, say $`x=x_0`$, leads to a singular point of Eq. (6) or (7). Correspondingly the solution can only be constructed for $`x[0,x_0]`$.
The inertial masses of the solutions continuing the Melvin and string branches for $`\alpha <\alpha _{cr}`$ are presented in Fig. 3. Clearly, the closed solution having the lowest mass is the continuation (for $`\alpha <\alpha _{cr}`$) of the Melvin branch. In , it is called the Kasner branch. An example of such a solution is presented on Fig. 10 for $`\gamma =1,\alpha =0.14`$. It terminates at $`x_026`$. The evolution of $`x_0`$, the maximal value of $`n`$, in function of $`\alpha `$ is presented on Fig. 11.
## 5 Conclusion and outlook
We have seen that, for a fixed $`\alpha `$, the mass of a string grows with $`\gamma `$ while the Melvin-like configuration display the opposite behaviour. This results in the existence of a critical value $`\alpha _0`$ such that the new solution is heavier (resp. lighter) than a string for $`\alpha >\alpha _0`$ (resp. $`\alpha <\alpha _0`$). The numerical calculations show that $`\alpha _0=0.5`$. Another particular value of interest is $`\alpha =2`$, for which there exists first order equations implying the classical equations (this is self duality). For $`\alpha >2`$ the Melvin-like configurations have a negative binding energy and, likely, are stable versus decaying into several solutions of unit vorticity. This is also the case with cosmic string solutions. So the kind of solutions considered here obey the Jacobs-Rebbi phenomenon on both sides of the self dual point $`\alpha =2`$. We also studied how the radius of the closed solutions grows with $`\alpha `$.
The Melvin-like solution raises many questions. A first one is a full understanding of its geometry . A second one is the elaboration of a plausible mechanism for the generation of such a configuration. For example, cosmic strings can be formed during a phase transition. This scenario seems conceptually difficult to implement here since one would have to perform quantum field theory at finite temperature and on a curved background.
Cosmic string can also be formed by the collision of two monopoles. If the Melvin-type configuration has to be generated in this way, then the problem is a technical one since one has to solve the field equations for a fully time and position dependant ansatz. If any of these two mechanisms takes place with a reasonnable efficiency, then the new solution is likely to play a significant role in cosmology, like its string cousins whose possible implications ranges from density generation to baryogenesis .
The kind of calculations reported here could be extended to other members of the Abelian models hierarchy for which self dual equations are available as well. Lagrangians constructed by superposing a few members of the hierarchy could also be considered ; for such models, however, (and at least for flat space) only quasi self dual equations exist.
Figures Captions
Figure 1 The inertial mass $`M_{in}`$ and the quantities $`a,b`$ defined in (20), (21) as functions of $`\gamma `$ and for $`\alpha =1,0`$ (solid) and $`\alpha =3.0`$ (dashed).
Figure 2 The profiles of the solution on the Melvin branch for $`\alpha =1.8,\gamma =1.0`$.
Figure 3 The intertial mass $`M_{in}`$, the Tolman mass $`H_{to}`$ and the quantities $`a,b`$ of Eqs. (20), (21) as functions of $`\alpha `$ (for $`\gamma =1`$) for the string (solid) and Melvin (dashed) solutions.
Figure 4 The string (solid) and Melvin (dashed) solutions for $`\gamma =1.0`$, $`\alpha =0.2`$.
Figure 5 The string (solid) and Melvin (dashed) solutions for $`\gamma =1.0`$, $`\alpha =0.16`$.
Figure 6 The inertial mass $`M_{in}`$ and Tolman mass $`M_{to}`$ for the Melvin branches as functions of $`\gamma `$ for $`\alpha =1`$. The dashed lines represent the ratio $`M/\gamma `$.
Figure 7 The approach of the Melvin solution ($`\gamma =0`$) by the solutions of the Melvin branch for decreasing values of $`\gamma `$.
Figure 8 The quantity $`M_{in}(n)/n`$ for $`n=1`$ (solid) and $`n=2`$ (dashed) in function of $`\alpha `$ for $`\gamma =1`$.
Figure 9 The profiles of gthe solution on the Kasner branch for $`\gamma =1,\alpha =0.14`$. The function $`N`$ crosses zero at $`x26`$.
Figure 10 The evolution of the quantity $`x_{max}`$ on the Kasner branch in function of $`\alpha `$ and for $`\gamma =1`$.
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# The chain property for the associated primes of ๐-graded ideals
## 1 Introduction
(1.1) Challenged by the question of Arnold for the ideals with the easiest Hilbert function, Sturmfels has invented in \[St1\] and ยง10 of \[St2\] the notion of $`๐`$-graded ideals. For a given linear map $`๐:^n^d`$ with $`(\mathrm{ker}๐)_0^n=0`$ an ideal $`I[x_1,\mathrm{},x_n]`$ is called $`๐`$-graded if it is $`^d`$-homogeneous via $`๐`$ and, moreover, if it has the Hilbert function
$$dim_{}\left([\underset{ยฏ}{x}]/I\right)_q=\{\begin{array}{cc}1\hfill & \text{ if }q๐(_0^n)\hfill \\ 0\hfill & \text{ otherwise.}\hfill \end{array}$$
Examples are the so-called toric ideal $`J_๐:=\left(x^ax^b|a,b_0^n,ab\mathrm{ker}๐\right)`$ and all its Grรถbner degenerations. Indeed, these ideals form an irreducible, the โcoherentโ component in the parameter space of all $`๐`$-graded ideals.
The importance of $`๐`$-graded ideals seems to be two-fold. First, they give insight into a small layer of the deformation space of monomial ideals. Second, via taking radicals and using the Stanley-Reisner construction, the monomial $`๐`$-graded ideals provide triangulations of the convex cone $`๐(_0^n)`$. Hence, the set of those triangulations may be studied by algebraic tools, cf. \[MT\].
(1.2) Sturmfels has investigated intrinsic properties of monomial ideals that are satisfied for coherent ideals, but fail for general $`๐`$-graded ones. First, there is a combinatorial property obtained by observing the vertices of the fibers of $`๐`$ restricted to $`_0^n`$. The second property involves more algebraic concepts such as the degree of the generators of the ideal, cf. \[St1\], \[St2\].
In this context, Hoลten and Thomas have addressed another point. In \[HT\] they observe that monomial degenerations of toric ideals admit a very special primary decomposition; the associated prime ideals occur in chains:
Definition: The ideal $`I`$ fulfils the chain property for its associated primes if, for any associated, non-minimal prime $`P`$ of $`I`$, there is another one $`P^{}P`$ with $`0pt(P^{})=0pt(P)1`$.
The subject of the present paper is to show that this property is of the same type as the first two mentioned above, i.e., not true for non-coherent $`๐`$-graded monomial ideals, in general. In detail, we will prove the following
Theorem (3.3)/(4.4): The chain property holds for $`๐`$-graded monomial ideals of dimension $`d2`$. However, there are counter examples for $`d=3`$.
(1.3) The main tool for proving the previous theorem is the explicit knowledge of the primary decomposition of monomial ideals from \[STV\].
However, instead of quoting the result, we start our paper in ยง2 with the presentation of a generalization to a certain class of binomial ideals, cf. Theorem (2.2). The fact that primary decomposition does not leave the category of binomial ideals at all follows already from \[ESt\].
## 2 Primary decomposition of saturated binomial ideals
(2.1) Let $`I[\underset{ยฏ}{x}]:=[x_1,\mathrm{},x_n]`$ be a binomial ideal. By $`T(I)_0^n`$ we denote the set
$$T(I):=\left\{a_0^n\right|x^aI\}$$
of the non-monomials in $`I`$. The set $`T:=T(I)`$ has the property
* If $`a,b_0^n`$ with $`ab`$ (i.e., $`ab_0^n`$) and $`aT`$, then $`bT`$.
Every $`T`$ fulfilling this property occurs as $`T(I)`$ for some binomial (even monomial) ideal. For the upcoming definition, we also need the following notation. If $`\mathrm{}[n]:=\{1,\mathrm{},n\}`$ is an arbitrary subset, then we write
$$^{\mathrm{}}:=\{a^n|\text{supp}a\mathrm{}\}\text{and}_0^{\mathrm{}}:=_0^n^{\mathrm{}}.$$
(2.2) Definition: Let $`T_0^n`$ with property (i). A set $`(r,\mathrm{}):=r+_0^{\mathrm{}}`$ with $`r_0^n`$ and $`\mathrm{}[n]`$ disjoint to $`\text{supp}r`$ is called a standard pair if it is maximal (with respect to inclusion) for the property $`r+_0^{\mathrm{}}T`$.
Denoting by $`B:=B(T)`$ the set of standard pairs, we obviously have $`T=_{(r,\mathrm{})B}(r+_0^{\mathrm{}})`$. The following result is well known, however, we include a short proof here for the readerโs convenience.
Proposition: The set $`B(T)`$ is finite.
Proof: Otherwise, let $`\mathrm{}[n]`$ be a subset such that there are infinitely many $`r^i`$ with $`(r^i,\mathrm{})B`$. Then, we may choose a subsequence of $`(r^i)`$ that is increasing via the partial order provided by $`_0^{[n]\mathrm{}}_0^n`$: If there is one value occurring infinitely often as the entry of the $`r^i`$ in one of the $`[n]\mathrm{}`$ coordinates, then this follows via induction by $`\mathrm{\#}([n]\mathrm{})`$. If not, then the claim is trivial, anyway.
Assuming that the $`r^i`$ are increasing, then there is at least one coordinate (e.g. the first one) that becomes arbitrary large. Since $`\left(r^1+(r_1^ir_1^1)e^1\right)r^i`$, the property (i) implies $`\left(r^1+(r_1^ir_1^1)e^1\right)+_0^{\mathrm{}}T`$; hence $`r^1+_0^{\mathrm{}\{1\}}T`$. In particular, the set $`r^1+_0^{\mathrm{}}`$ was not minimal, i.e., $`(r^1,\mathrm{})B`$. โ
(2.3) Let $`T_0^n`$ with property (i) of (2.2). Then we define for any subset $`\mathrm{}[n]`$
$$T(\mathrm{}):=\underset{(r^i,\mathrm{})B}{}\left(r^i+_0^{\mathrm{}}\right)T$$
and its closure via the partial order โ$``$
$$\overline{T(\mathrm{})}:=\underset{(r^i,\mathrm{})B,rr^i}{}\left(r+_0^{\mathrm{}}\right)T.$$
Remark: $`T(\mathrm{})=\{r_0^n|r+_0^{\mathrm{}}T\text{and }\mathrm{}\text{ is maximal with this property}\}`$.
(2.4) Definition: Let $`I[\underset{ยฏ}{x}]`$ be a binomial ideal. Define $`K(I)^n`$ as the abelian subgroup generated as
$$K(I):=ab|a,bT(I)\text{with}\lambda _ax^a\lambda _bx^bI\text{for some}\lambda _a,\lambda _b0.$$
The binomial ideal $`I`$ is called saturated if for any $`a,bT(I)`$ with $`abK(I)`$ there are coefficients $`\lambda _a,\lambda _b0`$ such that $`\lambda _ax^a\lambda _bx^bI`$.
Remark: The abelian subgroup $`K(I)^n`$ is minimal for $`I`$ to be $`^n/K(I)`$-homogeneous. Moreover, using this language, the saturation property means that the associated Hilbert function of the graded ring $`[\underset{ยฏ}{x}]/I`$ always yields $`0`$ or $`1`$.
Examples:
* Monomial ideals: Here is $`K(I)=0`$.
* $`๐`$-graded ideals with $`๐:^n^d`$: We have $`K(I)=(ab)\mathrm{ker}๐|a,bT(I)\mathrm{ker}๐`$.
In particular, the map $`^n/K(I)^n/\mathrm{ker}๐^d`$ shows that the $`^d`$-grading is in general weaker than the $`^n/K(I)`$-grading.
* The ideal $`I:=(x^2xy)`$ is not saturated: While $`K(I)=(1,1)^2`$, we have $`xyI`$.
Proposition: Let $`I[\underset{ยฏ}{x}]`$ be a binomial ideal. If $`I`$ is saturated, then $`T=T(I)`$ and the fibers $`T_q:=\{aT|aq\}`$ with $`q^n/K(I)`$ fulfil, in addition to (2.2)(i), the following property:
* If $`g_0^n`$ and $`q^n/K(I)`$, then $`(g+T_q)T=\mathrm{}`$ or $`g+T_qT`$.
Proof: If $`a,bT_q`$, then there is an element $`\lambda _ax^a\lambda _bx^bI`$, hence, $`\lambda _ax^{a+g}\lambda _bx^{b+g}I`$. Since $`\lambda _a,\lambda _b0`$, it follows that the latter monomials are either both contained in $`I`$ or both not. โ
Open problem: Do there exist $`๐`$-graded ideals $`I`$ containing at least one monomial, but still satisfying $`K(I)=\mathrm{ker}๐`$ or at least $`K(I)_{}=\mathrm{ker}๐_{}`$?
(2.5) Lemma: Assume that $`T_0^n`$ satisfies, for some subgroup $`K^n`$, the properties (i) and (ii) of (2.2) and (2.2), respectively.
* If $`a,bT_p`$ and $`g,hT_q`$, then $`a+gT`$ iff $`b+hT`$.
* If $`T(\mathrm{})_q\mathrm{}`$ , then $`T(\mathrm{})_q=T_q`$.
* If $`\overline{T(\mathrm{})}_q\mathrm{}`$ , then $`\overline{T(\mathrm{})}_q=T_q`$.
In particular, both sets $`T(\mathrm{})T`$ and $`\overline{T(\mathrm{})}T`$ are unions of selected whole fibers $`T_q`$.
Proof: Part (a) uses property (ii) twice to compare $`(a+g)`$, $`(a+h)`$, and $`(b+h)`$ successively.
For (b) let $`aT(\mathrm{})_q`$, $`bT_q`$. We will use Remark (2.2) several times: First, it follows that $`a+_0^{\mathrm{}}T`$. Then, with $`g`$ browsing through $`_0^{\mathrm{}}`$, property (ii) implies that also $`b+_0^{\mathrm{}}T`$. Moreover, the same argument applied in the opposite direction shows that $`\mathrm{}`$ is maximal with this property, i.e., $`bT(\mathrm{})_q`$.
Finally, let $`a\overline{T(\mathrm{})}_q`$, $`bT_q`$. In particular, there is an element $`g_0^n`$ such that $`(a+g)T(\mathrm{})_{q+p}`$ with $`p`$ being the image of $`g`$ via $`^n^n/K`$. Applying the parts (a) and (b) successively, this means that $`(b+g)T_{q+p}=T(\mathrm{})_{q+p}`$, hence $`b\overline{T(\mathrm{})}_q`$. โ
(2.6) Let $`I[\underset{ยฏ}{x}]`$ be a binomial ideal such that $`T=T(I)`$ and $`K=K(I)`$ meet the conditions (i) and (ii) of (2.2) and (2.2), respectively. Then, for any $`\mathrm{}[n]`$ such that some $`(,\mathrm{})`$ occurs as a standard pair, we define the ideal
$$I^{(\mathrm{})}:=I+\left(x^a|a\overline{T(\mathrm{})}\right)[\underset{ยฏ}{x}].$$
If there was no standard pair containing $`\mathrm{}`$, then $`T(\mathrm{})=\overline{T(\mathrm{})}=\mathrm{}`$, and the above definition would yield $`I^{(\mathrm{})}=(1)`$, anyway.
Theorem: If $`I[\underset{ยฏ}{x}]`$ is a binomial ideal fulfilling (i) and (ii), e.g. if $`I`$ is a saturated binomial ideal in the sense of (2.2), then $`I=_{\mathrm{}}I^{(\mathrm{})}`$ will be a primary decomposition.
Proof: Step 1: Being primary may be checked by means of the homogeneous elements only:
If $`JR`$ is an ideal, then $`J`$ is primary if and only if the multiplication maps $`(r):R/JR/J`$ are either injective or nilpotent. On the other hand, if $`J`$ is homogeneous in a graded ring, then these two properties of linear maps $`\psi :R/JR/J`$ may be checked by using homogeneous arguments only. Moreover, the sum of injective, homogeneous maps of different degrees remains injective, the sum of nilpotent maps remains nilpotent, and the sum of an injective and a nilpotent map is injective.
Step 2: The ideals $`I^{(\mathrm{})}`$ are primary:
For $`q^n/K`$ denote by $`F_q:=\{a_0^n|aq\}`$ the whole fiber of $`q`$; in particular, $`T_qF_q`$. If $`I^{(\mathrm{})}`$ was not primary, then there would be elements $`s[\underset{ยฏ}{x}]_p`$ and $`t[\underset{ยฏ}{x}]_q`$ such that $`stI^{(\mathrm{})}`$, $`sI^{(\mathrm{})}`$, and $`t^NI^{(\mathrm{})}`$ for every $`N1`$. Moreover, if we replace $`s,t`$ by different representatives of their equivalent classes in $`[\underset{ยฏ}{x}]/I^{(\mathrm{})}`$, then the previous property does not change.
For any degree $`q^n/K`$ we know that $`I_qI_q^{(\mathrm{})}[\underset{ยฏ}{x}]_q`$ and $`dim_{}[\underset{ยฏ}{x}]_q/I_q1`$. Applied to our special situation this means that $`I_p=I_p^{(\mathrm{})}[\underset{ยฏ}{x}]_p`$, $`I_{Nq}=I_{Nq}^{(\mathrm{})}[\underset{ยฏ}{x}]_{Nq}`$, and $`s,t`$ may be assumed to be monomials $`x^a`$ and $`x^b`$, respectively. Moreover, the product $`st=x^{a+b}`$ is either contained in $`I_{p+q}`$, or we have that $`I_{p+q}^{(\mathrm{})}=[\underset{ยฏ}{x}]_{p+q}`$. Translated into the language of exponents, this means:
$$aT_p=\overline{T(\mathrm{})}_p\text{and}NbT_{Nq}=\overline{T(\mathrm{})}_{Nq}N1,\text{but}a+bT\text{or}T_{p+q}\overline{T(\mathrm{})}_{p+q}.$$
Since $`\overline{T(\mathrm{})}`$ consists of only finitely many $`_0^{\mathrm{}}`$-slices, the fact that $`Nb\overline{T(\mathrm{})}`$ for all $`N1`$ implies that $`b_0^{\mathrm{}}`$. Hence, the property $`a\overline{T(\mathrm{})}`$ yields $`a+b\overline{T(\mathrm{})}_{p+q}T_{p+q}`$ immediately. Moreover, by Lemma (2.2)(c), the latter two sets have to be equal, and we obtain a contradiction.
Step 3: The intersection yields $`I`$:
For every $`q`$ we have to show that there is at least one $`\mathrm{}`$ such that $`I_q^{(\mathrm{})}=I_q`$, i.e. such that $`\overline{T(\mathrm{})}_q=T_q`$. However, if $`T_q\mathrm{}`$, the latter equality is equivalent to $`\overline{T(\mathrm{})}T_q\mathrm{}`$ by Lemma (2.2)(c). Hence, everything follows from $`T=_{\mathrm{}}T(\mathrm{})=_{\mathrm{}}\overline{T(\mathrm{})}`$. โ
## 3 Two-dimensional $`๐`$-graded monomial ideals
(3.1) If $`I[\underset{ยฏ}{x}]`$ is a monomial ideal, then Theorem (2.2) yields the well known formula for the primary decomposition of $`I`$ into the easier looking $`I^{(\mathrm{})}=\left(x^a|a\overline{T(\mathrm{})}\right)`$. In particular, the associated primes are
$$P^{(\mathrm{})}=\sqrt{I^{(\mathrm{})}}=\left(x_i|i\mathrm{}\right)\text{with }\mathrm{}\text{ such that there is a }(,\mathrm{})B(T).$$
If $`I[\underset{ยฏ}{x}]`$ is additionally $`๐`$-graded with respect to some linear map $`๐:^n^d`$ with $`(\mathrm{ker}๐)_0^n=0`$, cf. (1.1) for a definition, then we know that $`๐`$ induces an isomorphism $`T\stackrel{}{}๐(_0^n)`$. In particular, every $`\mathrm{}`$ occurring in $`B(T)`$ fulfils $`\mathrm{\#}\mathrm{}d`$, and the chain property, cf. (1.1), looks as follows:
$`I`$ fulfils the chain property for its associated primes if for any non-maximal $`\mathrm{}`$ in $`B(T)`$ there is another $`\mathrm{}^{}\mathrm{}`$ in $`B(T)`$ with $`\mathrm{\#}\mathrm{}^{}=\mathrm{\#}\mathrm{}+1`$.
Remark: An $`\mathrm{}`$ occurring in $`B(T)`$ via some $`(,\mathrm{})`$ is maximal if and only if $`(0,\mathrm{})B(T)`$.
We will show that the above chain property is always fulfilled for monomial, $`๐`$-graded ideals as long as $`d2`$, but it fails for $`d3`$.
(3.2) First, we need the following lemma describing the intersection behavior of two different layers $`(r,\mathrm{})=(r+_0^{\mathrm{}})`$, $`(s,m)=(s+_0^m)`$ of the base $`B(T)`$.
Lemma: Let $`T_0^n`$ be an arbitrary subset satisfying the assumption (i) of (2.2). Then, two different $`(r,\mathrm{}),(s,m)B(T)`$ are either disjoint, or the intersection is of the form
$$(r+_0^{\mathrm{}})(s+_0^m)=(p+_0^\mathrm{}m)$$
with strict inclusions $`\mathrm{}m\mathrm{},m`$.
Proof: Assume that the intersection is not empty. Then, outside $`(\mathrm{}m)`$, the values of $`r`$ and $`s`$ coincide, and we set $`p`$ as the common one. Within $`(\mathrm{}m)`$ we define
$$p_{|(\mathrm{}m)}:=s_{|(\mathrm{}m)}\text{and}p_{|(m\mathrm{})}:=r_{|(m\mathrm{})}.$$
It remains to check that neither of $`\mathrm{},m`$ is a subset of the other one. But if this was the case, say $`\mathrm{}m`$, then $`(r+_0^{\mathrm{}})(s+_0^m)`$ implying that $`(r+_0^{\mathrm{}})`$ would not be a maximal subset of $`T`$, i.e., $`(r,\mathrm{})B(T)`$. โ
(3.3) Lemma: Let $`I[\underset{ยฏ}{x}]`$ be a monomial, $`๐`$-graded ideal.
* The set of all $`๐(_0^{\mathrm{}})`$ with $`_0^{\mathrm{}}T`$ forms a triangulation of the convex cone $`๐(_0^n)^d`$. The maximal cells come from those $`\mathrm{}`$ with $`(0,\mathrm{})B(T)`$.
* Let $`(0,\mathrm{})B(T)`$. Then, the map $`๐`$ induces a natural bijection
$$\{r|(r,\mathrm{})B(T)\}\stackrel{}{}๐(^n)/๐(^{\mathrm{}}).$$
Proof: Using Lemma (3.3) for part (a), this and the injectivity in (b) are both simple consequences from the fact that the map $`๐`$ is injective on the subset $`T_0^n`$.
To show the surjectivity in (b) we remark first that $`๐(^{\mathrm{}})=๐(^n)`$. In particular, if some class $`\overline{w}๐(^n)/๐(^{\mathrm{}})`$ is represented by a $`w=๐(ab)`$ with $`a,b_0^n`$, then there is an $`N1`$ with $`N๐(b)๐(^{\mathrm{}})`$. Hence $`\overline{w}`$ may be represented by $`w+N๐(b)=๐\left(a+(N1)b\right)`$, i.e., by an element from $`๐(_0^n)`$.
Let $`\overline{w}`$ be now represented from $`๐(_0^n)`$. Since $`๐(_0^n)=๐(T)`$, this means that
$$a_0^{\mathrm{}}(r(a),\mathrm{}(a))B(T):w+๐(a)๐\left(r(a)\right)+๐\left(_0^{\mathrm{}(a)}\right).$$
It remains to show that $`\mathrm{}`$ itself appears in the previous list of the sets $`\mathrm{}(a)`$. But, if not, then all elements of $`w+๐(_0^{\mathrm{}})`$ would be contained in at most finitely many shifts of maximal cells different from $`๐(_0^{\mathrm{}})`$. โ
(3.4) Theorem: Let $`I[\underset{ยฏ}{x}]`$ be a monomial, $`๐`$-graded ideal of dimension $`d2`$. Then $`I`$ satisfies the chain property for its associated primes.
Proof: Since there is nothing to show for one-dimensional ideals, we consider the case of $`d=2`$. Let us assume that the chain condition is violated, i.e., for every $`(r,\mathrm{})B(T)`$ we have either $`\mathrm{\#}\mathrm{}=2`$ or $`\mathrm{}=\mathrm{}`$, and, moreover, there is at least one $`(r^{},\mathrm{})B(T)`$ of the second type.
Since the $`\mathrm{}`$โs with cardinality two provide a triangulation of the two-dimensional cone $`๐(_0^n)^2`$, we may order them in a natural way as $`\mathrm{}^1,\mathrm{},\mathrm{}^N`$. Then Lemma (3.3) implies that adjacent sets $`\mathrm{}^{i1},\mathrm{}^i`$ share a common element, say $`i`$. Denoting the canonical basis elements of $`^n`$ by $`e^i`$, this yields the following setup
$$\mathrm{}^i=\{i,i+1\}\text{and}\sigma _i:=๐\left(_0^\mathrm{}^i\right)=๐(e^i),๐(e^{i+1})__0\text{with}i=1,\mathrm{},N(<n).$$
Using part (b) of Lemma (3.3), we may choose, for every $`i`$, a pair $`(r^i,\mathrm{}^i)B(T)`$ such that $`A(r^{})๐(r^i)+๐(^\mathrm{}^i)`$. On the other hand, $`r^{}`$ is โisolatedโ, i.e., it does not belong to any of the sets $`r^i+_0^\mathrm{}^i`$. Then the injectivity of $`๐`$ on $`T`$ implies that $`๐(r^{})๐(r^i)+๐\left(_0^\mathrm{}^i\right)`$, and since $`๐\left(_0^\mathrm{}^i\right)=๐\left(^\mathrm{}^i\right)๐\left(_0^\mathrm{}^i\right)`$, we obtain $`๐(r^{})๐(r^i)+\sigma _i`$. If $`f^i`$ denote linear forms on $`^2`$ such that the cones $`\sigma _i`$ are given by
$$\sigma _i=\left\{x^2\right|x,f^i0,x,f^{i+1}0\},$$
cf. Figure 1, then this statement can be translated into
$$๐(r^{})๐(r^i),f^i<0\text{or}๐(r^{})๐(r^i),f^{i+1}>0\text{for }i=1,\mathrm{},N.$$
Reorganizing these inequalities, we obtain that either
$$๐(r^{}),f^1<๐(r^1),f^1,\text{or}๐(r^N),f^{N+1}<๐(r^{}),f^{N+1},$$
or there is an $`i\{2,\mathrm{},N\}`$ with
$$๐(r^{i1}),f^i<๐(r^{}),f^i<๐(r^i),f^i$$
as depicted in Figure 2.
Assume, w.l.o.g., that the latter two inequalities apply to some $`i`$. Then we consider the series $`๐(r^{})+_0๐(e^i)๐(r^{})+(f^i)^{}`$: All its members are contained in $`๐(T)`$. Hence, up to finitely many exceptions, they have to be contained in some $`๐(s)+๐(_0^{\mathrm{}})`$ with $`(s,\mathrm{})B(T)`$ and $`\mathrm{\#}\mathrm{}=2`$.
On the other hand, if $`\mathrm{}\mathrm{}^{i1},\mathrm{}^i`$, then any shift of the cone $`๐\left(_0^{\mathrm{}}\right)`$ intersects the ray $`๐(r^{})+_0๐(e^i)`$ in a compact set, i.e., the intersection contains at most finitely many lattice points. Thus, almost all elements of $`๐(r^{})+_0๐(e^i)`$ are contained in sets of the form $`๐(s)+๐(_0^{\mathrm{}^{i1}})`$ or $`๐(s)+๐(_0^\mathrm{}^i)`$ with $`(s,\mathrm{}^{i1}),(s,\mathrm{}^i)B(T)`$.
However, applying part (b) of Lemma (3.3) again, we see that there is no freedom left for the element $`s`$. It has to equal $`r^{i1}`$ or $`r^i`$, respectively. But since the sets $`๐(r^{i1})+\sigma _{i1}`$ and $`๐(r^i)+\sigma _i`$ do not meet the ray $`๐(r^{})+_0๐(e^i)`$ at all, we have obtained a contradiction. โ
## 4 A counter example in dimension three
(4.1) Roughly speaking, the proof of the previous theorem worked as follows: We have shown that the shifted two-dimensional cells of the triangulation create gaps that cannot be filled with isolated $`T`$-elements only. In dimension three this concept fails, since some cells might be arranged in cycles. In particular, we have
Theorem: There exists an example of a monomial, $`๐`$-graded ideal $`I[\underset{ยฏ}{x}]`$ with $`d=3`$ such that the chain property for the associated primes is violated.
Proof: Take $`n=16`$ with the variables $`e_i,f_i,g_i`$ ($`i=1,2,3`$) and $`k_\nu `$ ($`\nu =1,\mathrm{},7`$). The ideal $`I`$ is defined by the following 100 generators
* $`f_ik_\nu ,g_ik_\nu ,g_ig_j,k_\nu k_\mu `$ with $`i,j\{1,2,3\}`$ and $`\mu ,\nu \{1,\mathrm{},7\}`$,
* $`f_i^2,f_ig_{i+1},f_{i1}f_ig_{i1}`$,
* $`f_ig_ie_{i1},f_{i+1}g_ie_{i1},f_if_{i+1}e_{i1}`$, and
* $`f_ie_{i1}e_{i+1},g_ie_{i1}e_{i+1}`$
with $`i/3`$. Denoting by $`\{E_1,E_2,E_3\}`$ the canonical basis $`\{(1,0,0),(0,1,0),(0,0,1)\}`$ of $`^3`$, then $`I`$ is $`๐`$-graded with respect to the linear map $`๐:^{16}^3`$ given by
$$e_i2E_i,f_iE_i,g_iE_i+(1,1,1),$$
and
$$\{k_1,\mathrm{},k_7\}\{(3,2,2),(2,3,2),(2,2,3),(2,3,3),(3,2,3),(3,3,2),(3,3,3)\}.$$
Remark: Since $`๐:_0^{16}_0^3`$ is surjective, the associated toric ideal defines the semigroup algebra $`\left[_0^3\right]`$, i.e., the associated toric variety is $`^3`$.
(4.2) In addition to the plain presentation of the example in the previous section, we would also like to show how it really works. In particular, we rather describe the set $`T=T(I)`$ of standard monomials via its basis $`B(T)`$ โ and how these sets map to $`^3`$.
To improve the readability, we write $`\mathrm{}`$ for the semigroup $`_0^{\mathrm{}}`$. Then the ideal $`I`$ has the following maximal (with respect to the partial order โ$``$โ induced by $`_0^{16}`$) standard pairs
* $`k_\nu +e_1,e_2,e_3`$ ($`\nu =1,\mathrm{},7`$),
* $`(f_i+f_{i+1})+e_i,e_{i+1},(f_i+g_i)+e_i,e_{i+1},(f_{i+1}+g_i)+e_i,e_{i+1}`$,
* $`g_{i+1}+e_i,e_{i+1}`$, and
* $`(f_1+f_2+f_3)`$
with $`i/3`$. Dropping the maximality condition, we have to add the standard pairs
* $`e_1,e_2,e_3`$ and
* $`f_i+e_i,e_{i+1},f_{i+1}+e_i,e_{i+1},g_i+e_i,e_{i+1}`$.
The violation of the chain property for the associated primes is caused by the existence of the standard pair $`((f_1+f_2+f_3),\mathrm{})`$. The remaining standard pairs involve only sets $`\mathrm{}\{1,2,\mathrm{},16\}`$ with $`\mathrm{\#}\mathrm{}2`$.
Finally, for the $`๐`$-graded property, let us consider the $`๐`$-images:
* (i) and (v) yield all triples with entries $`0`$ or $`2`$.
* Assuming $`[i=1]`$, the series (ii), (iii), (vi) provide $`(2_0,2_0,0)`$ shifted by $`(1,0,0)`$, $`(0,1,0)`$, $`(1,1,0)`$, or $`(3,1,1)`$, $`(2,1,1)`$, $`(1,2,1)`$, $`(2,2,1)`$. This means that every triple having $`0`$ or $`1`$ as its last entry is reached, except for $`(1,1+2_0,1)`$ and $`(2_0,2_0,0)`$ itself.
However, the latter series already occurred in the previous point (i)/(v), and, beginning with $`(1,3,1)`$, the first series is included in (ii)/(iii)/(vi) with $`[i=2]`$.
* The isolated (iv) yields the missing triple $`(1,1,1)`$.
It follows that $`๐`$ maps $`T_0^{16}`$ onto $`_0^3`$. Moreover, a closer look shows that the restriction $`๐_{|T}`$ is injective, indeed.
Klaus Altmann
Institut fรผr Mathematik
Mathematisch Naturwissenschaftliche Fakultรคt II
Humboldt-Universitรคt zu Berlin
Rudower Chaussee 25
D-10099 Berlin, Germany
E-mail: altmann@mathematik.hu-berlin.de
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# Combined Paramagnetic and Diamagnetic Response of YBCO
## I Introduction
In 1993 Volovik predicted that the density of states of a $`d`$-wave superconductor is dominated by delocalised nodal quasi-particles and scales as the square root of the magnetic field. Since then there has been a lot of research on the role of nodal quasi-particles in determining the electronic density of states of the cuprate superconductors. Experimentally this is probed by looking at the specific heat as a function of magnetic field . This is a bulk property and therefore complements STM and ARPES measurements which are surface probes. (On the other hand, it is a somewhat less direct probe of the electronic density of states.) Theoretically, groups have studied the effect of dirty superconductors , the role of the copper oxide chains in affecting the specific heat and the anisotropic dependences on magnetic field direction . In particular, the last paper predicted that the observed dependence of the density of states of an in plane magnetic field would depend on its orientation relative to the gap nodes. That paper only accounted for the diamagnetic response of the quasi-particles, as in Volovikโs original paper. In this paper we generalise this to include the paramagnetic response of the quasi-particles. The quasi-particle paramagnetism has been considered in different contexts in . We focus on YBCO because only it has sufficient transport in the $`c`$ direction to allow the usual London theory to apply so that vortices to form out of the CuO planes . Other relevant papers that treat different aspects of the problem include .
In the following section we present a general discussion of the theory and define the various terms. In section III we discuss the energy scales specific to YBCO. The two subsequent sections present the results for the physical case of relatively small magnetic field for the field perpendicular and parallel to the CuO planes, respectively. With small fields, a particularly simple approximation can be invoked leading to analytic results. In the parallel case, we predict a loss of anisotropy at sufficiently large magnetic fields. In section VI we present a more physical argument for the loss of anisotropy. We summarise our results in the conclusion. In the appendix, we allow for fields of arbitrary strength but only in the situation where the field is perpendicular to the copper-oxide planes.
## II General Theory
The approach we use is to consider a BCS-like formalism with a $`d`$-wave gap. Since YBCO is a type-II superconductor, there are vortices above a critical field $`H_{c1}`$ and we will focus on the regime $`H_{c1}HH_{c2}`$. This condition ensures that $`\xi R\lambda `$ where $`\xi `$, $`R`$ and $`\lambda `$ are the coherence length, vortex radius and penetration depth, respectively. In fact, $`H_{c1}`$ is so small ($`100`$ Gauss ) and $`H_{c2}`$ so large ($`100`$ Tesla) that one is always in this experimental range. Around each vortex there is a rotating superfluid condensate. Quasiparticles are excited out of this condensate and are accordingly Doppler-shifted by the superfluid velocity. The effect of this Doppler shift is to give a finite density of states, even at zero frequency, and we refer to this as the diamagnetic effect. In addition, the individual quasi-particles have a paramagnetic response to the magnetic field due to their intrinsic spin and we refer to this as the paramagnetic effect. In this paper, we are interested in the competition between these two effects, there being two important geometries. The simpler one is when the field is parallel to the $`c`$-axis ($`Hc`$) in which event we can study effects for all magnetic field values. The more physically interesting geometry, however, is that the field is parallel to the $`ab`$ plane ($`Hab`$). In this case the diamagnetism results in an anisotropic dependence of the density of states on the direction of the applied magnetic field, with a greater value when the field points along the gap antinodal direction and a lesser value when the field points along the nodal direction. We show that the paramagnetism lessens this effect and at a critical magnetic field makes it disappear altogether.
Due to the paramagnetic shift, the density of states is broken into two components which can be written semiclassically as
$$N_0^{(\pm )}\frac{1}{\pi R^2}d๐ซd๐ค|V|\delta \left(\left(\sqrt{\xi _๐ค^2+\mathrm{\Delta }_๐ค^2}\pm \mu H\right)^2V^2\right).$$
(1)
This is a simple generalisation of the formalism of where we have included the paramagnetic term $`\pm \mu H`$. We describe each factor in turn. The $`d`$-wave gap is given by $`\mathrm{\Delta }_๐ค=\mathrm{\Delta }_0\mathrm{cos}^2(2\varphi )`$ and $`\xi _๐ค=k^2\mu _c`$ so that $`\sqrt{\xi _๐ค^2+\mathrm{\Delta }_๐ค^2}\pm \mu H`$ is the quasi-particle excitation energy. (Here we have defined the quasi-particle energy relative to the chemical potential $`\mu _c`$.) The integral over $`๐ค`$ (with polar coordinates $`k`$ and $`\varphi `$) is a standard trace integral used to determine the density of states. We will use the delta function to do the radial $`k`$ integral. The integral over $`๐ซ`$ is an average over one unit cell of the vortex lattice; $`r`$ is the distance from the vortex core and $`\beta `$ is the vortex winding angle. It is convenient to nondimensionalise the radial integral to $`\rho =r/R`$, where $`R`$ is the inter-vortex distance
$$R=a^1\sqrt{\frac{\mathrm{\Phi }_0}{\pi H}},$$
(2)
$`a`$ is a geometrical constant accounting for the mismatch between the circular vortices and the regular lattice they fill out and $`\mathrm{\Phi }_0=hc/2e`$ is a flux quantum.
The factor $`V=๐ฏ_๐ฌ๐ค_๐
`$ is the Doppler shift which depends on the condensate velocity $`๐ฏ_๐ฌ`$ (which in turn depends on $`๐ซ`$) and on the Fermi momentum $`๐ค_๐
`$. We first consider $`Hc`$; far from the vortex core (but still within the penetration depth scale) this is approximately
$$V\frac{E_H}{\rho }\mathrm{sin}(\beta \varphi )Hc.$$
(3)
$`E_H=v_Fa\sqrt{\pi H/4\mathrm{\Phi }_0}`$ is an energy scale associated with the diamagnetism (and $`v_F`$ is the Fermi velocity.) This yields $`E_H=2.4\sqrt{H}`$ where $`E_H`$ is measured in $`m`$eV and $`H`$ in Tesla. In practise, when integrating over the winding angle $`\beta `$, we change variables to $`\beta \varphi `$ so the sinusoid is $`\mathrm{sin}\beta `$. There are two difference when $`Hab`$. Firstly, the differently aligned vortices implies
$$V\frac{E_H}{\rho }\mathrm{sin}\beta \mathrm{sin}(\varphi \alpha )\mathrm{H}\mathrm{ab}.$$
(4)
There is an additional parameter $`\alpha `$ which describes the orientation of the field with respect to the axis directions in the $`ab`$ plane. Specifically, when $`\alpha =0`$, the field points along the antinodal direction of the gap function while when $`\alpha =\pi /4`$, the field points along the nodal direction. The second difference is that the energy scale $`E_H`$ is smaller. This is due to the fact that the vortices must form out of the copper oxide planes. This leads to a rescaling of the effective Fermi velocity by $`\sqrt{\lambda _{ab}/\lambda _c}`$ where $`\lambda _i`$ is the penetration depth in direction $`i`$. $`E_H`$ is accordingly reduced by a factor of about 2.5 relative to the $`Hc`$ case.
For now, we shall keep $`V`$ arbitrary and thereby include both field alignments with the same analysis. To begin, we need to find the values of $`k`$ for which the argument of the delta function is zero. For the $`+\mu H`$ term this is given by
$$\sqrt{\xi _๐ค^2+\mathrm{\Delta }_๐ค^2}+\mu H|V|=0.$$
(5)
A solution may or may not exist depending on the values of $`\varphi `$, $`\beta `$ and $`\rho `$. (In principle we should also allow for the solution with $`+|V|`$, but in practise there are no solutions to that equation.) We shall refer to the contribution arising from this term as $`N_0^{(+)}`$ (the reason for this name is made clear below.) For the $`\mu H`$ term the analysis is a little more complicated. Specifically, we now must allow for the possibility of two distinct roots of the form
$$\sqrt{\xi _๐ค^2+\mathrm{\Delta }_๐ค^2}\mu H\pm |V|=0.$$
(6)
Here we allow for both signs of $`|V|`$. One should not confuse the $`\pm `$ in (6) with the $`\pm `$ in the choice of spin direction in (1). We shall call the respective contributions $`N_0^{(+)}`$ and $`N_0^{()}`$ where the first sign refers to $`\mu H`$ and the second to $`|V|`$.
As stated, we use the $`\delta `$ function to do the $`k`$ integral. This leads to the following expressions for the three terms (where we normalise by recalling that for large fields, the total density of states should approach that of the normal state $`\overline{N}`$):
$`{\displaystyle \frac{N_0^{(+)}}{\overline{N}}}`$ $`=`$ $`{\displaystyle \frac{1}{4\pi ^2}}{\displaystyle _0^1}d\rho \rho {\displaystyle _0^{2\pi }}d\beta {\displaystyle _0^{2\pi }}d\varphi P\left({\displaystyle \frac{|V|\mu H}{\sqrt{(|V|\mu H)^2\mathrm{\Delta }_๐ค^2}}}\right)`$ (7)
$`{\displaystyle \frac{N_0^{()}}{\overline{N}}}`$ $`=`$ $`{\displaystyle \frac{1}{4\pi ^2}}{\displaystyle _0^1}d\rho \rho {\displaystyle _0^{2\pi }}d\beta {\displaystyle _0^{2\pi }}d\varphi P\left({\displaystyle \frac{|V|+\mu H}{\sqrt{(|V|+\mu H)^2\mathrm{\Delta }_๐ค^2}}}\right)`$ (8)
$`{\displaystyle \frac{N_0^{(+)}}{\overline{N}}}`$ $`=`$ $`{\displaystyle \frac{1}{4\pi ^2}}{\displaystyle _0^1}d\rho \rho {\displaystyle _0^{2\pi }}d\beta {\displaystyle _0^{2\pi }}d\varphi P\left({\displaystyle \frac{\mu H|V|}{\sqrt{(\mu H|V|)^2\mathrm{\Delta }_๐ค^2}}}\right).`$ (9)
The function $`P(x)`$ equals $`x`$ if $`x`$ is real and positive, otherwise it is zero (this yields the ranges over which the respective solutions of Eqs.(5) and (6) exist.) Our goal is to do these three integrals and thereby calculate the density of states and specific heat. It is convenient at this point to introduce the dimensionless quantities $`\nu =E_H/\mathrm{\Delta }_0`$ and $`\sigma =\mu H/\mathrm{\Delta }_0`$ describing the energies associated with the diamagnetism and paramagnetism respectively. Mathematically we can treat them as independent quantities. In reality they are dependent since $`\nu \sqrt{H}`$ while $`\sigma H`$ so that $`\sigma \nu ^2`$, but this can be imposed later.
We begin by assuming that the fields are small enough to use the โnodal approximationโ, which amounts to replacing the gap function $`\mathrm{\Delta }_๐ค`$ by a local linear approximation in the neighbourhood of the gap nodes. This leads to a very simple $`\varphi `$ integral. This approximation is valid in the limit of small $`\nu `$ and $`\sigma `$ since in that event the range of contributing $`\varphi `$ values in (7) is very small and a linear approximation is valid throughout the allowed integration range. It is convenient to first take $`Hc`$. This then sets up the small field $`Hab`$ calculation. The small field limit underlying the nodal approximation is physically relevant since it corresponds to currently accessible magnetic field strengths. However, it is also interesting to explore the structure for arbitrary fields; this is done in the appendix.
## III Energy Scales
We now discuss the energy scales in the problem. It will be convenient to parameterise the diamagnetic and paramagnetic energies as follows. We define the coefficients $`a`$ and $`b`$ such that $`\nu =a\sqrt{H}`$ and $`\sigma =bH`$ and the functional relationship between $`\nu `$ and $`\sigma `$ is $`\sigma =b\nu ^2/a^2`$. Knowing the coefficients $`a`$ and $`b`$ gives us the full information about the thermodynamic response of the system. For example, the cross-over field $`H_e`$ where $`\nu =\sigma `$ is given as $`(a/b)^2`$.
We begin by noting that for YBCO $`\mathrm{\Delta }_0`$ is about 20 $`meV`$. The paramagnetic energy is simple since it is just $`\mu H`$ which equals $`0.058H`$ where $`H`$ is measured in Tesla and the energy in $`meV`$ (henceforth these units will be understood.) Together these imply $`b=2.9\mathrm{x10}^3`$. The diamagnetic energy scale is trickier; to date it has been found directly from experimental measurements. This point is discussed in Refs. where it is argued that $`E_H`$ is different for $`Hc`$ and $`Hab`$. In the first case, $`E_H2.4\sqrt{H}`$ so that $`a=0.12`$ and $`\sigma =0.20\nu ^2`$ . The cross-over field is therefore $`H_e=1.7\mathrm{x10}^3`$T. This is enormous and we can confidently state that for all experimentally accessible fields, the diamagnetism completely dominates the paramagnetism.
The $`Hab`$ case is more ambiguous. Based on the ratio of the penetration depths in the $`c`$ direction and the $`a`$ and $`b`$ directions, the authors of Refs. estimated that $`E_H0.7\sqrt{H}`$ leading to $`a=0.035`$ so that the cross-over field is $`H_e=147T`$. On the other hand, experiments which compared the scaling of the specific heat with $`\sqrt{H}`$ in the $`c`$ and $`ab`$ directions led to the conclusion that $`E_H<0.4\sqrt{H}`$ . Taking the upper limit of the inequality for concreteness, we would have $`a=0.020`$ so that the cross-over field is $`H_e=48T`$. While the cross-over happens at rather large fields, we will show that the loss of anisotropy is apparent at smaller fields which are certainly experimentally accessible.
## IV $`H`$ $`c`$
We first consider the field parallel to the $`c`$-axis. For this situation, all four gap nodes contribute identically. Also, we can use symmetry to restrict the range of $`\beta `$ and thereby dispense with the absolute value signs around $`V`$. Using the nodal approximation to do the $`\varphi `$ integral, we find
$`{\displaystyle \frac{N_0^{(+)}}{\overline{N}}}`$ $``$ $`{\displaystyle \frac{2}{\pi }}{\displaystyle _0^1}d\rho {\displaystyle _0^{\pi /2}}d\beta P(\nu \mathrm{sin}\beta \sigma \rho )`$ (10)
$`{\displaystyle \frac{N_0^{()}}{\overline{N}}}`$ $``$ $`{\displaystyle \frac{2}{\pi }}{\displaystyle _0^1}d\rho {\displaystyle _0^{\pi /2}}d\beta P(\nu \mathrm{sin}\beta +\sigma \rho )`$ (11)
$`{\displaystyle \frac{N_0^{(+)}}{\overline{N}}}`$ $``$ $`{\displaystyle \frac{2}{\pi }}{\displaystyle _0^1}d\rho {\displaystyle _0^{\pi /2}}d\beta P(\sigma \rho \nu \mathrm{sin}\beta ).`$ (12)
(Recall that $`P`$ limits the integration ranges so that the corresponding zero solution of the original delta function argument exists.) It is interesting to remark that there is no limitation on the integration range of $`N_0^{()}`$, which contributes throughout the vortex unit cell for all values of $`\sigma `$ and $`\nu `$. The other two terms are restricted and in fact, their allowed ranges in the $`\rho \beta `$ space are complementary. There is a physical meaning to this. It says that in those regions of the vortex unit cell, it is energetically favourable for the quasi-particle to flip its spin even though this costs it diamagnetic energy. In the limit where the diamagnetism is dominant, we have only $`N_0^{(+)}`$. In the limit where the paramagnetism is dominant, we have only $`N_0^{(+)}`$, that is all quasi-particles are spin down. In the regime where the diamagnetism and paramagnetism are competitive, the final result involves a nontrivial combination of both terms. These three terms can also be combined and expressed as
$$\frac{N_0}{\overline{N}}\frac{4}{\pi }_0^1d\rho _0^{\pi /2}d\beta \left(|\nu \mathrm{sin}\beta +\sigma \rho |+|\sigma \rho \nu \mathrm{sin}\beta |\right).$$
(13)
From here the analysis is simple and summing all three terms we conclude
$`{\displaystyle \frac{N_0}{\overline{N}}}`$ $``$ $`\sigma +{\displaystyle \frac{\nu ^2}{2\sigma }}\nu \sigma `$ (14)
$``$ $`{\displaystyle \frac{2}{\pi }}\left(\left(\sigma +{\displaystyle \frac{\nu ^2}{2\sigma }}\right)\mathrm{arcsin}\left({\displaystyle \frac{\sigma }{\nu }}\right)+{\displaystyle \frac{3\nu }{2}}\sqrt{1{\displaystyle \frac{\sigma ^2}{\nu ^2}}}\right)\nu >\sigma .`$ (15)
Clearly these two expressions agree when $`\sigma =\nu `$. They also give the correct behaviour for either $`\sigma =0`$ or $`\nu =0`$. For later purposes, it is be convenient to collectively express these as
$$\frac{N_0}{\overline{N}}F(\sigma ,\nu ).$$
(16)
The function $`F`$ has a nice scaling property. Specifically,
$$F(\sigma ,\nu )=\nu f(\sigma /\nu )$$
(17)
where
$`f(x)`$ $`=`$ $`x+{\displaystyle \frac{1}{2x}}x>1`$ (18)
$`=`$ $`{\displaystyle \frac{2}{\pi }}\left[\left(x+{\displaystyle \frac{1}{2x}}\right)\mathrm{arcsin}(x)+{\displaystyle \frac{3}{2}}\sqrt{1x^2}\right]x<1.`$ (19)
Other than the prefactor in (17), the function $`F`$ is given by a simple universal form.
In Fig. 1 we show the function $`f`$ plotted as a function of $`x`$. To aid comparison, we plot the $`x>1`$ expression as a dashed line in the range $`x<1`$. The change in functional form at $`x=1`$ represents a very mild nonanalyticity which is not observable by eye. Analysis of the function $`f(x)`$ shows that the first three derivatives are continuous at $`x=1`$ and that the $`x<1`$ branch suffers a $`(1x)^{7/2}`$ discontinuity as it approaches $`x=1`$ from below.
## V $`H`$ $`ab`$ and Anisotropy
We now consider the more interesting situation where the magnetic field is parallel to the $`ab`$ planes. We continue to use the nodal approximation and again assume that the $`\varphi `$ integral is dominated by the regions around the four gap nodes. We define $`\varphi _n=(2n1)\pi /4`$ such that $`\mathrm{\Delta }(\varphi _n)=0`$ and divide the $`\varphi `$ integral into four domains centred on these values. In contrast to the previous case, there is a more complicated $`\varphi `$ dependence since it appears in $`V`$ itself. However, to the same order of approximation, we ignore the variation of $`\varphi `$ when evaluating $`V`$, and simply use the value of $`\varphi _n`$ appropriate to that domain. The development then follows the previous case but where we must consider each of the four $`\varphi `$ integrals (as indexed by $`n`$) and also keep track of the $`\alpha `$ dependence. We also restrict the $`\beta `$ range as before. The result is
$`{\displaystyle \frac{N_0^{(+)}}{\overline{N}}}`$ $``$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{1}{2\pi }}{\displaystyle _0^1}d\rho {\displaystyle _0^{\pi /2}}d\beta P(\nu |\mathrm{sin}(\varphi _n\alpha )|\mathrm{sin}\beta \sigma \rho )`$ (20)
$`{\displaystyle \frac{N_0^{()}}{\overline{N}}}`$ $``$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{1}{2\pi }}{\displaystyle _0^1}d\rho {\displaystyle _0^{\pi /2}}d\beta (\nu |\mathrm{sin}(\varphi _n\alpha )|\mathrm{sin}\beta +\sigma \rho )`$ (21)
$`{\displaystyle \frac{N_0^{(+)}}{\overline{N}}}`$ $``$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{1}{2\pi }}{\displaystyle _0^1}d\rho {\displaystyle _0^{\pi /2}}d\beta (\nu |\mathrm{sin}(\varphi _n\alpha )|\mathrm{sin}\beta +\sigma \rho ).`$ (22)
By inspection each of these integrals has the same structure as Eq. (10) but with a rescaled value for $`\nu `$. We then conclude
$$\frac{N_0}{\overline{N}}\frac{1}{4}\underset{n}{}F(\sigma ,\nu |\mathrm{sin}(\varphi _n\alpha )|).$$
(23)
By symmetry, the $`n=1`$ term equals the $`n=3`$ term and the $`n=2`$ term equals the $`n=4`$ term.
As mentioned, one aspect of $`Hab`$ is that there can be an interesting anisotropy as we vary the angle $`\alpha `$. The maximum value is for $`\alpha =0`$ while the minimum is for $`\alpha =\pi /4`$:
$`{\displaystyle \frac{N_0}{\overline{N}}}|_{\alpha =0}^{}`$ $``$ $`F(\sigma ,\nu /\sqrt{2})`$ (24)
$`{\displaystyle \frac{N_0}{\overline{N}}}|_{\alpha =\pi /4}^{}`$ $``$ $`{\displaystyle \frac{1}{2}}\left(F(\sigma ,0)+F(\sigma ,\nu )\right)`$ (25)
We define $`\mathrm{\Delta }N`$ to be the difference between these two values. There are two interesting limits that we can evaluate analytically:
$`\mathrm{\Delta }N`$ $``$ $`{\displaystyle \frac{2}{\pi }}(\sqrt{2}1)\nu {\displaystyle \frac{\sigma }{2}}\sigma \nu `$ (26)
$``$ $`0\sigma \nu .`$ (27)
When $`\sigma =0`$, the first of these is the result found in . We note that introducing the paramagnetism lessens the amount of anisotropy. This trend continues as $`\sigma `$ increases until, at the critical field where $`\sigma =\nu `$, the anisotropy completely vanishes. This last result can be found with more direct physical arguments which we present in Section VI.
A relevant field scale is given by where $`\mathrm{\Delta }N`$ is a maximum. Analysis of (26) shows that this happens at $`H_m=0.07H_e`$. (Note that at this field, $`\sigma =0.26\nu `$ so that the criterion $`\sigma \nu `$ in (26) is roughly satisfied.) For the theoretical estimate of $`a=0.035`$, we have $`H_m=10`$ Tesla while for the experimental value (and the one we trust more) of $`a=0.02`$, we have $`H_m=3.3`$ Tesla. It is this field scale which effectively controls when the overall behaviour becomes significantly affected by the paramagnetism.
In Fig. 2 we show the angular dependence of the density of states for a fixed magnetic field as we increase the amount of paramagnetism. As we increase the paramagnetism, the density of states increases; this effect is particularly pronounced at $`\alpha =\pi /4`$, as we expect. Consequently, the amount of anisotropy decreases, again in agreement with our general discussion.
Next we show the anisotropy as a function of magnetic field. In Fig. 3, we plot the field dependence of the density of states using the experimental estimates of $`a=0.02`$ and $`b=0.0029`$. The upper curve for each pair is for the field orientation $`\alpha =0`$ while the lower one is for $`\alpha =\pi /4`$. Notice that they start with different slope but ultimately converge leading to a limited range of field strengths over which the anisotropy is present. For comparison we also show the results without anisotropy for which the two curves never converge. Also note that around the scale $`E_m`$ defined above, the two curves begin to converge. At around that scale there begins a noticeable nonlinear dependence of the density of states on $`\sqrt{H}`$, which is in principle measurable. The calculation presented here is incompatible with a density of states which is both isotropic and linear in $`\sqrt{H}`$, thus providing a clear experimental signature. The data of is marginal in that the error bars are large enough to not be in conflict with theory. However, a more precise measurement or one that went to larger fields would presumably be able to settle this question. Preliminary data from another group does seem to be consistent with a small anisotropy.
In Fig. 4 we plot both the absolute anisotropy which initially grows with magnetic field as the overall scale of the diamagnetism increases with magnetic field. However at some field strength of order $`H_m`$ it stops growing as the paramagnetic effects begin taking hold and finally vanishes when the paramagnetic effect dominates. We also plot the relative anistropy, i.e. the absolute anisotropy divided by the value at $`\alpha =0`$. This decreases abruptly with magnetic field (with a square root dependence for small field) so that even relatively small values of $`\sigma `$ can have a large affect on the anisotropy. We plot the results for two values of $`a`$ showing the strong dependence of this affect on the diamagnetic energy scale. Unfortunately this is not a well established number, however we have the greatest confidence in $`a=0.02`$ which is shown as the solid curve in the figure.
## VI Heuristic argument for loss of anisotropy
The anisotropy arises entirely from the diamagnetism, so it certainly makes sense that it is negligible in the limit that the paramagnetic effect is much stronger than the diamagnetic effect. However, it is not entirely intuitive that it should disappear completely when the effects are of comparable importance (i.e. when $`\nu =\sigma `$.) In this section we present a heuristic explanation of the anisotropy. We begin by showing a picture of what happens when a small amount of paramagnetism is introduced to an otherwise purely diamagnetic problem. We then present the opposite limit of near perfect paramagnetism with a small amount of diamagnetism. We then bridge these two limits and in the process present a concrete explanation of why the anisotropy switches off precisely when $`\nu =\sigma `$.
In Fig. 5 we show the dependence of the density of states as a function of frequency, in brief $`N(\omega )|\omega |`$. Although all of our calculations involve the physical frequency being zero, due to the Doppler and paramagnetic shifts, our final answers involve evaluating this density of states at various arguments. For example, in Eq. (13), we can interpret the integrands $`|\sigma \rho \pm \nu \mathrm{sin}(\varphi \alpha )|`$ as being the density of states $`N(\omega )`$ evaluated at $`\omega =\sigma \rho \pm \nu \mathrm{sin}(\varphi \alpha )`$. All of the interplay between the paramagnetism and diamagnetism involves arguments being near zero so that the cusp in the function plays an important role. For concreteness, we take $`\beta =\pi /2`$ and $`\rho =1`$; we will discuss what happens elsewhere in the vortex unit cell in the subsequent discussion. In the purely diamagnetic limit, we set $`\sigma =0`$. For $`Hc`$, all nodes contribute identically and there is nothing interesting to say. Instead we will focus on $`Hab`$. In this case, the nodes at $`\varphi =\pi /4`$ and $`5\pi /4`$ are identical as are the nodes at $`\varphi =3\pi /4`$ and $`7\pi /4`$, so we will only look at one of each of these pairs. Recall that the rescaled Doppler shift is $`|\nu \mathrm{sin}(\varphi \alpha )|`$. When $`\alpha =0`$, all nodes contribute identically as $`\nu /\sqrt{2}`$; as indicated in the top two diagrams of the figure. When $`\alpha =\pi /4`$, one pair of nodes contributes as $`\nu `$ while the other does not. The dependence on the argument is linear, meaning a greater density of states for $`\alpha =0`$ than for $`\alpha =\pi /4`$ (since $`2\nu /\sqrt{2}>\nu `$.)
Imagine now that we add a small amount of paramagnetism, in other words set $`\sigma `$ to be a small but non-zero value. This induces a splitting in the argument at which we evaluate $`N(\omega )`$ to $`\nu |\mathrm{sin}(\varphi \alpha )|\pm \sigma `$. As long as $`\nu \mathrm{sin}(\varphi \alpha )`$ is larger in magnitude than $`\sigma `$, this splitting has no effect. This is because $`N(\omega )`$ is locally linear so that the extra amount from one sign of $`\sigma `$ is exactly compensated for by the other sign of $`\sigma `$. The only case that this does not apply to is the $`\varphi =\pi /4`$ node when $`\alpha =\pi /4`$. In this event, both signs of $`\sigma `$ contribute equally and there is no cancellation. This implies an increase in the density of states for $`\alpha =\pi /4`$ and no change for $`\alpha =0`$ so that the anisotropy is lessened, in accord with Eq. (26). (We recall that this was all for the one point $`\rho =1`$ and $`\beta =\pi /2`$. When we average over the vortex unit cell, there are regions of small $`\beta `$ where $`\sigma \rho `$ dominates the diamagnetic shift. This leads to corrections of order $`\sigma ^2`$ to the final, average density of states. This does not affect our general conclusion that adding paramagnetism lessens the anisotropy.)
We now consider the opposite limit where the paramagnetism dominates. With no diamagnetism, we simply evaluate the density of states at $`\pm \sigma `$. This is clearly the same for all orientations and there is no anisotropy. We now add a small amount of diamagnetism, in other words set $`\nu `$ to be a small but non-zero value. Analogously to before, we have shifts in the argument by the amount $`\pm \nu \mathrm{sin}(\varphi \alpha )`$. As before, the local linear dependence of $`N(\omega )`$ means that the net effect cancels and there is no change to the densities of states and hence no introduction of anisotropy. Again, recall that this was for $`\beta =\pi /2`$ and $`\rho =1`$. The argument just presented actually breaks down for small $`\rho `$ where the diamagnetism is greater than the paramagnetism and for which an altogether different mechanism preserves the lack of anisotropy. The diamagnetism is dominant in the region of the unit cell for which $`\sigma \rho <\nu |\mathrm{sin}(\varphi \alpha )\mathrm{sin}\beta |`$; the area of this region clearly scales as $`\nu `$. The value of the density of states in this region scales as $`\nu `$ (due to the local linear dependence of $`N(\omega )`$). Therefore, the total contribution scales as $`\nu ^2`$. This is small when the paramagnetism dominates. Furthermore it leads to no anisotropy since the resultant sum over the nodes is proportional to $`\mathrm{sin}^2(\pi /4\alpha )+\mathrm{sin}^2(3\pi /4\alpha )=1`$, which is clearly independent of $`\alpha `$. The key points are the quadratic scaling in $`\nu `$ and the rescaling of $`\nu `$ by $`\mathrm{sin}(\varphi \alpha )`$. Taken together they lead to a completely isotropic $`\alpha `$ dependence.
For cases where $`\sigma `$ and $`\nu `$ are comparable, we continue to use the arguments of the above paragraph. As long as $`\nu <\sigma `$, the scaling with $`\nu ^2`$ is perfect (as is also apparent in Eq. (14)) and there is no anisotropy. As soon as $`\nu >\sigma `$, the scaling breaks down. This is because the curve $`\sigma \rho =|\nu \mathrm{sin}(\varphi \alpha )\mathrm{sin}\beta |`$ exceeds the maximum value of $`\rho =1`$ and the area of the vortex unit cell in which the diamagnetism dominates begins to saturate. The contribution of this part of the vortex unit cell then increases more slowly than $`\nu ^2`$ and a nontrivial $`\alpha `$ dependence becomes possible. Nevertheless, the scaling is still approximately maintained even for $`\nu >\sigma `$ so that the anisotropy turns on very slowly. (This is related to the very smooth behaviour of the function $`f(x)`$ near $`x=1`$ shown in Fig. 1.) Thus even for $`\sigma `$ quite a bit smaller than $`\nu `$, the anisotropy is strongly suppressed.
We remark that we made extensive use of the local linear behaviour of the density of states. This linear behaviour arises from using the nodal approximation for small fields. A more general discussion allowing for quadratic and higher powers will not affect the general conclusions but presumably would lead to a small amount of anisotropy for $`\sigma >\nu `$.
## VII Conclusion
In this paper we have discussed the combined effect of paramagnetism and diamagnetism on the zero frequency quasiparticle density of states in the presence of a magnetic field. When the field is parallel to the $`c`$-axis, there is no interesting anisotropic effect. Furthermore, for the cuprates, the energy scales are such that the paramagnetism is negligible for any physically realisable magnetic field strength.
When the field is in the $`ab`$ planes, the diamagnetism is less important โ this is related to the fact that it is more difficult to form vortices out of the copper-oxide planes. In fact, we expect that it is the paramagnetism which is dominant for all materials but YBCO. YBCO is special since the $`c`$axis transport, necessary for the formation of vortices out of the plane, is small but not negligeable. For this material, we expect that the paramagnetic and diamagnetic effects to be of comparable importance for magnetic fields of experimental interest. One important issue is the anisotropy as we change the angle between the applied field direction and the gap nodes. Even a small amount of paramagnetism strongly suppresses the expected anisotropic response, providing a possible explanation of why this effect has not been observed in experiments. However, the same field scale where the paramagnetism begins to strongly suppress the anisotropy also controls where the linear dependence of $`N`$ on $`\sqrt{H}`$ begins to fail, as is apparent in Fig. 3. Therefore, if this is the explanation, one should also observe nonlinearities in such experimental curves. The experiments of seem to indicate both no anisotropy and linear behaviour in $`\sqrt{H}`$, in contradiction with our conclusions. However, the error bars are large enough to still be consistent with our conclusions. More precise experiments or ones using larger fields are necessary to resolve this question. Preliminary data from indicates that there is an observable anisotropy.
Research supported in part by the Natural Sciences and Engineering Research Council (NSERC) and by the Canadian Institute for Advanced Research (CIAR).
## A General Results for $`H`$ $`c`$
In this appendix we generalise the results found using the nodal approximation by not considering either $`\sigma `$ or $`\nu `$ to be small but limiting ourselves to the somewhat simpler $`Hc`$ case. Consider equations (7). For a given choice of $`\rho `$ and $`\beta `$, there is always some finite range of $`\varphi `$ such that a solution to the $`()`$ equation exists; this is not true for the $`(+)`$ and $`(+)`$ equations. The resulting $`\varphi `$ integrals correspond to the definition of the elliptic function and we conclude
$`{\displaystyle \frac{N_0^{()}}{\overline{N}}}`$ $`=`$ $`{\displaystyle \frac{4}{\pi ^2}}{\displaystyle d\beta d\rho \rho G(a)}`$ (A1)
$`{\displaystyle \frac{N_0^{(+)}}{\overline{N}}}`$ $`=`$ $`{\displaystyle \frac{4}{\pi ^2}}{\displaystyle _{V<\mu H}}d\beta d\rho \rho G(b)`$ (A2)
$`{\displaystyle \frac{N_0^{(+)}}{\overline{N}}}`$ $`=`$ $`{\displaystyle \frac{4}{\pi ^2}}{\displaystyle _{V>\mu H}}d\beta d\rho \rho G(c)`$ (A3)
where we have defined the function
$`G(x)`$ $`=`$ $`K(x)x<1`$ (A4)
$`=`$ $`{\displaystyle \frac{1}{x}}K\left({\displaystyle \frac{1}{x}}\right)x1.`$ (A5)
$`K(x)`$ is the complete elliptic integral of the first kind and the parameters are
$$a=\frac{\rho }{\nu \mathrm{sin}\beta +\sigma \rho }b=\frac{\rho }{\sigma \rho \nu \mathrm{sin}\beta }c=\frac{\rho }{\nu \mathrm{sin}\beta \sigma \rho }.$$
(A6)
There is a logarithmic singularity when the argument of $`G`$ equals unity but this is integrable. The integration domain of the first equation in (A1) is $`0<\rho 1`$ and $`0<\beta \pi /2`$ so that $`V=|V|>0`$. The domain is the same for the other two except for the added constraint on $`V\mu H`$.
It is difficult to go further in an explicit analytic determination of the integrals. However, we can say a few things on a qualitative level. There are logarithmic singularities whenever one of the quantities $`a`$, $`b`$ or $`c`$ is unity. These possibilities correspond to curves of singularities in the $`\rho \beta `$ space. Also, when $`b`$ (or, equivalently, $`c`$) equals infinity, there is a curve of zeros in the $`\rho \beta `$ space. As $`\nu `$ and $`\sigma `$ are varied, singular things can happen to these special curves. For example, in order to have a logarithmic singularity in $`N_0^{()}`$, we require that $`a=1`$ which in turn requires
$$\rho =\frac{\nu }{1\sigma }\mathrm{sin}\beta .$$
(A7)
Clearly if $`\sigma >1`$ there is no solution to this condition so that as $`\sigma `$ crosses through unity we will notice the abrupt disappearance of the curve of logarithmic singularities in the integrand of $`N_0^{()}`$. For $`N_0^{(+)}`$, it is precisely the converse. There are only logarithmic singularities if $`\sigma >1`$ and none if $`\sigma <1`$. Therefore, as $`\sigma `$ crosses through unity, we expect some nonanalyticity in the density of states.
Another possibility for $`N_0^{()}`$ is that the curve of singularities crosses through $`\rho =1`$ and out of the allowed domain of the $`\rho `$ integral. By the previous equation, this will happen when $`\nu =1\sigma `$. The analogous event happens for $`N_0^{(+)}`$ when $`\nu =\sigma 1`$ and for $`N_0^{(+)}`$ when $`\nu =1+\sigma `$. The final possibility is that the curve of zero values for $`N_0^{(+)}`$ and $`N_0^{(+)}`$ crosses through $`\rho =1`$ and out of the allowed domain of the $`\rho `$ integral. The curve of zero values (when $`b`$ and $`c`$ are infinite) requires $`\rho =\nu \mathrm{sin}\beta /\sigma `$ so this event occurs when $`\nu =\sigma `$. We already encountered the $`\sigma =\nu `$ criterion in our small argument analysis and is shown in Fig. 1. The others all require that either $`\nu `$ or $`\sigma `$ (or both) be of the order of unity and so were not captured in our small argument analysis.
A plot of the different domains in the $`\nu \sigma `$ space is shown in Fig. 6. Each of the solid lines represents some border along which one of the three terms experiences a nonanalyticity. As we change the magnetic field, we follow a parabola in this parameter space and thereby intersect various of these lines. The precise sequence of intersections depends on the energy scales associated with the paramagnetic and diamagnetic terms. There are five possible sequences depending on the sharpness of the parabola; we show two of them. For a very sharp parabola, the paramagnetic energy is dominant except at very small fields and the result is similar to a purely paramagnetic calculation. The major differences are 1) an initial $`\sqrt{H}`$ dependence for small enough fields and 2) the logarithmic singularity at $`\sigma =1`$, which would be present for pure paramagnetism, is softened by the diamagnetism.
In a situation where the diamagnetism is dominant for low fields, the magnetic field dependence is rather similar to a purely diamagnetic case in which the density of states rises smoothly and saturates at some critical value (at $`\nu =1`$.) Again, this is softened, there is additional structure once the paramagnetism becomes comparable to the diamagnetism (i.e. $`\sigma \nu `$.) For large enough fields the paramagnetism is always dominant. This means that $`N/\overline{N}`$ will always approach unity from above.
Unfortunately, most of this discussion is academic. As argued above, the cross-over field where $`\sigma =\nu `$ for $`Hc`$ is about 1000T. The value where $`\sigma =1`$ is about 350T while the value where $`\nu =1`$ is about 70T. These are the scales where these affects would be visible, and they are probably beyond any experimental reach. For $`Hab`$ it is reasonable to expect a similar structure to that shown in Fig. 6. The field where $`\sigma =\nu `$ is about 100T. The value where $`\sigma =1`$ is still 350T and the value where $`\nu =1`$ is about 1000T (again, depending on the value chosen for $`a`$). Again, all of these fields are beyond experimental reach and so the results of this appendix could probably not be observed in experiment. Nevertheless it is of theoretical interest to understand the analytic structure of the density of states.
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# Cluster Detection in Astronomical Databases: the Adaptive Matched Filter Algorithm and Implementation This research was supported by NSF grants AST93-15368 and AST 96-16901 and the Princeton University Research Board. This work is sponsored by DARPA, under Air Force Contract F19628-95-C-0002. Opinions, interpretations, conclusions and recommendations are those of the author and are not necessarily endorsed by the United States Air Force.
## 1 Introduction
Clusters of galaxies are the largest objects known to humans (see Figure 1). They are the โmountainsโ of the Cosmos, and like terrestial mountains they lie in great ranges that define the cosmic โcontinentsโ and โoceansโ (see Figure 2). Mapping clusters of galaxies is very much akin to surveying our own world and allows us to understand the creation, evolution and eventual fate of our Universe \[Bahcall 1988\].
The process by which astronomers detect clusters of galaxies begins with assembling large images of the sky, which are the result of hundreds of nights of observing through a telescope. These pictures are analyzed to produce a database of galaxies $`X=\{๐ฑ_i:i=1,\mathrm{},N_X\}`$, where $`N_X10^8`$. Each record $`๐ฑ_iX`$ consists of a position on the sky, brightness measurements in one or more bands and possibly hundreds of additional measurements describing the shape and composition of the galaxy.
Clusters are local density peaks in the three dimensional distribution of galaxies across the Universe. In 3D data, clusters are easy to detect. Unfortunately, the majority of distances to individual galaxies are not known and can only be inferred statistically from empirical models of their brightness. Thus, it is difficult to differentiate small nearby clusters from large far away clusters. The goal of cluster detection and estimation is to create a catalog, $`\mathrm{\Theta }`$, consisting of thousands of clusters $`\mathrm{\Theta }=\{\theta _i:i=1,\mathrm{},N_\mathrm{\Theta }\}`$, where $`N_\mathrm{\Theta }10^4`$. Each cluster in this list, $`\theta _i`$, consists of a position on the sky, a distance estimate, a size estimate and perhaps additional estimated properties of the cluster.
The first catalog of galaxy clusters was compiled by Abell \[Abell (1958)\], and has proved extremely useful to astronomers over the past four decades. Abellโs catalog was created by visually inspecting hundreds of photographic plates taken from the first Palomar Observatory Sky Survey (POSS). Modern galaxy databases are too large for such methods to be used today. Subsequent efforts to detect clusters have relied on Matched Filter techniques taken from statistical signal processing (e.g., \[Lumsden et al 1992\], \[Dalton et al 1994\], \[Postman et al 1996\], \[Kawasaki et al 1997\] and \[Bramel et al 2000\]. These methods have a strong mathematical foundation, but require extensive prior information and are often computationally prohibitive as they test every possible location in the domain of the cluster space $`\mathrm{\Omega }_\mathrm{\Theta }`$ for the presence of a cluster. The Adaptive Matched Filter \[Kepner et al 1999\] that is described later in this paper is a variation on the Matched Filter that uses a hierarchical set of filters, as well as software coding and parallel computing techniques that address some of the Matched Filterโs drawbacks. The AMF is adaptive in two ways. First, the AMF uses a two step approach that first applies a coarse filter to find the clusters and then a fine filter to provide more precise estimates of the distance and size of each cluster. Second, the AMF uses the location of the data points as a โnaturallyโ adaptive grid to ensure sufficient spatial resolution.
A variety of other techniques have also been applied to the cluster finding problem. The compact nature of clusters make Wavelet based signal processing approaches an appealing alternative \[Fan & Pando 1997\] and \[Fadda et al 1997\]. Geometric approaches such as Voronoi tessellation \[Ramella 1998\] have also been used. In this method each $`๐ฑ_i`$ is the seed for the tessellation. Clusters are then found by computing the volume of each tessel and selecting the points with the smallest volume, which presumably have the highest density. Such geometric methods have the advantage that they require very little prior information.
The Matched Filter, Adaptive Matched Filter, Wavelet and Voronoi Tessellation approaches all use the three to five high affinity dimensions of $`X`$ (i.e., angular position and brightness measurements). These dimensions are continuous real variables that lend themselves to Euclidean distance metrics. Working in these lower dimensions allows more compute intensive techniques which are necessary to de-project clusters from the observed data domain $`\mathrm{\Omega }_X`$ to the desired underlying domain in which clusters exist $`\mathrm{\Omega }_\mathrm{\Theta }`$, i.e., angular position, distance and size. More recently, there has been interest in exploiting the low affinity dimensions that are also available in galaxy databases \[Djorgovski et al 1997, Gal et al 1999\] to enhance detection. As the understanding of these methods increases, the exploitation of many dimensions should be possible using advanced datamining techniques (see e.g. \[Fayyad et al 1996\] and \[Dasarathy 1999\] and references therein). These methods have enormous potential for detecting new clusters and possibly separating them into distinct groups thus revealing new classes of galaxy clusters.
The rest of this paper presents in greater detail the AMF algorithm, its implementation and results. In section two a detailed derivation of the AMF is given. The derivation is meant to be sufficiently general that it can lend itself to other types of databases. Section three presents the implementation of the AMF using a layered software architecture and a client/server parallelization model. Again, these methods are not limited to the specific problem presented here and are applicable to a variety areas. In section four the results of applying the AMF on simulated and real data are discussed. Finally, section five gives the summary and conclusions.
## 2 Adaptive Matched Filter Algorithm
Matched filter techniques are widely used in statistical signal processing. The idea is to convolve the data with a model of the desired signal. In many instances this can be shown to be optimal detection method in the least squares sense. Applying matched filter techniques to point set data is less common but has become the standard method for detecting cluster of galaxies. The advantage of matched filter techniques is that they are mathematically rigorous, provide well defined selection criteria and produce few false detections.
The Adaptive Matched Filter \[Kepner et al 1999\] enhances the matched filter method by creating a pair of filters (each correct under own its assumptions) which can be used to trade off computational complexity versus sensitivity. The filters are derived by computing the likelihood a cluster exists at a particular point $`\theta \mathrm{\Omega }_\mathrm{\Theta }`$ given the data $`X`$. Various likelihood functions can be derived; the differences are due to the additional assumptions that are made about the distribution of the data. This section gives the mathematical derivation of the two likelihood functions used in the AMF: $`_{\mathrm{coarse}}`$ and $`_{\mathrm{fine}}`$. Both derivations are conceptually based on virtually binning the data, but make different assumptions about the distribution of points in the virtual bins.
Imagine dividing up the data domain $`\mathrm{\Omega }_X`$ into bins. We assign to each bin a unique index $`j`$. The expected number of data points in bin $`j`$ given that their is a cluster at $`\theta `$ is denoted $`n_{\mathrm{model}}^j(\theta )`$. The number of data points actually found in bin $`j`$ is $`n_{\mathrm{data}}^j`$. In general, the probability of finding $`n_{\mathrm{data}}^j`$ points in cell $`j`$ is given by a Poisson distribution
$$P_j(\theta )=\frac{(n_{\mathrm{model}}^j(\theta ))^{n_{\mathrm{data}}^j}e^{n_{\mathrm{model}}^j(\theta )}}{n_{\mathrm{data}}^j!}$$
(1)
The likelihood of the data given the model is computed from the sum of the logs of the individual probabilities
$$=\underset{j}{}\mathrm{ln}P_j(\theta ).$$
(2)
### 2.1 Coarse Grained $``$
If the virtual bins are made big enough that there are many galaxies in each bin, then the probability distribution can be approximated by a Gaussian
$$P_j(\theta )=\frac{1}{\sqrt{2\pi n_{\mathrm{model}}^j}}\mathrm{exp}\left\{\frac{(n_{\mathrm{data}}^jn_{\mathrm{model}}^j)^2}{2n_{\mathrm{model}}^j}\right\}.$$
(3)
Furthermore, let the model distribution consist of a background field (that is independent of $`\theta `$) and a cluster component (that depends on $`\theta `$)
$$n_{\mathrm{model}}^j(\theta )=n_f^j+n_c^j(\theta ).$$
(4)
If the field contribution is approximately uniform and large enough to dominate the noise then
$$P_j(\theta )=\frac{1}{\sqrt{2\pi n_f^j}}\mathrm{exp}\left\{\frac{(n_{\mathrm{data}}^jn_{\mathrm{model}}^j)^2}{2n_f^j}\right\}.$$
(5)
Summing the logs of these probabilities results in the following expression for the coarse likelihood
$`_{\mathrm{coarse}}(\theta )`$ $`=`$ $`{\displaystyle \underset{j}{}}\mathrm{ln}P_j`$ (6)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{j}{}}\mathrm{ln}2\pi n_f^j{\displaystyle \frac{1}{2}}{\displaystyle \underset{j}{}}{\displaystyle \frac{(n_{\mathrm{data}}^jn_{\mathrm{model}}^j)^2}{n_f^j}}`$
The first term is independent $`\theta `$ and can be dropped. In addition, if the bins can also be made sufficiently small, then the sum over all the bins can be replaced by an integral
$$_{\mathrm{coarse}}(\theta )=_{\mathrm{\Omega }_X}\frac{(n_{\mathrm{data}}(๐ฑ)n_{\mathrm{model}}(๐ฑ;\theta ))^2}{n_f(๐ฑ)}๐๐ฑ,$$
(7)
where $`n_{\mathrm{model}}^j(\theta )=n_{\mathrm{model}}(๐ฑ_j;\theta )d๐ฑ`$ and $`n_{\mathrm{data}}(๐ฑ)`$ is a sum of Dirac delta functions corresponding to the locations of the points $`๐ฑ_i`$. Expanding the squared term and replacing $`n_{\mathrm{model}}`$ with $`n_f+n_c(\theta )`$ yields
$$_{\mathrm{coarse}}(\theta )=_{\mathrm{\Omega }_X}\frac{n_{\mathrm{data}}^22n_{\mathrm{data}}n_f2n_{\mathrm{data}}n_c+n_f^2+2n_fn_c+n_c^2}{n_f}๐๐ฑ.$$
(8)
The above expression can be simplified by setting $`\delta =n_c/n_f`$, dropping all expressions that are independent of $`\theta `$, and noting that $`n_c(๐ฑ;\theta )๐๐ฑ`$ is small compared to the other terms, which leaves
$$_{\mathrm{coarse}}(\theta )=2\underset{i=1}{\overset{N_X}{}}\delta (๐ฑ_i;\theta )_{\mathrm{\Omega }_X}\delta (๐ฑ;\theta )n_c(๐ฑ;\theta )๐๐ฑ.$$
(9)
### 2.2 Fine Grained $``$
If the virtual bins are chosen to be sufficiently small that no bin contains more than one galaxy, then the calculation of $``$ can be significantly simplified because there are only two probabilities that need to be computed. The probability of the empty bins
$$P_{\mathrm{empty}}=e^{n_{\mathrm{model}}^j}$$
(10)
and the probability of the filled bins
$$P_{\mathrm{filled}}=n_{\mathrm{model}}^je^{n_{\mathrm{model}}^j}.$$
(11)
The sum of the log of the probabilities is then
$`_{\mathrm{fine}}`$ $`=`$ $`{\displaystyle \underset{\mathrm{empty}}{}}\mathrm{ln}P_{\mathrm{empty}}+{\displaystyle \underset{\mathrm{filled}}{}}\mathrm{ln}P_{\mathrm{filled}}`$ (12)
$`=`$ $`{\displaystyle \underset{\mathrm{empty}}{}}n_{\mathrm{model}}^j{\displaystyle \underset{\mathrm{filled}}{}}n_{\mathrm{model}}^j+{\displaystyle \underset{\mathrm{filled}}{}}\mathrm{ln}n_{\mathrm{model}}^j`$
By definition summing over all the empty bins and all the filled bins is the same as summing over all the bins. Thus, the first two terms in equation (12) are just the total number of points predicted by the model
$`{\displaystyle \underset{\mathrm{all}\mathrm{bins}}{}}n_{\mathrm{model}}^j`$ $`=`$ $`{\displaystyle _{\mathrm{\Omega }_X}}n_{\mathrm{model}}(๐ฑ;\theta )๐๐ฑ`$ (13)
$`=`$ $`N_{\mathrm{model}}(\theta )=N_f+N_c(\theta ).`$
$`N_f`$ and $`N_c`$ are the total number of field points and cluster points one expects to see inside $`\mathrm{\Omega }_X`$; they can be computed by integrating $`n_f`$ and $`n_c`$
$`N_f`$ $`=`$ $`{\displaystyle _{\mathrm{\Omega }_X}}n_f(๐ฑ)๐๐ฑ,`$
$`N_c(\theta )`$ $`=`$ $`{\displaystyle _{\mathrm{\Omega }_X}}n_c(๐ฑ;\theta )๐๐ฑ.`$ (14)
Because we retain complete freedom to locate the bins wherever we like, we can center all the filled bins on the points $`๐ฑ_i`$, in which case the third term in equation (12) becomes
$$\underset{\mathrm{filled}}{}\mathrm{ln}n_{\mathrm{model}}^j\underset{i=1}{\overset{N_X}{}}\mathrm{ln}n_{\mathrm{model}}(๐ฑ_i;\theta )=\underset{i=1}{\overset{N_X}{}}\mathrm{ln}[n_f(๐ฑ_i)+n_c(๐ฑ_i;\theta )],$$
(15)
and the sum is now carried out over all the points instead of all the filled bins. Combining these results we can now write the likelihood in terms that are readily computable from the model and the database
$$_{\mathrm{fine}}(\theta )=N_fN_c+\underset{i}{}\mathrm{ln}[n_f(๐ฑ_i)+n_c(๐ฑ_i;\theta )].$$
(16)
Subtitutuing $`\delta =n_c/n_f`$ and dropping terms that are independent of $`\theta `$ gives:
$$_{\mathrm{fine}}(\theta )=N_c+\underset{i}{}\mathrm{ln}[1+\delta (๐ฑ_i;\theta )].$$
(17)
### 2.3 Application
Both likelihood functions are applied to the data in a similar manner. A set of $`N_\mathrm{\Theta }^{\mathrm{test}}`$ test locations are chosen from the cluster domain $`\mathrm{\Omega }_\mathrm{\Theta }`$. The likelihood functions are then evaluated at each test location to produce a likelihood map. The clusters correspond to the peaks in this map that are above a specified threshold. In full generality, producing the likelihood map would require a O($`N_XN_\mathrm{\Theta }^{\mathrm{test}}`$) function evaluations. For a specific dataset, the model functions $`n_f(๐ฑ)`$ and $`n_c(๐ฑ;\theta )`$ are constructed using prior empirical and theoretical knowledge of the data (see \[Kepner et al 1999\] for the specific functions). From these models additional symmetries emerge which can be exploited to significantly reduce the computations. For example, galaxy clusters have a finite angular size so at each test location only the small sub-set of data points which are near the test location need to be considered.
Another simplification comes from the fact that clusters have a shape that is roughly independent of the total number of galaxies in the cluster
$$n_c(๐ฑ;\theta )\mathrm{\Lambda }n_c(๐ฑ;\stackrel{~}{\theta })$$
(18)
where $`\theta =(\stackrel{~}{\theta },\mathrm{\Lambda })`$, and $`\mathrm{\Lambda }`$ parameterizes the size of the cluster. This simple modification allows the coarse likelihood function to be re-written as
$$_{\mathrm{coarse}}(\theta )=2\mathrm{\Lambda }\underset{i}{}\delta (๐ฑ_i;\stackrel{~}{\theta })\mathrm{\Lambda }^2_{\mathrm{\Omega }_X}\delta (๐ฑ;\stackrel{~}{\theta })n_c(๐ฑ;\stackrel{~}{\theta })๐๐ฑ,$$
(19)
which can now be solved for $`\mathrm{\Lambda }`$ by setting $`/\mathrm{\Lambda }=0`$
$$\mathrm{\Lambda }_{\mathrm{coarse}}(\stackrel{~}{\theta })=\frac{_i\delta (๐ฑ_i;\stackrel{~}{\theta })}{\delta (๐ฑ;\stackrel{~}{\theta })n_c(๐ฑ;\stackrel{~}{\theta })d๐ฑ.}$$
(20)
Inserting this value back into the previous equation gives
$$_{\mathrm{coarse}}(\theta )=\mathrm{\Lambda }_{\mathrm{coarse}}(\stackrel{~}{\theta })\underset{i}{}\delta (๐ฑ_i;\stackrel{~}{\theta }).$$
(21)
The result of the above simplification is the elimination of one of the search dimensions, which results in a sizeable computational savings.
The same simplification when applied to the fine likelihood function gives
$$_{\mathrm{fine}}=\mathrm{\Lambda }_{\mathrm{fine}}N_c+\underset{i}{}\mathrm{ln}[1+\mathrm{\Lambda }_{\mathrm{fine}}\delta (๐ฑ_i;\stackrel{~}{\theta })]$$
(22)
where $`\mathrm{\Lambda }_{\mathrm{fine}}`$ is computed by solving
$$N_c=\underset{i}{}\frac{\delta _i}{1+\mathrm{\Lambda }_{\mathrm{fine}}\delta (๐ฑ_i;\stackrel{~}{\theta })}.$$
(23)
While $`\mathrm{\Lambda }_{\mathrm{coarse}}`$ can be obtained directly from $`_{\mathrm{coarse}}`$, $`\mathrm{\Lambda }_{\mathrm{fine}}`$ can only be found by numerically finding the zero point of the above equation. Furthermore, this equation does not lend itself to standard derivative based solvers (e.g., Newton-Raphson) that produce accurate solutions in only a few iterations. Fortunately, the solution can usually be bracketed in the range $`0<\mathrm{\Lambda }_{\mathrm{fine}}<1000`$, thus obtaining a solution with an accuracy $`\mathrm{\Delta }\mathrm{\Lambda }1`$ takes $`\mathrm{log}_2(1000/1)=10`$ iterations using a bisection method.
Both the coarse and fine likelihood functions are able to exploit the specifics of the model to significantly reduce the number of test locations that need to be evaluated. The coarse likelihood function requires about 10 times less work to evaluate than the fine likelihood. Unfortunately, the underlying assumptions used in the derivation of the coarse likelihood function are not as accurate as those used to derive the fine likelihood. Thus, while the coarse likelihood is faster, the fine likelihood is more accurate (see Figure 3). The AMF addresses this issue by using both likelihood functions in a two stage approach. First, the coarse likelihood function is applied and then the fine likelihood function is used on the peaks found in the coarse map.
Using both filters sequentially not only produces the best estimate of the cluster locations, it has the added benefit of providing two quasi-independent sets of values for each cluster. This provides a helpful consistency check because the coarse and fine filter react differently at the detection limit. The coarse likelihood tends to assign weak detections to small nearby clusters, while the fine likelihood makes these detections large, far away clusters. Thus, if both likelihoods peak at similar size and distance estimates, then the detections are probably real, but if the two likelihoods peak at dramatically different values than the cluster is probably a false detection.
## 3 Implementation
The likelihood functions derived in the previous section represent the core of the AMF cluster detection scheme. Both likelihood functions begin with picking a grid of test locations. The most straightforward method is to use a regularly spaced grid over $`\mathrm{\Omega }_\mathrm{\Theta }`$. Recall that each point in $`\mathrm{\Theta }`$ consists of an angular position, a distance and a cluster size and that each point in $`X`$ consists of an angular position and a brightness. As shown in the previous section, the size can be determined without searching, and a regular grid in distance will work reasonably well provided the steps are sufficiently small (see Figure 3). A regular grid in angle has the difficulty of making the grid too big in dense regions and too fine in sparse regions (i.e., it is unnecessary to search for clusters where there is no data). A more optimal set of test locations is to use the angular positions of the data $`๐ฑ_i`$, whichโnaturallyโ provides an adpative resolution.
### 3.1 Peak Finding
Finding peaks in a 3D regularly gridded map is straightforward. Finding the peaks in the irregularly gridded map is more difficult. There are several possible approaches. We present a simple method which is sufficient for selecting individual clusters. More sophisticated methods will be necessary in order to find small clusters that are close to large clusters.
As a first step we eliminate all low likelihood points $`_{\mathrm{coarse}}^i<_{\mathrm{cut}}`$, where $`_{\mathrm{cut}}`$ is the nominal detection limit, which is independent of richness or redshift. $`_{\mathrm{cut}}`$ can be estimated from the distribution of the $`_{\mathrm{coarse}}^i`$ values. Step two consists of finding the largest value of $`_{\mathrm{coarse}}^i`$, which is by definition the first and largest cluster $`\theta _1`$. The third step is to eliminate all test points that are within a certain radius of the cluster. Repeating steps two and three until there are no points left results in a complete cluster list $`\mathrm{\Theta }`$. A different scheme would be to connect the irregularly gridded points in a Voronoi tessellation \[Ramella 1998\] from which local maxima could be obtained in the same manner as on a grid.
### 3.2 Software Architecture
Implementation of the AMF cluster selection consists of four steps: (1) reading the database and the model parameter files, (2) computing $`_{\mathrm{coarse}}`$ over the entire database, (3) finding clusters by identifying peaks in the $`_{\mathrm{coarse}}`$ map, and (4) evaluating $`_{\mathrm{fine}}`$ and obtaining a more precise determination of each clusterโs size and distance.
The architecture of this data processing pipeline is shown in Figure 4. The software has been designed so that it can accept both real and simulated data. One of the challenges of the AMF is organizing the software so that it can readily accept new datasets and different parameter files. Critical to adapting to new data is the ability see into the system and observe each step as it takes place. To address these issues the vast majority of the code has been implemented in an interpreted language (IDL from Research Systems, Inc.) which provides many mechanisms for reading in files and for monitoring and visualizing output.
The computational driver of the application is the evaluation of $`_{\mathrm{coarse}}`$. This function consists of a set of nested for loops which do not lend themselves to the vector notation required to get good performance in an interpreted language. Thus, while the interpreted code is used to set up the calculation, a compiled C routine is called to compute the coarse likelihood function (see Figure 5). In addition to giving the superior compute performance of a compiled language, this layered software approach also provides a mechanism for exploiting parallel computing.
### 3.3 Parallelization Scheme
Computing the coarse likelihood map is a highly parallelizable operation. Each test point can be computed independently of the others if all the necessary data is available. There are a variety of ways to take advantage of this scheme. The one chosen here is a client/server approach based on the The Next generation Taskbag (TNT) software library \[Kepner et al 2000\]. TNT is a client-server based Applications Programming Interface (API) for distributing and managing multiple tasks on a Network-Of-Workstations (NOW). TNT is a C based library which can be used in any compiled program. As such, it is possible to insert the appropriate TNT calls into the compiled layer called by an interpreted language (see Figure 6).
The operation of a typical TNT application is shown in Figure 7. The server creates a โTaskbagโ of work for clients. The clients are then executed remotely on a number of processors. The clients connect with the server and request a task or taskbag (a group of tasks). When they have completed their tasks they return the results back to the server and ask for more tasks.
The TNT library was developed on Linux (RedHat 5.0) and tested on FreeBSD, NetBSD, and Solaris. The entire library is written in C using TCP sockets. A server communicates with the clients using ports, which allows simultaneous servers to be active and listening to different port numbers. A server can call client functions and a client can call server functions. This enables the creation of hierarchies of servers. For example, a โrootโ server can partition a large taskbag into many sub-taskbags and distribute them to a collection of sub-servers. These sub-servers will then distribute tasks to the clients. This allows for a more efficient distribution of work across the cluster nodes.
For the AMF application, the interpreted language calls a C routine which then sets up a server with tasks to be executed (Figure 7). In this case, each task is a sub-set of all the test points. Clients are then started on other computers (or the same machine if it is multiple processor system). At startup each client receives the database (or a portion of the database) from the server. After receiving the data, each client then asks the server for a task to execute and returns the result.
It is not possible to predict in advance how long a given task is going to take because of the non-linearity of the algorithm and because of heterogeneous capabilities and loads that may exist on the NOW. Fortunately, TNT is inherently load balancing in the sense that when a client finishes a task it requests additional work. If there are no tasks remaining then the client exits and frees up the processor. The processors that run faster will pick up more work and slower processors will pick up less work.
## 4 Results
The AMF has been extensively tested on simulated data to verify its accuracy and robustness \[Kepner et al 1999\]. The AMF is currently being applied to detect clusters of galaxies from the Sloan Digital Sky Survey (SDSS) \[Kim et al 2000\]. The recent parallel implementation of the AMF has significantly increased speed of the application.
### 4.1 Tests on simulated data
In real data, neither the distances of the galaxies nor the position and sizes of the clusters are known. Tests on simulated data are the only opportunity to check the detection algorithm in a well understood environment. The test data consists of 72 simulated clusters with different sizes and distances placed in a simulated field of randomly distributed galaxies. The data was constructed to be consistent with what is expected from SDSS. The clusters range in size and distance so as to span the full range of expected clusters. The test data covers an area of 10 square degrees (1/1000 of the SDSS) and contains approximately 100,000 points.
To facilitate the subsequent analysis and interpretation of the results, the clusters were placed on an 8 by 9 grid. The cluster centers were separated by 0.4 degrees. The distribution of all the galaxies in angle is shown in Figure 8, where each column of clusters are the same size while each row of clusters are at the same distance. From left to right the sizes are $`\mathrm{\Lambda }=`$ 10, 20, 30, 40, 50, 100, 200, and 300. From bottom to top the distances are $`z=`$ 0.1, 0.15, 0.2, 0.25, 0.3, 0.35, 0.4, 0.45, and 0.5.
The simulated data were run through the AMF and all clusters above the designated 5-$`\sigma `$ noise limited threshold were detected (with no false detections). The angular positions of all the detected clusters were well within the expected range. The estimated distance and size of each cluster is shown in Figure 9. As expected, the large and/or nearby clusters are detected and measured more accurately than the small, far away clusters. These results indicate that the AMF can detect and unbiasly estimate the location of clusters.
### 4.2 Tests on SDSS data
The Sloan Digital Sky Survey is a multi-decade, multi-institution effort to take a million by million pixel composite image of the night sky in five color bands. Analysis of the image data is expected to yield a database of 200,000,000 galaxies \[Szalay et al 1999\]. Test data has been taken since 1998 and been used to test all aspects of the SDSS software including the AMF (see Figure 10). The AMF has detected all previously known clusters in the SDSS test data it has looked at. In addition, the AMF performs at a level equal to or better than the other algorithms with which it has been compared. Detailed results and comparison of various cluster finding algorithms are presented elsewhere \[Kim et al 2000\].
Adapting the AMF to the SDSS was a sizeable effort. Without the layered software approach it would have taken considerably longer as a considerable amount of tuning was required to properly set all the model parameters.
### 4.3 Scalability results
A parallel implementation of the AMF is crucial for its application to the full SDSS database. Currently, the AMF requires 1-2 hours of CPU time (450 MHz Pentium II) to process a 10 square degree field. On a parallel NOW this can easily be sped up by a factor of 100, which will make processing the entire 10,000 square degree SDSS dataset feasible.
The results of running the parallel implementation on a NOW are shown in Table 1. These data show that the algorithm experiences good speedup on both heterogeneous and homogeneous NOWs. The primary bottlenecks to perfect speedups are the initial sending of data and the granularity of the tasks. The impact of these can be seen in the execution schedules shown in Figures 11-13.
The total computation time consists of the time to do the computation plus the slack time due to the granularity of the tasks
$$T_{\mathrm{comp}}\frac{N_X}{N_{\mathrm{CPU}}}+\frac{N_X}{N_{\mathrm{task}}},$$
(24)
where $`N_{\mathrm{CPU}}`$ is the number of processors used in the NOW and $`N_{\mathrm{task}}`$ is the number of tasks the job was broken into. The total time spent communicating is the time spent gathering the results plus the time to send the initial data to each processor
$$T_{\mathrm{comm}}\frac{N_X}{N_{\mathrm{CPU}}}+N_XN_{\mathrm{CPU}}.$$
(25)
To achieve good scalability requires that the computation-to-communication ratio stay high as $`N_{\mathrm{CPU}}`$ increases. In both cases the first term scales well while the second term doesnโt. The second (granularity) term in the computation time is due to the fact that some processors will finish first and there will be no additional tasks for them to complete. This can be alleviated by simply dividing the work up into sufficiently small tasks until this time no longer becomes important.
The second (startup) term in the communication time can be dealt with in several ways. First, the algorithm can be restructured so that each processor gets less data at startup. Second, the communication pattern can be remapped so that the initial data is distributed in multiple steps along a tree. Finally, since the initial data is the same for each processor, it should be possible to use a multicast to allow the data to be distributed everywhere in a single broadcast. Without alleviating this bottleneck the speedup is limited to approximately 100 on a 100 MBit/s class network. If the initial transmit bottleneck can be overcome, it should be possible to see speedups in the 5000 range.
## 5 Summary and Conclusions
We have presented the Adaptive Matched Filter method for the automatic selection of clusters of galaxies from a galaxy database. The AMF is adaptive in two ways. First, the AMF uses a two step approach that first applies a coarse filter to find the clusters and then a fine filter to provide more precise estimates of the distance and size of each cluster. Second, the AMF uses the location of the data points as a โnaturallyโ adaptive grid to ensure sufficient spatial resolution.
Matched Filter techniques have a firm mathematical basis in statistical signal processing. The AMF uses a hierarchy of two filters (each mathematically correct under its assumptions). Combining these filters allow the AMF to maximize computational performance and accuracy. The AMF also provides two estimates for each cluster which can be compared as an additional check. This is particular effective for these filters because they react differently when given insufficient data.
The AMF relies heavily on models for both the cluster and the background field. This prior information is quite extensive and makes the AMF complex to implement and difficult to adapt to new data sets. To alleviate this coding challenge a hybrid coding approach was used to leverage the ease of use of interpreted languages along with the compute performance of compiled languages. In this way the complex task of testing model inputs and observing their effect through the data processing pipeline can be done quickly without sacrificing the compute efficiency necessary to complete the application in a timely manner.
A further benefit of the hybrid approach is that it makes available to the compiled code a wide variety of parallel software libraries and tools. A parallel implementation is critical to the application because matched filter techniques work by testing every possible location in the cluster space for the presence of a cluster. This is a compute intensive operation, but also provides a high degree of parallelism. The parallelization scheme used for the AMF application is a client/server approach which is a very effective on Network-Of-Workstations. The TNT client/server software used is lightweight and efficient, and provides a naturally load balancing and fault tolerant framework.
The AMF has been extensively tested on simulated data. These results indicate that it robustly and accurately detects clusters and estimates their positions while having few false positives. The AMF is now being applied to the first results of the Sloan Digital Sky Survey \[Kim et al 2000\]. These tests have shown that the AMF detects all previously known clusters in this data and performs at or above other cluster finding methods. The AMF hybrid application architecture has proven effective in supporting the implementation of new datasets. The TNT based client/server parallelization scheme has also demonstrated significant speedups which will make it feasible for this application to address to the entire SDSS when it becomes available.
## Acknowledgments
Jeremy Kepner and Rita Kim would particularly like to thank their Ph.D. advisors Profs. David Spergel and Michael Strauss for supporting this work. The authors are also grateful to Wes Colley and Mike Norman for providing Figures 1 and 2. In addition, Neta Bahcall, James Gunn, Robert Lupton and David Schlegel provided invaluable assistance in the development of the AMF, and Aaron Marks, Maya Gokhale, Ron Minnich, and John Degood were most helpful in providing the TNT software library. We are also greatful to Paul Monticciolo for his helpful comments.
## Biographies
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# Screened electrostatic interactions between clay platelets.
## I Introduction
While the mesostructure, stability and phase behaviour of charge-stabilized dispersions of spherical colloidal particles are by now reasonably well understood, both experimentally and theoretically , the picture is much less clear in the case of lamellar colloids, of which clay dispersions are a pre-eminent example . This is partly due to the high degree of polydispersity, the irregular shapes, and the extreme anisotropy of the thin lamellar particles of naturally occurring clay suspensions. Such complications render an unambiguous interpretation of experimental data, eg. from small angle X-ray or neutron diffraction measurements, very difficult, while posing a practically insurmountable challenge to the theoretician attempting a Statistical Mechanics description. Even for the widely studied synthetic model system of Laponite, made up of nearly monodisperse, disc-shaped platelets, there is no consensus among experimentalists as to the structure, gelling behaviour and rheology of semi-dilute suspensions , while attempts at a theoretical description, or simulations of this model system are in their infancy . The main reason for the latter state of affairs is that a realistic model for the effective interaction between a pair of arbitrarily oriented charged circular platelets, generalizing the isotropic DLVO potential between spherical colloids, is not available. Only in the simplest case of two coaxial, uniformly charged discs, has a screened Coulomb interaction been worked out within linear and non-linear Poisson-Boltzmann (PB) theory.
The Molecular Dynamics (MD) simulations of ref. were based on a site-site interaction model, generalizing the โYukawa segmentโ representation used earlier to simulate suspensions of charged rods . Within such a representation the charge distribution on a rod or a platelet is discretized into $`\nu `$ interaction sites, each carrying a fraction $`1/\nu `$ of the total charge; sites on different particles interact via a screened Coulomb potential. This Yukawa segment model is very computationally intensive, since the total interaction between two particles involves $`\nu ^2`$ contributions. It also carries a degree of arbitrariness in the choice of the number of sites $`\nu `$, which for practical reasons must be taken to be much smaller than the number of elementary surface charges (typically $`10^3`$ for Laponite) carried by individual platelets.
This paper examines the continuous version of the Yukawa segment model, and derives a multipolar expansion of the effective, screened Coulomb interaction between two uniformly charged platelets of arbitrary relative orientations. The resulting anisotropic effective pair potential is shown to be accurate for centre-to-centre distances larger than the radius of the platelets, and should hence provide a useful tool for theoretical investigations of the structure and sol-gel transition in semi-dilute clay dispersions.
## II The Yukawa segment model
Consider a suspension of $`N_p`$ infinitely thin circular platelets per unit volume, of radius $`a`$, and carrying a uniform surface charge density $`\sigma =Ze/\pi a^2`$, where $`Ze`$ ($`<0`$) is the total charge on a platelet. The platelets, together with microscopic co- and counterions, are suspended in water. Since the present study focuses on mesoscopic lengthscales, of the order of $`a`$ ( typically $`a15\mathrm{n}\mathrm{m}`$ for Laponite), one may neglect the molecular nature of water which will be regarded as a continuum of dielectric constant $`ฯต`$. Within linearized PB theory, the effective interactions between platelets are always pairwise additive , and the screening of electrostatic interactions by the co- and counterions is uniquely characterized by the Debye screening length:
$$\lambda _D=\frac{1}{\kappa }=\left(\underset{\alpha }{}\frac{n_\alpha z_\alpha ^2e^2}{ฯต_0ฯตk_BT}\right)^{\frac{1}{2}}$$
(1)
where the sum is over all microion species, $`n_\alpha `$ and $`z_\alpha `$ are the concentration (number density) and valence of ions of species $`\alpha `$, and $`ฯต_0`$ is the permittivity of free space. Building on the linearity of the theory, the Yukawa segment model assumes that each infinitesimal area $`ds`$ (or โsegmentโ) on a uniformly charged disc generates a screened Coulomb potential:
$$\varphi (r)=\frac{\sigma ds}{4\pi ฯต_0ฯตr}e^{\kappa r}.$$
(2)
The corresponding pair potential between two infinitesimal areas $`ds`$ (around $`๐`$) and $`ds^{^{}}`$ (around $`๐^{^{}}`$) on two discs is then
$$v(|๐๐^{^{}}|)=\frac{\sigma ^2dsds^{^{}}}{4\pi ฯต_0ฯต|๐๐^{^{}}|}e^{\kappa |๐๐^{^{}}|},$$
(3)
and the total pair interaction between the discs is obtained by integrating (3) over the surfaces of the two discs. However, for arbitrary orientations of the discs, this leads to intractable expressions involving multiple integrals.
Instead, by analogy with electrostatic interactions between extended charge distributions, a systematic multipolar expansion of the screened Coulombic interaction will be sought. The derivation of such an expansion requires some care, because the basic screened Coulomb potential (2) does not satisfy Poissonโs equation, except in the bare Coulomb limit, where $`\kappa 0`$.
## III The potential around a single plate
To get a feeling for a multipolar expansion involving screened, rather than bare, Coulomb interactions, consider first the potential due to a uniformly charged disc, along the axis of the disc. Using cylindrical coordinates, with the $`z`$coordinate along the axis of the disc (cf. Fig. 1), the screened potential along that axis (ie. for a radial coordinate $`\rho =0`$) is simply
$`\mathrm{\Psi }(\rho =0,z)`$ $`=`$ $`{\displaystyle \frac{2\pi \sigma }{4\pi ฯต_0ฯต}}{\displaystyle _0^a}{\displaystyle \frac{e^{\kappa \sqrt{R^2+z^2}}}{\sqrt{z^2+R^2}}}R๐R`$ (4)
$`=`$ $`{\displaystyle \frac{\sigma e^{\kappa |z|}}{2ฯต_0ฯต\kappa }}[1e^{\kappa |z|[\sqrt{1+\left(\frac{a}{z}\right)^2}1]}]`$ (5)
which is easily expanded in powers of $`(a/z)`$ according to
$$\mathrm{\Psi }(\rho =0,z)=\frac{Ze}{4\pi ฯต_0ฯต}e^{\kappa |z|}\underset{n=0}{\overset{\mathrm{}}{}}\left[A_n+K_n\right]\left(\frac{1}{|z|}\right)^{n+1},$$
(6)
where the coefficients $`A_n`$ and $`K_n`$ are listed in Table 1.
Several points are to be noted about this expansion. First, the corresponding expansion for the bare Coulomb potential is correctly retrieved by taking the limit $`\kappa 0`$; this amounts to setting all $`K_n=0`$ in eq.(6), leaving only odd powers of $`1/z`$ in the expansion, since all odd coefficients $`A_n`$ vanish. This is an obvious consequence of the space reflection symmetry of the uniform charge distribution on a disc, which implies that only even multipole moments exist. However, for the screened Coulomb potential, terms with even powers of $`1/z`$ appear in the expansion, which would correspond to odd multipoles (dipole etc.) in the bare Coulomb case.
The second remark is that the expansion (6) also follows from the exact potential due to a uniformly charged disc, and its associated electric double-layer of co- and counter ions, as calculated within linearized PB theory , namely:
$$\mathrm{\Psi }(\rho ,z)=\frac{2Ze}{aฯต_0ฯต}_0^{\mathrm{}}J_1(ka)J_0(k\rho )\frac{e^{|z|\sqrt{k^2+\kappa ^2}}}{\sqrt{k^2+\kappa ^2}}๐k.$$
(7)
This agreement between the expansion in eq.(6) and the expansion of eq.(7) for $`\rho =0`$ is an illustration of the exact equivalence between the Yukawa segment model, and a full linearized PB calculation of the effective potential generated by a charged particle of any shape and its associated electric double layer.
The final point concerns the generalization of the expansion (6) away from the $`z`$axis, ie for $`\rho 0`$. In the bare Coulomb case $`(\kappa =0)`$, the coefficients $`A_n`$ in table 1 may be immediately carried over to spherical polar coordinates $`(r,\theta ,\varphi )`$ to write down an expansion of the potential due to a uniformly charged disc in even Legendre polynomials (the potential is independent of the azimuthal angle $`\varphi `$):
$$\mathrm{\Psi }(r,\theta )=\frac{Ze}{4\pi ฯต_0ฯต}\underset{n=0;\mathrm{even}}{\overset{\mathrm{}}{}}A_n\frac{1}{r^{n+1}}P_n(\mathrm{cos}\theta ).$$
(8)
However, the presence of the exponential screening factor in the expansion (6) prevents a similar straightforward generalization to off-axis conditions in the screened Coulomb case ($`\kappa 0`$). For this reason the multipolar expansion must be re-examined more carefully for the Yukawa segment model.
## IV Screened multipolar expansion
The multipolar expansion of the total potential $`\mathrm{\Psi }(๐)`$ due to a uniformly charged disc, with each infinitesimal surface element generating the screened potential (2) (Yukawa segment model), may be derived along lines nearly identical to the classic calculation for unscreened charge distributions . Clearly
$$\mathrm{\Psi }(๐)=_S\varphi (|๐๐|)๐๐$$
(9)
where the integral is over the surface $`S`$ of the disc. The potential $`\varphi `$ may now be expanded as a Taylor series about the centre of the disc $`(๐=\mathrm{๐})`$, ie.:
$$\mathrm{\Psi }(๐)=\sigma _S๐๐\left\{\varphi (r)\underset{\alpha }{}s_\alpha _\alpha \varphi (r)+\frac{1}{2!}\underset{\alpha \beta }{}s_\alpha s_\beta _\alpha _\beta \varphi (r)+\mathrm{}\right\},$$
(10)
where the sums are over all three Cartesian coordinates of the vector $`๐S`$. All odd terms (eg. the dipolar term) vanish by symmetry. This leaves only the even terms:
$$\mathrm{\Psi }(๐)=\mathrm{\Psi }_Z(r)+\mathrm{\Psi }_Q(๐)+\mathrm{\Psi }_\mathrm{\Phi }(๐)+\mathrm{},$$
(11)
involving the total charge $`Ze`$ of the disc, its quadrupole tensor $`\underset{ยฏ}{\underset{ยฏ}{๐ธ}}`$, its hexadecapole tensor $`\underset{ยฏ}{\underset{ยฏ}{๐ฝ}}`$, etc.:
$`\mathrm{\Psi }_Z(r)`$ $`=`$ $`ZeT^\kappa (r)`$ (12)
$`\mathrm{\Psi }_Q(๐)`$ $`=`$ $`{\displaystyle \frac{e}{2!}}Q_{\alpha \beta }T_{\alpha \beta }^\kappa (๐)`$ (13)
$`\mathrm{\Psi }_\mathrm{\Phi }(๐)`$ $`=`$ $`{\displaystyle \frac{e}{4!}}\mathrm{\Phi }_{\alpha \beta \gamma \delta }T_{\alpha \beta \gamma \delta }^\kappa (๐)`$ (14)
where the Einstein convention of summation over repeated indices has been adopted. The tensors $`T^\kappa `$ are:
$$T_{\alpha \beta \gamma \mathrm{}}^\kappa =_\alpha _\beta _\gamma \mathrm{}\left(\frac{1}{4\pi ฯต_0ฯต}\frac{e^{\kappa r}}{r}\right)$$
(15)
while the $`Q_{\alpha \beta },\mathrm{\Phi }_{\alpha \beta \gamma \delta }`$ are the Cartesian components of the $`2^{nd}`$ rank quadrupolar and $`4^{th}`$ rank hexadecapolar tensors. For a uniformly charged disc the quadrupolar tensor is given (in a frame where the $`z`$-coordinate is along the axis of the disc) by
$`\underset{ยฏ}{\underset{ยฏ}{๐ธ}}`$ $`=`$ $`{\displaystyle \frac{\sigma }{e}}{\displaystyle _S}๐๐๐๐`$ (16)
$`=`$ $`\left(\begin{array}{ccc}Q& 0& 0\\ 0& Q& 0\\ 0& 0& 0\end{array}\right)`$ (20)
where $`Q=Za^2/4`$. Note that contrary to the bare Coulomb case, $`\underset{ยฏ}{\underset{ยฏ}{๐ธ}}`$ cannot be chosen traceless in the screened case, because the tensors $`T_{\alpha \beta \mathrm{}}^\kappa `$ are themselves not traceless. The Cartesian components of the $`4^{th}`$ rank hexadecapole moment are defined by:
$$\mathrm{\Phi }_{\alpha \beta \gamma \delta }=\frac{\sigma }{e}_Ss_\alpha s_\beta s_\gamma s_\delta ๐๐.$$
(21)
For a disc, choosing the $`z`$coordinate along its axis, the only non-zero components $`\alpha \beta \gamma \delta `$ are the two diagonal components $`\mathrm{\Phi }_{xxxx}`$ and $`\mathrm{\Phi }_{yyyy}`$ and those in which $`x`$ and $`y`$ both appear twice. Explicitly
$`\mathrm{\Phi }_{xxxx}=\mathrm{\Phi }_{yyyy}={\displaystyle \frac{Za^4}{8}}`$ $``$ $`\mathrm{\Phi }`$ (22)
$`\mathrm{\Phi }_{xxyy}=\mathrm{\Phi }_{xyxy}=\mathrm{}={\displaystyle \frac{Za^4}{24}}`$ $``$ $`{\displaystyle \frac{\mathrm{\Phi }}{3}}.`$ (23)
The calculation of the tensors $`T_{\alpha \beta \gamma \mathrm{}}^\kappa `$ is considerably lengthier for the screened than for the bare Coulomb interaction. Some details are given in Appendix A.
In spherical coordinates, the total potential due to the uniformly charged disc, up to hexadecapolar order, may finally be written as:
$`\mathrm{\Psi }(r,\theta )`$ $`=`$ $`{\displaystyle \frac{e}{4\pi ฯต_0ฯต}}e^{\kappa r}\{{\displaystyle \frac{1}{r}}[Z+{\displaystyle \frac{Q}{2}}\kappa ^2(\mathrm{cos}^2\theta 1)+{\displaystyle \frac{\mathrm{\Phi }}{24}}\kappa ^4\mathrm{sin}^4\theta ]`$ (24)
$`+{\displaystyle \frac{1}{r^2}}\left[{\displaystyle \frac{Q}{2}}\kappa (3\mathrm{cos}^2\theta 1){\displaystyle \frac{\mathrm{\Phi }}{3}}\kappa ^3\left(\mathrm{sin}^2\theta {\displaystyle \frac{5}{32}}\mathrm{sin}^4\theta \right)\right]`$ (25)
$`+{\displaystyle \frac{1}{r^3}}\left[{\displaystyle \frac{Q}{2}}(3\mathrm{cos}^2\theta 1)+{\displaystyle \frac{\mathrm{\Phi }}{3}}\kappa ^2\left(16\mathrm{sin}^2\theta +{\displaystyle \frac{45}{8}}\mathrm{sin}^4\theta \right)\right]`$ (26)
$`+{\displaystyle \frac{1}{r^4}}\left[{\displaystyle \frac{\mathrm{\Phi }}{8}}\kappa (35\mathrm{cos}^4\theta 30\mathrm{cos}^2\theta +3)\right]`$ (27)
$`+{\displaystyle \frac{1}{r^5}}\left[{\displaystyle \frac{\mathrm{\Phi }}{8}}(35\mathrm{cos}^4\theta 30\mathrm{cos}^2\theta +3)\right]\}`$ (28)
Returning to cylindrical coordinates, this expression reduces on the $`z`$axis to:
$`\mathrm{\Psi }(\rho =0,z)`$ $`=`$ $`{\displaystyle \frac{Ze}{4\pi ฯต_0ฯต}}e^{\kappa |z|}[{\displaystyle \frac{1}{z}}{\displaystyle \frac{\kappa a^2}{4}}\left({\displaystyle \frac{1}{z}}\right)^2+({\displaystyle \frac{\kappa ^2a^4}{24}}{\displaystyle \frac{a^2}{4}})\left({\displaystyle \frac{1}{z}}\right)^3`$ (29)
$`+{\displaystyle \frac{\kappa a^4}{8}}\left({\displaystyle \frac{1}{z}}\right)^4+{\displaystyle \frac{a^4}{8}}\left({\displaystyle \frac{1}{z}}\right)^5]`$ (30)
which coincides with the expansion (6), with coefficients given in Table 1, up to order $`a^4`$ (the higher powers of $`a`$ in the coefficients of $`1/z^4`$ and $`1/z^5`$ corresponding to higher order multipole moments). To illustrate the convergence of the multipolar expansion of the potential to hexadecapolar order, in figs. 2 and 3 the potential given by (24) is compared with the linearized PB potential of eq.(7) and an explicit numerical integration over a discretized charge distribution (with $`\nu =7841`$ sites), both along the $`z`$axis and in the $`xy`$plane. The numerical integration was carried out to check its accuracy against the exact potential (7), since it will be the only available test of the multipolar expansion of the screened pair interaction between two platelets at arbitrary orientations, to be discussed in section VI. Agreement is seen to be excellent, down to around $`z(\rho )a`$, where the multipolar expansion diverges dramatically, as higher order terms in $`(1/r)^n`$ start to dominate.
## V Effective interactions between two plates
The results of the previous section for the effective potential around a single platelet may now be used to determine the potential energy of interaction (or effective pair potential) of a pair of discs, at arbitrary relative orientations, as shown in Fig.4. The interaction energy $`V_{AB}`$ is formally expressed by integrating the screened electrostatic potential arising from one disc $`(A)`$ defined by eqs.(11) and (13), over the surface charge distribution of the second disc $`(B)`$:
$$V_{AB}(r,\theta _A,\theta _B,\varphi _A,\varphi _B)=_{S_B}\sigma ๐๐\mathrm{\Psi }^A(๐+๐).$$
(31)
The potential $`\mathrm{\Psi }^A(๐+๐)`$ may be expanded in a Taylor series in powers of $`๐`$, about the centre of disc B ($`๐`$=$`\mathrm{๐}`$), along the lines of eq.(10), with the result:
$$V_{AB}=\sigma _{S_B}๐๐\left\{\mathrm{\Psi }^A(๐)+s_\alpha ^B_\alpha \mathrm{\Psi }^A(๐)+\frac{1}{2!}s_\alpha ^Bs_\beta ^B_\alpha _\beta \mathrm{\Psi }^A(๐)+\mathrm{}\right\}.$$
(32)
Now inserting the expansions of the potential $`\mathrm{\Psi }^A(๐)`$ (11), and its derivatives, into (32) the electrostatic pair potential is given by
$`V_{AB}`$ $`=`$ $`e\sigma {\displaystyle _{S_B}}d๐^B\{[T^\kappa Z^A+{\displaystyle \frac{1}{2!}}T_{\alpha \beta }^\kappa Q_{\alpha \beta }^A+{\displaystyle \frac{1}{4!}}T_{\alpha \beta \gamma \delta }^\kappa \mathrm{\Phi }_{\alpha \beta \gamma \delta }^A+\mathrm{}]`$ (33)
$`+s_\alpha \left[T_\alpha ^\kappa Z^A+{\displaystyle \frac{1}{2!}}T_{\alpha \beta \gamma }^\kappa Q_{\beta \gamma }^A+{\displaystyle \frac{1}{4!}}T_{\alpha \beta \gamma \delta ฯต}^\kappa Q_{\beta \gamma \delta ฯต}^A+\mathrm{}\right]`$ (34)
$`+{\displaystyle \frac{1}{2}}s_\alpha s_\beta [T_{\alpha \beta }^\kappa Z^A+{\displaystyle \frac{1}{2!}}T_{\alpha \beta \gamma \delta }^\kappa Q_{\gamma \delta }^A+\mathrm{}]+\mathrm{}\}.`$ (35)
Integrating over the surface, $`S_B`$, of disc B naturally introduces the multipole moments of the surface charge distribution of that disc into the expression (33) for $`V_{AB}`$, which may hence be cast in the form
$$V_{AB}(r,\theta _A,\theta _B,\varphi _A,\varphi _B)=V_{AB}^{ZZ}+(V_{AB}^{ZQ}+V_{AB}^{QZ})+V_{AB}^{QQ}+(V_{AB}^{Z\mathrm{\Phi }}+V_{AB}^{\mathrm{\Phi }Z})+\mathrm{}$$
(36)
where
$`V_{AB}^{ZZ}`$ $`=`$ $`e^2Z^AT^\kappa Z^A`$ (37)
$`V_{AB}^{ZQ}`$ $`=`$ $`{\displaystyle \frac{e^2}{2!}}Z^AT_{\alpha \beta }^\kappa Q_{\alpha \beta }^B`$ (38)
$`V_{AB}^{QQ}`$ $`=`$ $`{\displaystyle \frac{e^2}{2!2!}}Q_{\alpha \beta }^AT_{\alpha \beta \gamma \delta }^\kappa Q_{\gamma \delta }^B`$ (39)
$`V_{AB}^{Z\mathrm{\Phi }}`$ $`=`$ $`{\displaystyle \frac{e^2}{4!}}Z^AT_{\alpha \beta \gamma \delta }^\kappa \mathrm{\Phi }_{\alpha \beta \gamma \delta }^B`$ (40)
This expansion is consistent up to order $`1/r^5`$ with the corresponding series for pure Coulombic interactions ($`\kappa =0`$). The rather cumbersome expressions for the screened interaction tensors are given in Appendix A, while details of the summations over Cartesian coordinates, implicit in eqs.(38-40), are described in appendix B.
## VI Results for specific geometries
The detailed behaviour of the effective pair potential $`V_{AB}`$ defined by eqs.(36-40), will now be examined, as a function of the centre-to-centre distance between, and the mutual orientations of, the two discs. The relevant variables are
* r, the separation of the centres of masses of the two discs
* $`\{\theta _A,\theta _B\}`$ the polar angles of the two discs
* $`\mathrm{\Delta }\varphi `$, the difference in the azimuthal angles of the 2 discs
* $`\kappa `$, the inverse screening length determined by the co- and counterions,
Rather than specialize to the physical parameters particular to Laponite ($`Z1000,a15`$ nm), in the figures which follow all distances shall be scaled by the disc radius $`a`$, which provides a convenient lengthscale, and all energies by the bare Coulombic energy of two charges $`Ze`$ a distance $`a`$ apart, ie. by $`Z^2e^2/4\pi ฯต_0ฯตa`$. Thus these results apply to the most general uniformly charged disc.
The case of two coaxial plates is illustrated in Fig. 5, where the various contributions to the energy $`V_{AB}`$ are plotted as a function of the distance between the two plates. The exact result in this simple geometry is known within LPB theory , and used to test the convergence of the multipolar series. As expected, the charge-charge contribution (37) dominates for large spacings, but the contributions of the higher order terms become very significant for spacings less than the disc diameter, $`2a`$.
In Fig. 6 the energy is plotted as a function of the separation between two discs lying in the same plane, like two coins on a table. In this geometry all multipolar contributions are positive (repulsive), and the enhancement of the total energy over the charge-charge term is more pronounced. Included in this figure is the potential energy obtained by integrating over the Yukawa potential over two discretized site-charge distributions, where each disc has $`\nu =7841`$ point charges, each carrying charge $`Ze/\nu `$. The agreement of this calculation with the multipolar expansion is excellent, down to the distance of closest approach $`r=2a`$ below which point the discs intersect.
In Fig. 7 the energy is plotted as a function of the separation of two discs in a T-shaped configuration ($`\theta _A=0,\theta _B=\pi /2`$), a geometry favoured by the quadrupoles, as also observed in ref. where a purely quadrupolar disc model was studied. The agreement with the discretized Yukawa segment calculation is again excellent, except at very close centre-to-centre separations, where the multipolar expansion is expected to collapse.
In the next plot, Fig.8, the behaviour of the pair potential is examined as one disc slides over the other at constant altitude ($`z=1.5a`$ in this plot), with both discs parallel to each other. As expected the energy goes through a maximum at the distance of closest approach, but detailed structure is seen in the total energy, as each order of multipole-multipole interaction decays with differing power law behaviour. The agreement with the numerical Yukawa segment calculation is again good, except in the region around closest approach, where the platelets are co-axial, and the greatest deviation is observed, as seen in Fig.5. This deviation decreases significantly the greater the vertical separation of the platelets, and may be improved at close separation by the inclusion of higher order multipole moments.
In Fig. 9, the angular dependence of the potential is examined by varying the angle $`\theta _B`$ at fixed centre-to-centre separation of $`r=1.5a`$ and $`\theta _A=0`$. The charge-charge interaction is obviously independent of relative orientation, but significant variation in all higher order interactions is observed. Notably the quadrupole-quadrupole interaction is favoured when the discs are perpendicular to each other. The agreement with the computationally expensive numerical integration method is observed to be good, except when the discs are parallel, where the deviation is most noticeable, as observed and commented upon in Figs. 5 and 8.
Finally in Fig. 10 the dependence of the interaction on the azimuthal angles is probed, for disc separations in the range $`1<r/a<1.5`$ for discs fixed at $`\theta _A=\theta _B=\pi /4`$. As noted in Appendix B the interaction energy only depends on the difference $`\mathrm{\Delta }\varphi =\varphi _A\varphi _B`$. As the separation of the discs increases the angular dependence of the pair potential is seen to diminish, and indeed at large separations disappears.
## VII Conclusion
The familiar multipole moment expansion of the electrostatic interaction between two extended charge distributions have been generalized to the case where the interaction is linearly screened by co- and counterions of an ionic solution in which the charged colloidal particles are dispersed. The case of uniformly charged, disc-like platelets, a model for the synthetic clay Laponite, was specifically considered in this paper, but the Yukawa-segment model, and the corresponding multipolar expansion, may be extended to particles of any shape. For example this procedure may readily be adapted to the case of uniformly charged rods, where symmetry again precludes multipole moments of odd order, by insertion of the relevant quadrupole and hexadecapole tensors for such a charge distribution. In the simplest case of spherical particles, the present treatment leads back to the familiar DLVO potential. For discs, the expansion, including up to quadrupole-quadrupole and charge-hexadecapole terms, yields interaction energies in good agreement with data for a discretized version of the Yukawa segment model, down to centre-to-centre distances of the order of the disc radius $`a`$, for all relative orientations of the two platelets which were investigated. As expected, the expansion breaks down at shorter distances, and yields rapidly divergent energies as $`r0`$.
The effective pair potential defined by eq.(36), and the explicit expressions in the Appendices, should prove useful in Statistical Mechanics descriptions of semi-dilute clay dispersions, and of their sol-gel transition, provided suitable short-range cut-offs are imposed. For computer simulations of more concentrated dispersions, an appropriate strategy would be to use a hybrid pair potential approach, interpolating between the multipolar expansion at large centre-to-centre distances, and a direct summation of the $`\nu ^2`$ screened Coulomb site-site interactions in a discretized version of the Yukawa segment model, similar to that used in Ref., at short distances.
In order to determine the phase behaviour of dispersions of charged platelets, from direct calculations of the free energy of systems of platelets interacting via the multipolar effective pair potential derived in this paper, it is important to include a structure-independent โvolumeโ term in the free energy . Such a volume term has been shown to play a crucial role in the determination of phase diagrams of suspensions of spherical charged colloidal particles, in the regime of very low concentration of added electrolyte . The exact form of the โvolumeโ term can be determined from a careful analysis of the density functional formulation of linearized PB theory . Such an analysis, which also provides a rigorous foundation of the Yukawa segment model , is under way.
## VIII Acknowledgments
The authors would like to thank H. Lรถwen and A.J. Stone for useful discussions, and gratefully acknowledge the support of the Franco-British Alliance program, project no. $`PN99.041`$. DGR would like to thank the EPSRC for their continued support.
## A Cartesian Tensors for a screened Coulomb interaction
The Cartesian tensors for a screened Coulomb interaction, are defined (analogously to the bare Coulomb case) as derivatives of the potential, ie:
$$T_{\alpha \beta \gamma \mathrm{}}^\kappa =_\alpha _\beta _\gamma \mathrm{}\left(\frac{1}{4\pi ฯต_0ฯต}\frac{e^{\kappa r}}{r}\right)$$
(A1)
Now, for any function $`f(r)`$, ($`f(r)`$ being $`e^{\kappa r}/r`$ in the current work) the gradient $`_\alpha f(r)=f^{^{}}(r)_\alpha r`$. For the bare Coulomb potential, $`f(r)=1/r`$, and thus $`_\alpha (1/r)=(1/r^2)_\alpha rT_\alpha ^0`$. Combining these two simple results the gradient of a general function $`f(r)`$ may be expressed in terms of the bare Coulomb tensor via $`_\alpha f(r)=r^2f^{^{}}(r)T_\alpha ^0`$. Introducing the differential operator $`๐`$, defined by $`๐f(r)=r^2f^{^{}}(r)`$, this may furthermore be written as $`_\alpha f(r)=๐f(r)T_\alpha ^0`$. Thus the set of successive interaction tensors for a screened Coulomb Potential $`T^\kappa `$ may be written, using the product rule of differentiation as:
$`T_\alpha ^\kappa `$ $`=`$ $`_\alpha f(r)=(๐^1f)T_\alpha ^0`$ (A2)
$`T_{\alpha \beta }^\kappa `$ $`=`$ $`_\alpha _\beta f(r)=(๐^2f)T_\alpha ^0T_\beta ^0+(๐^1f)T_{\alpha \beta }^0`$ (A3)
$`T_{\alpha \beta \gamma }^\kappa `$ $`=`$ $`(๐^3f)T_\alpha ^0T_\beta ^0T_\gamma ^0+(๐^2f)[T_{\alpha \beta }^0T_\gamma ^0+T_{\alpha \gamma }^0T_\beta ^0+T_{\beta \gamma }^0T_\alpha ^0]+(๐^1f)T_{\alpha \beta \gamma }^0`$ (A4)
$`T_{\alpha \beta \gamma \delta }^\kappa `$ $`=`$ $`(๐^4f)T_\alpha ^0T_\beta ^0T_\gamma ^0T_\delta ^0`$ (A5)
$`+`$ $`(๐^3f)[T_{\alpha \beta }^0T_\gamma ^0T_\delta ^0+T_{\beta \gamma }^0T_\alpha ^0T_\delta ^0+T_{\alpha \delta }^0T_\beta ^0T_\gamma ^0+T_{\beta \delta }^0T_\alpha ^0T_\gamma ^0+T_{\alpha \gamma }^0T_\beta ^0T_\delta ^0+T_{\gamma \delta }^0T_\alpha ^0T_\beta ^0]`$ (A6)
$`+`$ $`(๐^2f)[T_{\alpha \beta \gamma }^0T_\delta ^0+T_{\alpha \beta \delta }^0T_\gamma ^0+T_{\alpha \gamma \delta }^0T_\beta ^0+T_{\beta \gamma \delta }^0T_\alpha ^0+T_{\alpha \beta }^0T_{\gamma \delta }^0+T_{\alpha \gamma }^0T_{\beta \delta }^0+T_{\alpha \delta }^0T_{\beta \gamma }^0]`$ (A7)
$`+`$ $`(๐^1f)T_{\alpha \beta \gamma \delta }^0,`$ (A8)
where the coefficients $`\{๐^nf\}`$ are functions solely of distance, given by
$`๐^1f`$ $`=`$ $`(1+\kappa r)e^{\kappa r}`$ (A9)
$`๐^2f`$ $`=`$ $`\kappa ^2r^3e^{\kappa r}`$ (A10)
$`๐^3f`$ $`=`$ $`\kappa ^2r^4(\kappa r3)e^{\kappa r}`$ (A11)
$`๐^4f`$ $`=`$ $`\kappa ^2r^5(128\kappa r+\kappa ^2r^2)e^{\kappa r},`$ (A12)
and all factors of $`1/4\pi ฯต_0ฯต`$ and more significantly all angular dependencies of the interaction are embodied in the bare Coulomb tensors $`T_{\alpha \beta \mathrm{}}^0`$, expressions for which are easily calculated.
## B Evaluation of Interaction Energies
The interaction energy between two discs (A and B) , separated by a distance $`r_{AB}`$ and oriented at spherical polar angles $`(\theta _A,\varphi _A)`$ and $`(\theta _B,\varphi _B)`$ may be written, eq.(36), as a sum of contributions to the total from the interactions of each order of multipole via
$$V_{AB}(r_{AB},\theta _A,\theta _B,\varphi _A,\varphi _B)=V_{AB}^{ZZ}+(V_{AB}^{ZQ}+V_{AB}^{QZ})+V_{AB}^{QQ}+(V_{AB}^{Z\mathrm{\Phi }}+V_{AB}^{\mathrm{\Phi }Z})+\mathrm{},$$
(B1)
where $`Z,Q`$ and $`\mathrm{\Phi }`$ denote respectively the charge, quadrupole moment and hexadecapole moment on a disc, and $`V_{AB}^{QZ}`$ for instance denotes the contribution from the interaction of the charge on disc $`A`$ with the quadrupole on disc $`B`$.
The leading term in this expansion is simply the screened Coulomb interaction of the two charges, given by
$$V_{AB}^{ZZ}=Z^AeT^\kappa Z^Be=\frac{Z^2e^2}{4\pi ฯต_0ฯต}\frac{e^{\kappa r}}{r}$$
(B2)
where $`T^\kappa `$ is the zeroth-order interaction tensor. The next term in eq.(B1) corresponds to the charge-quadrupole interaction, $`V_{AB}^{ZQ}`$, which is written in the following form
$$V_{AB}^{ZQ}=\frac{e^2}{2!}Z^AT_{\alpha \beta }^\kappa Q_{\alpha \beta }^B$$
(B3)
Expressing the screened interaction tensor $`T_{\alpha \beta }^\kappa `$ in terms of the unscreened tensors $`\{T_{\alpha \beta \mathrm{}}^0\}`$, using eq.(A2), and recalling the definition of the quadrupole moment tensor, eq.(16) this sum is calculated via:
$`T_{\alpha \beta }^\kappa Q_{\alpha \beta }^B`$ $`=`$ $`Q[๐^2fT_\alpha ^0T_\beta ^0+๐^1fT_{\alpha \beta }^0][\delta _{\alpha \beta }n_\alpha ^Bn_\beta ^B]`$ (B4)
$`=`$ $`Q\left\{๐^2f[T_\alpha ^0T_\alpha ^0T_\alpha ^0n_\alpha ^BT_\beta ^0n_\beta ^B]+๐^1f[T_{\alpha \alpha }^0n_\alpha ^BT_{\alpha \beta }^0n_\beta ^B]\right\}`$ (B5)
$`=`$ $`{\displaystyle \frac{Q}{4\pi ฯต_0ฯต}}\left[๐^2f\left({\displaystyle \frac{1\mathrm{cos}^2\theta _B}{r^4}}\right)+๐^1f\left({\displaystyle \frac{13\mathrm{cos}^2\theta _B}{r^3}}\right)\right]`$ (B6)
$`=`$ $`{\displaystyle \frac{Za^2}{4}}{\displaystyle \frac{1}{4\pi ฯต_0ฯต}}{\displaystyle \frac{e^{\kappa r}}{r^3}}\left[(1+\kappa r+\kappa ^2r^2)\mathrm{cos}^2\theta _B(3+3\kappa r+\kappa ^2r^2)\right],`$ (B7)
where $`\{n_\alpha ^B\}`$ denote the Cartesian components of the unit vector which defines the major axis of disc $`B`$, and the $`\{๐^nf\}`$ are defined by eq.(A9). Along with this energy, the contribution due to the interaction between quadrupole on disc A and charge on disc B must be added. When all multiplicative factors have been included the final result reads
$`V_{AB}^{ZQ+QZ}`$ $``$ $`V_{AB}^{ZQ+QZ}(r,\theta _A,\theta _B)`$ (B8)
$`=`$ $`{\displaystyle \frac{Z^2e^2a^2}{8}}\left({\displaystyle \frac{1}{4\pi ฯต_0ฯต}}\right){\displaystyle \frac{e^{\kappa r}}{r^3}}\times `$ (B9)
$`\left[\left(1+\kappa r+{\displaystyle \frac{\kappa ^2r^2}{3}}\right)\left(3\mathrm{cos}^2\theta _A+3\mathrm{cos}^2\theta _B\right)2\left(1+\kappa r+\kappa ^2r^2\right)\right],`$ (B10)
where it is observed that the charge-quadrupole interaction has no dependence on the azimuthal angles $`\varphi _A`$ and $`\varphi _B`$.
In the quadrupole-quadrupole interaction energy it is necessary to calculate the sum $`Q_{\alpha \beta }^AT_{\alpha \beta \gamma \delta }^\kappa Q_{\gamma \delta }^B`$. The screened tensor is expressed as a sum of terms involving the simpler unscreened tensors using eq.(A2), and simplified further by expressing all second and higher rank unscreened tensors in terms of the first order unscreened tensors, via:
$`4\pi ฯต_0ฯตT_\alpha ^0`$ $`=`$ $`{\displaystyle \frac{r_\alpha }{r^3}}`$ (B11)
$`4\pi ฯต_0ฯตT_{\alpha \beta }^0`$ $`=`$ $`{\displaystyle \frac{3r_\alpha r_\beta r^2\delta _{\alpha \beta }}{r^5}}r[3T_\alpha ^0T_\beta ^0{\displaystyle \frac{\delta _{\alpha \beta }}{r^4}}]`$ (B12)
$`4\pi ฯต_0ฯตT_{\alpha \beta \gamma }^0`$ $``$ $`15rT_\alpha ^0T_\beta ^0T_\gamma ^0{\displaystyle \frac{3}{r^2}}(T_\alpha ^0\delta _{\beta \gamma }+T_\beta ^0\delta _{\alpha \gamma }+T_\gamma ^0\delta _{\alpha \beta }).`$ (B13)
Following this procedure of expressing the elements of the $`n^{th}`$-rank unscreened tensors in terms of those of the $`1^{st}`$ rank tensors, the full unscreened $`4^{th}`$ rank tensor, using (A2) and(B11), is given by
$`T_{\alpha \beta \gamma \delta }^\kappa `$ $`=`$ $`T_\alpha ^0T_\beta ^0T_\gamma ^0T_\delta ^0[๐^4f+18r๐^3f+87r^2๐^2f]`$ (B14)
$`+`$ $`[T_\alpha ^0T_\beta ^0\delta _{\gamma \delta }+T_\alpha ^0T_\gamma ^0\delta _{\beta \delta }+T_\alpha ^0T_\delta ^0\delta _{\beta \gamma }+T_\beta ^0T_\gamma ^0\delta _{\alpha \delta }+T_\beta ^0T_\delta ^0\delta _{\alpha \gamma }+T_\gamma ^0T_\delta ^0\delta _{\alpha \beta }]`$ (B15)
$`[(๐^3f/r^3)9(๐^2f/r^2)]`$ (B16)
$`+`$ $`[\delta _{\alpha \beta }\delta _{\gamma \delta }+\delta _{\alpha \gamma }\delta _{\beta \delta }+\delta _{\alpha \delta }\delta _{\beta \gamma }][๐^2f/r^6]`$ (B17)
$`+`$ $`๐fT_{\alpha \beta \gamma \delta }^0`$ (B18)
where the tensor $`T_{\alpha \beta \gamma \delta }^0`$ appearing in the last line of eq.(B14) is the only term surviving if $`\kappa =0`$, corresponding to the purely Coulombic interaction.
The screened Coulombic tensor $`T_{\alpha \beta \gamma \delta }^\kappa `$, given by eq.(B14), is used to calculate both the contribution to the potential away from a single disc due to the hexadecapole moment $`\mathrm{\Psi }^\mathrm{\Phi }(๐)`$ and also the quadrupole-quadrupole and charge-hexadecapole energies in the effective pair potential. For illustrative purposes the quadrupole-quadrupole interaction energy shall be pursued here, which involves the sum $`Q_{\alpha \beta }^AT_{\alpha \beta \gamma \delta }^\kappa Q_{\gamma \delta }^B`$. Using eq.(B14) it is evident that this sum will itself be the sum of contributions from terms involving $`Q_{\alpha \beta }^AT_\alpha ^0T_\beta ^0T_\gamma ^0T_\delta ^0Q_{\gamma \delta }^B`$, $`Q_{\alpha \beta }^AT_\alpha ^0T_\beta ^0\delta _{\gamma \delta }Q_{\gamma \delta }^B`$ etc. which must each be calculated separately. The first of these is calculated as
$`Q_{\alpha \beta }^AT_\alpha ^0T_\beta ^0T_\gamma ^0T_\delta ^0Q_{\gamma \delta }^B`$ $`=`$ $`Q^2[\delta _{\alpha \beta }n_\alpha ^An_\beta ^A][T_\alpha ^0T_\beta ^0T_\gamma ^0T_\delta ^0][\delta _{\gamma \delta }n_\gamma ^Bn_\delta ^B]`$ (B19)
$`=`$ $`Q^2[T_\alpha ^0T_\alpha ^0T_\alpha ^0n_\alpha ^AT_\beta ^0n_\beta ^A][T_\gamma ^0T_\gamma ^0T_\gamma ^0n_\gamma ^BT_\delta ^0n_\delta ^B]`$ (B20)
$`=`$ $`{\displaystyle \frac{Q^2}{4\pi ฯต_0ฯต}}{\displaystyle \frac{(1\mathrm{cos}^2\theta _A)(1\mathrm{cos}^2\theta _B)}{r^8}}`$ (B21)
Proceeding along these lines for each of the terms appearing in $`Q_{\alpha \beta }^AT_{\alpha \beta \gamma \delta }^\kappa Q_{\gamma \delta }^B`$ the interaction energy finally reads:
$`V_{AB}^{QQ}`$ $``$ $`{\displaystyle \frac{e^2}{2!2!}}Q_{\alpha \beta }^AT_{\alpha \beta \gamma \delta }^\kappa Q_{\gamma \delta }^B`$ (B22)
$`=`$ $`{\displaystyle \frac{Z^2e^2a^4}{64}}(\delta _{\alpha \beta }n_\alpha ^An_\beta ^A)T_{\alpha \beta \gamma \delta }^\kappa (\delta _{\gamma \delta }n_\gamma ^Bn_\delta ^B)`$ (B23)
$`=`$ $`{\displaystyle \frac{Z^2e^2a^4}{64}}\left({\displaystyle \frac{1}{4\pi ฯต_0ฯต}}\right)\{[๐^4f+18r๐^3f+87r^2๐^2f]{\displaystyle \frac{1}{r^8}}(1\mathrm{cos}^2\theta _A)(1\mathrm{cos}^2\theta _B)`$ (B24)
$`[๐^3f+9r๐^2f]{\displaystyle \frac{1}{r^7}}[86\mathrm{cos}^2\theta _A6\mathrm{cos}^2\theta _B`$ (B25)
$`+4\mathrm{cos}\theta _A\mathrm{cos}\theta _B(\mathrm{cos}\theta _A\mathrm{cos}\theta _B+\mathrm{sin}\theta _A\mathrm{sin}\theta _B\mathrm{cos}(\mathrm{\Delta }\varphi ))]`$ (B26)
$`+{\displaystyle \frac{๐^2f}{r^6}}[6+2(\mathrm{cos}\theta _A\mathrm{cos}\theta _B+\mathrm{sin}\theta _A\mathrm{sin}\theta _B\mathrm{cos}(\mathrm{\Delta }\varphi ))^2]`$ (B27)
$`+{\displaystyle \frac{๐f}{r^5}}[315\mathrm{cos}^2\theta _A15\mathrm{cos}^2\theta _B45\mathrm{cos}^2\theta _A\mathrm{cos}^2\theta _B`$ (B28)
$`+6(4\mathrm{cos}\theta _A\mathrm{cos}\theta _B\mathrm{sin}\theta _A\mathrm{sin}\theta _B\mathrm{cos}(\mathrm{\Delta }\varphi ))^2]\}`$ (B29)
where attention may be drawn to the fact that the interaction energy only involves the difference in the azimuthal angles, $`\mathrm{\Delta }\varphi =\varphi _A\varphi _B`$ and not on their absolute values.
## Table Captions
1. Coefficients appearing in the series expansion of the electrostatic potential along the $`z`$axis, eq.(6). $`C_{\frac{1}{2}}^n`$ is the coefficient of the term of order $`x^n`$ in the binomial expansion of $`(1+x)^{\frac{1}{2}}`$.
## Figure Captions
1. Integration over the surface of a disc
2. Electrostatic potential along the z-axis. Solid lines denote the multipolar expansion, dashed lines the linearized PB potential, and triangles a numerical integration over a discretized charge distribution (Yukawa segment model). The upper set of curves are for $`\kappa a=0.5`$, and the lower for $`\kappa a=1.0`$. The divergence is highlighted in the logarithmic inset figure.
3. Electrostatic potential in the $`xy`$-plane, symbols as in fig.(2) for $`\kappa a=0.5`$,$`1.0`$.
4. Geometry of a pair of platelets. The disc orientations are characterized by the spherical polar angles $`\theta `$ and $`\varphi `$. The azimuthal angle $`\varphi _B`$ has been omitted for clarity.
5. Contributions to the Potential Energy as a function of separation for two parallel coaxial plates,($`\theta _A=0,\theta _B=0,\mathrm{\Delta }\varphi =0`$), for inverse screening length $`\kappa =0.5/a`$. The points plotted on the LPB curve (known in this geometry) correspond to a discretized Yukawa Segment model calculation.
6. Contributions to the Potential Energy as a function of separation for two parallel coplanar plates, ($`\theta _A=\pi /2,\theta _B=\pi /2,\mathrm{\Delta }\varphi =0`$), again for $`\kappa a=0.5`$. The discretized Yukawa segment calculation has been included for comparison.
7. Contributions to the Potential Energy as a function of separation for two plates in T-shaped configuration,($`\theta _A=0,\theta _B=\pi /2,\mathrm{\Delta }\varphi =0`$) with $`\kappa a=0.5`$. The discretized Yukawa segment calculation has been included for comparison.
8. Contributions to the Potential Energy as a function of the horizontal separation, r/a, for parallel plates with plate $`B`$ fixed at a altitude of $`1.5a`$ above disc $`A`$ and $`\kappa a=0.5`$. The discretized Yukawa segment calculation has been included for comparison.
9. Contributions to the Potential Energy as a function of the angle $`\theta _B`$ with $`\theta _A=0`$ for $`\kappa a=0.5`$, and fixed centre-to-centre distance $`r=1.5a`$. The discretized Yukawa segment calculation has been included for comparison.
10. Dependence of the energy on the difference in azimuthal angle $`\mathrm{\Delta }\varphi `$, plotted for fixed $`\theta _A=\theta _B=\pi /4`$ for disc separations $`r/a=`$ 1.0,1.1,1.2,1.3,1.4 and 1.5 from top to bottom, for $`\kappa a=0.5`$.
| n | $`A_n`$ | $`K_n`$ |
| --- | --- | --- |
| $`0`$ | $`+1`$ | $`0`$ |
| $`1`$ | $`0`$ | $`\frac{\kappa a^2}{4}`$ |
| $`2`$ | $`\frac{a^2}{4}`$ | $`+\frac{\kappa ^2a^4}{24}`$ |
| $`3`$ | $`0`$ | $`+\frac{\kappa a^4}{8}\frac{\kappa ^3a^6}{192}`$ |
| $`4`$ | $`+\frac{a^4}{8}`$ | $`\frac{\kappa ^2a^6}{32}+\frac{\kappa ^4a^8}{1920}`$ |
| $`5`$ | $`0`$ | $`\frac{5\kappa a^6}{64}+\frac{\kappa ^3a^8}{192}\frac{\kappa ^5a^{10}}{23040}`$ |
| | | |
| $`n\mathrm{even}`$ | $`2a^nC_{\frac{1}{2}}^{(n/2)+1}`$ | |
| $`n\mathrm{odd}`$ | $`0`$ | |
Table 1
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# Homogeneous Photometry for Star Clusters and Resolved Galaxies. II. Photometric Standard Stars
## 1 Introduction
Accurate photometry with modern detectors on large telescopes is hampered by the scarcity of suitable photometric standard stars. At present, the largest and most definitive collection of fundamental standard stars in the Johnson UBV Kron-Cousins RI broad-band photometric system is that of Landolt (1992), which consists of 526 stars that are mostly quite close to the celestial equator. However, if one restricts oneself only to those stars that were observed a minimum of five times each (for instance), with standard errors of less than 0.02 mag in both $`V`$ and BโV (say), then the total number of Landoltโs โgoodโ standards is reduced to 318. Of these, perhaps of order 200 are appropriate for use with a 2.5-m telescope ($`V{}_{}{}^{>}\mathrm{\hspace{0.17em}12}`$); maybe $``$130 can be used with a 4-m telescope ($`V{}_{}{}^{>}\mathrm{\hspace{0.17em}13})`$; and $`{}_{}{}^{}{}_{}{}^{<}`$40 are suitable for use with an 8-m telescope or a 2.4-m telescope in space ($`V{}_{}{}^{>}\mathrm{\hspace{0.17em}14.5}`$). Graham (1982) has published a list of some 103 stars with UBVRI photometry in nine fields at declination โ45; if one again considers only those stars having at least five observations and standard errors in $`V`$ and BโV less than 0.02 mag, the number of โgoodโ Graham standards is reduced to some 61, of which only 11 are fainter than $`V=12`$.
There are places on the sky where several standards can be imaged onto a CCD at the same time, but many of the Landolt and Graham stars are comparatively isolated, so that trying to observe a diverse sample of standards over a range of colors and airmasses with a CCD can be quite inefficient. Furthermore, since these standards are primarily equatorial or far south, they never reach the zenith at many good terrestrial observing sites, and cannot cover the same range of azimuth as many scientifically interesting targets. Observers trying to make the most of their large-telescope time are often reluctant to undertake large slews from the science target to one or more standard fields more than a few times per night. Another drawback of Landoltโs and Grahamโs standards is that few or no Population II stars are included.
However, when one does observe fundamental standards like Landoltโs or Grahamโs with a CCD, one usually gets for free the images of nearby stars, most of which are fainter than the official standards. I expect that most CCD photometrists have toyed with the notion of combining these serendipitous observations of neighbor stars for the purpose of defining new, fainter standards, and this is what I have begun to do. As of this date (Spring 2000) I have combined photometric data from a total of 69 observing runs consisting of 224 individual nights, of which 135 nights were completely clear, while on the remaining 89 nights observations were obtained through thin cloud during at least part of the night. (CCD observations made through cloud can contribute to the precision of photometric indices provided that each image contains either fundamental standards or secondary standards that have also been observed under photometric conditions on numerous occasions. Differential photometry relative to the brighter, well-established stars reduces the random errors of the mean magnitudes estimated for the fainter stars in the same field.) These observations have been made by many different observers using ten telescopes at five sites (Kitt Peak National Observatory: 4-m, 2.1-m, 0.9-m; Cerro Tololo Inter-American Observatory: 4-m, 1.5-m, 0.9-m; La Palma: Isaac Newton Telescope, Jacobus Kapteyn Telescope; Canada-France-Hawaii Telescope; Wyoming Infrared Observatory) over the period 1983โ1999. Many of these observations were made by me or my collaborators, but I have also obtained data for many of these observing runs through the excellent services of the Isaac Newton Group Archive and the Canadian Astronomy Data Centre.
In addition to photometric measurements for faint neighbors of Landolt and Graham standards, I have defined new standard sequences on the same photometric system in fields where the presence of an astrophysically interesting object (e.g., a star cluster or a nearby galaxy) has led to the fieldโs being observed several times during the observing runs at my disposal. In the case of star clusters or dwarf galaxies very near the Milky Way, many of new standards will actually be members of the science target. In the case of more distant galaxies and other types of extragalactic object, the new standard stars obviously belong to the Galactic foreground. At the present moment, the available data permit the definition of more than 15,000 primary and secondary standards in 198 fields, where the following criteria are satisfied: at least five independent observations under photometric conditions and standard errors of the mean magnitude smaller than 0.02 mag in at least two of BVRI, and no evidence for intrinsic variation in excess of 0.05 mag, root-mean-square, based upon consideration of all available bandpasses. The Johnson $`U`$ bandpass is not much observed with CCDs due to a variety of inconveniences, such as the low and highly wavelength-dependent relative quantum efficiency of many CCDs at these short wavelengths. Although I do have and have tabulated some $`U`$-band observations for a number of these stars, I have not considered the availability of $`U`$ data to be relevant in making the decision whether a given star warrants being considered a photometric standard for my present purposes.
Lists of these standards are available to interested photometrists via the World-Wide Web or by direct communication with me. The available data are: digital finding charts (FITS-format images) on a common half-arcsecond-per-pixel scale, with $`x`$ increasing east and $`y`$ increasing north; ASCII files with astrometric positionsโboth absolute right ascensions and declinations, and relative (x,y) positions in the finding charts; and lists of photometry, consisting of mean apparent magnitudes in UBVRI, the standard errors of those quantities, the number of independent observations in each filter (the number of observations made on photometric occasions and the total number of observations, including those made through thin cloud, are both tabulated), and a measure of the intrinsic root-mean-square photometric variation. All of these observations have been placed on the system of Landolt (1992) with an accuracy of order 0.001 mag in the mean. It is my intention to keep the database up to date as additional observing runs become reduced, so the random photometric errors should go down and the number of individual standards and independent fields may be expected to grow with time. However, at any given moment the instantaneous state of the database should represent the largest and most precise sample of BVRI broad-band photometric standards available anywhere.
## 2 Detailed Discussion
At the moment, the total set of CCD observations considered here consists of some 1,092,401 individual magnitude measurements for 28,552 stars. The instrumental magnitudes are based entirely on synthetic aperture photometry (bright, isolated stars) or profile-fitting photometry with aperture growth-curve corrections (fainter stars, or those with neighbors less than a few arcseconds away) obtained with CCDs and extracted by means of software written by me (Stetson 1987, 1990, 1993, 1994). The instrumental magnitudes are transformed to the standard system using nightly equations that generally include linear and quadratic color terms as well as linear extinction terms. Whenever practical, mean color coefficients are determined for all the nights of a given observing run with a particular instrumental setup. However, extinction coefficients and photometric zero points are determined on a night-by-night basis, except for a few cases where the range of airmass spanned by the observations is too small for a meaningful extinction measurement; in such cases mean extinction coefficients for the site are imposed. The equations for non-photometric nights do not model the effects of extinction. Instead a separate photometric zero point for each frame is determined from measurements of at least two standard stars included within that frame; color terms determined from photometric nights during the same run and/or from individual frames containing standards that span a broad range of color are employed just as for the photometric nights. After the transformation equations for all nights have been determined, all the observations for each star are collected and transformed to the best possible magnitudes in $`U`$, $`B`$, $`V`$, $`R`$, and $`I`$ based on a simultaneous least-squares optimization involving all available data for the star.
The whole process is iterated. Initially transformation equations are determined only from observations of the fundamental standard stars. Then standard-system magnitudes can be derived for other stars contained within the same fields as the fundamental standards, and for stars in other program fields that were observed on photometric nights. The subset of these stars that meet the criteria mentioned above, viz. at least five observations made under photometric conditions and standard errors smaller than 0.02 mag in at least two of the four BVRI filters, and no significant evidence of intrinsic variability, may now be considered to be additional standards. Improved transformations are then re-determined using this enlarged set of standard stars. Starting with this second iteration, the newly defined โstandardsโ allow the inclusion of non-photometric observations for the former program fields, increasing the precision (but not the accuracy) of their derived photometric magnitudes. Another iteration of this process is undertaken every time a new observing run is added to the database, resulting in some new standard stars, more precise mean magnitudes for the previously existing standard stars, and occasionally the loss of a putative standard if the new observations suggest intrinsic variability.
The fundamental basis for the photometric system employed here is that of Landolt (1992) consisting of (mainly) equatorial standards observed in UBVRI with photomultipliers. I have augmented this primary set of reference stars with the data in Landolt (1973; photomultiplier-based UBV observations that are apparently independent of those of Landolt 1992, unlike the observations in Landolt 1983, which appear to be a subset of those included in the 1992 catalog); Landolt (1983; a very few stars that were not republished in the 1992 paper); Graham (1982; photomultiplier UBVRI photometry of stars in the E regions at declination โ45) and Graham (1981; photomultiplier UBVRI photometry of a standard sequence near the spiral galaxy NGC 300); W. E. Harris (unpublished; photomultiplier UBV photometry of stars in the equatorial open cluster M11 = NGC 6705); and L. Davis (unpublished; CCD UBVRI photometry of stars in the Kitt Peak consortium fields in the star clusters NGC 4147, 2419, 6341 = M92, 7006, and 7790; Christian et al. 1985).
All of these data must be assumed a priori to be on effectively the same photometric system as Landolt (1992) โ within the errors โ with two exceptions. (1) There are enough stars in common between Landolt (1973) and Landolt (1992) that a direct comparison of the two systems can be undertaken in $`U`$, $`B`$, and $`V`$. In fact, I base this comparison on only those stars that are common among Landolt (1973), Landolt (1992), and the set of Landolt stars included among my observations. This restriction is made just in case any difference between Landolt (1973) and Landolt (1992) might depend in some systematic way on the starsโ magnitudes, colors, right ascensions, or other properties; if such should be the case, obviously we want to know the value for any (1992) minus (1973) difference that would be appropriate specifically for the sorts of stars considered here. When the comparison is made, I find that the Landolt (1992) magnitudes differ from those of Landolt (1973) by โ0.0034$`\pm `$0.0011 mag (standard error of the mean difference) in $`V`$, โ0.0026$`\pm `$0.0013 mag in $`B`$, and +0.0022$`\pm `$0.0023 mag in $`U`$, based upon 81 stars common to all three data sets. Landoltโs 1973 UBV magnitudes have been adjusted by these offsets and combined with his 1992 data. (2) According to Davis (private communication) her data for NGC 7790 were taken under dubious photometric conditions. The way in which these data are included will be described below.
The assumption that the remaining Graham, Harris, and Davis data are on essentially the same system as Landolt (1992), at least within the standard errors of the available data sets, can be tested a posteriori, as I will now describe. Specifically, after each iteration I compare my photometry with Landoltโs for those stars where (a) Landolt has at least four observations and a standard error of the mean magnitude less than 0.03 mag in a given filter, and (b) I have at least four observations and a standard error of the mean magnitude less than 0.03 mag in the same filter, and (c) the star shows no evidence in my data for intrinsic variability greater than 0.05 mag, root-mean-square, in all filters considered together. (Selection criteria more restrictive than these resulted in a sample size too small to be very meaningful.) Any net difference remaining between my weighted average results and the combined results of Landolt (1992) and (1973) for stars meeting these criteria is evaluated and added to all my magnitudes, forcing my photometric system to be identically equal, in the mean, to that of Landolt with a high level of accuracy. After the most recent iteration these corrections were all less than 0.0005 mag in $`B`$, $`V`$, $`R`$, and $`I`$, with standard errors of the correction better than 0.0013 mag in each case, based on 144 stars in $`B`$, 144 stars in $`V`$, 30 stars in $`R`$, and 79 stars in $`I`$; in $`U`$ the correction was $`0.0009\pm \mathrm{\hspace{0.17em}0.0084}`$ mag based on only 3 stars. Figures 1โ4 show the differences between my photometry and Landoltโs for these stars versus magnitude and color. The observed root-mean-square magnitude residuals between Landoltโs results and mine exceed the quadrature sum of both our estimated standard errors by less than 10%. This leaves very little room for systematic errors due to neglected high-order transformation terms occasioned by, for instance, filter-bandpass mismatch.
In fact, to the naked eye, some seemingly systematic differences between my photometry and Landoltโs may be seen in Figs. 1โ4. For instance, in Fig. 1 it seems that for $`10{}_{}{}^{<}B{}_{}{}^{<}\mathrm{\hspace{0.17em}\hspace{0.17em}11.5}`$ my $`B`$-band magnitudes are fainter than Landoltโs, while for $`11.5{}_{}{}^{<}B{}_{}{}^{<}\mathrm{\hspace{0.17em}\hspace{0.17em}12.0}`$ my $`B`$ magnitudes are brighter. Similarly, my $`B`$ magnitudes for the bluest stars ($`\text{BโV}<0.00`$) may be slightly fainter, on average, than Landoltโs. If such behavior is real, it would imply a subtle systematic nonlinearity either Landoltโs photometry or mine. In either case, the nonlinearity would have to be a collective property of many devices, since Landolt used a number of different photomultipliers and cold boxes, while my results have certainly been based on a large number of different CCD and filter combinations. In each case, all data for each detector were placed on a common photometric system using appropriate transformation models. It is noteworthy that the apparently systematic differences in the $`B`$-band photometry are not duplicated in either the $`V`$ band or the $`I`$ band, while the plots for each of these other bandpasses have idiosyncracies likewise not reflected in the other filters. I cannot come up with a plausible physical mechanism that would produce this variety of effects systematically across an ensemble of detectors of either technology. In the absence of more definitive data, it seems most likely that these seeming deviations are the result of small-number statistics and the propensity of the human eye for finding patterns even in random data.
After I have thus forced my mean results onto Landoltโs system, the net differences between Davisโs unpublished magnitudes for NGC 7790 stars and my results for the same stars are determined and applied to her mean magnitudes; these corrections, which are of order a few hundredths of a magnitude, place Davisโs NGC 7790 data on the same system as mine, in the mean, which isโvia the previous stepโthe same as Landoltโs. Finally, a weighted average of my derived photometric magnitudes and the previous ones is determined for all stars in common. To the extent that the Graham results, the Harris results, and the rest of Davisโs results may not be inherently on the Landolt system, these weighted mean magnitudes will not be on exactly the Landolt system either. However, they will be much closer to the Landolt system inasmuch as my observations generally greatly outnumber the previous ones. In fact, these other data sets turn out to be fairly close to the Landolt system in comparison to their standard errors, as Table 1 shows. Here I have tabulated the robust mean magnitude differences and standard errors of the mean differences for all stars common to my and the previous data sets, without regard to the number of observations, the standard errors, or any evidence of variablility. Only two elements of the table reveal systematic differences as large as 0.01 mag, and it is to be expected that the overall set of my observations combined with the previous ones will differ from the mean Landolt system by amounts much less than this. The line of mean differences for the comparison to Landoltโs photometry exemplifies the ultimate uncertainty of placing my photometry on his system: it represents the distinction between (a) comparing only those stars that he and I both measured โwell,โ in some sense, which has zero net difference after the procedure of the previous paragraph, and (b) comparing all stars common to the two data sets, which yields the differences in Table 1.
## 3 General Discussion
For purposes of the remaining discussion, I will regard a star as being suitable to serve as a photometric standard if, when all my observations have been combined with all the data from the Landolt, Graham, Harris, and Davis star lists, it has been observed at least five times and has a standard error less than 0.02 mag in at least two of $`B`$, $`V`$, $`R`$, and $`I`$, and, when a weighted average is taken of the standard deviations of the measured magnitudes in all available filters, the implied net intrinsic variation is less than 0.05 mag. At the moment, 15,419 stars in 198 fields satisfy these criteria. Among these, 96 fields have at least five standards in at least two of the filters, and 21 have at least five standards in all four filters within the area of a single CCD field.
Table 2 is a very partial listing of some of the fields containing standard stars defined in this way, intended only to give some sense of the declinations, field sizes, numbers of standards, and types of contexts that are available. The table lists the equatorial coordinates of each field for equinox 2000, the rectangular dimensions spanned by the standard stars in the field in units of arcminutes of right ascension and declination, and the number of stars with standard-quality magnitudes, defined by the criteria given above, in each of the four principal bandpasses. Observations were obtained in all four of the BVRI filters during only a very few of the 69 observing runs treated here. The reader will therefore notice that generally there are not equal numbers of standards in all four filters. This is an unavoidable result of the fact that different fields were observed during different runs employing CCDs of different projected angular size and different combinations of two or more filters. It is also true that, although the absence of close, bright neighbors was one of the selection criteria for potential new standards, some of these stars may be too crowded for use with telescopes of short focal length or under conditions of particularly poor seeing. Similarly, some of these stars will be too bright for the largest telescopes or too faint for the smallest ones. Nevertheless, With reasonable care, interested photometrists should be able to find in the database a good selection of suitable standard fields as they plan observations utilizing any particular equipment and combination of bandpasses, for any given range of right ascension and north or south declinations.
Since the precision of the photometry of the Landolt, Graham, and Kitt Peak consortium standards has now been improved by the addition of many more observations, but more especially because numerous new standards have been added in many of these same fields, astronomers who want to can now make retroactive improvements to the photometric accuracy of any studies they have already undertaken that used the previously published standards. In addition, the many new standards that have been defined with apparent magnitudes as much as 6 mag fainter than those previously available offer a new opportunity for accurate future photometry with the largest telescopes. The much larger number of fields over a wide range of declinations greatly simplifies the task of finding standard fields relatively near specific science targets and allows for improved extinction determinations, including the possibility of testing for extinction variations as a function of azimuth. Finally, the provision of standard sequences on a common system within the very fields of some of the most popular science targets offers a new level of homogeneity in the intercomparison of stellar populationsโa principal goal of the present series of papers. (Paper I is Stetson, Hesser & Smecker-Hane 1998).
One of the more noteworthy aspects of this work is that, with the inclusion of a number of globular clusters among the standard fields, for the first time we have now available a single, homogeneous system of broad-band photometry based on standard stars spanning Populations I and II. To be strictly rigorous, it is not correct to state that Landoltโs (1992) photometric system has now been extended to Population II. In order to claim that, I would have to be able to say that we now know accurately what magnitudes Arlo Landolt would have measured for any given random star with his photomultipliers and filters during the period 1977โ1991. This is something I cannot claim. The most that I can say is that I have defined a system based on a somewhat more democratic principal: these are the magnitudes that an arbitrary astronomer using typical and commonly used CCD/filter combinations would be most likely to obtain for a large, heterogenous sample of stars spanning a broad range of metal abundance and evolutionary state, after doing his or her best to transform the observed magnitudes in a consistent way to the system of Landolt (1992). These data represent a new photometric system which spans Populations I and II, but which very closely equates to the Landolt system, in the mean, at the Population I end.
As stated in the Introduction, finding charts, astrometric positions, and photometric indices may be obtained from a World-Wide Web site hosted by the Canadian Astronomy Data Centre<sup>5</sup><sup>5</sup>5http://cadcwww.hia.nrc.ca/standards; under the heading โPhotometric Standardsโ click on โStetsonโ., or by direct request to the author. At the present moment, 53 of the 198 fields are completely documented and ready for use by the general astronomical public. In general, these are the fields that have the most standards in the most filters. However, all 198 fields are listed in the complete version of Table 2 that is available at the Web site; a complete list of potential standard fields will also be provided by the author on request. If a particular photometrist has a need for one of the standard fields that happens not to be completely ready at any given time, I will, upon request, make every effort to complete the documentation of that field, usually within a matter of hours. If for whatever reason an interested photometrist desires standard stars selected on the basis of criteria other than those that I have used, I will do my best to provide a customized standard list.
I am very grateful to the Canadian Astronomy Data Centre and the Isaac Newton Group Archive/UK Astronomy Data Centre for the many valuable and extensive public-domain data sets they have provided me. I would like also to thank the many individuals who have freely contributed their proprietary data to this effort, including most particularly Peter Bergbusch, Mike Bolte, Howard Bond, Pat Dowler, Mike Pierce, Alfredo Rosenberg, Nancy Silbermann, and Nick Suntzeff, plus anyone else whose name I have momentarily forgotten to mention. We are all much indebted to Arlo Landolt for his many years of strenuous and punctilious effort on our behalf.
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# Bulk viscosity in superfluid neutron star cores. I. Direct Urca processes in ๐โข๐โข๐โข๐ matter
## 1 Introduction
The dissipative processes in neutron stars play an important role for some dynamical properties of these unique objects. Shear viscosity damps differential rotation of neutron stars, leading to their uniform rigid-body rotation. Quite generally, the viscosity of neutron star matter implies damping of pulsations of neutron stars. Such pulsations could be excited during the process of neutron star formation. They could also be triggered by instabilities appearing during neutron star evolution, or by some external perturbations. The corresponding damping timescales involve the shear and bulk viscosities of neutron star interior. Both viscosities depend on density, temperature and composition of dense matter. Calculations of damping timescales of pulsations for various models of neutron star interiors have been done by Cutler et al. (cls90 (1990)). Viscous damping of pulsations of newly born hot neutron stars turns out to be due to the bulk viscosity.
Another role of the viscosity of neutron star matter is that it can damp gravitational radiation driven instabilities in rotating neutron stars and, therefore, could be important for determination of the maximum rotation frequency of neutron stars. In the absence of viscosity all rotating neutron stars would be driven unstable by the emission of gravitational waves. Viscous damping timescales enter explicitly the criteria for the appearance of these instabilities. Similarly, as in pulsating non-rotating neutron stars, viscous damping of gravitational radiation driven instabilities in rapidly rotating newly born neutron stars is dominated by bulk viscosity of neutron star interiors (e.g., Lindblom l95 (1995), Zdunik 1996, Lindblom et al. lom98 (1998)).
In this paper, we focus on the viscosity of matter in the neutron star cores (which extend from the layers of density $`\rho 1.5\times 10^{14}`$ g cm<sup>-3</sup> to the stellar centers). It is well known that the cores consist of baryons (neutrons $`n`$, protons $`p`$ and possibly hyperons) and leptons (electrons $`e`$ and muons $`\mu `$). All constituents of matter are strongly degenerate fermions. The electrons and muons form almost ideal Fermi gases. The electrons are ultrarelativistic while the muons may be non-relativistic or relativistic depending on density. The nucleons are, to a good approximation, non-relativistic and constitute strongly interacting Fermi liquid. At the densities close to the normal nuclear density (baryon number density $`n_0=0.16`$ fm<sup>-3</sup> which corresponds to the mass density $`\rho _0=2.8\times 10^{14}`$ g cm<sup>-3</sup>), neutron star matter is composed of $`n`$, $`p`$, $`e`$, and $`\mu `$. At higher densities \[$`\rho (3`$$`4)\rho _0`$\] some models of dense matter predict appearance of hyperons. At still higher densities, some calculations indicate possible presence of exotic phases (pion condensate, kaon condensate, deconfined quark matter). We will not consider the hyperonic or exotic phases but restrict ourselves to the study of the $`npe\mu `$ matter.
Our analysis is additionally complicated by possible superfluidity of nucleons in the neutron star cores. The superfluidity is thought to be produced by Cooper pairing of nucleons due to attractive parts of nucleon-nucleon interaction. The superfluidity of nucleons in the neutron star cores has been the subject of numerous papers (as reviewed, for instance, by Yakovlev et al. yls99 (1999)). Various microscopic theories predict very different superfluid gaps (critical temperatures $`T_{cn}`$ and $`T_{cp}`$) of neutrons and protons depending on specific model of strong interaction employed and specific many-body theory used to account for medium effects. However, all these results have important common features. In particular, the proton pairing occurs mainly in the <sup>1</sup>S<sub>0</sub>-state since the $`pp`$ interaction is attractive in this state everywhere in the neutron star core due to not too high number density of protons. As for the neutrons, their interaction in the <sup>1</sup>S<sub>0</sub> state turns from attraction to repulsion at densities $`\rho \rho _0`$ but the interaction in the <sup>3</sup>P<sub>2</sub> state may be attractive and may lead to Cooper pairing. The critical temperatures $`T_{cn}`$ and $`T_{cp}`$ in the neutron star cores predicted by different microscopic theories depend on density and scatter in a wide range from about $`10^8`$ to $`10^{10}`$ K. Under these conditions we will not rely on any specific microscopic theory of nucleon superfluidity, but will treat $`T_{cn}`$ and $`T_{cp}`$ as free parameters.
The viscosity, we are interested in, is well known to consist of the shear viscosity and bulk viscosity. The standard source of the shear viscosity of the neutron star matter is scattering between its constituents. Classical calculations of shear viscosity for the $`npe`$ model of non-superfluid matter were done by Flowers & Itoh (fi79 (1979)). Their results were used in the studies of damping of neutron star pulsations by Cutler et al. (cls90 (1990)). In the superfluid core of a rotating neutron star, there is an additional viscous mechanism, called mutual friction, resulting from the scattering of electrons off the magnetic field trapped in the cores of superfluid neutron vortices (Lindblom & Mendell lm95 (1995)).
The bulk viscosity may partly be determined by particle scattering. However, this component of bulk viscosity is usually much smaller than the shear viscosity (e.g., Baym & Pethick bp91 (1991)). The main contribution into the bulk viscosity of sufficiently hot $`npe\mu `$ matter comes from the neutrino processes of Urca type associated with electron and muon emission and capture by nucleons. We will focus on such bulk viscosity. Generally, the neutrino processes in question are divided into the direct Urca and the modified Urca processes. A direct Urca process is a sequence of two reactions (direct and inverse one) and can be written as
$$np+l+\overline{\nu }_l,p+ln+\nu _l,$$
(1)
where $`l`$ is either electron or muon, and $`\nu _l`$ is an associated neutrino. The most important is the process (Lattimer et al. lpph91 (1991)) involving electrons ($`l=e`$); it consist of the beta decay of neutron and subsequent beta capture. It should be emphasized that the both direct Urca processes are forbidden by momentum conservation of reacting particles for the simplest model of dense matter as a gas of noninteracting Fermi particles (e.g., Shapiro & Teukolsky st83 (1983)) at any density $`\rho `$ in the neutron star cores. Nevertheless they are allowed (Lattimer et al. lpph91 (1991)) for some realistic equations of state at densities higher than some threshold densities (of several $`\rho _0`$). Thus, the direct Urca processes may be open in the inner cores of rather massive neutron stars. The threshold density for the muon process is always higher than for the electron one.
If allowed, the direct Urca processes produce the most powerful neutrino emission from the neutron star cores (Lattimer et al. lpph91 (1991)). Corresponding neutrino emissivities were calculated by Lattimer et al. (lpph91 (1991)) and used in numerous simulations of the neutron star cooling as reviewed, for instance, by Yakovlev et al. (yls99 (1999)). In the absence of nucleon superfluidity, the direct Urca processes lead to the fast cooling of neutron stars. If allowed, the direct Urca processes produce the main contribution into the bulk viscosity we are interested in.
However, for many equations of state the direct Urca processes are forbidden by momentum conservation at any density in the neutron star cores. Moreover, they are prohibited at $`\rho 3\rho _0`$ for the majority of equations of state. In such cases, they do not operate in the low and medium-mass neutron stars and in the outer cores of all neutron star models constructed using these equations of state. If so, the bulk viscosity is determined by the the reactions of the modified Urca processes
$$n+Np+N+l+\overline{\nu }_l,p+N+ln+N+\nu _l,$$
(2)
where $`N`$ is an additional nucleon required to conserve momentum of the reacting particles. For instance, in $`npe`$ matter one has two modified Urca processes corresponding to $`N=n`$ and $`N=p`$, respectively, which can be referred to as the neutron and proton branches of the modified Urca process (e.g., Friman & Maxwell fm79 (1979), Yakovlev & Levenfish yl95 (1995)). The rates of the modified Urca processes are typically 3โ5 orders of magnitude lower than the rates of the direct Urca processes. The modified Urca processes either have no density threshold (as the neutron branch in $`npe`$ matter) or have much lower density thresholds than the direct Urca processes. Thus they operate in the entire neutron star core. If the direct Urca processes are forbidden and matter is non-superfluid, the modified Urca processes produce the main neutrino emission from the neutron star cores leading to slow (standard) cooling of neutron stars. Their role in the neutron star cooling theory has been studied in many papers (see, e.g., Yakovlev et al. yls99 (1999), for review).
Thus, the problem of calculating the bulk viscosity due to neutrino processes is quite complicated: there are several neutrino processes involved influenced by possible nucleon superfluidity. So far the bulk viscosity has been studied only for non-superfluid $`npe`$ matter. The viscosity due to the neutron branch of the modified Urca process was analyzed by Sawyer (s89 (1989)) while the viscosity produced by the nucleon direct Urca process was considered by Haensel & Schaeffer (hs92 (1992)). The effects of superfluidity have not been analyzed for the problem of bulk viscosity but studied thoroughly for the neutrino emissivity produced in different reactions (e.g., Yakovlev et al. yls99 (1999), and references therein).
The relative importance of the bulk viscosity produced by neutrino reactions with respect to the shear viscosity produced by collisions can be estimated by comparing the results by Sawyer (s89 (1989)) and Haensel & Schaeffer (hs92 (1992)) with the values of the shear viscosity calculated by Flowers & Itoh (fi79 (1979)). The comparison shows that the neutrino bulk viscosity dominates in the neutron star cores for temperatures $`T10^8`$ K if the direct Urca processes are switched on and for $`T10^9`$ K if the direct Urca processes are forbidden. In superfluid matter, the bulk viscosity can be even more important.
In this paper, we consider the bulk viscosity produced by the direct Urca processes in $`npe\mu `$ matter of the neutron star cores. In analogy with the effects of superfluidity on the neutrino emissivity, we will analyze the effects of superfluidity of nucleons on the bulk viscosity.
## 2 Bulk viscosity in non-superfluid matter
### 2.1 Bulk viscosity in $`npe\mu `$ matter
Consider the bulk viscosity produced by the direct Urca process (involving muons and electrons) in non-superfluid $`npe\mu `$ matter.
Due to very frequent collisions between particles, dense stellar matter should very quickly (instantaneously on macroscopic time scales) achieve a quasi-equilibrium state with certain temperature $`T`$ and chemical potentials $`\mu _i`$ of different particle species $`i=n,p,e,\mu `$. Typically, all particle species are strongly degenerate. We assume that the matter is transparent for neutrinos, which therefore do not contribute to the thermodynamical quantities.
A quasi-equilibrium state described above does not mean full thermodynamic equilibrium. The latter assumes additionally the equilibrium with respect to the beta and muon decay and capture processes. We will call it the chemical equilibrium. Relaxation to the chemical equilibrium depends drastically on a given equation of state and local density of matter $`\rho `$. It is realized either through direct Urca or modified Urca processes (Sect. 1). Consideration of this subsection is valid for all Urca processes although the practical expressions (Sects. 2.3 โ 2.4) will be obtained for the direct Urca processes.
The Urca processes of both types, direct and modified, are rather slow. Although the chemical relaxation rate depends strongly on temperature, in any case it takes much more time (from tens of seconds to much longer time intervals) than the rapid relaxation to a quasi-equilibrium state described above. Therefore, a neutron star can be in a quasi-equilibrium, but not in the chemical equilibrium, for a long time.
If the chemical equilibrium is achieved, then the chemical potentials satisfy the equalities $`\mu _n=\mu _p+\mu _e`$ and $`\mu _n=\mu _p+\mu _\mu `$, which imply $`\mu _e=\mu _\mu `$. Under these conditions, the rates of the direct and inverse reactions, $`\mathrm{\Gamma }_l`$ and $`\overline{\mathrm{\Gamma }}_l`$ ($`l`$ = $`e`$ or $`\mu `$), of any Urca process are equal.
Let us assume that the neutron star undergoes radial pulsations of frequency $`\omega `$. Associated temporal variations of the local baryon number density will be taken in the form $`n_b=n_{b0}+n_{b1}\mathrm{cos}\omega t`$, where $`n_{b1}`$ is the pulsation amplitude and $`n_{b0}`$ is the non-perturbed baryon number density ($`|n_{b1}|n_{b0}`$). We assume further that $`n_{b0}`$ corresponds to the chemical equilibrium. This chemical equilibrium is violated slightly in pulsating matter. If the pulsation frequency $`\omega `$ were much smaller than the chemical relaxation rates, the composition of matter would follow instantaneous values of $`n_b`$, realizing the chemical equilibrium every moment of time.
In reality, the typical frequencies of the fundamental mode of the radial pulsations $`\omega 10^3`$$`10^4`$ s<sup>-1</sup>, are much higher than the chemical relaxation rates. As a result, the partial fractions $`X_i=n_i/n_b`$ of all the constituents of dense matter are almost unaffected by pulsations (i.e., almost constant). Owing to the slowness of the Urca reactions, these fractions lag behind their instantaneous equilibrium values, producing non-zero differences of instantaneous $`\mu _i`$:
$$\eta _e=\mu _n\mu _p\mu _e,\eta _\mu =\mu _n\mu _p\mu _\mu .$$
(3)
This causes an asymmetry of the direct and inverse direct Urca reactions, and, hence, slight deviations from the chemical equilibrium. The asymmetry, calculated in the linear approximation with respect to $`\eta _l`$, is given by
$$\mathrm{\Gamma }_l\overline{\mathrm{\Gamma }}_l=\lambda _l\eta _l,$$
(4)
where $`\lambda _l`$ are the coefficients specified in Sect. 2.4 for the direct Urca reactions. Microscopic calculation (Sect. 2.4) yields $`\lambda _e=\lambda _\mu `$. In this paper, we will restrict ourselves to the case $`|\eta _l|T`$ ($`l=e,\mu `$). Our definition of $`\lambda _l`$ is the same as was used by Sawyer (s89 (1989)) for the case of $`npe`$ matter. Notice that $`\lambda _l`$ defined in this way is negative.
The non-equilibrium Urca reactions provide the energy dissipation which causes damping of stellar pulsations. Accordingly, they contribute to the bulk viscosity of matter, $`\zeta `$. Using the standard definition of the bulk viscosity, the energy dissipation rate per unit volume averaged over the pulsation period $`๐ซ=2\pi /\omega `$ can be written as
$$\dot{}_{\mathrm{kin}}=\frac{\zeta }{๐ซ}_0^๐ซdt\left(\mathrm{div}v\right)^2=\frac{\zeta \omega ^2}{2}\left(\frac{n_{b1}}{n_{b0}}\right)^2,$$
(5)
where $`v`$ is the hydrodynamic velocity associated with the pulsations. The latter equality is obtained from continuity equation for baryons, $`\dot{n}_b+n_{b0}\mathrm{div}v=0`$ (pulsations do not change their total number), which yields $`\mathrm{div}v=\dot{n_b}/n_{b0}=\omega (n_{b1}/n_{b0})\mathrm{sin}\omega t`$.
The hydrodynamic matter flow implied by the stellar pulsations is accompanied by the time variations of the local pressure, $`P(t)`$. The dissipation of the energy of the hydrodynamic motion is due to irreversibility of the periodic compression-decompression process. Averaged over the pulsation period, this dissipation rate in the unit volume is
$$\dot{}_{\mathrm{diss}}=\frac{n_b}{๐ซ}_0^๐ซdtP\dot{V}.$$
(6)
For a strictly reversible process, $`\dot{}_{\mathrm{diss}}=0`$. However, in our case the quantities $`P`$ and $`V`$ follow variations of $`n_b`$ in different ways. The specific volume $`V=1/n_b`$ varies instantaneously as $`n_b`$ varies, i.e., the oscillations of $`V`$ and $`n_b`$ are in phase but the pressure varies with certain phase shift. In $`npe\mu `$ matter at quasi-equilibrium the pressure can be regarded as a function of four variables: $`n_b`$, $`X_e`$, $`X_\mu `$, and $`T`$. Variations of $`T`$ are insignificant, for our problem, and may be disregarded. Thus, it is sufficient to assume that $`P=P(n_b,X_e,X_\mu )`$. Variations of the pressure contain the terms oscillating with shifted phases due to the lags of $`X_e`$ and $`X_\mu `$.
Let us evaluate the integral (6). We have $`\dot{V}=\dot{n}_b/n_{b0}^2=\omega (n_{b1}/n_{b0}^2)\mathrm{sin}\omega t`$. Thus the only terms in $`P`$ contributing into the energy dissipation are those which are proportional to $`\mathrm{sin}\omega t`$. At this stage it is convenient to use the formalism of complex variables and write $`P=P_0+\mathrm{Re}\{P_1\mathrm{exp}(i\omega t)\}`$, $`X_l=X_{l0}+\mathrm{Re}\{X_{l1}\mathrm{exp}(i\omega t)\}`$, where $`P_0`$ and $`X_{l0}`$ are the equilibrium quantities while $`P_1`$ and $`X_{l1}`$ are small complex amplitudes to be determined. We have
$$P_1=\left(\frac{P}{n_b}\right)n_{b1}+\left(\frac{P}{X_e}\right)X_{e1}+\left(\frac{P}{X_\mu }\right)X_{\mu 1},$$
(7)
where all the derivatives are taken at equilibrium. The real part of $`P`$ contains the terms with $`\mathrm{sin}\omega t`$ provided the amplitudes $`X_{l1}`$ have imaginary part.
The change of the lepton fraction $`\dot{X}_l`$ is determined by the difference of the direct and inverse reaction rates given by Eq. (4). The quantity $`\eta _l`$ in the latter equation varies near its equilibrium value $`\eta _{l0}=0`$ as $`\eta _l=\eta _{l0}+\mathrm{Re}\{\eta _{l1}\mathrm{exp}(i\omega t)\}`$, where
$$\eta _{l1}=\left(\frac{\eta _l}{n_b}\right)n_{b1}+\left(\frac{\eta _l}{X_e}\right)X_{e1}+\left(\frac{\eta _l}{X_\mu }\right)X_{\mu 1},$$
(8)
and all the derivatives are again taken at equilibrium. Combining the expression $`n_{b0}\dot{X}_l=\mathrm{\Gamma }_l\overline{\mathrm{\Gamma }}_l`$ with Eq. (4) and using the formalism of complex variables we obtain the two equations $`X_{l1}=\lambda _l\eta _{l1}/(i\omega n_b)`$ (for $`l=e`$ and $`\mu `$). These two equations supplemented by Eq. (8) constitute a system of equations which solution is
$$X_{l1}=\frac{n_{b1}}{n_{b0}}\frac{C_l(B_{l^{}l^{}}+i\alpha _l^{})C_l^{}B_{ll^{}}}{(B_{ll}+i\alpha _l)(B_{l^{}l^{}}+i\alpha _l^{})B_{l^{}l}B_{ll^{}}},$$
(9)
where $`l^{}l`$ and $`\alpha _l=\omega n_{b0}/\lambda _l`$. In analogy with Sawyer (s89 (1989)) we have introduced the notations:
$$B_{ll^{}}=\frac{\eta _l}{X_l^{}},C_l=n_{b0}\frac{\eta _l}{n_b}.$$
(10)
Note that all the derivatives are taken at equilibrium. In the absence of muons from Eq. (9) we have $`X_{\mu 1}0`$ and $`X_{e1}=(n_{b1}/n_{b0})C_e/(B_{ee}+i\alpha _e)`$. This is the well known limit considered by Sawyer (s89 (1989)) and Haensel & Schaeffer (hs92 (1992)).
Generally, Eq. (9) is quite complicated. However, in practical applications stellar oscillations are always much more frequent than the beta and muon reaction rates ($`|\eta _l/X_l|\omega n_{b0}/|\lambda _l|`$) and it is sufficient to use the asymptotic form of the solution in the high-frequency limit. In this limit the imaginary part of $`X_{l1}`$ is related to the amplitude $`n_{b1}`$ as
$$\mathrm{Im}\left\{X_{l1}\right\}=\frac{n_{b1}}{n_{b0}}\frac{\lambda _l}{\omega }\frac{\eta _l}{n_b}.$$
(11)
Combining this equation with that for $`\dot{V}`$ (see above) and inserting into Eq. (6) we get the dissipation rate of mechanical energy
$$\dot{}_{\mathrm{diss}}=\frac{\omega ^2}{2}\left(\frac{n_{b1}}{n_{b0}}\right)^2\underset{l}{}\frac{\lambda _l}{\omega ^2}\frac{P}{X_l}\frac{\eta _l}{n_b}.$$
(12)
Finally, bearing in mind that $`\dot{}_{\mathrm{kin}}=\dot{}_{\mathrm{diss}}`$, from Eqs. (5) and (12) we have the bulk viscosity
$$\zeta =\zeta _e+\zeta _\mu ,\zeta _l=\frac{|\lambda _l|}{\omega ^2}\left|\frac{P}{X_l}\right|\frac{\eta _l}{n_b}.$$
(13)
Here we have taken into account that $`\lambda _l`$ and $`P/X_l`$ are negative and presented the viscosity in the form which clearly shows that $`\zeta _l`$ is positive. The expression for $`\zeta _e`$ was obtained by Sawyer (s89 (1989)). Let us emphasize that the viscosity we deal with has meaning of a coefficient in the equation that determines the damping rate of stellar pulsations averaged over pulsation period (and it cannot generally be used in exact hydrodynamical equations of fluid motion).
Therefore, in the high frequency limit, which is the most important in practice, the bulk viscosity $`\zeta `$ is a sum of the partial viscosities $`\zeta _e`$ and $`\zeta _\mu `$ produced by the electron and muon Urca processes, respectively. This additivity rule greatly simplifies evaluation of $`\zeta `$. The values of $`P/X_l`$ and $`\eta _l/n_b`$ are determined by an equation of state as described in Sects. 2.2 and 2.3. The factors $`\lambda _l`$ are studied in Sect. 2.4 for the direct Urca reactions. The results of analogous consideration for the modified Urca reactions will be published elsewhere.
### 2.2 Partial bulk viscosity
Let us discuss briefly how to calculate the partial bulk viscosity $`\zeta _l`$ of $`npe\mu `$ matter for a given equation of state. All the quantities in this section and below are essentially (quasi)equilibrium values. Thus we will omit the index $`0`$, for brevity.
Since the electrons and muons constitute almost ideal gases, the matter energy per baryon can be generally written as
$$E=E_N(n_b,X_p)+X_eE_e(n_e)+X_\mu E_\mu (n_\mu ),$$
(14)
where $`E_N(n_b,X_p)`$ is the nucleon energy per baryon, $`X_p=n_p/n_b`$ is the proton fraction, and $`E_l(n_l)`$ is a lepton energy per one lepton ($`e`$ or $`\mu `$). The latter energy is determined by the lepton number density, $`n_l`$. Owing to charge neutrality, we have $`X_p=X_e+X_\mu `$.
The neutron and proton chemical potentials are given by $`\mu _n=(n_bE_N)/n_n`$ and $`\mu _p=(n_bE_N)/n_p`$. The derivatives should be taken using $`n_p=X_pn_b`$ and $`n_n=(1X_p)n_b`$. This gives $`\mu _n\mu _p=E_N/X_p`$. The chemical potentials of electrons or muons are $`\mu _l=(m_l^2c^4+p_{\mathrm{F}l}^2c^2)^{1/2}`$, where $`p_{\mathrm{F}l}=\mathrm{}\left(3\pi ^2n_l\right)^{1/3}`$ is the Fermi momentum. Therefore, the difference of chemical potentials is
$$\eta _l=\frac{E_N(n_b,X_p)}{X_p}\mu _l.$$
(15)
Now let us calculate $`C_l`$ from Eq. (10). The derivative of $`\mu _l`$ with respect to $`n_b`$ is evaluated using $`n_l=X_ln_b`$. The result is
$$C_l=n_b\frac{^2E_N(n_b,X_p)}{n_bX_p}\frac{c^2p_{\mathrm{F}l}^2}{3\mu _l}.$$
(16)
Using Eq. (14) and the standard thermodynamic relations we obtain the pressure $`P=P_N+P_e+P_\mu `$, where $`P_N=n_b^2E_N/n_b`$ is the nucleon pressure, while $`P_e`$ and $`P_\mu `$ are the well known partial pressures of free gases of $`e`$ and $`\mu `$, respectively. Direct calculations yields $`P/X_l=n_bC_l`$. Inserting this derivative into Eq. (13) and using the definition of $`C_l`$ we come to a very simple equation
$$\zeta _l=\frac{|\lambda _l|}{\omega ^2}C_l^2.$$
(17)
Thus, a partial bulk viscosity $`\zeta _l`$ is expressed through the two factors, $`C_l`$ and $`\lambda _l`$. Calculation of $`C_l`$ is discussed in Sect. 2.3, while $`\lambda _l`$ is analyzed in Sect. 2.4.
### 2.3 Illustrative model of $`npe\mu `$ matter
For illustration, we use a phenomenological equation of state proposed by Prakash et al. (pal88 (1988)). According to these authors the nucleon energy is presented in the familiar form (neglecting small neutron-proton mass difference)
$$E_N(n_b,X_p)=E_{N0}(n_b)+S(n_b)(12X_p)^2,$$
(18)
where $`E_{N0}(n_b)=E_N(n_b,X_p=1/2)`$ is the energy of the symmetric nuclear matter and $`S(n_b)`$ is the symmetry energy. From Eq. (15) at equilibrium ($`\eta =0`$) we immediately obtain $`\mu _l=4(12X_p)S(n_b)`$, and from Eq. (16) we have
$`C_l`$ $`=`$ $`4(12X_p)n_b{\displaystyle \frac{\mathrm{d}S}{\mathrm{d}n_b}}{\displaystyle \frac{c^2p_{\mathrm{F}l}^2}{3\mu _l}}`$ (19)
$`=`$ $`(12X_p)n_b{\displaystyle \frac{\mathrm{d}}{\mathrm{d}n_b}}\left({\displaystyle \frac{\mu _l}{12X_p}}\right){\displaystyle \frac{c^2p_{\mathrm{F}l}^2}{3\mu _l}}.`$
This is the practical expression for evaluating $`C_l`$. The factor $`C_l`$ is not affected by a possible nucleon superfluidity which has a negligible effect on the equation of state. The relative effect of the superfluidity on the energy per nucleon is $`(\mathrm{\Delta }/\mu _N)^210^4`$$`10^3`$, where $`\mathrm{\Delta }`$ is the superfluid energy gap, and $`\mu _N`$ is the nucleon Fermi energy.
In accordance with Eqs. (19) and (17), the bulk viscosity is determined by the symmetry energy $`S(n_b)`$. At the saturation density $`n_0=0.16`$ fm<sup>-3</sup> the symmetry energy $`S_0=S(n_0)`$ is measured rather reliably in laboratory (e.g., Moeller et al. mmst88 (1988)) but at higher $`n_b`$ it is still unknown. Prakash et al. (pal88 (1988)) presented $`S(n_b)`$ in the form:
$$S(n_b)=13\mathrm{MeV}\left[u^{2/3}F(u)\right]+S_0F(u),$$
(20)
where $`u=n_b/n_0`$, $`S_0=30`$ MeV, and $`F(u)`$ satisfies the condition $`F(1)=1`$. They proposed three theoretical models (I, II and III) for $`F(u)`$:
$$F_\mathrm{I}(u)=u,F_{\mathrm{II}}(u)=\frac{2u^2}{u+1},F_{\mathrm{III}}(u)=\sqrt{u},$$
(21)
and three models for $`E_{N0}(n_b)`$ in Eq. (18). We do not discuss the latter models here because they are not required to calculate the particle fractions and the bulk viscosity as a function of $`n_b`$. Following Sawyer (s89 (1989)) and Haensel & Schaeffer (hs92 (1992)) we will use models I and II, for illustration. Model I gives lower symmetry energy and accordingly lower excess of neutrons over protons. In contrast to the above authors we will allow for appearance of muons.
The three models for $`E_{N0}(n_b)`$ correspond to three different values of the compression modulus of symmetric nuclear matter at saturation, $`K_0`$=120, 180 and 240 MeV. If, for instance, we take models I and II of $`S(n_b)`$ and the model of $`E_{N0}(n_b)`$ with $`K_0=180`$ MeV, we have two model equations of state of matter (models I and II) in the cores of neutron stars. The effective masses of nucleons, renormalized by the medium effects, will be set equal to 0.7 of their bare masses (the same values will be adopted in all numerical examples below). The equations of state I and II obtained in this way are moderately stiff. The maximum neutron star masses for models I and II are $`M_{\mathrm{max}}=1.72M_{}`$ and $`1.74M_{}`$, respectively.
The equilibrium fractions of muons and electrons, $`X_\mu `$ and $`X_e`$, can be obtained as numerical solutions of the set of the chemical equilibrium equations at given $`n_b`$:
$`X_\mu ={\displaystyle \frac{1}{2}}๐X_e^{1/3}X_e,`$
$`X_e^{2/3}X_\mu ^{2/3}{\displaystyle \frac{m_\mu ^2c^2}{\mathrm{}^2\left(3\pi ^2n_b\right)^{2/3}}}=0,`$ (22)
where $`๐=\mathrm{}c(3\pi ^2n_b)^{1/3}/(8S)`$. If the muons are absent ($`X_\mu =0`$), the second equation should be disregarded, while the the first one determines the equilibrium composition of matter
$$X_e^{1/3}=\left(\sqrt{D}+\frac{1}{4}\right)^{1/3}\left(\sqrt{D}\frac{1}{4}\right)^{1/3},$$
(23)
where $`D=(๐^3/27)+(1/16)`$. At given $`n_b`$ the equilibrium fraction of electrons in $`npe\mu `$-matter is always smaller than it would be in $`npe`$ matter, while the equilibrium fraction of protons is always higher. The threshold of muon appearance is determined by the condition $`\mu _e=m_\mu c^2`$. For models I and II, the muons appear at the baryon number density 0.150 fm<sup>-3</sup> and 0.152 fm<sup>-3</sup>, respectively.
In Fig. 1 we plot the factors $`C_e(n_b)`$ (solid lines) and $`C_\mu (n_b)`$ (dot-and-dash lines) which determine the bulk viscosity for models I and II. The dotted lines show $`C_e(n_b)`$ for the simplified models I and II in which appearance of muons is artificially forbidden. These results coincide with those obtained by Sawyer (s89 (1989)) and Haensel & Schaeffer (hs92 (1992)). They coincide also with the solid lines at densities below the thresholds of muon appearance but go above the solid lines at higher densities (the presence of muons affects fractions of electrons and protons). As for the factor $`C_\mu (n_b)`$, it appears in a jump-like manner at the muon threshold, initially exceeds $`C_e(n_b)`$ and then tends to $`C_e(n_b)`$ with increasing density.
### 2.4 Practical expressions for the bulk viscosity of $`npe\mu `$ matter
Now let us calculate the factor $`\lambda _l`$, which enters the bulk viscosity (17) and determines the asymmetry (4) of the rates of direct and inverse reactions of the direct Urca processes in $`npe\mu `$ matter. In the absence of superfluidity, the rate of a direct reaction producing a lepton $`l`$ is given by ($`\mathrm{}=c=k_\mathrm{B}=1`$)
$`\mathrm{\Gamma }_l`$ $`=`$ $`{\displaystyle \left[\underset{j=1}{\overset{2}{}}\frac{\mathrm{d}^3p_j}{(2\pi )^3}\right]\frac{\mathrm{d}^3p_l}{2\epsilon _l(2\pi )^4}\frac{\mathrm{d}^3p_\nu }{2\epsilon _\nu (2\pi )^3}f_1(1f_2)(1f_e)}`$ (24)
$`\times (2\pi )^3\delta (E_fE_i)\delta (P_fP_i){\displaystyle \underset{\mathrm{spins}}{}}|M|^2,`$
where $`p_j`$ is a nucleon momentum ($`j=1`$ or 2), $`p_l`$ and $`\epsilon _l`$ are, respectively, the lepton momentum and energy, $`p_\nu `$ and $`\epsilon _\nu `$ are the neutrino momentum and energy, $`\delta (E_fE_i)`$ and $`\delta (P_fP_i)`$ are the delta functions, which conserve energy $`E`$ and momentum $`P`$ of the particles in initial ($`i`$) and final ($`f`$) states, $`|M|^2`$ is the squared matrix element of the reaction, and $`f_i`$ is an appropriate Fermi-Dirac function, $`f_i=\left\{1+\mathrm{exp}\left[(\epsilon _i\mu _i)/T\right]\right\}^1`$. Equation (24) includes the instantaneous chemical potentials $`\mu _i`$ ($`i=n,p,l`$) and does not generally require the chemical equilibrium.
For further analysis we introduce the dimensionless quantities:
$$x_i=\frac{\epsilon _i\mu _i}{T},x_\nu =\frac{\epsilon _\nu }{T},\xi =\frac{\eta _l}{T},$$
(25)
where the chemical potential difference $`\eta _l`$ is determined by Eq. (3). Thus, the delta function in Eq. (24) takes the form $`\delta (E_fE_i)=T^1\delta (x_nx_px_ex_\nu +\xi )`$, where $`\xi =0`$ for chemical equilibrium.
Multidimensional integrals in Eq. (24) are standard (see, e.g., Shapiro & Teukolsky st83 (1983)). Equation (24) is simplified taking into account that nucleons and leptons $`l`$ ($`e`$ and $`\mu `$) are strongly degenerate. The main contribution into the integral comes from the narrow vicinities of momentum space near the Fermi surfaces of these particles. The momenta of nucleons and leptons ($`e`$ or $`\mu `$) can be set equal to their Fermi momenta in all smooth functions. The squared matrix element summed over the spin states and averaged over orientations of the neutrino momenta is
$$\underset{\mathrm{spins}}{}|M|^2=G^2(f_V^2+3g_A^2).$$
(26)
Here, $`G=G_\mathrm{F}\mathrm{cos}\theta _\mathrm{C}`$, $`G_\mathrm{F}=1.436\times 10^{49}`$ erg cm<sup>3</sup> is the Fermi weak coupling constant, $`f_V1`$ is the vector normalization constant, $`g_A=1.23`$ is the axial vector normalization constant, and $`\theta _\mathrm{C}`$ is the Cabibbo angle ($`\mathrm{sin}\theta _\mathrm{C}=0.231`$). Hence the squared matrix element is constant and can be taken out of the integral. Further procedure consists in the standard energy-momentum decomposition of the integration in Eq. (24). It yields:
$`\mathrm{\Gamma }_l=\mathrm{\Gamma }_0I;I`$ $`=`$ $`{\displaystyle dxx_\nu ^2dx_ndx_pdx_lf(x_n)f(x_p)f(x_l)}`$ (27)
$`\times \delta \left(x_n+x_p+x_lx_\nu +\xi \right).`$
We have transformed all the blocking factors $`(1f(x))`$ into the Fermi-Dirac functions $`f(x)`$ by replacing $`xx`$. The prefactor $`\mathrm{\Gamma }_0`$ is given by (returning to the standard physical units)
$`\mathrm{\Gamma }_0`$ $`=`$ $`{\displaystyle \frac{G^2(1+3g_A^2)}{4\pi ^5\mathrm{}^{10}c^3}}m_n^{}m_p^{}m_e^{}(k_\mathrm{B}T)^5\mathrm{\Theta }_{npl}=1.667\times 10^{32}`$ (28)
$`\times {\displaystyle \frac{m_n^{}}{m_n}}{\displaystyle \frac{m_p^{}}{m_p}}\left({\displaystyle \frac{n_e}{n_0}}\right)^{1/3}T_9^5\mathrm{\Theta }_{npl}\mathrm{cm}^3\mathrm{s}^1.`$
Here, $`T_9`$ is temperature in units of $`10^9`$ K; $`m_n^{}`$ and $`m_p^{}`$ are, respectively, the effective masses of neutrons and protons in dense matter (which differ from the bare nucleon masses due to the in-medium effects). Moreover, we have defined $`m_e^{}\mu _e/c^2p_{\mathrm{F}e}/c`$ and $`m_\mu ^{}\mu _\mu /c^2p_{\mathrm{F}e}/c`$, for leptons. The step function $`\mathrm{\Theta }_{npl}`$ equals 1 if the direct Urca process is switched on and equals 0 otherwise (Sect. 1). The direct Urca process of study is switched on if the Fermi momenta of the reacting particles satisfy the inequality $`p_{\mathrm{F}n}<(p_{\mathrm{F}p}+p_{\mathrm{F}l})`$ (Lattimer et al. lpph91 (1991)).
It easy to show that the rate $`\overline{\mathrm{\Gamma }}_l`$ of the inverse reaction of the direct Urca process (lepton capture) differs from the rate of the direct reaction, given by Eq. (24), only by the argument of the delta function in the expression for $`I`$ (one should replace $`\xi \xi `$ there). Therefore, the difference of the lepton production and capture rates (4) can be written as
$`\mathrm{\Gamma }_l\overline{\mathrm{\Gamma }}_l=\mathrm{\Gamma }_0\mathrm{\Delta }I,`$ (29)
$`\mathrm{\Delta }I={\displaystyle _0^{\mathrm{}}}dx_\nu x_\nu ^2\left[J(x_\nu \xi )J(x_\nu +\xi )\right],`$ (30)
where
$`J(x)`$ $`=`$ $`{\displaystyle dx_ndx_pdx_ef(x_n)f(x_p)f(x_e)}`$ (31)
$`\times \delta \left(x_n+x_p+x_ex\right).`$
In a non-superfluid matter, which we consider in this section, the function $`J(x)`$ is calculated analytically
$$J(x)=\frac{\pi ^2+x^2}{2(1+\mathrm{e}^x)}.$$
(32)
We see that the difference (29) of the non-equilibrium rates of the direct Urca reactions in normal matter is determined solely by the parameter $`\xi =\eta /T`$. Moreover, the integral (30) is taken analytically for any $`\xi `$:
$$\mathrm{\Delta }I=\frac{17\pi ^4}{60}\xi (\xi ),(\xi )=1+\frac{10}{17\pi ^2}\xi ^2+\frac{1}{17\pi ^4}\xi ^4.$$
(33)
This relation, with account for Eqs. (4) and (30), gives the factor $`\lambda `$:
$$|\lambda |=\frac{\mathrm{\Gamma }_0}{T}\frac{\mathrm{\Delta }I}{\xi }.$$
(34)
In this paper, we do not consider large deviations from the chemical equilibrium. We restrict ourselves to the deviations $`|\eta |T`$ for which $`(\xi )1`$.
Finally, combining Eqs. (17) and (34), we obtain the partial bulk viscosity of $`npe\mu `$ matter, $`\zeta _l=\zeta _{l0}`$ (subscript 0 refers to non-superfluid matter), induced by a non-equilibrium direct Urca process for $`|\eta |T`$:
$`\zeta _{l0}`$ $`=`$ $`{\displaystyle \frac{17G^2(1+3g_A^2)C_l^2}{240\pi \mathrm{}^{10}c^3\omega ^2}}m_n^{}m_p^{}m_e^{}(k_\mathrm{B}T)^4\mathrm{\Theta }_{npl}`$ (35)
$`=`$ $`8.553\times 10^{24}{\displaystyle \frac{m_n^{}}{m_n}}{\displaystyle \frac{m_p^{}}{m_p}}\left({\displaystyle \frac{n_e}{n_0}}\right)^{1/3}`$
$`\times T_9^4{\displaystyle \frac{1}{\omega _4^2}}\left({\displaystyle \frac{C_l}{\text{100 MeV}}}\right)^2\mathrm{\Theta }_{npl}\mathrm{g}\mathrm{cm}^1\mathrm{s}^1,`$
where $`\omega _4=\omega /(10^4\mathrm{s}^1)`$. Figure 2 shows the total bulk viscosity $`\zeta _0=\zeta _{e0}+\zeta _{\mu 0}`$ of non-superfluid matter versus nucleon density $`n_b`$. We have used models I and II of $`npe\mu `$ matter described in Sect. 2.3. The dotted lines show the bulk viscosity for the simplified models in which the muons are absent (cf. with Fig. 1). The latter results coincide with those reported by Haensel & Schaeffer (hs92 (1992)).
The results for models I and II are similar. The bulk viscosity due to the direct Urca processes is switched on in a jump-like manner at the threshold density at which the electron direct Urca process becomes operative (this happens at $`n_b`$= 0.414 fm<sup>-3</sup> and 0.302 fm<sup>-3</sup>, respectively). The presence of muons lowers the threshold density (mainly due to increasing the number density and Fermi momenta of protons). On the other hand, the muons lower the bulk viscosity produced by the electron direct Urca process (by decreasing $`n_e`$). At larger $`n_b`$, the total bulk viscosity suffers the second jump (at $`n_b=`$ 0.503 fm<sup>-3</sup> and 0.358 fm<sup>-3</sup> for models I and II, respectively). This time it is associated with switching on the muon direct Urca process, where muons participate by themselves. The contribution of the muon direct Urca into the bulk viscosity is even larger than the contribution of the electron direct Urca. The total bulk viscosity exceeds the bulk viscosity in $`npe`$ matter. This is natural: the muons introduce additional non-equilibrium Urca process which makes stellar matter more viscous.
Finally, let us discuss practical calculation of the bulk viscosity. A user possesses usually number densities of different particles for any given equation of state of $`npe\mu `$ matter. This information is sufficient to calculate factors $`C_l`$ numerically from the second equality in Eq. (19). Other density dependent quantities which enter the expressions for the bulk viscosity are also expressed through the number densities. Thus, the evaluation of the bulk viscosity for any equation of state is not a problem.
Four our illustrative equations of state the functions $`q_l(n_b)`$=$`(n_l/n_0)^{1/3}`$ $`(C_l(n_b)/100\mathrm{MeV})^2`$, which enter Eq. (35), can be fitted by simple expressions
$$q_l=a_0+a_1u+a_2u^2+a_3u^3,$$
(36)
where $`u=n_b/n_015`$, $`n_0=0.16`$ fm<sup>-3</sup>, and the maximum error $`0.5`$%. The fit parameters are: $`a_0=0.3849`$, $`a_1=0.3338`$, $`a_2=0.0375`$, $`a_3=0.00098`$ for $`l=e`$ and model I; $`a_0=0.3396`$, $`a_1=0.4334`$, $`a_2=0.0293`$, $`a_3=0.0007`$ for $`l=\mu `$ and model I; $`a_0=1.0491`$, $`a_1=1.1788`$, $`a_2=0.013`$, $`a_3=0.00044`$ for $`l=e`$ and model II; $`a_0=0.844`$, $`a_1=1.2715`$, $`a_2=0.02023`$, $`a_3=0.000675`$ for $`l=\mu `$ and model II.
On the other hand, the baryon number number density as a function of mass density (for the model equations of state with the compression modulus $`K_0=180`$ MeV) can be fitted as
$$n_b=n_0b_1\rho /(\rho _0+b_2\rho ),$$
(37)
where $`b_1=1.057`$ and $`b_2=0.0322`$ for model I; $`b_1=1.059`$ and $`b_2=0.0343`$ for model II. The maximum fit error is $`0.9`$%, and $`\rho _0=2.8\times 10^{14}`$ g cm<sup>-3</sup>. These equations allow one to calculate the bulk viscosity as a function of mass density as required in practical applications.
## 3 Bulk viscosity of superfluid matter
### 3.1 Superfluid gaps
Superfluidity of nucleons in a neutron star core may strongly affect the bulk viscosity. Neutrons are believed to form Cooper pairs due to their interaction in the triplet state, while protons suffer singlet-state pairing (Sect. 1). While studying the triplet-state neutron pairing one should distinguish the cases of different projections $`m_J`$ of $`nn`$-pair moment onto a quantization axis $`z`$ (see, e.g., Amundsen and รstgaard ao85 (1985)): $`|m_J|=0,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}2}`$. The actual (energetically most favorable) state of $`nn`$-pairs is not known being extremely sensitive to the (still unknown) details of $`nn`$ interaction. One cannot exclude that this state varies with density and is a superposition of states with different $`m_J`$. We will consider the <sup>3</sup>P<sub>2</sub>-state neutron superfluidity either with $`m_J=0`$ or with $`|m_J|=2`$. In these two cases the effect of superfluidity on the bulk viscosity is qualitatively different. Consideration of the superfluidity based on mixed $`m_J`$ states is much more complicated and goes beyond the scope of the present paper.
Thus we will study three different superfluidity types: <sup>1</sup>S<sub>0</sub>, <sup>3</sup>P<sub>2</sub> ($`m_J=0`$) and <sup>3</sup>P<sub>2</sub> ($`|m_J|=2`$) denoted as A, B and C, respectively (Table 1). The superfluidity of type A may be attributed to any protons, while superfluidity of types B and C may be attributed to neutrons.
Microscopically, superfluidity introduces an energy gap $`\delta `$ in momentum dependence of the nucleon energy, $`\epsilon (p)`$. Near the Fermi level ($`|pp_\text{F}|p_\text{F}`$), this dependence can be written as
$$\begin{array}{c}\epsilon =\mu \sqrt{\delta ^2+v_\mathrm{F}^2(pp_\mathrm{F})^2}\mathrm{at}p<p_\text{F},\hfill \\ \epsilon =\mu +\sqrt{\delta ^2+v_\mathrm{F}^2(pp_\mathrm{F})^2}\mathrm{at}pp_\text{F},\hfill \end{array}$$
(38)
where $`p_\text{F}`$ and $`v_\text{F}`$ are the Fermi momentum and Fermi velocity of the nucleon, respectively, and $`\mu `$ is the nucleon chemical potential. In the cases of study one has $`\delta ^2=\mathrm{\Delta }^2(T)F(\vartheta )`$, where $`\mathrm{\Delta }(T)`$ is the amplitude which describes temperature dependence of the gap; $`F(\vartheta )`$ specifies dependence of the gap on the angle $`\vartheta `$ between the particle momentum and the $`z`$ axis (Table 1). In case A the gap is isotropic, and $`\delta =\mathrm{\Delta }(T)`$. In cases B and C the gap depends on $`\vartheta `$. Note that in case C the gap vanishes at the poles of the Fermi sphere at any temperature: $`F_\mathrm{C}(0)=F_\mathrm{C}(\pi )=0`$.
The gap amplitude $`\mathrm{\Delta }(T)`$ is derived from the standard equation of the BCS theory (see, e.g., Yakovlev et al. yls99 (1999)). The value of $`\mathrm{\Delta }(0)`$ determines the critical temperature $`T_c`$. The values of $`k_\mathrm{B}T_c/\mathrm{\Delta }(0)`$ for cases A, B and C are given in Table 1.
For further analysis it is convenient to introduce the dimensionless quantities:
$$v=\frac{\mathrm{\Delta }(T)}{T},\tau =\frac{T}{T_c},y=\frac{\delta }{T}.$$
(39)
The dimensionless gap $`y`$ can be presented in the form:
$$y_\mathrm{A}=v_\mathrm{A},y_\mathrm{B}=v_\mathrm{B}\sqrt{1+3\mathrm{cos}^2\vartheta },y_\mathrm{C}=v_\mathrm{C}\mathrm{sin}\vartheta .$$
(40)
The dimensionless gap amplitude $`v`$ depends only on $`\tau `$. In case A the quantity $`v`$ coincides with the isotropic dimensionless gap, while in cases B and C it represents, respectively, the minimum and maximum gap (as a function of $`\vartheta `$) on the nucleon Fermi surface. The dependence of $`v`$ on $`\tau `$ can be fitted as (Levenfish and Yakovlev ly94 (1994)):
$`v_\mathrm{A}`$ $`=`$ $`\sqrt{1\tau }\left(1.456{\displaystyle \frac{0.157}{\sqrt{\tau }}}+{\displaystyle \frac{1.764}{\tau }}\right),`$
$`v_\mathrm{B}`$ $`=`$ $`\sqrt{1\tau }\left(0.7893+{\displaystyle \frac{1.188}{\tau }}\right),`$
$`v_\mathrm{C}`$ $`=`$ $`{\displaystyle \frac{\sqrt{1\tau ^4}}{\tau }}\left(2.0300.4903\tau ^4+0.1727\tau ^8\right).`$ (41)
The mean errors of these fits are $`1\%`$ for all $`\tau 1`$.
### 3.2 Superfluid reduction factors
Now let us consider the effects of nucleon superfluidity on the bulk viscosity. The dynamics of superfluid is generally much more complicated than the dynamics of ordinary fluids. Even the motion of matter which consists of particles of one species is described by the equations of two-fluid hydrodynamics (normal and superfluid components), and viscous dissipation of the normal component is determined by three coefficients of the second (bulk) viscosity (Landau & Lifshitz ll87 (1987)). Our main assumption is that stellar pulsations represent fluid motion of the first-sound type (particularly, temperature variations are neglected) in which all constituents of matter move with the same hydrodynamical velocity. In this case the hydrodynamical equations reduce to the equation of one-fluid hydrodynamics with one coefficient of the bulk viscosity ($`\zeta =\zeta _2`$ in the notation of Landau & Lifshitz, 1987).
We will see that superfluidity reduces the bulk viscosity due to the appearance of energy gaps in the nucleon dispersion relation, Eq. (38). Quite generally, the bulk viscosity can be presented in the form
$$\zeta =\underset{l}{}\zeta _{l0}R_l,$$
(42)
where $`\zeta _{l0}`$ is a partial bulk viscosity of non-superfluid matter, Eq. (35), and $`R_l`$ is a factor which describes reduction of the partial bulk viscosity by superfluidity of nucleons 1 and 2 involving into a corresponding direct Urca process. If both nucleons, 1 and 2, belong to non-superfluid component of matter, we have $`R_l=1`$ and reproduce the results of Sect. 2.
Thus the problem consists in calculating the reduction factors $`R_l`$. Each factor depends generally on two parameters, $`v_1`$ and $`v_2`$, which are dimensionless gap amplitudes of nucleons 1 and 2 (and on the type of superfluidity of these nucleons). Let us study the effect of superfluidity on the partial bulk viscosity. For this purpose let us reconsider derivation of the bulk viscosity (Sect. 2.1). If all constituents of matter have the same macroscopic velocity, the superfluidity affects noticeably only the factor $`\lambda _l`$ in the expression for the bulk viscosity, Eq. (35). As seen from Eq. (34), the main factor affected by the superfluidity in $`\lambda _l`$ is the integral $`\mathrm{\Delta }I`$, Eq. (30), which describes the asymmetry of the lepton production and capture rates in the direct and inverse reactions of the direct Urca process. At $`\xi 1`$ the integrand of this equation is $`J(x_\nu \xi )J(x_\nu +\xi )2\xi J(x_\nu )/x_\nu `$, where $`J(x_\nu )`$ is given by Eq. (31). Thus, at small deviations from the equilibrium one can transform Eq. (30) to:
$`\mathrm{\Delta }I_0`$ $`=`$ $`4\xi {\displaystyle _0^+\mathrm{}}dx_\nu x_\nu {\displaystyle _{\mathrm{}}^+\mathrm{}}dx_1f(x_1){\displaystyle _{\mathrm{}}^+\mathrm{}}dx_2f(x_2)`$ (43)
$`\times {\displaystyle _{\mathrm{}}^+\mathrm{}}\mathrm{d}x_ef(x_e)\delta (x_1+x_2+x_ex_\nu ).`$
Here, the index โ0โ refers to the non-superfluid case, in which we have obtained $`\mathrm{\Delta }I_0=17\pi ^4\xi /60`$.
Generalization of $`\lambda _l`$ to the superfluid case can be achieved by introducing the neutron and proton energy gaps into Eq. (43). For convenience, let us define the dimensionless quantities
$$x=\frac{v_\mathrm{F}(pp_\mathrm{F})}{T},z=\frac{\epsilon \mu }{T}=\mathrm{sign}(x)\sqrt{x^2+y^2},$$
(44)
where $`y`$ is given by Eq. (39). In the absence of superfluidity, we have $`y=0`$ and $`z=x`$.
Let the index $`i=1`$ correspond to a nucleon which can suffer superfluidity of type A while $`i=2`$ correspond to a nucleon which can suffer any superfluidity, A, B or C. In order to account for superfluidity in Eq. (43) it is sufficient to replace $`x_iz_i`$ for $`i=1`$ and 2 \[in $`f(x_i)`$ and in the delta function\] and introduce averaging over orientations of $`p_2`$ (analogous procedure is considered in detail by Levenfish & Yakovlev ly94 (1994) for the problem of superfluid reduction of the neutrino emissivity). Then the factor $`\lambda _l`$ can be written as
$`\lambda _l`$ $`=`$ $`\lambda _{l0}R,R(v_1,v_2)={\displaystyle _0^{\pi /2}}{\displaystyle \frac{\mathrm{d}\mathrm{\Omega }}{4\pi }}๐ฅ(y_1,y_2)`$ (45)
$`={\displaystyle _0^{\pi /2}}d\vartheta \mathrm{sin}\vartheta ๐ฅ(y_1,y_2),`$
where $`\lambda _{l0}`$ refers to the non-superfluid case, $`R=R_l`$ is the reduction factor in question, and
$`๐ฅ(y_1,y_2)`$ $`=`$ $`\gamma {\displaystyle _0^+\mathrm{}}dx_\nu x_\nu {\displaystyle _{\mathrm{}}^+\mathrm{}}dx_lf(x_l){\displaystyle _{\mathrm{}}^+\mathrm{}}dx_1f(z_l)`$ (46)
$`\times {\displaystyle _{\mathrm{}}^+\mathrm{}}\mathrm{d}x_2f(z_2)\delta (z_1+z_2+x_lx_\nu ),`$
with $`\gamma =240/(17\pi ^4)`$. Here, $`\mathrm{d}\mathrm{\Omega }`$ is the solid angle element in the direction of $`p_2`$.
Thus, we have derived explicit equations (45) and (46) for calculating the reduction factor $`R`$. Calculation is quite similar (and in fact, simpler) to that done for the factor which describes superfluid reduction of the neutrino emissivity in the direct Urca process (Levenfish & Yakovlev ly94 (1994), Yakovlev et al. yls99 (1999)). The effect of superfluidity on the bulk viscosity has also much in common with the effect on the emissivity. Thus we omit technical details and present only the results and their brief discussion.
### 3.3 Superfluidity of neutrons or protons
Consider the superfluidity of nucleon of one species, for instance, of species 2. In this case $`R`$ depends on the only parameter $`v_2`$, and we can set $`z_1=x_1`$ in Eqs. (45) and (46). Integration over $`x_l`$ and $`x_1`$ in Eq. (46) reduces to well-known integrals of the theory of Fermi liquids and yields:
$`R`$ $`=`$ $`\gamma {\displaystyle _0^{\pi /2}}d\vartheta \mathrm{sin}\vartheta {\displaystyle _0^+\mathrm{}}dx_\nu x_\nu {\displaystyle _0^+\mathrm{}}dx_2`$ (47)
$`\times \left[f(z_2)B(x_\nu z_2)+f(z_2)B(x_\nu +z_2)\right],`$
where $`B(x)=x/(\mathrm{e}^x1)`$. For $`\tau =\tau _2=T/T_{c2}1`$, one has $`R=1`$. If superfluidity is strong ($`\tau 1,v_21`$), the direct Urca process is drastically suppressed by large superfluid gap in the nucleon spectrum and reduces the bulk viscosity. The asymptotic expressions of $`R`$ for $`\tau 1`$ can be obtained from Eq. (47):
$`R_\mathrm{A}`$ $`=`$ $`{\displaystyle \frac{20\sqrt{2}}{17\pi ^{3.5}}}v^{3.5}\mathrm{exp}(v)={\displaystyle \frac{0.221}{\tau ^{3.5}}}\mathrm{exp}\left({\displaystyle \frac{1.764}{\tau }}\right),`$ (48)
$`R_\mathrm{B}`$ $`=`$ $`{\displaystyle \frac{20\sqrt{3}}{51\pi ^3}}v^3\mathrm{exp}(v)={\displaystyle \frac{0.0367}{\tau ^3}}\mathrm{exp}\left({\displaystyle \frac{1.188}{\tau }}\right),`$ (49)
$`R_\mathrm{C}`$ $`=`$ $`{\displaystyle \frac{764\pi ^2}{1071}}{\displaystyle \frac{1}{v^2}}=1.7085\tau ^2.`$ (50)
Note that the factors $`R_\mathrm{A}`$ and $`R_\mathrm{B}`$ are suppressed exponentially with decreasing temperature, whereas $`R_\mathrm{C}`$ varies as $`T^2`$. The latter fact is associated with the presence of gap nodes at the Fermi surface (Levenfish and Yakovlev ly94 (1994)).
In addition, we have calculated the reduction factors $`R`$ numerically in a wide range of $`v`$ and propose the expressions which fit the numerical results (with a mean error of $`1\%`$) and reproduce the asymptotes (48)โ(50):
$`R_\mathrm{A}`$ $`=`$ $`\left[0.2787+\sqrt{(0.7213)^2+(0.1564v)^2}\right]^{3.5}`$ (51)
$`\times \mathrm{exp}\left(2.9965\sqrt{(2.9965)^2+v^2}\right),`$
$`R_\mathrm{B}`$ $`=`$ $`\left[0.2854+\sqrt{(0.7146)^2+(0.1418v)^2}\right]^3`$ (52)
$`\times \mathrm{exp}\left(2.0350\sqrt{(2.0350)^2+v^2}\right),`$
$`R_\mathrm{C}`$ $`=`$ $`{\displaystyle \frac{0.5+(0.1086v)^2}{1+(0.2347v)^2+(0.2023v)^4}}`$ (53)
$`+\mathrm{\hspace{0.17em}0.5}\mathrm{exp}\left(1\sqrt{1+(0.5v)^2}\right).`$
Here, $`v=v_\mathrm{A}`$, $`v=v_\mathrm{B}`$ and $`v=v_\mathrm{C}`$ in the factors $`R_\mathrm{A}`$, $`R_\mathrm{B}`$ and $`R_\mathrm{C}`$, respectively. Using Eqs. (41) and (51)โ(53), one can easily calculate the reduction factors $`R`$ for any $`\tau `$. These factors are shown in Fig. 3 versus $`\tau `$. We see that the reduction can be quite substantial. The strongest reduction is provided by superfluidity A and the weakest by superfluidity C. For instance, at $`T=0.1T_c`$ we obtain $`R_\mathrm{A}2\times 10^5`$, $`R_\mathrm{B}4\times 10^4`$ and $`R_\mathrm{C}2\times 10^2`$.
### 3.4 Superfluidity of neutrons and protons
Let both nucleons, 1 and 2, be superfluid at once, and let the superfluidity of nucleon 1 be of type A. In this case $`R`$ can be calculated from Eqs. (45) and (46). Using the delta function, we remove the integration over $`x_\nu `$ and obtain
$`๐ฅ(y_1,y_2)=\gamma {\displaystyle _{\mathrm{}}^+\mathrm{}}dx_1f(z_1){\displaystyle _{\mathrm{}}^+\mathrm{}}dx_2f(z_2)H(z_1+z_2),`$ (54)
$`H(z)={\displaystyle _z^+\mathrm{}}dx{\displaystyle \frac{z+x}{1+\mathrm{e}^x}}.`$ (55)
Notice that $`H(z)z^2/2`$ as $`z\mathrm{}`$, and $`H(z)\mathrm{e}^z`$ as $`z\mathrm{}`$.
First consider the case in which the superfluidities of nucleons 1 and 2 are of type A. Using Eqs. (40) and (45) we get
$$R_{\mathrm{AA}}(v_1,v_2)=๐ฅ(v_1,v_2)=๐ฅ(v_2,v_1),$$
(56)
where $`v_1=y_1`$ and $`v_2=y_2`$. It is evident that $`R_{\mathrm{AA}}(0,0)=1`$. We have also derived the asymptote of $`R_{\mathrm{AA}}`$ in the limit of strong superfluidity. Furthermore, we have calculated the factor $`R_{\mathrm{AA}}`$ and derived the fit expression which reproduces the numerical results and the asymptotes. Both, the asymptotes and fits, are given by the complicated expressions presented in the Appendix. In Fig. 4 we show the curves $`R_{\mathrm{AA}}=`$ const as a function of $`\tau _1=T/T_{c1}`$ and $`\tau _2=T/T_{c2}`$. This visualizes the reduction the bulk viscosity for any $`T`$, $`T_{c1}`$ and $`T_{c2}`$.
One can observe (Fig. 4) one important property of the reduction factor $`R`$. If both superfluidities are strong, $`\tau _1^2+\tau _2^21`$, the factor $`R`$ is mainly determined by the larger of the two gaps (by the strongest superfluidity):
$$R_{12}\mathrm{min}\{R_1,R_2\}.$$
(57)
Here, $`R_1`$ and $`R_2`$ are the reduction factors for the superfluidity of nucleons of one species. The weaker superfluidity (with smaller energy gap) produces some additional reduction of the viscosity which is relatively small; this is confirmed by the asymptote $`R_{\mathrm{AA}}`$ given in the Appendix. The same effect takes place for the reduction of the neutrino emissivity (e.g., Yakovlev et al. yls99 (1999)).
Equation (45) can be used also to evaluate $`R`$ for the case in which the nucleons of species 1 suffer pairing of type A, while the nucleons of species 2 suffer pairing of types B or C. In the Appendix we present the asymptotes of the factors $`R_{\mathrm{AB}}`$ and $`R_{\mathrm{AC}}`$ in the limit of strong superfluidity of both nucleon species ($`\tau _11`$, $`\tau _21`$).
The factors $`R_{\mathrm{AB}}`$ and $`R_{\mathrm{AC}}`$ can be calculated easily in a wide range of $`\tau _1`$ and $`\tau _2`$. The calculation reduces to the one-dimensional integration in Eq. (45) of the function $`๐ฅ(y_1,y_2)`$ fitted by Eq. (A3). The results are exhibited in Figs. 5 and 6. One can see that the dependence of the factors $`R_{\mathrm{AB}}`$ and $`R_{\mathrm{AC}}`$ on $`\tau _1`$ and $`\tau _2`$ has much in common with the dependence of $`R_{\mathrm{AA}}`$ but $`R_{\mathrm{AB}}(\tau _1,\tau _2)R_{\mathrm{AB}}(\tau _2,\tau _1)`$ and $`R_{\mathrm{AC}}(\tau _1,\tau _2)R_{\mathrm{AC}}(\tau _2,\tau _1)`$. The simple estimate (57) turns out to be valid in cases AB and AC as well. However since the superfluidity of type C reduces the factor $`R`$ in a much weaker way than the superfluidities of types A or B, the transition from one dominating superfluidity to the other takes place in a rather wide region of $`v_1`$ and $`v_2`$ at $`v_1\mathrm{ln}v_2`$. Accordingly, for $`v_2v_11`$, the reduction factor $`R_{\mathrm{AC}}`$ exceeds greatly $`R_{\mathrm{AA}}`$ and $`R_{\mathrm{AB}}`$.
For practical calculations of the bulk viscosity in superfluid matter, one needs to know how to evaluate $`R_{\mathrm{AA}}`$, $`R_{\mathrm{AB}}`$ and $`R_{\mathrm{AC}}`$. Corresponding expressions for superfluidity of one nucleon species are given in Sect. 3.3. If nucleons 1 and 2 are superfluid at once, the reduction factor $`R_{\mathrm{AA}}`$ can be determined easily from the fit equation (A3). As for the reduction factors $`R_{\mathrm{AB}}`$ and $`R_{\mathrm{AC}}`$, we have generated their extensive tables. These tables and numerical code which generates them are freely distributed.
Finally, Fig. 7 illustrates reduction of the bulk viscosity of $`npe\mu `$ matter with decreasing temperature by superfluidity of neutrons of type B or protons of type A for $`n_b=4n_0`$ and $`\omega =10^4`$ s<sup>-1</sup>. Thick solid line shows the viscosity of non-superfluid matter (cf. with Fig. 2). Thin solid lines exhibit the bulk viscosity suppressed by the proton superfluidity at several selected critical temperatures $`T_{cp}`$ indicated near the curves. The dot-and-dashed line shows the effect of neutron superfluidity ($`T_{cn}=10^{10}`$ K) for normal protons. We see that the superfluid reduction of the bulk viscosity depends drastically on temperature, superfluidity type, and critical temperatures $`T_{cn}`$ and $`T_{cp}`$. One can hardly expect $`T_{cn}`$ and $`T_{cp}`$ higher than $`10^{10}`$ K for $`n_b`$ as large as $`4n_0`$ (e.g., Yakovlev et al. yls99 (1999)). If so, the superfluid reduction cannot be very large, say, for $`T3\times 10^9`$ K, but it can reach five orders of magnitude in the case of superfluid protons (or six orders of magnitude if $`n`$ and $`p`$ are superfluid at once, see Fig. 5) for $`T=10^9`$ K at $`T_{cn}=T_{cp}=10^{10}`$ K. It grows exponentially with further decrease of $`T`$.
## 4 Conclusions
We have derived practical expressions for the bulk viscosity of matter in the cores of neutron stars under conditions in which the bulk viscosity is determined by the direct Urca processes. We have paid special attention to the case in which dense matter consists of neutrons, protons, electrons and muons (Sects. 2.1โ2.4). In addition, we have studied the reduction of the bulk viscosity by superfluidity of neutrons and protons (Sect. 3). We have analyzed the cases of singlet-state superfluidity of protons, and triplet-state superfluidity of neutrons (without and with the nodes of superfluid gaps on the nucleon Fermi surface). These cases are most interesting for applications (Sect. 1). We have obtained the practical expressions for the bulk viscosity of superfluid $`npe\mu `$ matter. The results can be used for studying the damping of neutron star pulsations (Sect. 1) and in the studies of the gravitational radiation driven instabilities in rotating neutron stars. We will analyze the bulk viscosity induced by the weaker modified Urca processes (2) in a separate paper.
###### Acknowledgements.
We are grateful to the referee for very useful critical remarks. Two of the authors (KPL and DGY) acknowledge hospitality of N. Copernicus Astronomical Center in Warsaw. This work was supported in part by the RBRF (grant No. 99-02-18099), INTAS (grant No. 96-0542), and KBN (grant 2 P03D 014 13).
## Appendix
Consider the case in which both nucleon species are superfluid at once. The asymptotic behaviour of the reduction factor $`R`$ given by Eq. (54) in the limit of strong superfluidity depends on the gap amplitudes $`v_1`$ and $`v_2`$ and on the type of superfluidities.
### Case AA
Let both nucleon superfluidities be of type A. If the superfluidities are strong ($`v_1,v_21`$) and $`(v_1v_2)\sqrt{v_1}`$ we obtain:
$`R_{\mathrm{AA}}`$ $`=`$ $`\gamma \sqrt{{\displaystyle \frac{\pi v_1}{2}}}\mathrm{e}^{v_1}K,`$ (A1)
$`K`$ $`=`$ $`{\displaystyle \frac{s}{6}}(v_1^2+2v_2^2){\displaystyle \frac{1}{2}}v_1v_2^2\mathrm{ln}\left({\displaystyle \frac{v_1+s}{v_2}}\right),`$ (A2)
where $`s=\sqrt{|v_1^2v_2^2|}`$. In the limiting case $`v_2v_1`$ Eq. (A2) yields $`K=v_1^3/60`$ and reproduces the asymptote given by Eq. (48). In the opposite limit $`\sqrt{v_1}(v_1v_2)v_1`$ one has $`K=s^5/(15v_1^2)`$. In the intermediate region $`|v_2v_1|\sqrt{v_2}`$ the asymptote (A2) becomes invalid. One can show that $`K\sqrt{v_1}`$ for $`v_1=v_2`$.
We have calculated $`R_{\mathrm{AA}}`$ in a wide range of arguments $`v_1`$ and $`v_2`$ and proposed the fit expression valid for $`\sqrt{v_1^2+v_2^2}50`$:
$$R_{\mathrm{AA}}=\frac{u}{u+13.528}S+D.$$
(A3)
Here,
$`\begin{array}{c}S=\gamma \left(K_0+2.3190K_1+0.016689K_2\right)\left({\displaystyle \frac{\pi }{2}}\right)^{1/2}p_s^{1/4}\hfill \\ \times \mathrm{exp}\left(\sqrt{p_e}\right),\hfill \end{array}`$ (A6)
$`K_0={\displaystyle \frac{\sqrt{pq}}{6}}(p+2q)\sqrt{p}{\displaystyle \frac{q}{2}}\mathrm{ln}\left({\displaystyle \frac{\sqrt{p}+\sqrt{pq}}{\sqrt{q}}}\right),`$
$`K_1={\displaystyle \frac{\pi ^2}{6}}\sqrt{pq},`$
$`K_2={\displaystyle \frac{p}{\sqrt{pq}}}\left(1+{\displaystyle \frac{\pi ^2}{6}}\right),`$
$`2p=u+10.397+\sqrt{w^2+5.4188u+7.2987},`$
$`2q=u+10.397\sqrt{w^2+5.4188u+7.2987},`$
$`2p_s=u+\sqrt{w^2+3748.6u+39.797},`$
$`2p_e=u+0.39417+\sqrt{w^2+7.8849u+1.8132},`$
$`D=0.0080487\left(q_1q_2\right)^{3/2}\mathrm{exp}(q_1q_2+9.9798),\text{}`$
$`q_1=2.79205+\sqrt{v_1^2+(2.19785)^2},`$
$`q_2=2.79205+\sqrt{v_2^2+(2.19785)^2},`$ (A7)
with $`u=v_1^2+v_2^2`$ and $`w=v_1^2v_2^2`$.
### Case AB
Let nucleons of species 1 suffer pairing of type A and nucleons of species 2 suffer pairing of type B. In this case $`y_\mathrm{B}=y_2=v_2\sqrt{1+3\mathrm{cos}\vartheta ^2}`$, see Eq. (40). There are three domains in the $`(v_1,v_2)`$-plane, in which the asymptotes of the reduction factor $`R_{\mathrm{AB}}(v_1,v_2)`$ in the limit of strong superfluidity are different.
The first domain corresponds to $`v_2>v_1`$, i.e., to $`y_2>y_1`$ for all $`\vartheta `$. If the both superfluidities are strong ($`v_11`$ and $`v_21`$) and $`(v_2v_1)\sqrt{v_2}`$, the asymptote of $`R_{\mathrm{AB}}`$ can be obtained by averaging Eq. (A1) over $`\vartheta `$ after making a formal replacement $`v_1y_2`$ and $`v_2v_1`$. Since $`v_21`$ the main contribution into the integral comes from the region in which $`|\mathrm{cos}\vartheta |1`$. This allows us to put $`y_2v_2`$ in all smooth functions under the integral. In this way we obtain
$`R_{\mathrm{AB}}`$ $`=`$ $`\gamma {\displaystyle \frac{\pi }{2\sqrt{3}}}\mathrm{exp}(v_2)`$ (A8)
$`\times \left[{\displaystyle \frac{s}{6}}(v_1^2+2v_2^2){\displaystyle \frac{1}{2}}v_1v_2^2\mathrm{ln}\left({\displaystyle \frac{v_1+s}{v_2}}\right)\right].`$
The second domain corresponds to $`v_1/2>v_2`$. We have $`y_1>y_2`$ for all $`\vartheta `$ in this domain. Then the asymptote of $`R_{\mathrm{AB}}`$ is derived by direct averaging over $`\vartheta `$ of the asymptote $`R_{\mathrm{AA}}`$ given by Eq. (A1), after replacing formally $`v_2y_2`$. We have:
$`R_{\mathrm{AB}}`$ $`=`$ $`\gamma \sqrt{{\displaystyle \frac{\pi }{2}}v_1}\mathrm{exp}(v_1)[{\displaystyle \frac{t}{24}}(3v_1^2+11v_2^2)`$ (A9)
$`+{\displaystyle \frac{2v_1v_2^2}{6\sqrt{3}}}\mathrm{arcsin}\left({\displaystyle \frac{\sqrt{3}v_1}{2s}}\right)v_1v_2^2\mathrm{ln}\left({\displaystyle \frac{v_1+t}{2v_2}}\right)`$
$`+{\displaystyle \frac{v_1^46v_1^2v_2^23v_2^4}{24\sqrt{3}v_2}}\mathrm{arcsin}\left({\displaystyle \frac{\sqrt{3}v_2}{s}}\right)],`$
where $`t=\sqrt{v_1^24v_2^2}`$.
The third domain corresponds to $`v_1/2<v_2<v_1`$. While averaging over $`\vartheta `$ we can split the integral into two terms. The first term represents integration over the region $`\mathrm{cos}\vartheta _0<|\mathrm{cos}\vartheta |<1`$, in which $`y_1<y_2`$, while the second term contains integration over the region $`0|\mathrm{cos}\vartheta |\mathrm{cos}\vartheta _0`$, in which $`y_1>y_2`$, with $`\mathrm{cos}\vartheta _0^2=(v_1^2v_2^2)/(3v_2^2)`$. The latter term can be taken as an asymptote of the factor $`R_{\mathrm{AB}}`$, since the main contribution into the integral comes, again, from $`|\mathrm{cos}\vartheta |1`$. We have
$$R_{\mathrm{AB}}=\gamma \sqrt{\frac{\pi v_1}{2}}\mathrm{exp}(v_1)\frac{\pi (v_1v_2)^3(v_1+3v_2)}{48\sqrt{3}v_2}.$$
(A10)
Note that the asymptotes given by Eqs. (A8) and (A10) are invalid at $`|v_2v_1|\sqrt{v_1}`$. If $`v_2v_1`$, Eq. (A8) reproduces Eq. (48) for $`R_\mathrm{A}`$. For $`v_1v_2`$, Eq. (A8) transforms into Eq. (A9). Equations (A9) and (A10) coincide at $`v_1=2v_2`$. If $`v_1=v_2`$, the reduction factor can be estimated as an $`R_{\mathrm{AB}}v^2\mathrm{e}^v`$.
### Case AC
Let superfluidity of nucleons 1 be of type A, as before, while superfluidity of nucleons 2 be of type C. In this case $`y_\mathrm{C}=y_2=v_2\mathrm{sin}\vartheta `$. For deriving $`R_{\mathrm{AC}}`$ in the limit of strong superfluidity we will use the asymptote of the function $`H`$ defined by Eq. (55). If $`v_1>v_21`$, the main contribution into the integral (54) comes from the region, in which $`z_1>z_2`$. In this case the asymptote is
$`R_{\mathrm{AC}}`$ $`=`$ $`\gamma \sqrt{{\displaystyle \frac{\pi v_1}{2}}}\mathrm{exp}(v_1)[{\displaystyle \frac{v_1}{8}}(v_1^2+v_2^2){\displaystyle \frac{v_1v_2^2}{3}}\mathrm{ln}\left({\displaystyle \frac{s}{v_2}}\right)`$ (A11)
$`+{\displaystyle \frac{v_1^46v_1^2v_2^23v_2^4}{24v_2}}\mathrm{ln}\left({\displaystyle \frac{v_1+v_2}{s}}\right)].`$
If $`v_2v_1`$, this asymptote reproduces the asymptote (48) for $`R_\mathrm{A}`$. For $`v_1=v_2`$, we have $`R_{\mathrm{AC}}\gamma \sqrt{\pi v/2}\mathrm{e}^v(34\mathrm{ln}2)v^3/12`$. Finally, at $`v_2>v_11`$ the asymptote of $`R_{\mathrm{AC}}`$ is
$$R_{\mathrm{AC}}=\gamma \sqrt{\frac{\pi v_1}{2}}\mathrm{exp}(v_1)\frac{v_1^5}{5v_2^2}.$$
(A12)
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# ๐-Branes ElectricโMagnetic Duality and Stueckelberg/Higgs Mechanism: a PathโIntegral Approach*footnote **footnote *Accepted for publication in Progr. Th. Phys.
## I Introduction
### A Synopsis and Objectives
Electricโmagnetic duality for closed $`p`$-branes embedded in a $`D`$-dimensional target space was established many years ago, leading to the general correspondence that the dual of a $`p`$-brane is a $`\stackrel{~}{p}`$-brane with $`\stackrel{~}{p}=Dp4`$. Table\[I\] illustrates this correspondence.
For instance, the brane solution of $`(D=11)`$ supergravity is the โmagnetic dualโ of an electric membrane, and there is a possibility that this type of solutions may represent the basic geometric elements of a unified theory of all fundamental interactions. Among the open questions that such a โfinalโ theory must address, a preeminent one concerns the mechanism of mass generation in the universe. The celebrated Higgs mechanism was invented, and successfully applied, within the framework of local quantum field theory, i.e., a โlow energyโ framework dealing with the interactions of pointโparticles in the Standard Model. Since pointโparticles are currently thought of as low energy manifestations of the underlying dynamics of strings and higher dimensional objects, it seems pertinent to ask two fundamentally related questions: first, what is the โengineโ of mass production at the level of $`p`$-brane dynamics, say at the string scale of energy and beyond; and second, how is the new mechanism of mass generation affected by the duality transformation which plays such a significant role in the theory of extended objects.
With the above questions in mind, we shall extend the notion of electricโmagnetic duality to the case of open $`p`$-branes. Apart from its intrinsic interest as an example of duality transformation, this extension of electricโmagnetic duality will enable us to incorporate a new mechanism of mass generation which stems directly from the presence of a boundary and from a non-trivial interaction between gauge fields of different rank defined respectively on the bulk and boundary of the pโbrane history.
To our mind, this boundary effect, and concomitant mixing of gauge fields, represents a geometric realization of the Higgs mechanism never discussed in the physics of point-particles for the simple reason that the worldโhistory of a pointโparticle is usually assumed to have no boundary. On the other hand, the new mechanism of mass generation is precisely a boundary effect, and in order to fully appreciate its meaning one must keep in mind the historical relationship between mass and gauge invariance. At first glance, these two concepts are contradictory, in the sense that mass explicitly breaks gauge invariance. On the other hand, mass is required for obvious experimental reasons, while gauge invariance is the essential prerequisite for the selfโconsistency (for instance, renormalizability) of any successful model of particle interactions. In the Standard Model, mass and gauge invariance are reconciled through the loophole of spontaneous symmetry breaking, and the ensuing Higgs mechanism. Upon fixing a gauge, say the unitary gauge, the role of the mass becomes manifest.
Thus, assuming that gauge invariance is just as important in the theory of extended objects as it is for point particles, what we wish to suggest in this paper is a geometric variation of the Higgs mechanism which is consistent with the requirement of gauge invariance in the theory of pโbranes, both electric and magnetic, in interaction with higher rank gauge fields.
On the mathematical side, the originality of our approach stems from a new application of pathโintegral techniques to open $`p`$-branes. A selfโcontained discussion of this โsum over histories approachโ is presented in Appendix A which constitutes the mathematical backbone of the paper; the method is centered on the use of a functional representation of the Diracโdelta distribution as a tool to implement the duality transformation directly on the gauge field strength, rather than the gauge potential. As we shall see, this new technique has the following desirable properties: i) it clearly separates the dynamics of the โbulkโ from the dynamics of the โboundaryโ of the pโbrane history; ii) it illustrates how bulk and boundary fields exchange their role as a consequence of the duality transformation; finally, iii) it is especially advantageous in handling the Bianchi identities in higher rank gauge theories which include both โelectricโ and โmagneticโ objects.
### B Conventions and Outline of Paper
In the following analysis, we shall assume that the dimensionality of the target spacetime $`D>p+1`$, in order to deal with dynamical extended objects. The interesting limiting case $`D=p+1`$, in which there are no propagating degrees of freedom, requires a separate discussion, and can be found in one of our recent publications.
In order to bring out the physical content of our discussion with the bare minimum of formalism, we have confined the bulk of our calculations to one selfโcontained appendix. However, we believe that those calculations represent, by themselves, a new and noteworthy contribution to the literature devoted to the case of open branes, especially in view of the increasing importance of extended objects, such as Dโbranes, in the formulation of non perturbative string theory. Furthermore, in order to avoid a cumbersome proliferation of indices, in the main text we shall adopt the followig indexโfree notation:
$`A^{(p+1)}A^{\mu _1\mathrm{}\mu _{p+1}}`$ (1)
$`A_{(p+1)}A_{\mu _1\mathrm{}\mu _{p+1}}`$ (2)
$`A_{(p+1)}J^{(p+1)}{\displaystyle \frac{1}{(p+1)!}}A_{\mu _1\mathrm{}\mu _{p+1}}J^{\mu _1\mathrm{}\mu _{p+1}}`$ (3)
$`J^{(p+1)}_{\mu _1}J^{\mu _1\mathrm{}\mu _{p+1}}`$ (4)
$`dJ^{(p+1)}^{[\nu _1}J^{\mu _1\mathrm{}\mu _{p+1}]}`$ (5)
$`dA_{(p+1)}_{[\mu _1}A_{\mu _1\mathrm{}\mu _{p+1}]}`$ (6)
$`{\displaystyle \frac{1}{\mathrm{}}}J^{(p+1)}(x){\displaystyle ๐yG(xy)J^{(p+1)}(y)}`$ (7)
$`{}_{}{}^{}K_{}^{(p+1)}{\displaystyle \frac{1}{(Dp1)!}}ฯต^{\mu _1\mathrm{}\mu _{p+1}\mu _{p+2}\mathrm{}\mu _d}K_{\mu _{p+2}\mathrm{}\mu _d}`$ (8)
$`D_{(Dp2)}{}_{}{}^{}dI_{(p+1)}=(1)^{Dp}I^{(p+1)}{}_{}{}^{}dD^{(Dp2)}`$ (9)
$`N^{(p+1)}=(1)^{D(p+1)(p+1)^2}{}_{}{}^{}[{}_{}{}^{}(N^{(p+1)})].`$ (10)
For bookโkeeping purposes, in the above list, the upper or lower index on the left hand side is a reminder of the actual number of indices carried by the corresponding tensor on the right hand side. Finally, as a further notational simplification, we shall omit the volume of integration symbol, $`d^Dx`$, wherever a spacetime integration is performed.
With the above remarks and conventions in mind, the plan of the paper is as follows:
In Section II, we discuss the Stueckelberg mechanism for open, electric, $`p`$-branes. This example will clarify how mass is tied up with the existence of a boundary, and how gauge invariance is preserved, albeit in an extended form.
In Section III, we discuss the quantization condition of electric and magnetic charges as a consequence of the arbitrariness in the choice of the โDirac parent brane, โ followed by a brief introduction to the duality symmetry among electric and magnetic $`p`$-branes.
In Section IV, we perform a duality rotation and study the Stueckelberg mechanism in the โmagnetic phaseโ of the model.
Section V is devoted to a summary and discussion of the results.
Appendix A provides the details of the computations leading to the dual action for a system of interacting electric and magnetic $`p`$-branes.
A set of accompanying Tables should help the reader to keep track of the definitions, and to correlate at a glance the essential components of the theory.
## II Electric Stueckelberg Mechanism for Open $`p`$-Branes
### A Background
In order to place our work in the right perspective, we begin this section by briefly reviewing the way in which the interaction of a $`p`$-brane with an antisymmetric tensor field can be described. This interaction is nothing but a higher dimensional generalization of what is usually done in the electromagnetic theory: there, we have a $`0`$-dimensional object, namely a point particle, sweeping a $`1`$-dimensional worldโline. The most natural (i.e., โgeometricโ) way to couple a material particle to a field, is through its tangent element; this is a vector field in the tangent bundle; it gives rise to a current which, in turn, is coupled to a $`1`$-form potential. At this point, one may contemplate a generalization of the electromagnetic scheme, and at least two possibilities come to mind. Historically, the first extension of electrodynamics was applied to non abelian gauge fields in order to include internal symmetries with an eye on the weak and strong interactions, and has paved the way to the formulation of the phenomenologically successful theories embodied in the Standard Model of particle physics. With the advent of string and membrane theory as the only paradigm capable, at least in principle, of unifying gravity with the other fundamental interactions, the possibility of a new generalization of the electromagnetic scheme has emerged: in addition to the $`p=0`$ case, why not consider arbitrary values of $`p`$ and have a theory of $`p`$-dimensional objects endowed with $`(p+1)`$-dimensional tangent elements, interacting with $`(p+1)`$-differential forms. According to this universal blueprint, one might think that all formal properties of electromagnetism may be extrapolated to the extended case in a rather straightforward manner. For closed pโbranes, this is indeed the case as long as one keeps in mind that the physical properties of $`p`$โbrane electrodynamics, namely, the number of degrees of freedom of the object, spin of the radiation field, etc., depend on the dimensionality $`D`$ of the target spacetime, and, for fixed $`D`$, on the dimensionality of the pโbrane,. For instance, as mentioned before, in the limiting case of โbubbleโdynamicsโ, $`D=p+1`$, there is no radiation field, in contrast to the usual electrodynamics of pointโcharges. On the other hand, in the case of open pโbranes one may reasonably expect some new formal, as well as physical properties that have no counterpart in the electrodynamics of point charges. Evidently, such new properties derive from boundary effects, regardless of the values of $`D`$ and $`p`$. The universality of such boundary effects is of primary importance to us, since they are deeply intertwined with the gauge invariance of pโbrane electrodynamics. In order to clarify that connection, let us call $`J^{(p+1)}`$ the current associated with the $`p`$-brane, and $`A_{(p+1)}`$ the corresponding $`p+1`$-tensor gauge potential. If the $`p`$-brane is closed, that is, if its worldโmanifold, let us call it $``$, has no boundary, $`=\mathrm{}`$, then the current $`J`$ is divergenceless,
$$J^{(p+1)}=0$$
(11)
and the corresponding action is invariant under the tensor gauge transformation:
$$\delta _\mathrm{\Lambda }A_{(p+1)}=d\mathrm{\Lambda }_{(p)}.$$
(12)
It seems worth emphasizing that โcharge conservationโ is now associated with a topological property of the extended object, namely that it has no boundary. From here, one may infer two things concerning the general case: from a mathematical standpoint, one may expect that cohomology plays a central role in the theory, because one has to deal with differential forms of different order defined on the bulk and boundary of the pโbrane history; from a physical standpoint, on the other hand, one may anticipate that the presence of a boundary breaks gauge invariance thereby violating the above conservation law. However, in the following subsection, we show that the symmetry can be restored by introducing a compensating field of the type originally suggested by Stueckelberg in the case of pointโparticles. This artifact brings into the theory a dimensionful coupling constant which ultimately leads to a gauge invariant generalized Higgs mechanism for generating mass.
### B Boundary Effect, Gauge invariance and Mass
In this subsection, we go directly to the core of the problem, and discuss in more detail the case of open $`p`$-branes endowed with electric charge only, in order to illustrate in the simplest case the difference between the open case and the closed one. As we have just seen, the source current of an open $`p`$-brane is not divergenceโfree because there is a leakage of current through the boundary, and this breaks the gauge symmetry of the action
$$S[A,J]=\left[\frac{1}{2}F^{(p+2)}(A)F_{(p+2)}(A)+e_pA_{(p+1)}J^{(p+1)}\right].$$
(13)
As a matter of fact, we now have
$`\delta S[A,J]_{AA+d\mathrm{\Lambda }}`$ $`=`$ $`e_p{\displaystyle ๐\mathrm{\Lambda }_{(p)}J^{(p+1)}}`$ (14)
$`=`$ $`e_p{\displaystyle \mathrm{\Lambda }_{(p)}J^{(p+1)}}`$ (15)
$`=`$ $`e_p{\displaystyle \mathrm{\Lambda }_{(p)}j^{(p)}}0.`$ (16)
Furthermore, since the boundary of a $`p`$-brane is a worldโmanifold itself, it can also be described in terms of a current, say $`j^{(p),}`$ which takes into account by how much the source of the $`p`$-brane fails to be conserved. Mathematically, this means
$$j^{(p)}=J_\mathrm{e}^{(p+1)}.$$
However, we wish to show that the gauge invariance of the theory can be restored, along with the conservation law, by artificially โclosingโ the boundary of the pโbrane. The artifact that does the job, was discovered long ago by Stueckelberg in his attempt to construct a gauge invariant theory of a massive vector field. With hindsight, the Goldstone boson which is instrumental for the working of the Higgs mechanism, is nothing but a Stueckelberg compensating field that provides the longitudinal degree of freedom necessary to turn a gauge field into a massive vector field without losing gauge invariance. That old recipe is the template that we wish to use, โmutatis mutandisโ in the case of open pโbranes. Accordingly, we introduce a compensating antisymmetric tensor field coupled to the boundary of the extended object by modifying the action (13) as follows,
$`Z[\overline{N}_\mathrm{e}]`$ $`=`$ $`{\displaystyle \frac{1}{Z[\mathrm{\hspace{0.17em}0}]}}{\displaystyle [๐A][๐C]e^{S[A,C,J_\mathrm{e}]}}`$ (17)
$`S[A,C,\overline{N}_\mathrm{e}]`$ $`=`$ $`{\displaystyle }[{\displaystyle \frac{1}{2}}F_{(p+2)}(A)F^{(p+2)}(A)+`$ (18)
$`+`$ $`e_p(A_{(p+1)}dC_{(p)})J_\mathrm{e}^{(p+1)}+{\displaystyle \frac{\kappa }{2}}(A_{(p+1)}dC_{(p)})^2].`$ (19)
The above action is gauge invariant provided that the new field $`C`$ ( the Stรผckelberg compensating field), responds to the transformation of the gauge potential as follows,
$`\delta A_{(p+1)}=d\mathrm{\Lambda }_{(p)}`$ (20)
$`\delta C_{(p)}=\mathrm{\Lambda }_{(p)}.`$ (21)
We wish to demonstrate, now, that this new invariant action, can be rearranged to show how the additional interaction mediated by the Stรผckelberg field, can be traded off with a massive interaction among the $`p`$-brane elements. This can be seen as follows.
First, from the action (19) we derive the field equations by means of variations with respect to the two gauge potentials, $`A`$ and $`C`$, respectively:
$`F^{(p+2)}+\kappa \left(A^{(p+1)}dC^{(p)}\right)`$ $`=`$ $`e_pJ^{(p+1)}`$ (22)
$`\kappa \left(A^{(p+1)}dC^{(p)}\right)`$ $`=`$ $`e_pj^{(p)}.`$ (23)
Second, we solve the two equations above in terms of currents and propagators. To this end, it is useful to split $`A`$ and $`J`$ into the sum of a divergenceless (hatted) part, and a curlโfree (tilded) piece:
$`J^{(p+1)}=\widehat{J}^{(p+1)}+\stackrel{~}{J}^{(p+1)}`$ (24)
$`\widehat{J}^{(p+1)}=0,d\stackrel{~}{J}^{(p+1)}=0`$ (25)
$`J^{(p+1)}=j^{(p)}\stackrel{~}{J}^{(p+1)}=d{\displaystyle \frac{1}{\mathrm{}}}j^{(p)}`$ (26)
$`A^{(p+1)}=\widehat{A}^{(p+1)}+\stackrel{~}{A}^{(p+1)}`$ (27)
$`\widehat{A}^{(p+1)}=0,d\stackrel{~}{A}^{(p+1)}=0`$ (28)
$`F_{(p+2)}=d\widehat{A}_{(p+1)}\widehat{A}_{(p+1)}={\displaystyle \frac{1}{\mathrm{}}}F_{(p+2)}`$ (29)
Then, from Eq.(23) we obtain
$`\stackrel{~}{A}^{(p+1)}dC^{(p)}`$ $`=`$ $`{\displaystyle \frac{e_p}{\kappa }}d{\displaystyle \frac{1}{\mathrm{}}}j^{(p)}`$ (30)
while the Maxwell equation (22) can be written in terms of the field strength as
$$\left(\frac{\mathrm{}+\kappa }{\mathrm{}}F^{(p+2)}\right)=e_p\widehat{J}^{(p+1)}F^{(p+2)}=e_pd\frac{1}{\mathrm{}+\kappa }\widehat{J}^{(p+1)}$$
(31)
Third, we substitute the solutions into the action (19) and obtain,
$`S[J,j]`$ $`=`$ $`{\displaystyle \left[\frac{1}{2}F_{(p+2)}F^{(p+2)}\frac{\kappa }{2}F_{(p+2)}\frac{1}{\mathrm{}}F^{(p+2)}e_pF_{(p+2)}d\frac{1}{\mathrm{}}\widehat{J}^{(p+1)}\right]}`$ (32)
$`=`$ $`{\displaystyle \left[\frac{e_p^2}{2}\widehat{J}^{(p+1)}\frac{1}{\mathrm{}+\kappa }\widehat{J}^{(p+1)}+\frac{e_p^2}{2\kappa }j^{(p)}\frac{1}{\mathrm{}}j^{(p)}\right]}.`$ (33)
Thanks to the extended gauge invariance (21) introduced by the Stueckelberg compensator, the action (33) is written in terms of divergenceโfree currents. The first term in the last line of Eq.(33) represents a short range, bulk interaction mediated by a massive field. On the other hand, the last term in Eq.(33) describes a long range interaction confined to the boundary of the pโbrane. The above effects represent the physical output of the Stueckelberg Mechanism for electric $`p`$โbranes. To sum it up, one may trade the presence of the boundary, when concentrating on the gauge invariance properties of the theory, with an extra interaction mediated by the compensator field, and reinterpret it as the propagation of massive degrees of freedom on the $`p`$-dimensional extended object. With hindsight, one also recognizes the long range interaction term in Eq.(33) as the residual trace of the interaction mediated by the massless Stueckelberg field $`C_{(p)}`$. This reminds us of a โMeissnerโtype effectโ in which the compensator field is โ expelled โ form the bulk and trapped on the boundary of the extended object. It has been suggested that in the limiting case $`D=p+1`$, that โsecret long range forceโ can produce confinement in $`D=2`$, and glueball formation in $`D=4`$ . Accordingly, we expect similar effects in higher dimensions .
In order to investigate the strong coupling dynamics of this mechanism, we have to switch to the โ magnetic phase โ of the model (13). Indeed, from previous results in dual models, one might expect that a strong electric coupling regime can be equivalently described in terms of a dual weak magnetic coupling phase. Thus, in the next section, we turn our attention to the duality procedure that will enable us to switch from the electric to the magnetic phase.
## III Electric and Magnetic Branes
### A Extension of the Dirac Formalism
In this Section we are interested in objects carrying electric as well as magnetic charge. They are described by the following action, whose origin can be traced back to the original work by Dirac on magnetic monopoles:
$$S[A,G;J]=\left[\frac{1}{2}\left(F_{(p+2)}(A)G_{(p+2)}(x;n(\gamma ))\right)^2+e_pA_{(p+1)}J^{(p+1)}\right].$$
(34)
Let us consider first the closed case as a testing ground for the subsequent discussion of the open case. In the expression (34) we have explicitly separated the usual electromagnetic contribution to the field strength, $`F`$, from the magnetic field strength $`G`$, which is the singular part of the electromagnetic field due to the presence of magnetic charge ($`x=n(\gamma )`$ represents the parent $`(Dp3)`$-Diracโbrane). The electric field strength $`F=dA`$ originates as the exterior derivative of the electromagnetic gauge potential $`A`$, which in turn is coupled to the $`(p+1)`$-dimensional history of the extended object (an electric $`p`$-brane) through the source current $`J`$. Since this brane represents a closed object, its source current $`J`$ is conserved and the full action is gauge invariant under the transformation (12). Moreover, since $`dF=0`$, the Bianchi identities are satisfied, and $`F`$ (as given by $`A`$) cannot describe magnetic sources. If we insist in having magnetic charges in addition to the electric ones, it is precisely those Bianchi identities that must be invalidated: in fact, this is the role of the $`G`$ field, since the Bianchi identities that follow from the action (34) are not satisfied on $``$, i.e., the worldโhistory of the magnetic brane. Thus, to sum up the content of the action (34), we have a closed electric $`p`$-brane source, $`J`$, coupled to the tensor potential $`A`$ from which the $`F`$โ field originates, and a closed magnetic $`(Dp4)`$-Diracโbrane, with source current $`\overline{J}`$, responsible for the violation of the Bianchi identities for $`F`$. It may also be useful to say a few words about the dimensionality of the various components: the world manifold of a $`p`$-brane is $`(p+1)`$-dimensional, and its source current is a $`(p+1)`$-vector which couples to a $`(p+1)`$-form. Then the field is a $`(p+2)`$-form whose Hodge dual is a $`(Dp2)`$-form. The divergence of the dual field equals the magnetic current, which is thus a $`(Dp3)`$-vector associated with the worldโhistory of a $`(Dp4)`$-brane. Moreover, note that the magnetic brane, in Diracโs formulation, is the boundary of a parent brane, $`๐ฉ`$, and thus it is necessarily closed because the boundary of a manifold does not have a boundary. The full action (34) possesses two distinct gauge symmetries: one is the original gauge symmetry (12) which reflects the fact that the electric brane is closed, and under which $`G`$ is inert; in addition, there is a new magnetic gauge invariance under the combined transformations
$`G^{(p+2)}(x;๐ฐ)`$ $``$ $`G^{(p+2)}(x;๐ฑ)+g_{Dp4}d({}_{}{}^{}\mathrm{\Omega })^{(p+1)}(x;๐ช)`$ (35)
$`A^{(p+1)}`$ $``$ $`A^{(p+1)}+g_{Dp4}({}_{}{}^{}\mathrm{\Omega })^{(p+1)}(x;๐ช).`$ (36)
This new symmetry reflects the freedom in the choice of the parent Dirac brane. More precisely, following Diracโs formulation, the freedom in the choice of a parent brane can be interpreted in terms of the gauge transformation given above provided that the electric and magnetic charges satisfy the Dirac quantization condition
$$e_pg_{Dp4}=2\pi n,(\text{in units }\mathrm{}=c=1)$$
(37)
where, $`n=1,2,3,\mathrm{}`$. In the absence of the electric current, the action (34) is gauge invariant under (35) and (36). However, in the presence of the $`(AJ)`$-interaction term, the action $`S[A,G;J]`$ changes as follows
$$\delta _\mathrm{\Omega }S=(1)^{p(Dp)}e_pg_{Dp4}({}_{}{}^{}\mathrm{\Omega })_{(p+1)}(x;๐ช)J^{(p+1)}(x;E).$$
(38)
The target space integral of $`{}_{}{}^{}\mathrm{\Omega }J`$ is an integer equal to the number of times that the two branes intersect. Thus,
$$\delta _\mathrm{\Omega }S=(1)^{p(Dp)}e_pg_{Dp4}\times \text{integer number}.$$
(39)
If the Dirac quantization condition holds, then
$$\delta _\mathrm{\Omega }S=\pm 2\pi \times \text{integer number}.$$
(40)
Accordingly, the (Minkowskian) pathโintegral is unaffected by a phase shift $`SS\pm 2\pi n`$, and the gauge transformation (35), (36), has no physical consequences on the interacting system (34).
### B Duality Transformation for Open Electric and Magnetic Branes
Our specific purpose, now, is to extend the โdualizationโ procedure to a system of open $`p`$-branes coupled to higher rank gauge potentials. The purpose of this extension is to study how the dualization procedure, together with the formalism developed above, affects the mass generation mechanism that we have proposed in Section II.
We believe that the full impact of the dualization procedure cannot be appreciated without keeping in mind some mathematical properties of the new formalism that we are proposing in this paper. Thus, as a preliminary step, we recall the results of the dualization procedure for closed objects. This case is discussed in detail in subsection A 1 of Appendix A using the pathโintegral method. The essential technical point of that approach is that the partition function of a system described, for instance, by the action (34) can be written in terms of the gauge invariant variable $`F`$ in place of the gauge potential $`A`$. To see this, we note that in the kinetic term the gauge potential $`A`$ appears only through its field strength $`F(A)`$, while the interaction term can be written as a constraint $`NF(A)`$, after an integration by parts, where $`NJ`$ is an โelectric parent currentโ:
$$S_{\mathrm{INT}}=e_p\overline{N}^{(p+2)}F_{(p+2)}(A).$$
(41)
However, in switching to such a field strength formulation one must exercise some extra care if extended magnetic objects are present. In that case, the field strength is the sum of the curl $`dA`$ and a โsingular magnetic field strength โ $`G`$ :
$$F(A)\overline{F}=dAG$$
(42)
where $`G`$ is chosen in such a way that the magnetic brane current $`\overline{J}`$ enters as a source in the โBianchi Identitiesโ for $`\overline{F}`$:
$${}_{}{}^{}d\overline{F}=g\overline{J}.$$
(43)
The โnewโ Bianchi Identities (43) are encoded into the path integral through the following general relation:
$$[๐A]W[dA,J,\overline{J}]=[๐\overline{F}][๐n][๐\overline{n}]\delta \left[{}_{}{}^{}d\overline{F}g\overline{J}\right]\delta \left[NJ\right]\delta \left[\overline{N}\overline{J}\right]W[\overline{F},N,\overline{J}]$$
(44)
where, $`n(\xi )`$ and $`\overline{n}(\sigma )`$ are the embedding functions of the electric and magnetic parent branes respectively. Note that, for clarity, we have suppressed all the non essential labels in (44). Indices, coupling constants and numerical factors have been reinserted in (A7).
The net result of the computations described in Appendix A 1 is the following expression for the dual action of (34),
$`S[H,G,B,\overline{N},\overline{J}]=`$ $``$ $`{\displaystyle \left[dB^{(Dp3)}ฤฑ(1)^{D(p+1)}e_p({}_{}{}^{}\overline{N})^{(Dp2)}\right]^2}+`$ (45)
$``$ $`ฤฑ{\displaystyle \left[g_{Dp4}B_{(Dp3)}\overline{J}^{(Dp3)}e_p({}_{}{}^{}N)^{(p+2)}\overline{N}_{(p+2)}\right]}.`$ (46)
The first term in (46) is the kinetic term for the dual field strength. The regular part is the curl of the dual gauge potential, while the singular part is the dual of the electric brane current carrying the electric brane on its boundary. This term is the dual of the original kinetic term in (34).
The second term in (46) represents the coupling between the dual potential and the magnetic brane current. The strength of the coupling is represented by the magnetic charge $`g_{Dp4}`$. It is worth observing that the strength of this coupling is the inverse of the original electric coupling thanks to the Dirac quantization condition (40). Thus, an effect of the dualization procedure is to reverse the value of the coupling constant. Hence, a system of strongly coupled electric branes can be mapped into a system of weakly coupled magnetic branes and viceversa. In current parlance, this is an example of โSโdualityโ connecting the strongโweak coupling phases of a physical system .
Finally, the third term in (46) describes a contact interaction between โparentโ branes. This term raises a potential problem: as we have seen the Dirac brane is a โgauge artifactโ in the sense that its motion can be compensated by an appropriate gauge transformation. However, when the electric or magnetic brane coordinates are varied, extra contributions may enter the equation of motion leading to physical effects. In order to avoid this inconsistency we have to invoke the โDirac vetoโ, namely, the condition that the Dirac brane world surface should not intersect the world surface of any other charged object. With this condition, no extra contribution comes to the equation of motion. In this connection, we must emphasize that the physical object is the dual brane, coupled to the $`B`$-potential, and not the Dirac brane which still maintains its pure gauge status.
Finally, note that the dual current $`\overline{J}^{(Dp3)}`$ is divergenceless. Hence, it has support over the worldโmanifold of a closed $`(Dp4)`$-brane and acts as a conserved source in the r.h.s. of the $`B`$-field Maxwell equation
$$\left[dB^{(Dp3)}ฤฑ(1)^{p+1}e_p({}_{}{}^{}\overline{N})^{(Dp2)}\right]=ฤฑg_{Dp4}\overline{J}^{(Dp3)}.$$
(47)
In order to check the consistency of the above results, consider the two systems defined by equations (34) and (46) in a vacuum, i.e., when the sources $`J`$ and $`\overline{J}`$ are switched off. In this case, we have two sets of field equations and Bianchi identities. The first set is given by
$`F^{(p+2)}(A)`$ $`=`$ $`0,\text{Maxwell equations}`$ (48)
$`dF^{(p+2)}(A)`$ $`=`$ $`0,\text{Bianchi identities}`$ (49)
while the second set involves the $`B`$-field
$`dB^{(Dp3)}=0,\text{Maxwell equations}`$ (50)
$`ddB^{(Dp3)}=0,\text{Bianchi identities}.`$ (51)
Thus, we recover the familiar result that the (classical) โduality rotation
$$F^{(p+2)}={}_{}{}^{}dB^{(Dp3)}$$
(52)
exchanges the role of Maxwell equations and Bianchi identities:
$`A`$-Maxwell equations $``$ $`B`$-Bianchi identities (53)
$`B`$-Maxwell equations $``$ $`A`$-Bianchi identities (54)
Of course, the same relations hold true if we switch on both the electric and magnetic sources. In conclusion, by manipulating the pathโintegral representation of $`Z[J]`$ we have obtained the duality relation between relativistic extended objects of different dimensionality
$$\stackrel{~}{p}=Dp4,$$
(55)
and the code of correspondence between dual quantities can be summarized as follows
$`A^{(p+1)}`$ $``$ $`B^{(Dp3)}`$ (56)
Field equations (in vacuum) $``$ Bianchi identities (57)
$`J^{(p+1)}`$ $``$ $`(\overline{J})^{(Dp3)}`$ (58)
closed $`p`$-brane $``$ closed $`(Dp4)`$-brane (59)
$`Z[J]`$ $``$ $`Z[I].`$ (60)
For the convenience of the reader, a โdictionaryโ of the various fields and currents in our model is listed in Table II and Table III.
Finally, it seems worth observing that the dual action (46) is gauge invariant under โmagnetic gauge transformationsโ
$$\delta _{\stackrel{~}{\mathrm{\Lambda }}}B^{(Dp3)}=d\stackrel{~}{\mathrm{\Lambda }}^{(Dp4)}.$$
(61)
Accordingly, $`B`$ is a massless field which is a solution of the field equation (50).
## IV Magnetic Stueckelberg Mechanism
Given the formal apparatus outlined in the previous section, the discussion of Section II in which we applied the Stueckelberg mechanism to restore gauge invariance in a theory of open electric branes, can now be extended to the case in which there is also a magnetic charge present. In the latter case, we are dealing with the following objects:
$`(1)`$ an electric open $`p`$-brane, with an electric closed $`(p1)`$-boundary;
$`(2)`$ a magnetic open $`(Dp3)`$-brane, with a magnetic closed $`(Dp4)`$-boundary.
Therefore, the action for the full system is a natural generalization of the action (19):
$`S`$ $`=`$ $`{\displaystyle \left[\frac{1}{2}\left(F_{(p+2)}(A)G_{(p+2)}\right)^2+e_p\left(A_{(p+1)}dC_{(p)}\right)J_e^{(p+1)}\right]}+`$ (63)
$`+{\displaystyle \frac{\kappa }{2}}{\displaystyle \left(A^{(p+1)}dC^{(p)}\right)^2}`$
Once again, for the interested reader, the dualization procedure for this action is described in detail in Appendix A 2. Here, we merely report the final result for the dual action,
$`Z[\overline{N}_\mathrm{e},\overline{J}_\mathrm{g}]`$ $`=`$ $`{\displaystyle \frac{1}{Z[\mathrm{\hspace{0.17em}0},0]}}{\displaystyle [๐\overline{D}][๐I]e^{S[\overline{D},\overline{J}_\mathrm{g}]}}`$ (64)
$`S[D,B,\overline{N}_\mathrm{e},\overline{J}_\mathrm{g}]=`$ $``$ $`{\displaystyle \frac{1}{2\kappa }}{\displaystyle \left[dD^{(Dp2)}ฤฑ(1)^{D(p+1)(p+1)^2}e_p{}_{}{}^{}\overline{N}_{e}^{(Dp1)}\right]^2}+`$ (65)
$`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \left[D^{(Dp2)}+(1)^{Dp}dB^{(Dp3)}\right]^2}+`$ (66)
$``$ $`ฤฑ{\displaystyle \left[(1)^{Dp}N^{(Dp2)}D_{(Dp2)}+g_{Dp4}B_{(Dp3)}\overline{J}_\mathrm{g}^{(Dp3)}\right]}.`$ (67)
Taking a closer look at the dual amplitude (67), its most evident feature is the exchange of roles between compensator and gauge field with respect to the electric phase: presently, the dual Stueckelberg strength tensor $`D`$ takes on the role of gauge potential, while the dual gauge potential $`B`$ plays the role of compensator. Together, these fields implement the new gauge symmetry
$`\delta _\mathrm{\Lambda }D_{(Dp2)}=d\mathrm{\Lambda }_{(Dp3)}`$ (68)
$`\delta _\mathrm{\Lambda }B_{(Dp3)}=(1)^{Dp}\mathrm{\Lambda }_{(Dp3)}.`$ (69)
Solving the field equations in the dual phase one arrives at the effective action:
$`S[\widehat{N},\overline{J}_\mathrm{g},J_e]=`$ $``$ $`{\displaystyle \frac{\kappa }{2}}{\displaystyle \widehat{N}^{(Dp2)}\frac{1}{\mathrm{}+\kappa }\widehat{N}_{(Dp2)}}+`$ (70)
$`+`$ $`{\displaystyle \left[\frac{1}{2}g_{Dp4}^2\overline{J}_\mathrm{g}^{(Dp3)}\frac{1}{\mathrm{}}\overline{J}_{\mathrm{g}(Dp3)}+\frac{e_p^2}{2\kappa }j_\mathrm{e}^{(p)}\frac{1}{\mathrm{}}j_{\mathrm{e}(p)}\right]}`$ (71)
where the effect of the duality transformation becomes more transparent: the bulk interaction is short range while the boundary interaction is still long range. On the basis of this result, we observe the following pattern of duality relations
$`A_{(p+1)}D^{(Dp2)}`$ (72)
$`\stackrel{~}{J}^{(p+1)}\widehat{N}_{(Dp2)}`$ (73)
$`C_{(p)}B^{(Dp3)}`$ (74)
$`{\displaystyle \frac{e_p}{\sqrt{\kappa }}}j_\mathrm{e}^{(p)}g_{Dp4}\overline{J}_\mathrm{g}^{(Dp3)}`$ (75)
In words, the above correspondence tells us that the gauge potential $`A_{(p+1)}`$, which in the original phase is coupled to the electric $`p`$-brane current, transforms into $`D^{(Dp2)}`$ and interacts in a gauge invariant way with a $`Dp3`$-brane. The Stueckelberg mechanism induces a mass $`\sqrt{\kappa }`$ for $`A_{(p+1)}`$, and the same mass for $`D^{(Dp2)}`$. In other words, both the electric and magnetic gauge potentials are massive due to the mixing between different rank tensors. This is the Stueckelberg mechanism operating on higher order tensors rather than vectors and scalars.
In the original action (63), the gauge compensator is $`C_{(p)}`$, while in the dual action the Stueckelberg field is the dual gauge potential $`B^{(Dp3)}`$. Overall, the dynamics of the model removes the compensator field from the bulk spectrum, and confines it to the brane boundary where it mediates a long-range interaction.
Finally, in the dual phase the electric parent brane disappears as a physical object. Only $`\widehat{N}_{(Dp2)}`$ and $`\overline{J}_\mathrm{g}^{(Dp3)}`$ enter as conserved sources in the field equation. The only physical electric source is the divergence free current $`j_\mathrm{e}^{(p)}`$ providing boundary electric/magnetic duality symmetry. A similar phenomenon was discovered by Nambu to occur in the Dual String Model of Mesons . Nambu showed that the mesonic open string acquires physical reality when propagating in the nonโtrivial Higgs vacuum because of the interaction between the end points (magnetic monopoles) and the charge of the scalar field. On our part, we have considered higher dimensional open objects, and replaced the Higgs mechanism with the tensor mixing mechanism as the basic engine of mass production at the level of $`p`$-brane dynamics.
## V Discussion of Results, Concluding Remarks and Outlook
A central issue to be confronted by any theory involving relativistic extended objects is the search for an extension of the Higgs mechanism in order to account not only for the mass spectrum of ordinary matter in the form of elementary particles, but also for the existence of cosmic mass, such as dark matter. A second central issue in the theory of extended objects is to understand the role of โdualityโ in connecting seemingly different realizations of the underlying $`M`$โtheory. In this paper we have addressed both issues using the relatively familiar testing ground provided by the โelectrodynamics of pโbranesโ. The method of investigation that we have described in this paper, is an original elaboration of the approach introduced in references and, in order to study the strong coupling phase of the Higgs model, and its relation with the dual string model. Moreover, the derivation of Eq.(37) is an original extension of the method introduced in Ref. for pointlike charges and magnetic monopoles.
Our emphasis, throughout the paper, has been on the relationship between the dimensionality of electric and magnetic pโbranes with an eye on the physical effects associated with the presence of a boundary for open pโbranes. A compendium of our results is encoded in the dual action (67) and in Table\[V\] where we have listed the relevant properties of fields, currents and coupling constants for the open case. In this connection, we observe that the current $`K`$ has support on the world manifold of a $`(Dp2)`$-brane. Hence, in contrast to the case of closed $`p`$-branes, we conclude that the spatial dimensionality of dual open branes is given by
$$\stackrel{~}{p}=Dp3.$$
(76)
It seems worth elaborating slightly on the physical meaning of this formal relationship, since it reflects the central result of our discussion. Dual open objects in $`D=10`$ spacetime are listed in Table\[IV\].
That list is consistent with the results reported in Ref. through a different approach. By comparing Table IV with Table I, one sees at a glance that the pattern of dual objects in $`D=10`$ looks like the one for closed objects in $`D=11`$ supergravity. Far from being an accident, this similarity reflects the fact that a closed $`p`$-dimensional surface can always be considered as the boundary of an open $`(p+1)`$-dimensional volume. With hindsight, it is not surprising that the relation (76) can be obtained from (55) by replacing $`p`$ with $`p+1`$. However, the formal relationship (76) reflects a deeper physical phenomenon, namely, the generation of mass as a consequence of the presence of a physical boundary. To be sure, the origin of a mass term is independent of the dualization procedure. As we have shown in Section II, it can be traced back to the introduction of the Stueckelberg field which is necessary to compensate for the leakage of symmetry through the boundary of the $`p`$-brane. A precursor of this mechanism was discussed, in the prehistory of string theory, by Kalb and Ramond for an open string with a quarkโantiquark pair at the end points , and later extended to the case of an open membrane having a closed string as its boundary . Geometrically, the introduction of the compensating field is tantamount to โclosing the surfaceโ, thereby restoring gauge invariance, albeit in an extended form. The net result of the whole procedure is that the gauge field acquires a mass through the โmixingโ of different gauge potentials. While the origin of mass is strictly a boundary effect, and therefore independent of duality, it seems pertinent to ask how the mixing mechanism, i.e., the relationship between mass, Stueckelberg field and gauge potential is affected by the duality transformation. In order to answer this basic question, already raised in the Introduction, in Appendix A we have shown how to implement the duality procedure in two distinct steps: the duality transformation is first applied to the Stueckelberg sector of the model, and then to the remaining gauge part of the partially dualized action. The final output is a massive, gauge invariant theory for higher rank tensor fields and currents, written in terms of a dual gauge potential and a dual Stueckelberg field.
The main result of that laborious work is a pair of (semi) classical effective actions describing, in a gauge invariant way, the interaction among electric and magnetic branes both in the original, โelectricโ phase, and in the dual, โmagneticโ phase. In the two actions, bulk and boundary dynamics are clearly separated. While the bulk interaction is screened by the mass of the tensor gauge field, the boundary interaction is still long range. This is a somewhat unexpected result which we interpret as a manifestation of the following holographic principle: even when the Stueckelberg field is absorbed by the gauge potential ( in analogy to the Goldstone boson in the Higgs model), and therefore disappears as a physical excitation in the bulk of the brane, an imprint of the associated long range interaction is recorded on the boundary as a reminder that gauge invariance is rearranged, but not lost.
In conclusion, in view of the fact that the construction of a Higgs Model for $`p`$-branes is at best tentative, with no obvious way of spontaneously breaking gauge symmetry, at present the only gauge invariant way to provide a tensor gauge field with a mass term is through the Stueckelberg mechanism discussed above. The cosmological implications of this new conversion mechanism that transforms the vacuum energy โstoredโ by a massless tensor gauge potential into massive particles, will be discussed in a forthcoming publication.
## VI Note Added
After this paper was accepted for publication we have been made aware of some related articles where p-brane electric/magentic duality and Stueckelberg/Higgs mechanism was addressed in a similar form
## A Interacting, closed electric and magnetic branes
### 1 Closed Branes
The precise meaning of the term โdualityโ is implicitly assigned by the procedure employed in this subsection. It can be summarized thus:
$`(1)`$ to exchange the gauge potential $`A`$ in favor of the field strength $`F`$, by introducing the Bianchi identities as a constraint in the pathโintegral measure;
$`(2)`$ to introduce a โdualโ gauge potential $`B`$ as the โFourier conjugateโ field to the Bianchi identities;
$`(3)`$ to integrate out $`F`$, and identify the dual current as the object linearly coupled to $`B`$.
Step(1). In order to write the currentโpotential interaction in terms of $`F`$, we note that, since $`J`$ has vanishing divergence, it is a boundary current and can be written as the divergence of a โparentโ electric current. In other words, there exists a $`(p+2)`$-rank current $`\overline{N}^{\mu _1\mathrm{}\mu _{p+2}}(x;\overline{n})`$ such that
$`\overline{N}^{\mu _1\mathrm{}\mu _{p+2}}(x;\overline{n})={\displaystyle _{\overline{\mathrm{\Gamma }}}}d^{p+2}\overline{\gamma }๐\overline{n}^{\mu _1}\mathrm{}d\overline{n}^{\mu _{p+2}}\delta ^{D)}\left[x\overline{n}\left(\overline{\gamma }\right)\right]`$ (A1)
$`_{\mu _1}\overline{N}^{\mu _1\mu _2\mathrm{}\mu _{p+2}}=J^{\mu _2\mathrm{}\mu _{p+2}}.`$ (A2)
To understand the role of these currents, it is useful to recall once again Diracโs construction in which a particle antiโparticle pair can be interpreted as the boundary of an โelectric stringโ connecting them . In our case, which involves higher dimensions, the analogue of a particle antiโparticle pair is a closed $`p`$-brane which we interpret as the boundary of an open, $`(p+1)`$-dimensional, parent brane. From this vantage point, the interaction term in the action can be written as follows
$$S_{\mathrm{INT}}=\frac{e_p}{(p+2)!}\overline{N}^{(p+2)}F_{(p+2)}(A).$$
(A3)
Incidentally, note that one may employ the same procedure directly in the expression for the โnonโmagneticโ action (34), and write it only in terms of the field strength $`F`$ as follows
$`S[A,G,\overline{N}]={\displaystyle \left[\frac{1}{2}\overline{F}^{(p+2)}\overline{F}_{(p+2)}+e_p\overline{N}^{(p+2)}\left(\overline{F}_{(p+2)}+G_{(p+2)}\right)\right]}.`$ (A4)
$`\overline{F}_{(p+2)}(A)F_{(p+2)}(A)G_{(p+2)}`$ (A5)
Proceeding with the dualization procedure, we further note that since the interaction term in the action (34) is written in the form (41,) one may also use $`\overline{F}`$ as integration variable in the functional integral. One can do that, i.e., treat $`\overline{F}`$ as an independent variable, by imposing the Bianchi identities as a constraint. The relationship between $`\overline{N}`$ and $`J`$ must also be encoded in the pathโintegral . This can be achieved by performing an integration over the parent brane coordinates $`\overline{N}=\overline{N}^\mu \left(\overline{\gamma }^i\right)`$, which are constrained to satisfy equation (A2). These steps are implemented by inserting the following (functional) equivalence relation into the pathโintegral
$`{\displaystyle [๐A]}`$ $`W[dA,G,J,\overline{J}]={\displaystyle }[๐\overline{F}][๐n][๐\overline{n}]\delta [d{}_{}{}^{}\overline{F}_{(p+2)}^{}g_{Dp4}\overline{J}^{(Dp3)}]\times `$ (A6)
$`\times `$ $`\delta \left[N^{(Dp2)}g_{Dp4}\overline{J}^{(Dp3)}\right]\delta \left[\overline{N}^{(p+2)}J^{(p+2)}\right]W[\overline{F},N,\overline{N}].`$ (A7)
The first Dirac deltaโdistribution takes into account the presence of the magnetic brane as the singular surface where the Bianchi identities are violated. The second and third delta functions encode the relationship between the boundary currents $`J`$, $`\overline{J}`$ and their respective bulk counterparts $`\overline{N}`$ and $`N`$. It may be worth emphasizing that the electric and magnetic parent branes enter the pathโintegral as โdummy variablesโ to be summed over. In other words, the physical sources are the boundary currents $`J`$ and $`\overline{J}`$ alone. After performing the above operations, the generating functional, written in terms of the total electricโmagnetic field strength $`\overline{F}`$, takes the form
$`Z[J,\overline{J}]`$ $`=`$ $`{\displaystyle \frac{1}{Z[\mathrm{\hspace{0.17em}0}]}}{\displaystyle }[๐\overline{F}][๐N][๐\overline{N}]\delta [{}_{}{}^{}d\overline{F}^{(p+2)}\overline{J}^{(Dp3)}]\times `$ (A9)
$`\times \delta \left[\overline{N}^{(p+2)}J^{(p+2)}\right]\delta \left[N^{(Dp2)}g_{Dp4}\overline{J}^{(Dp2)}\right]e^{S[\overline{F},G,\overline{N}]}`$
Step(2). The โBianchi identities Dirac deltaโdistributionโ can be Fourier transformed by means of the functional representation
$$\delta \left({}_{}{}^{}d\overline{F}^{(p+2)}g_{Dp4}\overline{J}^{(Dp3)}\right)=[๐B]\mathrm{exp}\left(ฤฑL(B,\overline{F},\overline{J})\right),$$
(A10)
where
$$L(B,\overline{F},\overline{J})=B_{(Dp3)}\left[{}_{}{}^{}d\overline{F}^{(p+2)}g_{Dp4}\overline{J}^{(p+3)}\right].$$
(A11)
The net result is a โfield strength formulationโ of the model (A9, 34) in terms of a dynamical field $`F`$, and a Lagrange multiplier $`B`$:
$`Z[J,\overline{J}]`$ $`=`$ $`{\displaystyle \frac{1}{Z[\mathrm{\hspace{0.17em}0}]}}{\displaystyle }[๐N][๐\overline{N}][๐\overline{F}][๐B]\delta [N^{(Dp2)}g_{Dp4}\overline{J}^{(Dp3)}]\times `$ (A13)
$`\times \delta \left[\overline{N}^{(p+2)}J^{(p+2)}\right]e^{S[\overline{F},G,B,\overline{N}]},`$
where
$`S[\overline{F},G,B,\overline{N},\overline{J}]=`$ $``$ $`{\displaystyle }[{\displaystyle \frac{1}{2}}\overline{F}^{(p+2)}\overline{F}_{(p+2)}+e_p(\overline{F}_{(p+2)}+G_{(p+2)})\overline{N}^{(p+2)}+`$ (A14)
$``$ $`ฤฑ(1)^{D(p+1)}{}_{}{}^{}H_{}^{(p+2)}(B)\overline{F}_{(p+2)}ฤฑg_{Dp4}B_{(Dp3)}\overline{J}^{(Dp3)}]`$ (A15)
and $`{}_{}{}^{}H`$ represents the dual field strength
$$H_{(Dp2)}(B)dB_{(Dp3)}.$$
(A16)
Step(3). Finally, we are ready to switch to the dual description of the model by integrating away the field strength $`\overline{F}`$. Since the pathโintegral is Gaussian in $`\overline{F}`$, the integration can be carried out in a closed form:
$$Z[J,\overline{J}]=\frac{1}{Z[\mathrm{\hspace{0.17em}0}]}[๐N][๐\overline{N}][๐B]\delta \left[Ng_{Dp4}\overline{J}\right]\delta \left[\overline{N}J\right]e^{S[G,B,\overline{N},\overline{J}]}$$
(A17)
$`S[G,B,\overline{N},\overline{J}]=`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle \left[i(1)^{D(p+1)}({}_{}{}^{}H)^{(p+2)}+e_p\overline{N}^{(p+2)}\right]^2}+`$ (A18)
$``$ $`{\displaystyle \left[e_pG_{(p+2)}\overline{N}^{(p+2)}+ig_{Dp4}B_{(Dp3)}\overline{J}^{(Dp3)}\right]}`$ (A19)
$`=`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle }[dB_{(Dp3)}ฤฑ(1)^{D(p+1)}e_p{}_{}{}^{}(\overline{N}^{(p+2)})]^2+`$ (A20)
$`+`$ $`ฤฑ{\displaystyle \left[g_{Dp4}B_{(p+3)}\overline{J}^{(p+3)}+e_p({}_{}{}^{}N)^{(p+2)}\overline{N}_{(p+2)}\right]}.`$ (A21)
### 2 Open Branes
Equipped with the formalism developed in the previous subsection, we now wish to consider the extension of the pathโintegral method to the case of open $`p`$-branes. As emphasized throughout the paper, the main difference stems from the fact that a gauge invariant action for an open $`p`$-brane requires the introduction of new gauge fields to compensate for the gauge symmetry โleakageโ through the boundary . Thus, we replace the system (13) with the following one,
$`Z[\overline{N}_\mathrm{e}]`$ $`=`$ $`{\displaystyle \frac{1}{Z[\mathrm{\hspace{0.17em}0}]}}{\displaystyle [๐A][๐C]e^{S[A,C,J_\mathrm{e}]}}`$ (A22)
$`S[A,C,\overline{N}_\mathrm{e}]`$ $`=`$ $`{\displaystyle }[{\displaystyle \frac{1}{2}}\overline{F}^{(p+2)}\overline{F}_{(p+2)}+e_p(A_{(p+1)}dC_{(p)})\overline{N}_\mathrm{e}^{(p+1)}+`$ (A24)
$`\kappa (dC_{(p)}A_{(p+1)})^2].`$
where $`C^{(p)}`$ has canonical dimensions $`L^{2D/2}`$, and $`\kappa `$ is a constant introduced for dimensional reasons.
In this case, the divergence of the $`p`$-brane current is no longer vanishing, but equals the current $`J_\mathrm{e}^{(p)}`$ associated with the free boundary of the worldโmanifold. In other words,
$$\overline{N}_\mathrm{e}^{(p+1)}=J_\mathrm{e}^{(p)}.$$
(A25)
However, the action (19) is still invariant under the extended gauge transformation:
$`\delta _\mathrm{\Lambda }A_{(p+1)}`$ $`=`$ $`d\mathrm{\Lambda }_{(p)}`$ (A26)
$`\delta _\mathrm{\Lambda }C_{(p)}`$ $`=`$ $`\mathrm{\Lambda }_{(p)}.`$ (A27)
Indeed, the role of the $`C_{(p)}`$-field, which is a Stรผckelberg compensating field, is to restore the gauge invariance broken by the boundary of the $`p`$-brane. Perhaps itโs worth emphasizing that $`S[A,C,\overline{N}_\mathrm{e}]`$ depends on $`C_{(p)}`$ only through its covariant curl $`dC_{(p)}\mathrm{\Theta }_{(p+1)}`$, which is not gauge invariant, but transforms as follows
$$\delta _\mathrm{\Lambda }\mathrm{\Theta }_{(p+1)}=d\mathrm{\Lambda }_{(p)}.$$
(A28)
The advantage of the pathโintegral method for constructing the dual action becomes evident at this point, since we can eliminate the Stueckelberg potential $`C_{(p)}`$ in favor of its curl $`\mathrm{\Theta }_{(p+1)}`$ by introducing the dual Stueckelberg potential $`D^{(Dp2)}(x)`$ as we did in equation (A10)
$`\delta \left[{}_{}{}^{}d\mathrm{\Theta }_{(p+1)}\right]`$ $`=`$ $`{\displaystyle [๐D]e^{ฤฑS[D,\mathrm{\Theta }]}}`$ (A29)
$`S[D,\mathrm{\Theta }]`$ $`=`$ $`{\displaystyle D^{(p+2)}\left({}_{}{}^{}d\mathrm{\Theta }_{(p+1)}\right)}`$ (A30)
$`=`$ $`(1)^{Dp}{\displaystyle \mathrm{\Theta }^{(p+1)}\left({}_{}{}^{}K(D)\right)_{(p+1)}}`$ (A31)
$`\left({}_{}{}^{}K(D)\right)_{(p+1)}`$ $`=`$ $`\left({}_{}{}^{}dD_{Dp2}\right).`$ (A32)
The resulting vacuum amplitude is
$$Z[\overline{N}_\mathrm{e}]=\frac{1}{Z[\mathrm{\hspace{0.17em}0}]}[๐A][๐D][๐I]e^{S[A,D,\mathrm{\Theta },\overline{N}_\mathrm{e}]},$$
(A33)
where
$`S[A,D,\mathrm{\Theta },\overline{N}_\mathrm{e}]`$ $`=`$ $`{\displaystyle }[{\displaystyle \frac{1}{2}}\overline{F}_{(p+2)}\overline{F}^{(p+2)}+e_p(A_{(p+1)}\mathrm{\Theta }_{(p+1)})\overline{N}_\mathrm{e}^{(p+1)}+`$ (A34)
$`+`$ $`{\displaystyle \frac{\kappa }{2}}(\mathrm{\Theta }_{(p+1)}A_{(p+1)})^2+ฤฑ(1)^{Dp}\mathrm{\Theta }^{(p+1)}\left({}_{}{}^{}K(D)\right)_{(p+1)}]`$ (A35)
represents the โStueckelberg Dual Actionโ, in the sense that the dualization procedure was applied to the field $`C_{(p)}`$ only.
Translational invariance of the functional integration measure enables us to shift the $`I`$-field and introduce the gauge invariant field strength $`\overline{\mathrm{\Theta }}`$
$$\overline{\mathrm{\Theta }}^{(p+1)}\mathrm{\Theta }^{(p+1)}A^{(p+1)}$$
(A36)
as a new integration variable instead of $`\mathrm{\Theta }`$.
Once $`\overline{\mathrm{\Theta }}`$ is integrated out, we find
$$Z[\overline{N}_\mathrm{e}]=\frac{1}{Z[\mathrm{\hspace{0.17em}0}]}[๐A][๐D]e^{S[A,D,\overline{N}_\mathrm{e}]}$$
(A37)
with
$`S[A,D,\overline{N}_\mathrm{e}]`$ $`=`$ $`{\displaystyle }[{\displaystyle \frac{1}{2}}\overline{F}^{(p+2)}\overline{F}_{(p+2)}+ฤฑ(1)^{p(Dp)}({}_{}{}^{}D)^{(p+2)}(\overline{F}_{(p+2)}+G_{(p+2)})+`$ (A39)
$`+{\displaystyle \frac{1}{2\kappa }}(e_p\overline{N}_\mathrm{e}^{(p+1)}ฤฑ(1)^{Dp}({}_{}{}^{}K)^{(p+1)})^2].`$
By recognizing that the first line in equation (A39) is the same as (A4), once $`{}_{}{}^{}D`$ is identified with $`\overline{N}`$, i.e.,
$$e_p\overline{N}_\mathrm{e}^{(p+2)}ฤฑ(1)^{(Dp)p}{}_{}{}^{}(D_{(Dp2)}),$$
(A40)
we can write the โComplete Dual Actionโ without repeating all the previous calculations:
$`Z[\overline{N}_\mathrm{e},J_\mathrm{g}]`$ $`=`$ $`{\displaystyle \frac{1}{Z[\mathrm{\hspace{0.17em}0},0]}}{\displaystyle [๐B][๐D][๐w]\delta \left[\overline{N}^{Dp2}g\overline{J}^{Dp3}\right]e^{S[B,D,\overline{N}_\mathrm{e}]}}`$ (A41)
$`S[G,B,\overline{N}_\mathrm{e},\overline{J}_\mathrm{g}]`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa }}{\displaystyle \left[dD^{(Dp2)}+ฤฑ(1)^{D(p+1)^2}e_p({}_{}{}^{}\overline{N}_{e}^{})^{(Dp1)}\right]^2}+`$ (A42)
$``$ $`{\displaystyle \frac{1}{2}}{\displaystyle \left[D^{(Dp2)}(1)^{Dp}dB^{(Dp3)}\right]^2}+`$ (A43)
$``$ $`ฤฑ{\displaystyle \left[(1)^{Dp}N^{(Dp2)}D_{(Dp2)}+g_{Dp4}B_{(Dp3)}\overline{J}_\mathrm{g}^{(Dp3)}\right]}.`$ (A44)
ยฟFrom the dual action (A44) one gets the field equations
$`\left[D^{(Dp2)}(1)^{Dp}dB^{(Dp1)}\right]=ฤฑ(1)^{Dp}g_{Dp4}\overline{J}_\mathrm{g}^{(Dp3)}`$ (A46)
$`\left[dD^{(Dp2)}+ฤฑ(1)^{D(p+1)^2}e_p({}_{}{}^{}\overline{N}_{e}^{})^{(Dp1)}\right]+\kappa D^{(Dp2)}=ฤฑ\kappa (1)^{Dp}N^{(Dp2)}`$ (A47)
Solving equation (A46), one finds
$`D^{(Dp2)}(1)^{Dp}dB^{(Dp1)}=\widehat{D}^{(Dp2)}ฤฑ(1)^{Dp}g_{Dp4}d{\displaystyle \frac{1}{\mathrm{}}}\overline{J}_\mathrm{g}^{(Dp3)}`$ (A48)
$`\widehat{D}^{(Dp2)}=0.`$ (A49)
After decomposing the magnetic parent current as follows
$$N^{(Dp2)}=\widehat{N}^{(Dp2)}+g_{Dp4}d\frac{1}{\mathrm{}}\overline{J}_\mathrm{g}^{(Dp3)},\widehat{N}^{(Dp2)}=0$$
(A50)
equation (A47) becomes
$$d\widehat{D}^{(Dp2)}+\kappa \widehat{D}^{(Dp2)}=ฤฑ\kappa (1)^{Dp}\widehat{N}^{(Dp2)}$$
(A51)
and gives for $`\widehat{D}^{(Dp2)}`$ the following solution
$`\widehat{D}^{(Dp2)}=ฤฑ\kappa (1)^{Dp}{\displaystyle \frac{1}{\mathrm{}+\kappa }}\widehat{N}^{(Dp2)}`$ (A52)
$`d\widehat{D}^{(Dp2)}=ฤฑ\kappa (1)^{Dp}d{\displaystyle \frac{1}{\mathrm{}+\kappa }}\widehat{N}^{(Dp2)}.`$ (A53)
When (A51), (A52) are inserted back into (A44) we find the following expression
$`S[\widehat{N},\overline{J}_\mathrm{g},J_e]=`$ $``$ $`{\displaystyle \frac{\kappa }{2}}{\displaystyle \widehat{N}^{(Dp2)}\frac{1}{\mathrm{}+\kappa }\widehat{N}_{(Dp2)}}+`$ (A54)
$`+`$ $`{\displaystyle \left[\frac{g_{Dp4}^2}{2}\overline{J}_\mathrm{g}^{(Dp3)}\frac{1}{\mathrm{}}\overline{J}_{\mathrm{g}(Dp3)}+\frac{e_p^2}{2\kappa }j_\mathrm{e}^{(p)}\frac{1}{\mathrm{}}j_{\mathrm{e}(p)}\right]}`$ (A55)
in which the short-range bulk interaction and the long range boundary interaction are clearly displayed.
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# Heat asymptotics with spectral boundary conditions
## 1. Introduction
Let $`M`$ be a compact Riemannian manifold of dimension $`m3`$ with smooth boundary $`M`$. Let $`E_i`$ be unitary bundles over $`M`$ and let
(1)
$$P:C^{\mathrm{}}(E_1)C^{\mathrm{}}(E_2)$$
where $`P`$ is first order partial differential operator. Let $`P^{}`$ be the formal adjoint of $`P`$. We say display (1) is an elliptic complex of Dirac type if the associated second order operators
$$D_1:=P^{}P\text{ and }D_2:=PP^{}$$
on $`C^{\mathrm{}}(E_1)`$ and on $`C^{\mathrm{}}(E_2)`$ are of Laplace type \- i.e. if these operators have scalar leading symbol given by the metric tensor. If $`E_1=E_2`$ and if $`P=P^{}`$, then $`P`$ is said to be an operator of Dirac type; it is convenient, however, to work in this slightly more general context.
We impose spectral boundary conditions; these were first introduced by Atiyah, Patodi, and Singer in their study of the index theorem for manifolds with boundary. Let $`\gamma `$ be the leading symbol of the operator $`P`$. Then $`\gamma +\gamma ^{}`$ defines a unitary Clifford module structure on $`E_1E_2`$. We choose a unitary connection $`=_1_2`$ on $`E_1E_2`$ so that
(2)
$$(\gamma +\gamma ^{})=0\text{ and }(s,\stackrel{~}{s})+(s,\stackrel{~}{s})=d(s,\stackrel{~}{s});$$
such a connection always exists and is said to be a compatible unitary connection. We note that equation (2) does not determine $``$ uniquely; there are many compatible unitary connections.
Use the inward geodesic flow to identify a neighborhood of the boundary with the collar $`M\times [0,ฯต)`$ for some $`ฯต>0`$; if $`yM`$, then the curves $`y(t)=(y,t)`$ are unit speed geodesics perpendicular to the boundary. If $`y=(y^1,\mathrm{},y^{m1})`$ are local coordinates on $`M`$, let $`x=(y,x^m)`$ be local coordinates on the collar where $`x^m`$ is the geodesic distance to the boundary. Let $`_\mu :=\frac{}{x^\mu }`$; $`_m`$ is the inward geodesic normal vector field on the collar. Let $`_\mu `$ be covariant differentiation with respect to $`_\mu `$. We may decompose
$$P=\underset{1\mu m}{}\gamma ^\mu _\mu +\psi $$
where $`\psi `$ is a $`0^{th}`$ order operator. Since we do not assume that the structures are product near the boundary, the connection $`1`$ form of $``$, the leading symbol $`\gamma `$, and the endomorphism $`\psi `$ can depend on the normal variable. Relative to a local frame on the collar which is parallel along the normal geodesic rays which are perpendicular to the boundary, we have $`_m=_m`$. We set $`x^m=0`$ to define a tangential operator
$$B_0(y):=\gamma ^m(y,0)^1\left(\underset{\alpha <m}{}\gamma ^\alpha (y,0)_\alpha +\psi (y,0)\right)\text{ on }C^{\mathrm{}}\left(E_1|_M\right).$$
Let $`\mathrm{\Theta }`$ be an auxiliary self-adjoint endomorphism of $`E_1|_M`$. Let
$$A:=\frac{1}{2}\left(B_0+B_0^{}\right)+\mathrm{\Theta }\text{ on }C^{\mathrm{}}\left(E_1|_M\right).$$
Here, the adjoint of $`B_0`$ is taken with respect to the structures on the boundary. The operator $`A`$ is a self-adjoint operator of Dirac type on $`C^{\mathrm{}}(E_1|_M)`$. Let the boundary operator $``$, which we will use to define the boundary conditions for the operator $`P`$, be orthogonal projection on the span of the eigenspaces for the non-negative spectrum of $`A`$. Denote the realization of $`P`$ and the associated self-adjoint operator of Laplace type by
$$P_{}\text{ and }D_{1,}:=(P_{})^{}P_{}.$$
Let $`FC^{\mathrm{}}(E_1)`$ be an auxiliary function we use to localize the problem; $`F`$ is called the smearing function. Results of Grubb and Seeley show that there is an asymptotic series as $`t0`$ of the form:
(3)
$$\mathrm{Tr}_{L^2}(Fe^{tD_{1,}})\underset{0km1}{}a_k(F,D_1,)t^{(km)/2}+O(t^{1/8}).$$
(There is a complete asymptotic series with log terms, but we shall not need this fact as we shall only be interested in the first few terms in the series).
The coefficients $`a_k`$ in equation (3) are locally computable. We shall determine $`a_0`$, $`a_1`$, and $`a_2`$ in this paper. Our purpose is at least partly expository, so we will present several different techniques which yield information about these asymptotic coefficients.
We adopt the following notational conventions. Roman indices $`i`$ and $`j`$ will range from $`1`$ to $`m`$ and index a local orthonormal frame for $`TM`$; Greek indices will index a local coordinate frame. Near the boundary, we choose the frame so that $`e_m`$ is the inward unit geodesic normal vector; we let indices $`a`$ and $`b`$ range from $`1`$ through $`m1`$ and index the corresponding frame for the tangent bundle of the boundary. We adopt the Einstein convention and sum over repeated indices. We let โ;โ denote multiple covariant differentiation of the tensors involved. Decompose
$$D_1=(g^{\mu \nu }_\mu _\nu +a^\mu _\mu +b).$$
Let $`\mathrm{\Gamma }`$ be the Christoffel symbols of the Levi-Civita connection on $`M`$. There is a canonical connection $`{}_{}{}^{D}`$ on the bundle $`E_1`$ and there is a canonical endomorphism $`E`$ of the bundle $`E_1`$ so that
$$D_1=\{\mathrm{Tr}({}_{}{}^{D}_{}^{2})+E\};$$
we refer to for details. If $`E_1=E_2`$ and if $`P=P^{}`$, then $`{}_{}{}^{D}`$ is a unitary connection; however $`{}_{}{}^{D}\gamma `$ need not vanish in general so $`{}_{}{}^{D}`$ is not in general a compatible connection. Let $`\omega `$ be the connection $`1`$ form of $`{}_{}{}^{D}`$. We have
$`\omega _\delta :={\displaystyle \frac{1}{2}}g_{\nu \delta }(a^\nu +g^{\mu \sigma }\mathrm{\Gamma }_{\mu \sigma }{}_{}{}^{\nu })\text{ and}`$
(4) $`E:=bg^{\nu \mu }(_\nu \omega _\mu +\omega _\nu \omega _\mu \omega _\sigma \mathrm{\Gamma }_{\nu \mu }{}_{}{}^{\sigma }).`$
Decompose $`P=\gamma _i_i+\psi `$ and let $`\widehat{\psi }:=\gamma _m^1\psi `$. Let $``$ be the scalar curvature of the metric on $`M`$. The main result of this paper is the following:
###### Theorem 1.1.
We have
1. $`a_0(F,D_1,)=(4\pi )^{m/2}_M\mathrm{Tr}(F)`$.
2. $`a_1(F,D_1,)=\frac{1}{4}\left[\frac{\mathrm{\Gamma }(\frac{m}{2})}{\mathrm{\Gamma }(\frac{1}{2})\mathrm{\Gamma }(\frac{m+1}{2})}1\right](4\pi )^{(m1)/2}_M\mathrm{Tr}(F)`$.
3. $`a_2(F,D_1,)=(4\pi )^{m/2}_M\frac{1}{6}\mathrm{Tr}\left\{F(+6E)\right\}`$
$`+(4\pi )^{m/2}_M\mathrm{Tr}\{\frac{1}{2}[\widehat{\psi }+\widehat{\psi }^{}]F+\frac{1}{3}[1\frac{3\mathrm{\Gamma }(\frac{1}{2})\mathrm{\Gamma }(\frac{m}{2})}{4\mathrm{\Gamma }(\frac{m+1}{2})}]L_{aa}F`$
$`\frac{m1}{2(m2)}[1\frac{\mathrm{\Gamma }(\frac{1}{2})\mathrm{\Gamma }(\frac{m}{2})}{2\mathrm{\Gamma }(\frac{m+1}{2})}]F_{;m}\}.`$
If $`k<m`$, then there exist locally computable invariants $`a_k^M`$ and $`a_k^M`$ so that
$`a_k(F,D_1,)`$ $`=`$ $`(4\pi )^{m/2}{\displaystyle _M}\mathrm{Tr}(a_k^M(F,D_1,x))`$
$`+(4\pi )^{m/2}{\displaystyle _M}\mathrm{Tr}(a_k^M(F,D_1,,y)).`$
We have included a normalizing factor of $`(4\pi )^{m/2}`$ to simplify the formulas for the local invariants $`a_k^M`$ and $`a_k^M`$. We use dimensional analysis to see that the invariants $`a_k^M`$ are homogeneous of weight $`k`$ and the invariants $`a_k^M`$ are homogeneous of weight $`k1`$ in the jets of the symbols of $`P`$ and $`P^{}`$. The invariants $`a_{2j+1}^M`$ vanish. We use Theorem 4.1.6 to see that:
(5)
$$a_0^M(F,D_1,x)=\mathrm{Tr}\{F\}\text{ and }a_2^M(F,D_1,x)=\mathrm{Tr}\{F(\frac{1}{6}+E)\}.$$
The bundles $`E_1`$ and $`E_2`$ are distinct; we must use $`\gamma _m`$ to identify $`E_1`$ and $`E_2`$ near the boundary. This observation reduces the number of invariants which are homogeneous of weight 1; for example, $`\mathrm{Tr}(\psi )`$ is not invariantly defined. There are universal constants so that
$`a_1^M(F,D_1,)=b_1(m)\mathrm{Tr}(F)`$
$`a_2^M(F,D_1,,y)=c_0(m)F(\widehat{\psi }+\widehat{\psi }^{})+c_1(m)F(\widehat{\psi }\widehat{\psi }^{})`$
$`+c_2(m)F\mathrm{\Theta }+c_3(m)FL_{aa}+c_4(m)F_{;m}.`$
In contrast to the situation when the boundary operator $``$ is local, the constants exhibit non-trivial dependence upon the dimension.
We will use three different methodologies to compute the unknown coefficients. In Section 2, we use results of Grubb and Seeley for structures that are product near the boundary to compute the constants $`b_1(m)`$ and $`c_0(m)`$; see Lemma 2.1 for details. In Section 3, we use functorial properties of these invariants to determine the coefficients $`c_0(m)`$, $`c_1(m)`$, and $`c_2(m)`$; see Lemma 3.1 for details. In Section 4, we use computations on the ball to determine the coefficients $`b_1(m)`$, $`c_3(m)`$, and $`c_4(m)`$; see Lemma 4.1 for details. As a check on our methods, we give two different derivations of the relation
(6)
$$(m2)c_4(m)+(m1)c_3(m)=\frac{m1}{6}$$
in Sections 3 and 4. Our purpose in this paper is partly pedagogical; we wish to illustrate different methodologies which can be used to study these invariants.
## 2. Product Formulas
We use results of Grubb and Seeley to show:
###### Lemma 2.1.
1. We have $`b_1(m)=\frac{1}{4}\left[\frac{\mathrm{\Gamma }(\frac{m}{2})}{\mathrm{\Gamma }(\frac{1}{2})\mathrm{\Gamma }(\frac{m+1}{2})}1\right](4\pi )^{(m1)/2}`$.
2. We have $`c_0(m)=\frac{1}{2}`$.
Proof of Lemma 2.1: Suppose that $`P=\gamma _m(_m+B)`$ where $`B`$ is a self-adjoint tangential operator of Dirac type with coefficients which are independent of the normal variable; we take $`\mathrm{\Theta }=0`$ so $`A=B`$. In this setting, we say the structures are product near the boundary. Let $`\stackrel{~}{D}_1`$ be the associated operator of Laplace type on the double. We ignore the effect of the $`0`$ spectrum and define:
$`\eta (s,B):=\mathrm{Tr}_{L^2}(B(B^2)^{s1}),`$ $`\zeta (2s,B):=\mathrm{Tr}_{L^2}((B^2)^s)`$
$`\zeta (s,\stackrel{~}{D}_1):=\mathrm{Tr}_{L^2}(\stackrel{~}{D}_1^s),`$ $`\zeta (s,D_1):=\mathrm{Tr}_{L^2}(D_1^s).`$
We refer to Theorem 2.1 for the proof that:
$`\mathrm{\Gamma }(s)\zeta (s,D_1)=R(s)+\mathrm{\Gamma }(s)\{{\displaystyle \frac{1}{2}}\zeta (s,\stackrel{~}{D}_1)+{\displaystyle \frac{1}{4}}({\displaystyle \frac{\mathrm{\Gamma }(s+\frac{1}{2})}{\mathrm{\Gamma }(\frac{1}{2})\mathrm{\Gamma }(s+1)}}1)\zeta (s,B^2)`$
(7) $`{\displaystyle \frac{1}{4}}{\displaystyle \frac{\mathrm{\Gamma }(s+\frac{1}{2})}{\mathrm{\Gamma }(\frac{1}{2})\mathrm{\Gamma }(s+1)}}\eta (2s,B)\}`$
where the remainder $`R`$ is regular away from $`s=0`$. Expand
$$\mathrm{Tr}_{L^2}(Be^{tB^2})\underset{k}{}a_k^\eta (B)t^{((m1)+k1)/2}.$$
The invariants $`a_{2j}^\eta `$ vanish. Formulas of Branson and Gilkey show that
(8)
$$a_1^\eta (B)=(4\pi )^{(m1)/2}(m2)_M\mathrm{Tr}(\widehat{\psi }).$$
One can use the Mellin transformation to relate the asymptotics of the heat equation to the pole structure of the eta and zeta functions. Let $`N`$ be a manifold of dimension $`n`$, let $`D_N`$ be an operator of Laplace type on $`N`$, and let $`Q_N`$ be an operator of Dirac type on $`N`$. If the boundary of $`N`$ is non-empty, impose spectral boundary conditions. We then have, see for example Theorem 1.12.2 ,
$`a_k(D_N)=\text{Res}_{s=\frac{nk}{2}}\mathrm{\Gamma }(s)\zeta (s,D_N)\text{ and}`$
(9) $`a_k^\eta (Q_N)=\text{Res}_{s=\frac{nk1}{2}}\mathrm{\Gamma }(s)\eta (2s1,Q_N).`$
The following identities now follow from equations (7) and (9):
(10) $`a_n(1,D_1,)={\displaystyle \frac{1}{2}}a_n(1,\stackrel{~}{D}_1){\displaystyle \frac{1}{2(mn)\mathrm{\Gamma }(\frac{1}{2})}}a_{n1}^\eta (1,B)\text{ if }n0\text{ mod }2,`$
(11) $`a_n(1,D_1,)={\displaystyle \frac{1}{4}}\left({\displaystyle \frac{\mathrm{\Gamma }(\frac{mn+1}{2})}{\mathrm{\Gamma }(\frac{1}{2})\mathrm{\Gamma }(\frac{mn+2}{2})}}1\right)a_{n1}(1,B^2)\text{ if }n1\text{ mod }2.`$
We prove the first assertion of Lemma 2.1 by using equations (5) and (11) to compute:
$`(4\pi )^{m/2}a_1^M(1,D_1,,y)`$
$`={\displaystyle \frac{1}{4}}\left({\displaystyle \frac{\mathrm{\Gamma }(\frac{m}{2})}{\mathrm{\Gamma }(\frac{1}{2})\mathrm{\Gamma }(\frac{m+1}{2})}}1\right)(4\pi )^{(m1)/2}a_0(1,B^2,y)`$
$`=(4\pi )^{(m1)/2}{\displaystyle \frac{1}{4}}\left({\displaystyle \frac{\mathrm{\Gamma }(\frac{m}{2})}{\mathrm{\Gamma }(\frac{1}{2})\mathrm{\Gamma }(\frac{m+1}{2})}}1\right)\mathrm{Tr}(1).`$
We prove the second assertion of Lemma 2.1 by using equations (8) and (10) to compute:
$`(4\pi )^{m/2}a_2^M(1,D_1,,y)`$
$`={\displaystyle \frac{1}{2(m2)\mathrm{\Gamma }(\frac{1}{2})}}(4\pi )^{(m1)/2}a_1^\eta (1,B,y)`$
$`=(4\pi )^{m/2}\mathrm{Tr}(\widehat{\psi }).`$
## 3. Functorial Method
The invariants $`a_k`$ have many functorial properties. We use these properties to establish the following result.
###### Lemma 3.1.
1. We have $`c_2(m)=0`$.
2. We have $`c_0(m)=\frac{1}{2}`$.
3. We have $`c_1(m)=0`$.
4. We have $`(m2)c_4(m)+(m1)c_3(m)=\frac{m1}{6}`$.
Proof of Lemma 3.1: We take $`E_1=E_2`$ and let $`P`$ be a formally self-adjoint operator of Dirac type on $`C^{\mathrm{}}(E_1)`$. Let $`\mathrm{\Theta }(\epsilon ):=\mathrm{\Theta }+\epsilon `$ where $`\epsilon `$ is a real parameter. For generic values of $`\epsilon `$, $`\mathrm{ker}(A(\epsilon ))`$ is trivial. For such a value, the boundary conditions determined by the boundary operator $`(\epsilon )`$ are locally constant and thus $`a_2`$ is independent of $`\epsilon `$. The first assertion of Lemma 3.1 now follows; this implies that $`a_2()`$ is not sensitive to the particular boundary condition chosen among the family we are considering.
For the remainder of the proof of Lemma 3.1, let $`๐:=S^1\times \mathrm{}\times S^1`$ be the $`m1`$ dimensional torus and let $`M:=๐\times [0,1]`$; we give $`๐`$ and $`M`$ the canonical product flat metrics and let $`(x_1,\mathrm{},x_m)`$ be the usual parameters. We identify $`๐`$ with $`๐\times \{0\}`$ in $`M`$. Let $`L`$ be the line bundle defined by a non-trivial $`_2`$ valued representation of the fundamental group of $`๐`$ and let $`V`$ be the trivial bundle of dimension $`2^m`$ with coefficients in $`L`$. Let $`\gamma _i`$ be real skew-adjoint matrices acting on $`V`$ which satisfy the Clifford commutation relations
$$\gamma _i\gamma _j+\gamma _j\gamma _i=2\delta _{ij}.$$
The twisting defined by $`L`$ ensures that the kernel of the associated tangential operator $`B`$ is trivial. Let $`_i:=_i`$ define a compatible unitary connection on $`C^{\mathrm{}}(V)`$. Let $`\mathrm{\Delta }_0:=(\gamma _i_i)^2=_i^2`$ be the associated operator of Laplace type on $`C^{\mathrm{}}(V)`$. Let $`f=f(x_m)`$ be a smooth real valued function on $`M`$ which vanishes identically near $`x_m=1`$.
We use the index theorem to evaluate the coefficient $`c_0(m)`$. Let
$`Q:=\gamma _i_i+f\gamma _m,Q^{}:=\gamma _i_if\gamma _m,`$
$`D_1:=Q^{}Q=\mathrm{\Delta }2\gamma _m\gamma _af_a+f^2f_{;m},`$
$`D_2:=QQ^{}=\mathrm{\Delta }+2\gamma _m\gamma _af_a+f^2+f_{;m}.`$
We use equation (4) to compute:
$`\omega _{1,a}=\gamma _m\gamma _af,\omega _{1,m}=0,E_1=f_{;m}+(m2)f^2,`$
$`\omega _{2,a}=\gamma _m\gamma _af,\omega _{2,m}=0,E_2=f_{;m}+(m2)f^2.`$
We have $`\widehat{\psi }_1=f`$ and $`\widehat{\psi }_2=f`$. The local formula for the index shows that the super trace vanishes for $`nm`$. Since $`m3`$, we have
$`0=a_2(1,D_1,)a_2(1,D_2,)`$
$`=dim(V)\left\{2{\displaystyle _M}f_{;m}+4c_0(m){\displaystyle _๐}f\right\}`$
$`=dim(V)(2+4c_0(m)){\displaystyle _๐}f.`$
This shows that $`c_0(m)=\frac{1}{2}`$ and proves the second assertion of Lemma 3.1; note that this value agrees with the result obtained previously in the proof of Lemma 2.1.
Next we study the coefficient $`c_1`$. Let
$$P_f:=\gamma _i_i+\sqrt{1}f\gamma _m;$$
this operator is formally self-adjoint. Note that $`A_f=\gamma _m\gamma _a_a`$ so the boundary operator $``$ is independent of the function $`f`$. We expand
$$P_f^2=\mathrm{\Delta }_02\sqrt{1}f_m\sqrt{1}f_{;m}+f^2.$$
Since the $`\gamma _i`$ were real, complex conjugation preserves the boundary conditions and intertwines $`P_f^2`$ with $`P_f^2`$. Thus $`P_f^2`$ and $`P_f^2`$ are isospectral so
(12)
$$a_2(1,P_f^2,)=a_2(1,P_f^2,).$$
We use equation (4) to see the interior integrand vanishes by computing:
$$\omega _m(f)=\sqrt{1}f\text{ and }E(f)=0.$$
Since $`\widehat{\psi }_f=\sqrt{1}f`$, we may use equation (12) to show $`c_1=0`$ by computing:
$$0=a_2(1,P_f^2,)a_2(1,P_f^2,)=4\sqrt{1}c_1(m)_๐f.$$
We can also show $`c_1(m)=0`$ using gauge invariance. Let $`\stackrel{~}{P}=e^{\sqrt{1}f}P_0e^{\sqrt{1}f}`$ be defined by a global unitary change of gauge. We have
$$\psi _f=\psi +\sqrt{1}f_{;i}\gamma _i\text{ so }\widehat{\psi }_f=\widehat{\psi }+\sqrt{1}f_{;i}\gamma _m^1\gamma _i.$$
Thus $`\mathrm{Tr}(\widehat{\psi }_f\widehat{\psi }_f^{})=2\sqrt{1}f_{;m}dim(V)`$. As $`a_2`$ is gauge invariant, $`c_1(m)=0`$.
To prove the final assertion of Lemma 3.1, we shall need the following technical result; we postpone the proof until the end of this section.
###### Sublemma 3.2.
Let $`ds^2(\epsilon )=e^{2\epsilon f}ds^2`$ and let $`P(\epsilon ):=e^{\epsilon f}P`$. There exists a compatible family of unitary connections $`(\epsilon )`$ so that
$$\psi (\epsilon )=e^{\epsilon f}\left\{\psi (0)\frac{m1}{2}\epsilon \right\}f_{;i}\gamma _i.$$
We use Sublemma 3.2 to complete the proof of Lemma 3.1. Let $`P_0:=\gamma _i_i`$ and let
$`ds^2(\epsilon )=e^{2\epsilon f}ds^2,P(\epsilon ):=e^{\alpha (m)\epsilon f}P_0e^{\beta (m)\epsilon f},`$
$`dvol(\epsilon )=e^{m\epsilon f}dvol,P(\epsilon )^{}=e^{(\beta (m)m)\epsilon f}P_0^{}e^{(m\alpha (m))\epsilon f}.`$
We fix the inner product on $`V`$. Let $`\alpha (m)=\frac{1+m}{2}`$ and let $`\beta (m):=\frac{1m}{2}`$. Then $`\alpha (m)+\beta (m)=1`$ and $`\alpha (m)=\beta (m)+m`$ so the metric determined by the leading symbol of $`P(\epsilon )`$ is $`ds^2(\epsilon )`$ and $`P(\epsilon )`$ is formally self-adjoint. We assume that $`f=f(x_m)`$ vanishes on the boundary of $`M`$ and that $`f`$ vanishes identically near $`x_m=1`$. Thus the leading symbol of $`A(\epsilon )`$ is independent of $`\epsilon `$ so by defining $`\mathrm{\Theta }(\epsilon )`$ appropriately, we can assume the boundary operator $`(\epsilon )`$ is independent of $`\epsilon `$. Let $`D(\epsilon ):=P(\epsilon )^2`$. Let $`\delta :=\frac{}{\epsilon }|_{\epsilon =0}`$ We compute the variation:
$`\delta \mathrm{Tr}_{L^2}(e^{tD(\epsilon )})=t\mathrm{Tr}_{L^2}(\{\delta D(\epsilon )\}e^{t\mathrm{\Delta }_0})`$
$`=2t\mathrm{Tr}_{L^2}(\{\delta P(\epsilon )\}P_0e^{t\mathrm{\Delta }_0})=2t\mathrm{Tr}_{L^2}(f\mathrm{\Delta }_0e^{t\mathrm{\Delta }_0})`$
$`=2t_t\mathrm{Tr}_{L^2}(fe^{t\mathrm{\Delta }_0}).`$
We equate coefficients in the asymptotic expansions to see
(13)
$$\delta a_2(1,D(\epsilon ),)=(m2)a_2(f,\mathrm{\Delta }_0,).$$
If $`\epsilon =0`$, then $`D=\mathrm{\Delta }_0`$ and $`a_2^M=0`$. We are interested in the coefficient of $`\epsilon f_{;mm}`$. Since $`\omega (0)=0`$, since $`\mathrm{\Gamma }(0)=0`$, and since $`E(0)=0`$, we may compute
$`b(D(\epsilon ))=\beta (m)\epsilon f_{;mm}+O(\epsilon ^2)`$
$`a^m(D(\epsilon ))=(m2\alpha (m)2\beta (m))\epsilon f_{;m}`$
$`\omega _m(D(\epsilon ))={\displaystyle \frac{m2\alpha (m)2\beta (m)}{2}}\epsilon f_{;m}+\omega _m(e^{2\epsilon f}\mathrm{\Delta }_0),`$
$`E(D(\epsilon ))=b(\epsilon )_m\omega _m(\epsilon )+E(e^{2\epsilon f}\mathrm{\Delta }_0)+O(\epsilon ^2)`$
$`={\displaystyle \frac{m2\alpha (m)}{2}}\epsilon f_{;mm}+E(e^{2\epsilon f}\mathrm{\Delta }_0)+O(\epsilon ^2).`$
We use results of to see that
$`\delta E(e^{2\epsilon f}\mathrm{\Delta }_0)=2fE+{\displaystyle \frac{1}{2}}(m2)f_{;ii},`$
$`\delta =2f2(m1)f_{;ii},\text{ and}`$
$`\delta L_{aa}=fL_{aa}(m1)f_{;m}.`$
This permits us to compute the variation of the interior integral:
$`\delta {\displaystyle _M}a_2^M(D(\epsilon ))=\left\{{\displaystyle \frac{2m2}{6}}+{\displaystyle \frac{m2}{2}}{\displaystyle \frac{m2\alpha (m)}{2}}\right\}{\displaystyle _M}f_{;mm}`$
(14) $`=\left\{\alpha (m)+{\displaystyle \frac{m+2}{3}}\right\}{\displaystyle _๐}f_{;m}.`$
We have $`P(\epsilon )=e^{\epsilon f}(P_0\beta (m)\epsilon \gamma _mf_{;m})`$. Since $`\psi (P_0)=0`$, Lemma 3.2 (2) implies that $`\psi (e^{\epsilon f}P_0)=\frac{m1}{2}\epsilon e^{\epsilon f}f_{;i}\gamma _i`$. As $`f`$ vanishes on $`M`$,
$`\delta \widehat{\psi }(P(\epsilon ))=\left\{\beta (m)+{\displaystyle \frac{m1}{2}}\right\}f_{;m}\text{ and}`$
(15) $`\delta {\displaystyle _๐}a_2^M(D(\epsilon ),)=\left\{(m1)c_3(m)\beta (m){\displaystyle \frac{m1}{2}}\right\}{\displaystyle _๐}f_{;m}.`$
Recall that $`\alpha (m)+\beta (m)=1`$ and that $`a_2(\mathrm{\Delta }_0)=0`$. We use equations (13), (14), and (15). The final assertion of Lemma 3.1 follows from the following equation:
$$(m2)c_4(m)=\alpha (m)+\frac{m+2}{3}(m1)c_3(m)\beta (m)\frac{m1}{2}.$$
Proof of Sublemma 3.2: We follow the argument given in . Let $`M`$ be an arbitrary Riemannian manifold and let $`\gamma `$ be a Clifford module structure on a vector bundle over $`M`$. Let $`_\mu `$ and $`dx^\mu `$ be local coordinate frames for the tangent and cotangent bundles. We define:
$$\gamma ^\mu (\epsilon ):=e^{f\epsilon }\gamma ^\mu \gamma _\mu (\epsilon ):=e^{f\epsilon }\gamma _\mu \theta _\mu :=\frac{\epsilon }{4}\left\{2f_{;\nu }\gamma ^\nu \gamma _\mu +cf_{;\mu }\right\}.$$
Let $`(\epsilon ):=+\theta `$. Since the original connection is compatible, we have
$$0=_\mu (\gamma )(dx^\nu )=_\mu (\gamma ^\nu )+[\omega _\mu ,\gamma ^\nu ]+\mathrm{\Gamma }_{\mu \sigma }{}_{}{}^{\nu }\gamma _{}^{\sigma }(0).$$
Let $`_\mu (\epsilon ):=_\mu (\epsilon )\gamma (\epsilon )`$ and let $`_\mu ^\nu :=_\mu (dx^\nu )`$. We then have
$`_\mu ^\nu (\epsilon )=\epsilon f_{;\mu }\gamma ^\nu (\epsilon )+[\theta _\mu ,\gamma ^\nu ](\epsilon )+(\mathrm{\Gamma }_{\mu \sigma }{}_{}{}^{\nu }(\epsilon )\mathrm{\Gamma }_{\mu \sigma }{}_{}{}^{\nu }(0))\gamma ^\sigma (\epsilon ).`$
Fix $`x_0M`$ and choose the local coordinates near $`x_0`$ so $`g_{\mu \nu }(x_0)=\delta _{\mu \nu }`$. Then
$`\mathrm{\Gamma }_{\mu \nu }{}_{}{}^{\sigma }(x_0)={\displaystyle \frac{1}{2}}g^{\sigma \tau }(_\nu g_{\mu \tau }+_\mu g_{\nu \tau }_\tau g_{\mu \nu })(x_0)`$
$`(\mathrm{\Gamma }_{\mu \sigma }{}_{}{}^{\nu }(\epsilon )\mathrm{\Gamma }_{\mu \sigma }{}_{}{}^{\nu })(x_0)=\epsilon (\delta _{\mu \nu }f_{;\sigma }+\delta _{\nu \sigma }f_{;\mu }\delta _{\mu \sigma }f_{;\nu })(x_0)`$
$`\theta _\mu (x_0)={\displaystyle \frac{\epsilon }{4}}\{2f_{;\sigma }\gamma _\sigma \gamma _\mu +cf_{;\mu })\}(x_0).`$
We must show $`_\mu ^\nu (x_0)=0`$. If $`\mu \nu `$, we compute:
$`_\mu ^\nu (x_0)=e^{\epsilon f}\{\epsilon f_{;\mu }\gamma _\nu +{\displaystyle \frac{1}{2}}\epsilon f_{;\sigma }[\gamma _\sigma \gamma _\mu ,\gamma _\nu ]+\epsilon (f_{;\nu }\gamma _\mu +f_{;\mu }\gamma _\nu )\}(x_0)`$
$`=e^{\epsilon f}\{\epsilon f_{;\mu }\gamma _\nu +\epsilon f_{;\sigma }\gamma _\mu \delta _{\nu \sigma }\}(x_0)=0.`$
If $`\mu =\nu `$, then (donโt sum over $`\mu `$):
$`_\mu ^\mu (x_0)=e^{\epsilon f}\{\epsilon f_{;\mu }\gamma ^\mu +[\theta _\mu ,\gamma ^\mu ]+{\displaystyle \underset{\sigma }{}}(\mathrm{\Gamma }_{\mu \sigma }{}_{}{}^{\mu }(\epsilon )\mathrm{\Gamma }_{\mu \sigma }{}_{}{}^{\mu }(0))\gamma _\sigma )\}(x_0)`$
$`=e^{\epsilon f}\left\{\epsilon f_{;\mu }\gamma _\mu \epsilon {\displaystyle \underset{\sigma \mu }{}}f_{;\sigma }\gamma _\sigma +\epsilon {\displaystyle \underset{\sigma }{}}f_\sigma \gamma _\sigma \right\}(x_0)=0.`$
This shows that $`(\epsilon )`$ is compatible. Let $`c=2`$. Then $`\theta _\mu +\theta _\mu ^{}=0`$ and $`(\epsilon )`$ is unitary. We complete the proof of Sublemma 3.2 by computing
$`\psi (\epsilon )=e^{\epsilon f}\left\{\psi {\displaystyle \frac{1}{4}}\epsilon (2f_{;\nu }\gamma ^\mu \gamma ^\nu \gamma _\mu +cf_{;\mu }\gamma ^\mu )\right\}`$
$`=e^{\epsilon f}\left\{\psi {\displaystyle \frac{1}{4}}\epsilon f_{;\mu }\gamma ^\mu (2m4+c)\right\}.`$
## 4. Computations on the Disk
We perform computations on the disk to prove:
###### Lemma 4.1.
1. We have $`b_1(m)=\frac{1}{4}\left[\frac{\mathrm{\Gamma }(\frac{m}{2})}{\mathrm{\Gamma }(\frac{1}{2})\mathrm{\Gamma }(\frac{m+1}{2})}1\right](4\pi )^{(m1)/2}`$.
2. We have $`c_3(m)=\frac{1}{3}\left[1\frac{3\mathrm{\Gamma }(\frac{1}{2})\mathrm{\Gamma }(\frac{m}{2})}{4\mathrm{\Gamma }(\frac{m+1}{2})}\right]`$.
3. We have $`c_4(m)=\frac{m1}{2(m2)}\left[1\frac{1}{2}\mathrm{\Gamma }(\frac{1}{2})\frac{\mathrm{\Gamma }(\frac{m}{2})}{\mathrm{\Gamma }(\frac{m+1}{2})}\right]`$.
4. We have $`(m2)c_4(m)+(m1)c_3(m)=\frac{m1}{6}`$ .
Proof: Let $`M`$ be the unit ball in $`^m`$ with the usual metric. If $`r[0,1]`$ is the radial normal coordinate and if $`d\mathrm{\Sigma }^2`$ is the usual metric on the unit sphere $`S^{m1}`$, then $`ds^2=dr^2+r^2d\mathrm{\Sigma }^2`$. The inward unit normal on the boundary is $`_r`$. The only nonvanishing components of the Christoffel symbols are
$`\mathrm{\Gamma }_{abc}={\displaystyle \frac{1}{r}}\stackrel{~}{\mathrm{\Gamma }}_{abc}\text{ and }\mathrm{\Gamma }_{abm}={\displaystyle \frac{1}{r}}\delta _{ab};`$
the second fundamental form is given by $`\mathrm{\Gamma }_{abm}=L_{ab}`$. Here $`\stackrel{~}{\mathrm{\Gamma }}_{abc}`$ are the Christoffel symbols associated with the metric $`d\mathrm{\Sigma }^2`$ on the sphere $`S^{m1}`$ and tilde will always refer to this metric.
The spin representation $`\gamma `$ is an irreducible representation of the Clifford algebra; we refer to for details. Let $`P=\gamma ^\nu _\nu `$ be the Dirac operator on the ball; we take the flat connection $``$ and set $`\psi =0`$. We suppose $`m`$ even (there is a corresponding decomposition for $`m`$ odd) to find a local decomposition:
(18) $`\gamma _{(m)}^a=\left(\begin{array}{cc}0& \sqrt{1}\gamma _{(m1)}^a\\ \sqrt{1}\gamma _{(m1)}^a& 0\end{array}\right)\text{ and}`$
(21) $`\gamma _{(m)}^m=\left(\begin{array}{cc}0& \sqrt{1}1_{m1}\\ \sqrt{1}1_{m1}& 0\end{array}\right).`$
We stress that $`\gamma _{(m)}^j`$ are the $`\gamma `$-matrices projected along some vielbein system. Decompose $`_j=e_j+\omega _j`$ where $`\omega _j=\frac{1}{4}\mathrm{\Gamma }_{jkl}\gamma _k\gamma _l`$ is the connection $`1`$ form of the spin connection. Note that
$$_a=\frac{1}{r}\left(\left(\begin{array}{cc}\stackrel{~}{}_a& 0\\ 0& \stackrel{~}{}_a\end{array}\right)+\frac{1}{2}\delta _{ab}(\gamma _{(m)}^m\gamma _{(m)}^b)\right).$$
Let $`\stackrel{~}{P}`$ the Dirac operator on the sphere. We have:
(24) $`P=\left({\displaystyle \frac{}{x_m}}{\displaystyle \frac{m1}{2r}}\right)\gamma _{(m)}^m+{\displaystyle \frac{1}{r}}\left(\begin{array}{cc}0& \sqrt{1}\stackrel{~}{P}\\ \sqrt{1}\stackrel{~}{P}& 0\end{array}\right).`$
Let $`d_s`$ be the dimension of the spin bundle on the disk; $`d_s=2^{m/2}`$ if $`m`$ is even. The spinor modes $`๐ต_\pm ^{(n)}`$ on the sphere are discussed in . We have
$`\stackrel{~}{P}๐ต_\pm ^{(n)}(\mathrm{\Omega })=\pm \left(n+{\displaystyle \frac{m1}{2}}\right)๐ต_\pm ^{(n)}(\mathrm{\Omega })\text{ for }n=0,1,\mathrm{};`$
$`d_n(m):=dim๐ต_\pm ^{(n)}={\displaystyle \frac{1}{2}}d_s\left(\begin{array}{c}m+n2\\ n\end{array}\right).`$
Let $`J_\nu (z)`$ be the Bessel functions. These satisfy the differential equation and functional relations :
$`{\displaystyle \frac{d^2J_\nu (z)}{dz^2}}+{\displaystyle \frac{1}{z}}{\displaystyle \frac{dJ_\nu (z)}{dz}}+\left(1{\displaystyle \frac{\nu ^2}{z^2}}\right)J_\nu (z)=0,`$
$`z{\displaystyle \frac{d}{dz}}J_\nu (z)+\nu J_\nu (z)=zJ_{\nu 1}(z),\text{ and}`$
$`z{\displaystyle \frac{d}{dz}}J_\nu (z)\nu J_\nu (z)=zJ_{\nu +1}(z).`$
Let $`P\phi _\pm =\pm \lambda \phi _\pm `$ be an eigen function of $`P`$. Modulo a suitable radial normalizing constant $`C`$, we may express:
(28) $`\phi _\pm ^{(+)}`$ $`=`$ $`{\displaystyle \frac{C}{r^{(d1)/2}}}\left(\begin{array}{c}iJ_{n+m/2}(kr)Z_+^{(n)}(\mathrm{\Omega }),\\ \pm J_{n+m/21}(kr)Z_+^{(n)}(\mathrm{\Omega })\end{array}\right),\text{ and}`$
(31) $`\phi _\pm ^{()}`$ $`=`$ $`{\displaystyle \frac{C}{r^{(d1)/2}}}\left(\begin{array}{c}\pm J_{n+m/21}(kr)Z_{}^{(n)}(\mathrm{\Omega })\\ iJ_{n+m/2}(kr)Z_{}^{(n)}(\mathrm{\Omega })\end{array}\right).`$
Let $`{}_{}{}^{T}\gamma _{(m)}^{a}:=\gamma _{(m)}^m\gamma _{(m)}^a`$ and let $`{}_{}{}^{T}_{a}^{}:=_a\frac{1}{2}L_{ab}{}_{}{}^{T}\gamma _{(m)}^{b}`$. Then $`{}_{}{}^{T}`$ is a compatible unitary connection for the induced Clifford modules structure $`{}_{}{}^{T}\gamma `$; see for details. We may express the tangential operator $`B`$ in the form:
(34) $`B`$ $`=`$ $`\gamma _{(m)}^m\gamma _{(m)}^a_a={}_{}{}^{T}\gamma _{(m)}^{a}_a={}_{}{}^{T}\gamma _{(m)}^{a}({}_{}{}^{T}_{a}^{}+{\displaystyle \frac{1}{2}}L_{ab}{}_{}{}^{T}\gamma _{(m)}^{b})`$
$`=`$ $`\left(\begin{array}{cc}\stackrel{~}{P}\frac{m1}{2}& 0\\ 0& \stackrel{~}{P}\frac{m1}{2}\end{array}\right).`$
Thus in particular $`B=B^{}`$. We take $`\mathrm{\Theta }=\frac{m1}{2}\mathrm{\hspace{0.17em}\hspace{0.17em}1}_m`$. We then have:
(37) $`A=\left(\begin{array}{cc}\stackrel{~}{P}& 0\\ 0& \stackrel{~}{P}\end{array}\right).`$
The eigenstates and eigenvalues of $`A`$ then are given by:
(42) $`A\left(\begin{array}{c}๐ต_+^{(n)}\\ ๐ต_{}^{(n)}\end{array}\right)`$ $`=`$ $`\left(n+{\displaystyle \frac{m1}{2}}\right)\left(\begin{array}{c}๐ต_+^{(n)}\\ ๐ต_{}^{(n)}\end{array}\right)\text{ and}`$
(47) $`A\left(\begin{array}{c}๐ต_{}^{(n)}\\ ๐ต_+^{(n)}\end{array}\right)`$ $`=`$ $`\left(n+{\displaystyle \frac{m1}{2}}\right)\left(\begin{array}{c}๐ต_{}^{(n)}\\ ๐ต_+^{(n)}\end{array}\right)\text{ for }n=0,1,\mathrm{}.`$
The boundary condition suppresses the non-negative spectrum of $`A`$. We use equation (31) to see that the non-negative modes of $`A`$ are associated with the radial factor $`J_{n+\frac{m}{2}1}(\lambda r)`$. Hence the implicit eigenvalue equation is
(48) $`J_p(\lambda )=0\text{ where }p=n+{\displaystyle \frac{m}{2}}1.`$
The first and third authors developed a method for calculating the associated heat-kernel coefficients for smearing function $`F=1`$ in ; they generalized this method to deal with $`F=F(r)`$ in . We summarize the essential results from these papers briefly; in principal one could calculate any number of coefficients. We first suppose that $`F=1`$. Instead of looking directly at the heat-kernel we will consider the zeta-function $`\zeta (s)`$ of the operator $`P^2`$ and use the relationship provided by equation (9) between the pole structure of the zeta function and the asymptotics of the heat equation:
(49) $`a_k=\text{Res }_{s=\frac{mk}{2}}\mathrm{\Gamma }(s)\zeta (s).`$
Thus to compute $`a_0`$, $`a_1`$, and $`a_2`$, we must determine the residues of the zeta-function $`\zeta (s)`$ at the values $`s=\frac{m}{2}`$, $`s=\frac{m1}{2}`$, and $`s=\frac{m}{2}1`$. We use the eigenvalue equation (48) to express
(50) $`\zeta (s)=4{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}d_n(m){\displaystyle _๐}{\displaystyle \frac{dk}{2\pi i}}k^{2s}{\displaystyle \frac{}{k}}\mathrm{ln}J_p(k),`$
where the contour $`๐`$ runs counterclockwise and encloses all the solutions of (48) which lie on the positive real axis. The factor of four comes from the four types of solutions in (28) and (31). As it stands, equation (50) is well defined only for $`\mathrm{}s>m/2`$, so the first task is to construct the analytical continuation to the left. We define a modified zeta function
$`\zeta ^{(n)}(s)={\displaystyle _๐}{\displaystyle \frac{dk}{2\pi i}}k^{2s}{\displaystyle \frac{}{k}}\mathrm{ln}k^pJ_p(k);`$
the additional factor $`k^p`$ has been introduced to avoid contributions coming from the origin. Since no additional pole is enclosed, the integral is unchanged.
The behaviour of $`\zeta ^{(n)}(s)`$ as $`n\mathrm{}`$ controls the convergence of the sum over $`n`$; different orders in $`n`$ can be studied by shifting the contour to the imaginary axis and by using the uniform asymptotic expansion of the resulting Bessel function $`I_p(k)`$. To ensure that the resulting expression converges for some range of $`s`$ when shifting the contour to the imaginary axis, we add a small positive constant to the eigenvalues. For $`s`$ in the strip $`1/2<\mathrm{}s<1`$, we have:
$`\zeta ^{(n)}(s)={\displaystyle \frac{\mathrm{sin}(\pi s)}{\pi }}{\displaystyle _ฯต^{\mathrm{}}}๐k(k^2ฯต^2)^s{\displaystyle \frac{}{k}}\mathrm{ln}k^pI_p(k).`$
We introduce some additional notation dealing with the uniform asymptotic expansion of the Bessel function. For $`p\mathrm{}`$ with $`z=k/p`$ fixed, we use results of to see that:
(51) $`I_p(zp){\displaystyle \frac{1}{\sqrt{2\pi p}}}{\displaystyle \frac{e^{p\eta }}{(1+z^2)^{1/4}}}\left[1+{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{u_l(t)}{p^l}}\right]\text{ where}`$
$`t=1/\sqrt{1+z^2}\text{ and }\eta =\sqrt{1+z^2}+\mathrm{ln}[z/(1+\sqrt{1+z^2})].`$
Let $`u_0(t)=1`$. We use the recursion relationship given in to determine the polynomials $`u_l(t)`$ which appear in equation (51):
$`u_{l+1}(t)={\displaystyle \frac{1}{2}}t^2(1t^2)u_l^{}(t)+{\displaystyle \frac{1}{8}}{\displaystyle _0^t}๐\tau (15\tau ^2)u_l(\tau ).`$
We also need the coefficients $`D_m(t)`$ defined by the cumulant expansion:
(52) $`\mathrm{ln}\left[1+{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{u_l(t)}{p^l}}\right]{\displaystyle \underset{q=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{D_q(t)}{p^q}}.`$
The eigenvalue multiplicities $`d_n(m)`$ are $`๐ช(n^{m2})`$ as $`n\mathrm{}`$. Consequently, the leading behaviour of every term is on the order of $`p^{2sq+m2}`$; thus on the half plane $`\mathrm{}s>(m3)/2`$, only the value $`q=1`$ contributes to the residues of the zeta-function. We have $`D_1(t)=\frac{1}{8}t\frac{5}{24}t^3`$. We use equation (51) to decompose
$`\zeta ^{(n)}(s)`$ $`=`$ $`A_1^{(n)}(s)+A_0^{(n)}(s)+A_1^{(n)}(s)+R^{(n)}(s),\text{ where}`$
$`A_1^{(n)}(s)`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}\pi s}{\pi }}{\displaystyle _{ฯต/p}^{\mathrm{}}}๐z[(zp)^2ฯต^2]^s{\displaystyle \frac{}{z}}\mathrm{ln}\left(z^pe^{p\eta }\right),`$
$`A_0^{(n)}(s)`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}\pi s}{\pi }}{\displaystyle _{ฯต/p}^{\mathrm{}}}dz[(zp)^2ฯต^2]^s{\displaystyle \frac{}{z}}\mathrm{ln}(1+z^2)^{1/4},`$
$`A_1^{(n)}(s)`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}\pi s}{\pi }}{\displaystyle _{ฯต/p}^{\mathrm{}}}๐z[(zp)^2ฯต^2]^s{\displaystyle \frac{}{z}}\left({\displaystyle \frac{D_1(t)}{p}}\right).`$
The remainder $`R^{(n)}(s)`$ is such that $`_{n=0}^{\mathrm{}}d_n(m)R^{(n)}(s)`$ is analytic on the half plane $`\mathrm{}s>(m3)/2`$.
Let $`{}_{2}{}^{}F_{1}^{}`$ be the hypergeometric function. We have
$`{}_{2}{}^{}F_{1}^{}(a,b;c;z)={\displaystyle \frac{\mathrm{\Gamma }(c)}{\mathrm{\Gamma }(b)\mathrm{\Gamma }(cb)}}{\displaystyle _0^1}๐tt^{b1}(1t)^{cb1}(1tz)^a,\text{ and}`$
$`{\displaystyle _{ฯต/p}^{\mathrm{}}}๐z[(zp)^2ฯต^2]^s{\displaystyle \frac{}{z}}t^l={\displaystyle \frac{l}{2}}{\displaystyle \frac{\mathrm{\Gamma }(s+\frac{l}{2})\mathrm{\Gamma }(1s)}{\mathrm{\Gamma }(1+\frac{l}{2})}}p^l[ฯต^2+p^2]^{sl/2}.`$
We use the first identity to study $`A_1^{(n)}(s)`$ and $`A_0^{(n)}(s)`$; we use the second identity to study $`A_1^{(n)}(s)`$. This shows that
$`A_1^{(n)}(s)`$ $`=`$ $`{\displaystyle \frac{ฯต^{2s+1}}{2\mathrm{\Gamma }(\frac{1}{2})}}{\displaystyle \frac{\mathrm{\Gamma }(s\frac{1}{2})}{\mathrm{\Gamma }(s)}}{}_{2}{}^{}F_{1}^{}({\displaystyle \frac{1}{2}},s{\displaystyle \frac{1}{2}};{\displaystyle \frac{1}{2}};({\displaystyle \frac{p}{ฯต}})^2){\displaystyle \frac{p}{2}}ฯต^{2s}`$
$`A_0^{(n)}(s)`$ $`=`$ $`{\displaystyle \frac{1}{4}}(p^2+ฯต^2)^s,`$
$`A_1^{(n)}(s)`$ $`=`$ $`{\displaystyle \frac{1}{8}}{\displaystyle \frac{1}{\mathrm{\Gamma }(s)}}\left[{\displaystyle \frac{\mathrm{\Gamma }(s+\frac{1}{2})}{\mathrm{\Gamma }(\frac{1}{2})}}(p^2+ฯต^2)^{s\frac{1}{2}}\right]`$
$`{\displaystyle \frac{5}{24}}{\displaystyle \frac{1}{\mathrm{\Gamma }(s)}}\left[2{\displaystyle \frac{\mathrm{\Gamma }(s+\frac{3}{2})}{\mathrm{\Gamma }(\frac{1}{2})}}p^2(p^2+ฯต^2)^{s\frac{3}{2}}\right].`$
We take the limit as $`ฯต0`$; the resulting zeta-function which appears is connected to the spectrum on the sphere. We define the base zeta-function $`\zeta _{S^d}`$ and the Barnes zeta-function $`\zeta _{}`$
$`\zeta _{S^d}(s)=4{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}d_n(m)p^{2s}\text{ and }\zeta _{}(s,a)={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}d_n(m)(n+a)^s.`$
We then have the relation $`\zeta _{S^d}(s)=2d_s\zeta _{}(2s,\frac{m}{2}1)`$. For $`i=1`$, $`i=0`$, and $`i=1`$, let $`A_i(s)=4_{n=0}^{\mathrm{}}d_n(m)A_i^{(n)}(s)`$. We take the limit as $`ฯต0`$ to see that
(53) $`A_1(s)={\displaystyle \frac{1}{4\mathrm{\Gamma }(\frac{1}{2})}}{\displaystyle \frac{\mathrm{\Gamma }(s\frac{1}{2})}{\mathrm{\Gamma }(s+1)}}\zeta _{S^d}(s{\displaystyle \frac{1}{2}}),`$
(54) $`A_0(s)={\displaystyle \frac{1}{4}}\zeta _{S^d}(s),\text{ and}`$
(55) $`A_1(s)={\displaystyle \frac{1}{\mathrm{\Gamma }(s)}}\zeta _{S^d}(s+{\displaystyle \frac{1}{2}})\left[{\displaystyle \frac{1}{8\mathrm{\Gamma }(\frac{1}{2})}}\mathrm{\Gamma }(s+{\displaystyle \frac{1}{2}}){\displaystyle \frac{5}{12\mathrm{\Gamma }(\frac{1}{2})}}\mathrm{\Gamma }(s+{\displaystyle \frac{3}{2}})\right].`$
We use the Mellin-Barnes integral representation of the hypergeometric functions to calculate $`A_1(s)`$:
$`{}_{2}{}^{}F_{1}^{}(a,b;c;z)={\displaystyle \frac{\mathrm{\Gamma }(c)}{\mathrm{\Gamma }(a)\mathrm{\Gamma }(b)}}{\displaystyle \frac{1}{2\pi i}}{\displaystyle _๐}๐t{\displaystyle \frac{\mathrm{\Gamma }(a+t)\mathrm{\Gamma }(b+t)\mathrm{\Gamma }(t)}{\mathrm{\Gamma }(c+t)}}(z)^t.`$
We choose the contour of integration so that the poles of $`\mathrm{\Gamma }(a+t)\mathrm{\Gamma }(b+t)/\mathrm{\Gamma }(c+t)`$ lie to the left of the contour and so that the poles of $`\mathrm{\Gamma }(t)`$ lie to the right of the contour. We stress that before interchanging the sum and the integral, we must shift the contour $`๐`$ over the pole at $`t=1/2`$ to the left; this cancels the term $`\frac{p}{2}ฯต^{2s}`$ appearing in the expression for $`A_1`$ appearing above.
This reduces the analysis of the zeta function on the ball to analysis of a zeta function on the boundary. We compute the residues of $`\zeta (s)`$ from the residues of $`\zeta _{}(s,a)`$. Let $`d:=m1`$. To compute these residues, we first express $`\zeta _{}(s,a)`$ as a contour integral. Let $`๐`$ be the Hankel contour.
$`\zeta _{}(s,a)`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\left(\begin{array}{c}d+n1\\ n\end{array}\right)(n+a)^s={\displaystyle \underset{\stackrel{}{m}\mathrm{I}\mathrm{N}_0^d}{}}(a+m_1+\mathrm{}+m_d)^s`$
$`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(1s)}{2\pi }}{\displaystyle _๐}๐t(t)^{s1}{\displaystyle \frac{e^{at}}{(1e^t)^d}}.`$
The residues of $`\zeta _{}(s,a)`$ are intimately connected with the generalized Bernoulli polynomials ,
(59) $`{\displaystyle \frac{e^{at}}{(1e^t)^d}}=(1)^d{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(t)^{nd}}{n!}}B_n^{(d)}(a).`$
We use the residue theorem to see that
(60) $`\text{Res }_{s=z}\zeta _{}(s,a)={\displaystyle \frac{(1)^{d+z}}{(z1)!(dz)!}}B_{dz}^{(d)}(a),`$
for $`z=1,\mathrm{},d`$. The needed leading poles are
$`\text{Res }_{s=d}\zeta _{}(s,a)`$ $`=`$ $`{\displaystyle \frac{1}{(d1)!}},`$
$`\text{Res }_{s=d1}\zeta _{}(s,a)`$ $`=`$ $`{\displaystyle \frac{d2a}{2(d2)!}},`$
$`\text{Res }_{s=d2}\zeta _{}(s,a)`$ $`=`$ $`{\displaystyle \frac{12a^2d12ad+3d^2}{24(d3)!}}.`$
We may now determine the residues of $`\zeta (s)`$. At $`s=\frac{m}{2}`$, only $`A_1(s)`$ contributes. We use equation (53) to see
$`\text{Res }_{s=\frac{m}{2}}\zeta (s)=d_s{\displaystyle \frac{1}{4\sqrt{\pi }}}{\displaystyle \frac{\mathrm{\Gamma }\left(\frac{m1}{2}\right)}{\mathrm{\Gamma }\left(\frac{m}{2}+1\right)}}{\displaystyle \frac{1}{\mathrm{\Gamma }(m1)}}.`$
We use the โdoubling formulaโ $`\frac{\mathrm{\Gamma }(z)}{\mathrm{\Gamma }(2z)}=\frac{\sqrt{2\pi }2^{1/22z}}{\mathrm{\Gamma }(z+1/2)}`$ for the $`\mathrm{\Gamma }`$ function, we use equation (49), and we use the observation $`\mathrm{Tr}(1)=d_s`$ to check that we have derived the correct formula for $`a_0`$:
$`a_0={\displaystyle \frac{d_s}{2^m\mathrm{\Gamma }\left(\frac{m}{2}+1\right)}}=(4\pi )^{m/2}{\displaystyle _{B^m}}\mathrm{Tr}(1).`$
Next, we study the pole at $`s=\frac{m1}{2}`$. This time, $`A_1(s)`$ and $`A_0(s)`$ contribute. We compute
$`\text{Res }_{s=\frac{m1}{2}}A_1(s)={\displaystyle \frac{1}{2^m\mathrm{\Gamma }(\frac{m+1}{2})\mathrm{\Gamma }(\frac{m1}{2})}},`$
$`\text{Res }_{s=\frac{m1}{2}}A_0(s)={\displaystyle \frac{1}{4\mathrm{\Gamma }(m1)}}.`$
This implies that
$`a_1={\displaystyle \frac{1}{2^m\mathrm{\Gamma }(\frac{m+1}{2})}}{\displaystyle \frac{\mathrm{\Gamma }(\frac{1}{2})}{2^m\mathrm{\Gamma }(\frac{m}{2})}}={\displaystyle \frac{1}{4}}\left[{\displaystyle \frac{\mathrm{\Gamma }(\frac{m}{2})}{\mathrm{\Gamma }(\frac{1}{2})\mathrm{\Gamma }(\frac{m+1}{2})}}1\right](4\pi )^{\frac{m1}{2}}{\displaystyle _{S^{m1}}}\mathrm{Tr}(1).`$
This determines $`b_1(m)`$ and proves the first assertion of Lemma 4.1. Next we compute $`a_2`$ and thereby determine $`c_3(m)`$:
$`\text{Res }_{s=\frac{m2}{2}}A_1(s)={\displaystyle \frac{1}{6}}{\displaystyle \frac{4m}{2^m}}{\displaystyle \frac{1}{\mathrm{\Gamma }(\frac{m}{2})\mathrm{\Gamma }(\frac{m2}{2})}},`$
$`\text{Res }_{s=\frac{m2}{2}}A_0(s)={\displaystyle \frac{1}{8\mathrm{\Gamma }(m2)}},`$
$`\text{Res }_{s=\frac{m2}{2}}A_1(s)={\displaystyle \frac{1}{6}}{\displaystyle \frac{85m}{2^m}}{\displaystyle \frac{1}{\mathrm{\Gamma }(\frac{m}{2})\mathrm{\Gamma }(\frac{m2}{2})}}.`$
We can now prove the second assertion of Lemma 4.1 by determining $`c_3(m)`$. We compute:
$`a_2={\displaystyle \frac{2}{3}}{\displaystyle \frac{(m1)}{2^m\mathrm{\Gamma }(\frac{m}{2})}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{(m1)\mathrm{\Gamma }(\frac{1}{2})}{2^m\mathrm{\Gamma }(\frac{m+1}{2})}}`$
$`={\displaystyle \frac{1}{3}}\left(1{\displaystyle \frac{3\mathrm{\Gamma }(\frac{1}{2})\mathrm{\Gamma }(\frac{m}{2})}{4\mathrm{\Gamma }(\frac{m+1}{2})}}\right)(4\pi )^{m/2}{\displaystyle _{S^{m1}}}\mathrm{Tr}(L_{aa}).`$
The pattern of the universal constants involving a dimensionless constant and a combination of $`\mathrm{\Gamma }`$-functions is evident. This pattern holds for the higher coefficients .
We introduce the weighting (or smearing) function $`F=1r^2`$ to determine $`c_4(m)`$; since $`E`$ and $``$ vanish and since $`F`$ vanishes on the boundary, only the term involving $`F_{;m}=2`$ survives. (Note: we checked these computations by studying a more general function of the form $`F(r)=f_0+f_1r^2+f_2r^4`$ but omit details in the interests of brevity). We note that the radial normalization constant is given by $`C=1/J_{p+1}(\lambda )`$. We denote the normalized Bessel function by
$$\overline{J}_k(\lambda r):=J_k(\lambda r)/J_{p+1}(\lambda ).$$
Instead of the zeta function we consider now the smeared analogue:
(61) $`\zeta (F;s)={\displaystyle \underset{\lambda }{}}{\displaystyle _{B^m}}F(x)\phi ^{}(x)\phi (x){\displaystyle \frac{1}{\lambda ^{2s}}}.`$
Since $`F`$ depends only on the normal variable, the integral in equation (61) over the sphere $`S^{m1}`$ behaves as in the case $`F=1`$ so that
$`\zeta (F;s)=4{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}d_n(m){\displaystyle _๐}{\displaystyle \frac{dk}{2\pi i}}k^{2s}`$
$`{\displaystyle _0^1}drF(r)r(\overline{J}_{p+1}^2(kr)+\overline{J}_p^2(kr)){\displaystyle \frac{}{k}}\mathrm{ln}J_p(k).`$
We set $`F(r)=1r^2`$ and compute the radial integrals:
$`{\displaystyle _0^1}r^3\left[\overline{J}_p^2(\lambda r)+\overline{J}_{p+1}^2(\lambda r)\right]={\displaystyle \frac{2p^2+3p+1}{3\lambda ^2}}+{\displaystyle \frac{1}{3}}\text{ so}`$
$`\zeta (r^2;s)=4{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}d_n(m){\displaystyle _๐}{\displaystyle \frac{dk}{2\pi i}}k^{2s}\left[{\displaystyle \frac{2p^2+3p+1}{3k^2}}+{\displaystyle \frac{1}{3}}\right]{\displaystyle \frac{}{k}}\mathrm{ln}J_p(k).`$
We use equation (50) to evaluate this expression; the second term is given by equation (50) and simple substitutions suffice to evaluate the remaining parts. The factor $`1/k^2`$ is absorbed by using $`s+1`$ instead of $`s`$ in equations (53), (54), and (55). The powers of $`p`$ lower the argument of the base zeta-function by $`1`$, by $`\frac{1}{2}`$ and by $`0`$. It is now a straightforward matter to compute:
$`A_1(r^2;s)`$ $`=`$ $`{\displaystyle \frac{1}{4\mathrm{\Gamma }(\frac{1}{2})}}{\displaystyle \frac{\mathrm{\Gamma }(s\frac{1}{2})}{\mathrm{\Gamma }(s+1)}}\zeta _{S^d}(s{\displaystyle \frac{1}{2}})\left[{\displaystyle \frac{1}{3}}+{\displaystyle \frac{2}{3}}{\displaystyle \frac{s\frac{1}{2}}{s+1}}\right]`$
$`+{\displaystyle \frac{1}{4\mathrm{\Gamma }(\frac{1}{2})}}{\displaystyle \frac{\mathrm{\Gamma }(s+\frac{1}{2})}{\mathrm{\Gamma }(s+2)}}\left[\zeta _{S^d}(s)+{\displaystyle \frac{1}{3}}\zeta _{S^d}(s+{\displaystyle \frac{1}{2}})\right],`$
$`A_0(r^2;s)`$ $`=`$ $`{\displaystyle \frac{1}{4}}\zeta _{S^d}(s){\displaystyle \frac{1}{4}}\zeta _{S^d}(s+{\displaystyle \frac{1}{2}})+\mathrm{}`$
$`A_1(r^2;s)`$ $`=`$ $`{\displaystyle \frac{2}{3\mathrm{\Gamma }(s+1)}}\zeta _{S^d}(s+{\displaystyle \frac{1}{2}})\left[{\displaystyle \frac{1}{8\mathrm{\Gamma }(\frac{1}{2})}}\mathrm{\Gamma }(s+{\displaystyle \frac{3}{2}}){\displaystyle \frac{5}{12\mathrm{\Gamma }(\frac{1}{2})}}\mathrm{\Gamma }(s+{\displaystyle \frac{5}{2}})\right]`$
$`{\displaystyle \frac{1}{3\mathrm{\Gamma }(s)}}\zeta _{S^d}(s+{\displaystyle \frac{1}{2}})\left[{\displaystyle \frac{1}{8\mathrm{\Gamma }(\frac{1}{2})}}\mathrm{\Gamma }(s+{\displaystyle \frac{1}{2}}){\displaystyle \frac{5}{12\mathrm{\Gamma }(\frac{1}{2})}}\mathrm{\Gamma }(s+{\displaystyle \frac{3}{2}})\right]+\mathrm{}`$
The coefficient $`a_0`$ gives the leading term in the expansion of the heat trace; this is correctly reproduced by the first term in $`A_1(r^2;s)`$. We also confirm the invariant form of the next coefficient $`a_1`$. We determine the value of $`c_4(m)`$ by considering the pole at the value $`s=\frac{m2}{2}`$. Note that $`F_{;m}=2`$. We compute
$`\text{Res }_{s=\frac{m2}{2}}\mathrm{\Gamma }(s)A_1(1r^2;s)={\displaystyle \frac{1}{12}}{\displaystyle \frac{m}{m2}}(4\pi )^{m/2}{\displaystyle _{S^{m1}}}\mathrm{Tr}(2)`$
$`\text{Res }_{s=\frac{m2}{2}}\mathrm{\Gamma }(s)A_0(1r^2;s)`$
$`={\displaystyle \frac{1}{4}}\mathrm{\Gamma }({\displaystyle \frac{1}{2}}){\displaystyle \frac{m1}{m2}}{\displaystyle \frac{\mathrm{\Gamma }(\frac{m}{2})}{\mathrm{\Gamma }((m+1)/2)}}(4\pi )^{m/2}{\displaystyle _{S^{m1}}}\mathrm{Tr}(2)`$
$`\text{Res }_{s=\frac{m2}{2}}\mathrm{\Gamma }(s)A_1(1r^2;s)={\displaystyle \frac{1}{12}}{\displaystyle \frac{5m6}{m2}}(4\pi )^{m/2}{\displaystyle _{S^{m1}}}\mathrm{Tr}(2).`$
We sum the contributions to prove the third assertion of Lemma 4.1 by evaluating $`c_4`$. The final assertion of Lemma 4.1 is now immediate. $``$
## 5. Conclusion
In Section 2, we used results of Grubb and Seeley to study the setting when the structures are product near the boundary. In this setting, $`\widehat{\psi }`$ was self-adjoint and only the terms $`\mathrm{Tr}(1)`$ and $`\mathrm{Tr}(\widehat{\psi })`$ were non-trivial. We used these results to determine the coefficients $`b_1(m)`$ and $`c_0(m)`$.
In Section 3, we used functorial methods to determine the coefficients $`c_0(m)`$, $`c_1(m)`$, and $`c_2(m)`$; the value we computed for $`c_0(m)`$ agreed with that determined in Section 2. We used variational methods to obtain a non-trivial linear relationship between the coefficients $`c_3(m)`$ and $`c_4(m)`$.
In Section 4, we determined $`b_1(m)`$, $`c_3(m)`$ and $`c_4(m)`$ by studying the ball in Euclidean space. The value of $`b_1(m)`$ computed in this fashion agreed with the value which was determined in Section 2. The values for the coefficients $`c_3(m)`$ and $`c_4(m)`$ satisfied the linear relationship derived in Section 3.
In Section 3, we chose $`c=2`$ to ensure that the $`1`$ parameter family $`(\epsilon )`$ of connections was unitary; the second author originally missed this point and his error in choosing a different value of $`c`$ led to a seeming contradiction, which has now been cleared up, between the methods of Section 3 and the methods of Section 4. We find it interesting that each of the three methods we have discussed gives some, but not all, of the coefficients and that none of the results of the three sections is a proper subset of the other.
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# UCN upscattering rates in a molecular deuterium crystal
## Abstract
A calculation of ultra-cold neutron (UCN) upscattering rates in molecular deuterium solids has been carried out, taking into account intra-molecular excitations and phonons. The different molecular species ortho-$`D_2`$ (with even rotational quantum number J) and para-D<sub>2</sub> (with odd J) exhibit significantly different UCN-phonon annihilation cross-sections. Para- to ortho-D<sub>2</sub> conversion, furthermore, couples UCN to an energy bath of excited rotational states without mediating phonons. This anomalous upscattering mechanism restricts the UCN lifetime to 4.6 msec in a normal-D<sub>2</sub> solid with 33% para content.
The low density of ultra-cold neutrons (UCN) available using conventional cold moderators at nuclear reactors has long been the main constraint in the pursuit of high precision measurements of neutron $`\beta `$-decay with UCN. To pursue the possibility of utilizing this simple hadronic system for tests of weak interaction theories, Golub and Pendlebury proposed a way to increase UCN production through the exchange of energy between a cold neutron bath and the phonons in certain cold moderators such as super-fluid <sup>4</sup>He, with large neutron scattering cross-sections and small neutron absorption cross-sections. Superthermal UCN sources exploit the characteristics of low temperature substances, in which a large number of phonon modes are available for neutron downscattering, while the number of phonons present which can upscatter UCN is suppressed. Ideally, the density of UCN produced in such a source is limited either by nuclear absorption in the moderator as is the case for solid deuterium, or the neutron lifetime itself as is the case for superfluid <sup>4</sup>He.
A solid D<sub>2</sub> UCN superthermal source is under development at the Los Alamos Neutron Science Center. Preliminary estimates promise gains in the available UCN density as high as two orders of magnitude over existing UCN facilities. To characterize its performance, calculations of essential physical parameters, such as scattering cross-sections, UCN residence time, etc., with more detailed and accurate models than those presently available are in increasing demand. In this report, we demonstrate that in the presence of even very small concentrations of para-D<sub>2</sub> (with total nuclear spin 1) can dominate the UCN upscattering rate, overwhelming the usual phonon annihilation mechanism. This results in greatly reduced UCN lifetimes in the solid and orders of magnitude reductions in the achievable UCN density.
The deuterium molecule is a two-body system with the quantum properties of identical bosons. Its nuclear spin wave-function couples to molecular rotational states with same parity to preserve the symmetry of the wave-function under permutation of identical particles. Koppel and Young calculated the neutron scattering cross-section of this molecular system, taking into consideration induced transitions between molecular rotational and vibrational states. In their formulation, an incoherent approximation was used and translational coordinates were assumed to commute with inter-molecular degrees of freedom. The derived double differential cross-section in which the interference term is neglected has the form, for UCN with incident wavenumber $`k`$ and final wavenumber $`k^{}`$,
$`{\displaystyle \frac{d^2\sigma }{d\mathrm{\Omega }dฯต}}={\displaystyle \frac{1}{2\pi \mathrm{}}}{\displaystyle \frac{k^{}}{k}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐t`$ (1)
$`{\displaystyle \underset{l}{}}<\varphi _{it}|e^{i\kappa r_l(0)}e^{i\kappa r_l(t)}|\varphi _{it}>_{Trans}`$ (2)
$`\times `$ $`{\displaystyle \underset{J}{}}P_{JS}{\displaystyle \underset{J^{}}{}}๐ฎ_{JJ^{}}(2J^{}+1)e^{i(E_J^{}E_J)t/\mathrm{}}`$ (3)
$`\times `$ $`{\displaystyle \underset{n=0}{}}{\displaystyle \frac{e^{in\omega t}}{n!}}({\displaystyle \frac{\mathrm{}^2\kappa ^2}{2M_{D_2}\mathrm{}\omega }})^n{\displaystyle \underset{l=|J^{}J|}{\overset{J^{}+J}{}}}|A_{nl}|^2C^2(JJ^{}l;00),`$ (4)
where $`\mathrm{}\kappa `$ is the momentum transfer of the scattered neutron, $`P_{JS}`$ is the population of the initial molecular state with a total nuclear spin $`S`$ and rotational quantum number $`J`$, $`E_J=7\text{meV}\times J(J+1)/2`$ is the rotational spectrum, $`\mathrm{}\omega `$ is the inter-molecular vibrational energy with $`n`$ characterizing the number of vibrational energy quanta, and $`C(JJ^{}l;00)`$ is a Clebsh-Gordon coefficient. $`A_{nl}`$ is defined as an integral over the orientation of a molecule, i.e.,
$$A_{nl}=_1^1๐\mu \mu ^nexp(\frac{\mathrm{}\kappa ^2\mu ^2}{4M_{D_2}\omega }+\frac{i\kappa a\mu }{2})P_l(\mu ),$$
(5)
with $`a=0.74\AA `$ the equilibrium separation distance of the D-D bond, $`\mu `$ the cosine of the inclination angle of the molecular axis from the z axis of a reference Euclidean coordinate system, and $`P_l`$ the Legendre polynomial of order $`l`$.
The input parameter $`๐ฎ_{JJ^{}}`$ (in units of barns) in (4) for transitions between different rotational states is deduced and listed in table I. Note here that only the incoherent scattering length $`a_{inc}`$ of a bound nuclide contributes to the ortho(even $`J`$)/para(odd $`J`$) conversion.
In a D<sub>2</sub> solid, the populations of the even-$`J`$(ortho state) and the odd-$`J`$(para state) are typically determined by the ortho/para population of the gas phase before the D<sub>2</sub> is frozen into the solid. The self-conversion between these two species in the solid phase into a thermal Boltzman distribution is extremely slow compared with the time scale of experiment. For example, a room temperature equilibrium D<sub>2</sub> is a mixture of 67% ortho-D<sub>2</sub> and 33% para-D<sub>2</sub>. The conversion rate in the solid is measured to be 0.06%/hr , requiring about 7 months to reduce the para content to 1.65% from 33%. On the other hand, relaxation to thermal distributions is rapid among ortho- and para- species themselves. Consequently, in low temperature circumstances relevant to super-thermal solid deuterium source(T$`<`$20K), only ground states($`J=0`$ for ortho; $`J=1`$ for para) are present.
In the case of neutrons scattered off a low temperature crystal with well-defined lattice structures, harmonic solid correlation functions should be applied to the translational part of (4). Following the standard treatment of lattice dynamics , we perform a phonon expansion
$`<`$ $`exp`$ $`\{i\kappa r_l\}exp\{i\kappa r_l^{}(t)\}>_{Trans}`$
$`=`$ $`exp\{2W(\kappa )\}exp\{<\kappa u_l\kappa u_l^{}(t)>\},`$
$`=`$ $`exp\{2W(\kappa )\}[1+<\kappa u_l\kappa u_l^{}(t)>`$
$`+O(<\kappa u_l\kappa u_l^{}(t)>^2)].`$
An overall Debye-Waller factor is extracted in front, and only the first two terms are left for discussion, yielding the zero and one phonon exchange processes, respectively.
Unlike conventional applications of elastic solid correlation functions, the first term in the phonon expansion(zero phonon term) coupled to molecular internal energy states not only gives rise to UCN energy transition(mainly upscattering), but overwhelms any phonon contributions when para-D<sub>2</sub> is present. The conversion of para- into ortho- molecules provides direct energy transfer to UCN. This scattering cross-section without phonon couplings has the simple form:
$`({\displaystyle \frac{d\sigma }{d\mathrm{\Omega }}})_{J=10}^{0\text{ }phonon}`$ $`=`$ $`{\displaystyle \frac{3}{4}}a_{inc}^2{\displaystyle \frac{k^{}}{k}}e^{2W(\kappa )}`$ (6)
$`\times \left[4j_1^2({\displaystyle \frac{\kappa a}{2}})C^2(101;00)\right],`$ (7)
where $`j_1(\frac{\kappa a}{2})`$ is a spherical Bessel function of order one. The increase of the neutron momentum is definite, i.e.,
$$k^{}=\sqrt{2m_n\mathrm{\Delta }E_{10}}/\mathrm{}.$$
(8)
A conversion energy $`\mathrm{\Delta }E_{10}`$ of 7 meV gives $`k^{}`$ a value of 1.84$`\times `$10<sup>10</sup>m<sup>-1</sup>. The momentum transfer $`\kappa `$ can be well-approximated by $`k^{}`$ for UCN ($`k^{}>>k_{ucn}`$=1.27$`\times `$ 10<sup>8</sup>m<sup>-1</sup>), and the above differential cross-section is isotropic, making the integration of (6) straightforward. A Debye-Waller factor originating from the uncertainty of positions of lattice sites, reduces the amplitude by a factor of 0.76. The temperature independent<sup>*</sup><sup>*</sup>*The only temperature dependence comes from a roughly 5% decrease in the Debye-Waller factor between 4 and 18K. total cross section of UCN upscattering $`\sigma _{10}`$ is calculated to be 31 barns. This is at least of an order of magnitude larger than the phonon annihilation cross-section in a 4K solid.
The rate of loss of UCN in the solid is
$`\dot{\rho }_{ucn}`$ $`=`$ $`w_{fi}/V,`$ (9)
$`=`$ $`\rho _{ucn}[\sigma _{10}v_{ucn}\rho ^{}].`$ (10)
Here $`\rho ^{}`$ is the density of para-D<sub>2</sub>, taken to be 3$`\times `$10<sup>22</sup> cm<sup>-3</sup>. The corresponding upscattering time $`\tau _{up}`$ of UCN in a pure para-D<sub>2</sub> molecular solid is therefore
$`\tau _{up}`$ $`=`$ $`{\displaystyle \frac{1}{\sigma _{10}v_{ucn}\rho ^{}}},`$
$`=`$ $`1.5\text{msec}.`$
For normal-D<sub>2</sub> which retains the room temperature equilibrium ortho/para ratio, the upscattering time due to the spin relaxation of para species is 4.6 msec!
To estimate the phonon upscattering rates, we approximate the SD<sub>2</sub> hcp/fcc lattice as a cubic lattice to simplify the treatment of polarization anisotropies. The expression of the incoherent double differential cross-section involving one phonon exchange is
$`(`$ $`{\displaystyle \frac{d^2\sigma }{d\mathrm{\Omega }dE^{^{}}}})^{1\text{ }phonon}_{JJ^{}}={\displaystyle \frac{k^{^{}}}{k}}{\displaystyle \frac{\mathrm{}^2\kappa ^2}{2M_{D_2}}}e^{2W(\kappa )}๐ฎ_{JJ^{}}(2J^{}+1)`$ (11)
$`\times `$ $`{\displaystyle \underset{n}{}}({\displaystyle \frac{\mathrm{}\kappa ^2}{2M_{D_2}\omega }})^n{\displaystyle \frac{1}{n!}}{\displaystyle \underset{l=|J^{}J|}{\overset{J^{}+J}{}}}|A_{nl}|^2C^2(JJ^{}l;00)`$ (12)
$`\times `$ $`{\displaystyle \frac{Z(E_{ph})}{E_{ph}}}\{\begin{array}{cc}n(E_{ph})+1\hfill & \text{if E}{}_{ph}{}^{}>=0\text{ }\hfill \\ n(E_{ph})\hfill & \text{if E}{}_{ph}{}^{}<0\text{,}\hfill \end{array}`$ (15)
where the energy of phonon $`E_{ph}=ฯต+\mathrm{\Delta }E(J^{}J)+n\mathrm{}\omega `$, complying with the law of conservation of energy. Positive and negative values of $`E_{ph}`$ correspond to single phonon creation and annihilation, respectively. $`Z(E)`$ represents the normalized phonon density of states, and $`n(E)`$ the occupation number of phonons with energy $`E`$.
With a simple Debye model, in which
$$Z(E)=\frac{3E^2}{(k_BT_\mathrm{\Theta })^3},$$
(16)
and the Debye temperature $`T_\mathrm{\Theta }`$(110K for D2) is the only parameter, a double integration of (15) with initial energy of UCN (see Figure 1) reproduces the upscattering cross-sections in ortho-deuterium calculated by Yu, Malik and Golub , in whose treatment rotational transitions were not considered. In an ortho-D<sub>2</sub> solid, the $`J=00`$ process dominates the upscattering. Even though the $`J=01`$ transition is energetically allowed through coupling to a phonon, the cross-section is kinematically suppressed by the smaller final phase space of upscattered neutrons. Para-D<sub>2</sub> has a distinguishably larger one-phonon annihilation cross-section than the ortho species. The origin of difference is again related to the $`J=10`$ relaxation channel. This provides UCN with additional energy to scatter into a larger volume of phase space, and secondly, it couples UCN to high energy phonons with large density of states, and is thus less restricted by the availability of phonon modes than the $`J=11`$ process. However, it is still suppressed by its small coupling to the phonon field, as opposed to the zero phonon term.
In summary, para-deuterium has a spin relaxation channel in which its conversion energy of 7 meV can be released to UCN, resulting in a temperature-indepedent short UCN lifetime of 4.6 msec in a normal-D<sub>2</sub> solid. Elimination of the para-D<sub>2</sub> is necessary to achieve UCN lifetimes comparable to the nuclear absorption time in solid D<sub>2</sub>.
The authors wish to acknowledge the generous support of the National Science Foundation through grant NSF-9807133 and the Department of Energy through LDRD-8K23-XAKJ funds.
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# Gauge-invariant gravitational perturbations of maximally symmetric spacetimes
## I Introduction
Recently, anti-deSitter (AdS) spacetime has been attracting a great deal of physical interests. In AdS/CFT correspondence, gravitational theory in AdS background is dual to a conformal field theory (CFT) on the boundary of the AdS . It is believed that a correlation function in the CFT can be calculated by a path integral in the gravitational theory in AdS background with a certain boundary condition at the boundary. Moreover, the large $`N`$ limit of the CFT is corresponding to the classical limit of the gravitational theory in AdS, where $`N`$ is the number of colors. Therefore, the classical scattering of gravitational fields in AdS background is an important issue. In other words, it is important to investigate classical perturbations of AdS spacetime.
Another subject in which AdS spacetime plays important roles is the brane-world scenario. Randall and Sundrum showed that, in a $`5`$-dimensional AdS background, $`4`$-dimensional Newtonโs law of gravity can be reproduced on a $`4`$-dimensional timelike hypersurface despite the existence of the infinite fifth dimension. To be precise, they considered a $`4`$-dimensional timelike thin-shell with its tension fine-tuned and showed that zero modes of gravitational perturbations are confined along the thin-shell and are decoupled from all non-zero modes in low energy. Therefore, it may be possible to consider the thin-shell, or the world volume of a $`3`$-brane, as our universe, provided that matter fields can be confined on the $`3`$-brane. In this respect, many authors investigated validity of the brane-world scenario from various points of view. For example, $`4`$-dimensional effective Einstein equation on the thin-shell was derived ; instability of the Cauchy horizon was discussed by non-linear analysis ; gravitational force between two test bodies was calculated ; black holes in the brane-world were discussed ; inflating brane solutions were constructed . Relations to the AdS/CFT correspondence were also discussed . In all of these works, AdS spacetime or its modifications play important roles.
Moreover, recently, cosmological solutions in this scenario were found . In these solutions, the standard cosmology is restored in low energy, provided that a parameter $`\mu `$ in the solutions is small enough. If the parameter $`\mu `$ is not small enough, it affects cosmological evolution of our universe as dark radiation . Hence, the parameter $`\mu `$ should be very small in order that the brane-world scenario should be consistent with nucleosynthesis . On the other hand, in Ref. , it was shown that $`5`$-dimensional geometry of all these cosmological solutions is the Schwarzschild-AdS (Sch-AdS) spacetime and that $`\mu `$ is the mass parameter of the black hole. Therefore, the $`5`$-dimensional bulk geometry should be the Sch-AdS spacetime with a small mass, which is close to the pure AdS spacetime. Moreover, black holes with small mass will evaporate in a short timescale . Thus, it seems a good approximation to consider the pure AdS spacetime as a $`5`$-dimensional bulk geometry for the brane-world cosmology.
Since the cosmological solution reproduces the standard cosmology as evolution of a homogeneous isotropic universe in low energy, this scenario may be considered as a realistic cosmology. Hence, it seems effective to look for observable consequences of this scenario. For this purpose, cosmic microwave background (CMB) anisotropy is a powerful tool. Therefore, we would like to give theoretical predictions of the brane-world scenario on the CMB anisotropy. However, this is not a trivial task as we shall explain below <sup>*</sup><sup>*</sup>*A part of information about the CMB anisotropy can be derived from the conservation of energy momentum tensor .. The main points are the following two: (i) how to give the initial condition; (ii) how to evolve perturbations. As for the first point, there is essentially the same issue even in the standard cosmology. The creation-from-nothing scenario may solve it or may not.
Regarding the second point, we would like to argue that evolution of cosmological perturbations becomes non-local in the brane-world scenario. First, provided a suitable initial condition is given, perturbations localized on the brane can produce gravitational waves. Next, those gravitational waves propagate in the bulk AdS spacetime, and may collide with the brane at a spacetime point different from the spacetime point at which the gravitational waves were produced. When they collide with the brane, they should alter evolution of perturbations localized on the brane. Hence, evolution of perturbations localized on the brane should be non-local in the sense that it should be described by some integro-differential equations. Thus, the non-locality seems the essential point of evolution of cosmological perturbations in the brane world scenario. Without considering this point, we cannot expect drastic differences between CMB anisotropies predicted by the brane-world cosmology and the standard cosmology. Therefore, we have to consider the non-locality caused by gravitational waves seriously.
Towards the derivation of the integro-differential equations, it seems an important step to analyze gravitational perturbations in the bulk AdS geometry.
The purpose of this paper is to develop a gauge-invariant formalism of gravitational perturbations of maximally symmetric spacetimes including AdS spacetime. Existence of scalar-type master variables is shown, and the corresponding master equations are derived.
In Sec. II properties of the background spacetime are summarized. In Sec. III gauge-invariant variables are constructed. In Sec. IV linearized Einstein equation is expressed in terms of the gauge-invariant variables. In Sec. V existence of scalar-type master variables is shown and the corresponding master equations are derived. Sec. VI is devoted to a summary of this paper.
## II Background spacetime
A spacetime is said to be maximally symmetric if it admits the maximum number $`D(D+1)/2`$ of independent Killing vector fields, where $`D`$ is the dimensionality of the spacetime. It can be shown that a maximally symmetric spacetime is a spacetime of constant curvature and that it is uniquely specified by a curvature constant . These are deSitter, Minkowski, and anti-deSitter spacetimes for positive, zero, and negative values of the curvature constant, respectively .
Since we consider a maximally symmetric spacetime as the background geometry and it is of constant curvature as mentioned above, we have the following equation for the background curvature tensor.
$$R_{MLNL^{}}^{(0)}=\frac{2\mathrm{\Lambda }}{(D1)(D2)}(g_{MN}^{(0)}g_{LL^{}}^{(0)}g_{ML^{}}^{(0)}g_{LN}^{(0)}),$$
(1)
where $`\mathrm{\Lambda }`$ is a constant called a cosmological constant, and the superscript $`(0)`$ hereafter denotes that the quantity is calculated for the unperturbed spacetime. Note that the normalization in the right hand side is determined so that
$$G_{MN}^{(0)}+\mathrm{\Lambda }g_{MN}^{(0)}=0.$$
(2)
As the brane-world cosmology, in many cases of physical interests, the boundary of an unperturbed spacetime is a world-volume of a constant-curvature (or equivalently, maximally symmetric) subspace. Hence, it is convenient to decompose the background spacetime into a family of constant-curvature subspace: let us consider the decomposition
$$g_{MN}^{(0)}=\gamma _{ab}dx^adx^b+r^2\mathrm{\Omega }_{ij}dx^idx^j,$$
(3)
where $`\mathrm{\Omega }_{ij}`$ is a metric of a $`n`$-dimensional constant-curvature space, $`\gamma _{ab}`$ is a $`(Dn)`$-dimensional metric depending only on the $`(Dn)`$-dimensional coordinates $`\{x^a\}`$, and $`r`$ also depends only on $`\{x^a\}`$. Denoting the curvature constant of $`\mathrm{\Omega }_{ij}`$ by $`K`$, we can write the curvature tensor of $`\mathrm{\Omega }_{ij}`$ as
$$R_{kl}^{(\mathrm{\Omega })ij}=K(\delta _k^i\delta _l^j\delta _l^i\delta _k^j).$$
(4)
By using this expression, it is easy to show by explicit calculation that the curvature tensor of the background metric of the form (3) has the following components.
$`R_{kl}^{(0)ij}`$ $`=`$ $`\left({\displaystyle \frac{K}{r^2}}\gamma ^{ab}_a\mathrm{ln}r_b\mathrm{ln}r\right)(\delta _k^i\delta _l^j\delta _l^i\delta _k^j),`$ (5)
$`R_{ajb}^{(0)i}`$ $`=`$ $`\delta _j^i(_a_b\mathrm{ln}r+_a\mathrm{ln}r_b\mathrm{ln}r),`$ (6)
$`R_{abcd}^{(0)}`$ $`=`$ $`R_{abcd}^{(\gamma )},`$ (7)
where $`_a`$ is the covariant derivative compatible with the metric $`\gamma _{ab}`$, and $`R_{abcd}^{(\gamma )}`$ is the curvature tensor of $`\gamma _{ab}`$. Therefore, the condition (1) implies that
$`\gamma ^{ab}_a\mathrm{ln}r_b\mathrm{ln}r`$ $`=`$ $`{\displaystyle \frac{K}{r^2}}{\displaystyle \frac{2\mathrm{\Lambda }}{(D1)(D2)}},`$ (8)
$`_a_b\mathrm{ln}r+_a\mathrm{ln}r_b\mathrm{ln}r`$ $`=`$ $`{\displaystyle \frac{2\mathrm{\Lambda }\gamma _{ab}}{(D1)(D2)}},`$ (9)
$`R_{abcd}^{(\gamma )}`$ $`=`$ $`{\displaystyle \frac{2\mathrm{\Lambda }}{(D1)(D2)}}(\gamma _{ac}\gamma _{bd}\gamma _{ad}\gamma _{bc}).`$ (10)
These equations will be used repeatedly in this paper.
Now, we have three kinds of covariant derivatives for the background geometry: the first, which we shall denote by semicolons, is the covariant derivative compatible with the original $`D`$-dimensional background metric $`g_{MN}^{(0)}`$; secondly, $`_a`$ is the covariant derivative compatible with the $`(Dn)`$-dimensional metric $`\gamma _{ab}`$; and the third, which we shall denote by $`D_i`$, is compatible with $`\mathrm{\Omega }_{ij}`$. The following examples of relations among them can be easily obtained. First, for an arbitrary 1-form field $`V_M`$,
$`V_{a;b}`$ $`=`$ $`_bV_a,`$ (11)
$`V_{a;i}`$ $`=`$ $`_iV_aV_i_a\mathrm{ln}r,`$ (12)
$`V_{i;a}`$ $`=`$ $`_aV_iV_i_a\mathrm{ln}r,`$ (13)
$`V_{i;j}`$ $`=`$ $`D_jV_i+r^2\mathrm{\Omega }_{ij}\gamma ^{ab}V_a_b\mathrm{ln}r.`$ (14)
These relations will be used when we seek infinitesimal gauge transformations for perturbations in Sec. III. The second set of examples is given in Appendix A and will be useful when we calculate Einstein equation for perturbations in Sec. IV.
## III Gauge-invariant variables
The main purpose of this paper is to derive equations governing gravitational perturbations around the background specified in the previous section. In other words, defining perturbation $`\delta g_{MN}`$ by
$$g_{MN}=g_{MN}^{(0)}+\delta g_{MN},$$
(15)
we shall derive the Einstein equation linearized with respect to $`\delta g_{MN}`$. Hence, in principle, independent variables are all components of $`\delta g_{MN}`$. However, those include degrees of freedom of gauge transformation as we shall see explicitly. Thus, it is desirable to reduce the number of degrees of freedom so that reduced degrees of freedom include physical perturbations only. For this purpose, in this section, we shall construct gauge invariant variables. The advantages of this approach against gauge-fixing will be explained in Sec. VI.
Since the background geometry still has the symmetry of isometry of $`\mathrm{\Omega }_{ij}`$ even after the decomposition (3), it is convenient to expand perturbations by harmonics on the constant-curvature space:
$`\delta g_{MN}dx^Mdx^N`$ $`=`$ $`{\displaystyle \underset{k}{}}[h_{ab}Ydx^adx^b+2(h_{(T)a}V_{(T)i}+h_{(L)a}V_{(L)i})dx^adx^i`$ (17)
$`+(h_{(T)}T_{(T)ij}+h_{(LT)}T_{(LT)ij}+h_{(LL)}T_{(LL)ij}+h_{(Y)}T_{(Y)ij})dx^idx^j],`$
where $`Y`$, $`V_{(T,L)}`$ and $`T_{(T,LT,LL,Y)}`$ are scalar, vector and tensor harmonics, respectively, and the coefficients $`h_{ab}`$, $`h_{(T,L)a}`$ and $`h_{(T,LT,LL,Y)}`$ are supposed to depend only on the $`(Dn)`$-dimensional coordinates $`\{x^a\}`$. Hereafter, $`k`$ denotes continuous ($`K=0,1`$) or discrete ($`K=1`$) eigenvalues, and we omit them in most cases. In this respect, the summation with respect to $`k`$ should be understood as an integration for $`K=0,1`$. See Appendix B for definitions and basic properties of the harmonics.
As mentioned already, $`\delta g_{MN}`$ includes degrees of freedom of gauge transformation. In fact, an infinitesimal gauge transformation is given by
$$\delta g_{MN}\delta g_{MN}\overline{\xi }_{M;N}\overline{\xi }_{N;M},$$
(18)
where $`\overline{\xi }_M`$ is an arbitrary vector field. Hence, by expanding the vector $`\overline{\xi }_M`$ in terms of harmonics as
$$\overline{\xi }_Mdx^M=\underset{k}{}\left[\xi _aYdx^a+(\xi _{(T)}V_{(T)i}+\xi _{(L)}V_{(L)i})dx^i\right],$$
(19)
we get the following infinitesimal gauge transformation for the expansion coefficients in Eq. (17).
$`h_{ab}`$ $``$ $`h_{ab}_a\xi _b_b\xi _a,`$ (20)
$`h_{(T)a}`$ $``$ $`h_{(T)a}r^2_a(r^2\xi _{(T)}),`$ (21)
$`h_{(L)a}`$ $``$ $`h_{(L)a}\xi _ar^2_a(r^2\xi _{(L)}),`$ (22)
$`h_{(T)}`$ $``$ $`h_{(T)},`$ (23)
$`h_{(LT)}`$ $``$ $`h_{(LT)}\xi _{(T)},`$ (24)
$`h_{(LL)}`$ $``$ $`h_{(LL)}\xi _{(L)},`$ (25)
$`h_{(Y)}`$ $``$ $`h_{(Y)}\gamma ^{ab}\xi _a_br^2+{\displaystyle \frac{2k^2}{n}}\xi _{(L)}.`$ (26)
Note that we have used Eq. (14) to derive those gauge transformations.
From the gauge transformations (26), it is easy to construct gauge invariant variables as follows.
$`F_{ab}`$ $`=`$ $`h_{ab}_aX_b_bX_a,`$ (27)
$`F`$ $`=`$ $`h_{(Y)}\gamma ^{ab}X_a_br^2+{\displaystyle \frac{2k^2}{n}}h_{(LL)},`$ (28)
$`F_a`$ $`=`$ $`h_{(T)a}r^2_a(r^2h_{(LT)}),`$ (29)
$`F_{(T)}`$ $`=`$ $`h_{(T)},`$ (30)
where $`X_a`$ is a gauge-dependent combination defined by
$$X_a=h_{(L)a}r^2_a(r^2h_{(LL)}),$$
(31)
and transforms under the infinitesimal gauge transformation as
$$X_aX_a\xi _a.$$
(32)
Note that, for $`k^2=0`$, $`F_{ab}`$ and $`F`$ are not gauge invariant variables but gauge dependent variables since $`V_{(L)i}0`$ and $`T_{(LL)ij}0`$. Similarly, for a special value of $`k`$ such that $`T_{(LT)ij}0`$, $`F_a`$ is not a gauge invariant variable but a gauge dependent variable. For all other values of $`k`$, off course, $`F_{ab}`$, $`F`$, $`F_a`$ and $`F_{(T)}`$ are gauge invariant variables.
## IV Einstein equation for the gauge-invariant variables
In this section we shall seek linearized equations for the gauge invariant variables $`F_{ab}`$, $`F`$ and $`F_{(T)}`$ constructed in the previous section. For this purpose, first, we expand the Einstein tensor in powers of $`\delta g_{MN}`$ without using the expansion (17) nor any properties of the background geometry. The result is
$$G_{MN}=G_{MN}^{(0)}+G_{MN}^{(1)}+O(\delta g^2),$$
(33)
where
$`2G_{MN}^{(1)}`$ $`=`$ $`\delta g_{MN;L}^{;L}+(\delta g_{M;LN}^L+\delta g_{N;LM}^L)\delta g_{;MN}+(\delta g_{;L}^{;L}\delta g_{;LL^{}}^{LL^{}})g_{MN}^{(0)}`$ (35)
$`+(R_M^{(0)L}\delta g_{LN}+R_N^{(0)L}\delta g_{LM})+g_{MN}^{(0)}R_{LL^{}}^{(0)}\delta g^{LL^{}}R^{(0)}\delta g_{MN}2R_{MLNL^{}}^{(0)}\delta g^{LL^{}},`$
and $`\delta g^{MN}g^{(0)MM^{}}g^{(0)NN^{}}\delta g_{M^{}N^{}}`$, $`\delta gg^{(0)MN}\delta g_{MN}`$. Correspondingly, the linearized Einstein equation becomes
$$G_{MN}^{(1)}+\mathrm{\Lambda }\delta g_{MN}=0.$$
(36)
Next, because of the constant-curvature condition (1) for the background, the left hand side of Eq. (36) multiplied by $`2`$ is rewritten as
$`2(G_{MN}^{(1)}+\mathrm{\Lambda }\delta g_{MN})`$ $`=`$ $`\delta g_{MN;L}^{;L}+(\delta g_{M;LN}^L+\delta g_{N;LM}^L)\delta g_{;MN}+(\delta g_{;L}^{;L}\delta g_{;LL^{}}^{LL^{}})g_{MN}^{(0)}`$ (38)
$`+{\displaystyle \frac{4\mathrm{\Lambda }}{(D1)(D2)}}\delta g_{MN}+{\displaystyle \frac{2(D3)\mathrm{\Lambda }}{(D1)(D2)}}\delta gg_{MN}^{(0)}.`$
Thirdly, by using the formulas (A37) given in Appendix A and substituting the expansion (17) into Eq. (38), we obtain the following expansion of the linearized Einstein equation.
$`2(G_{MN}^{(1)}+\mathrm{\Lambda }\delta g_{MN})dx^Mdx^N`$ $`=`$ $`{\displaystyle \underset{k}{}}[E_{ab}Ydx^adx^b+2(E_{(T)a}V_{(T)i}+E_{(L)a}V_{(L)i})dx^adx^i`$ (40)
$`+(E_{(T)}T_{(T)ij}+E_{(LT)}T_{(LT)ij}+E_{(LL)}T_{(LL)ij}+E_{(Y)}T_{(Y)ij})dx^idx^j],`$
where the coefficients $`E_{ab}`$, $`E_{(T,L)a}`$ and $`E_{(T,LT,LL,Y)}`$ depend only on the $`(Dn)`$-dimensional coordinates $`\{x^a\}`$. Hereafter, let us call those coefficients Einstein-equation-forms. The linearized Einstein equation is equivalent to the following set of projected equations.
$`E_{ab}`$ $`=`$ $`0,`$ (41)
$`E_{(T)a}`$ $`=`$ $`E_{(L)a}=0,`$ (42)
$`E_{(T)}`$ $`=`$ $`E_{(LT)}=E_{(LL)}=E_{(Y)}=0.`$ (43)
The next task is to express all Einstein-equation-forms in terms of the gauge invariant variables only. However, before showing the results, let us make classification of perturbations in order to make arguments clear.
Now, even without explicit expressions, it is easily shown from orthogonality between different kinds of harmonics (see Appendix B) that (i) $`E_{ab}`$, $`E_{(L)a}`$, $`E_{(LL)}`$ and $`E_{(Y)}`$ depend only on $`h_{ab}`$, $`h_{(L)a}`$, $`h_{(LL)}`$ and $`h_{(Y)}`$; (ii) $`E_{(T)a}`$ and $`E_{(LT)}`$ depend only on $`h_{(T)a}`$ and $`h_{(LT)}`$; (iii) $`E_{(T)}`$ depends only on $`h_{(T)}`$. Therefore, it is convenient to classify all perturbations into three categories: (i) ($`h_{ab}`$, $`h_{(L)a}`$, $`h_{(LL)}`$, $`h_{(Y)}`$); (ii) ($`h_{(T)a}`$, $`h_{(LT)}`$); (iii) $`h_{(T)}`$. It is evident that each category can be analyzed independently. Let us call perturbations in the first, second and third categories scalar perturbations, vector perturbations and tensor perturbations, respectively This way of classification is the same as that adopted in the theory of cosmological perturbations .
### A Einstein equation for scalar perturbations
For scalar perturbations given by
$$\delta g_{MN}dx^Mdx^N=\underset{k}{}\left[h_{ab}Ydx^adx^b+2h_{(L)a}V_{(L)i}dx^adx^i+(h_{(LL)}T_{(LL)ij}+h_{(Y)}T_{(Y)ij})dx^idx^j\right],$$
(44)
appropriate gauge invariant variables are $`F_{ab}`$ and $`F`$, and appropriate Einstein-equation-forms are $`E_{ab}`$, $`E_{(L)a}`$, $`E_{(LL)}`$ and $`E_{(Y)}`$. The explicit expressions for the Einstein-equation-forms in terms of the gauge invariant variables are as follows.
$`E_{ab}`$ $`=`$ $`^2F_{ab}+_a^cF_{cb}+_b^cF_{ca}_a_bF_c^c`$ (51)
$`+n(_aF_b^c+_bF_a^c^cF_{ab})_c\mathrm{ln}r+\left[{\displaystyle \frac{k^2}{r^2}}{\displaystyle \frac{4(n1)\mathrm{\Lambda }}{(D1)(D2)}}\right]F_{ab}`$
$`+{\displaystyle \frac{n}{r^2}}\left\{_a_bF+_aF_b\mathrm{ln}r+_bF_a\mathrm{ln}r2F_a\mathrm{ln}r_b\mathrm{ln}r\right\}`$
$`+\gamma _{ab}\{^2F_c^c^c^dF_{cd}+n(^dF_c^c2_cF^{cd})_d\mathrm{ln}r`$
$`+[{\displaystyle \frac{2(D3)\mathrm{\Lambda }}{(D1)(D2)}}{\displaystyle \frac{k^2}{r^2}}]F_c^cnF^{cd}(n_c\mathrm{ln}r_d\mathrm{ln}r+_c_d\mathrm{ln}r)\}`$
$`+{\displaystyle \frac{\gamma _{ab}}{r^2}}\{n^2F+n(n3)^cF_c\mathrm{ln}r`$
$`+F[n(n2)^c\mathrm{ln}r_c\mathrm{ln}rn^2\mathrm{ln}r+{\displaystyle \frac{2(D3)n\mathrm{\Lambda }}{(D1)(D2)}}(n1){\displaystyle \frac{k^2}{r^2}}]\},`$
$`E_{(L)a}`$ $`=`$ $`r^{(n2)}^b(r^{n2}F_{ab})(n1)_a(r^2F)r_a(r^1F_b^b),`$ (52)
$`E_{(LL)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}[F_a^a+(n2)r^2F],`$ (53)
$`E_{(Y)}`$ $`=`$ $`nr^2\{^2F_a^a^a^bF_{ab}2(n1)_aF^{ab}_b\mathrm{ln}r+(n1)^bF_a^a_b\mathrm{ln}r`$ (57)
$`F^{ab}[(n^22n+2)_a\mathrm{ln}r_b\mathrm{ln}r+n_a_b\mathrm{ln}r]+F_a^a[{\displaystyle \frac{2(D3)\mathrm{\Lambda }}{(D1)(D2)}}{\displaystyle \frac{n1}{n}}{\displaystyle \frac{k^2}{r^2}}]\}`$
$`+n\{(n1)^2F+(n4)(n1)^aF_a\mathrm{ln}r`$
$`+F[(n^24n+2)^a\mathrm{ln}r_a\mathrm{ln}r(n2)^2\mathrm{ln}r+{\displaystyle \frac{2(Dn3n+2)\mathrm{\Lambda }}{(D1)(D2)}}{\displaystyle \frac{(n1)(n2)}{n}}{\displaystyle \frac{k^2}{r^2}}]\}.`$
We have used the relations (10) to derive these expressions. Note that these are expressed in terms of gauge-invariant variables only, as expected.
Although each of the Einstein-equation-forms gives an equation for scalar perturbations, they do not give independent equations because of the Bianchi identity. In fact, the equation $`E_{(Y)}=0`$ can be derived from $`E_{(L)a}=0`$ and $`E_{(LL)}=0`$. Thus, a set of independent equations of motion for scalar perturbations are given by $`E_{ab}=0`$ and
$`F_a^a+(n2)r^2F`$ $`=`$ $`0,`$ (58)
$`^b(r^{n2}F_{ab})`$ $`=`$ $`_a(r^{n4}F).`$ (59)
Here we have rewritten $`E_{(L)a}=0`$ into the form of the last equation by using $`E_{(LL)}=0`$.
### B Einstein equation for vector perturbations
For vector perturbations given by
$$\delta g_{MN}dx^Mdx^N=\underset{k}{}\left[2h_{(T)a}V_{(T)i}dx^adx^i+h_{(LT)}T_{(LT)ij}dx^idx^j\right],$$
(60)
the appropriate gauge invariant variable is $`F_a`$, and appropriate Einstein-equation-forms are $`E_{(T)a}`$ and $`E_{(LT)}`$. The explicit expressions for the Einstein-equation-forms in terms of the gauge invariant variables are as follows.
$`E_{(T)a}`$ $`=`$ $`r^n^b\left[r^{n+2}_b\left({\displaystyle \frac{F_a}{r^2}}\right)r^{n+2}_a\left({\displaystyle \frac{F_b}{r^2}}\right)\right]+{\displaystyle \frac{k^2(n1)K}{r^2}}F_a,`$ (61)
$`E_{(LT)}`$ $`=`$ $`r^{(n2)}^a(r^{n2}F_a).`$ (62)
We have used the relations (10) to derive these expressions.
### C Einstein equation for tensor perturbations
For tensor perturbations given by
$$\delta g_{MN}dx^Mdx^N=\underset{k}{}h_{(T)}T_{(T)ij}dx^idx^j,$$
(63)
the coefficient $`h_{(T)}`$ itself is the gauge invariant variable $`F_{(T)}`$, and the appropriate Einstein-equation-form is $`E_{(T)}`$. The explicit expressions for the Einstein-equation-form is given by
$$E_{(T)}=r^{(n2)}^a[r^n_a(r^2F_{(T)})]+\frac{k^2+2K}{r^2}F_{(T)},$$
(64)
or equivalently,
$$E_{(T)}=r^{Dn+1}^a[r^{(2Dn2)}_a(r^{D3}F_{(T)})]+\frac{k^2+[(D1)(n2)D(D3)]K}{r^2}F_{(T)}.$$
(65)
We have used the relations (10) to derive these expressions.
## V Master equations
In the previous section we obtained equations of motion for the gauge invariant variables. These are described as scalars ($`F`$ and $`F_{(T)}`$), vectors ($`F_a`$) and $`2`$-tensors ($`F_{ab}`$) on the $`(Dn)`$-dimensional spacetime with the metric $`\gamma _{ab}`$. In the easiest case when $`Dn=1`$, those vectors and tensors have only one component, and thus they can trivially be treated on the same footing as scalars. However, in general, treatment of vectors and tensors is more complicated than scalars. In this section we show that, also in the case when $`Dn=2`$, those vector fields and tensor fields can be described by scalar fields called master variables.
Since we consider only the $`Dn=2`$ case in this section, without loss of generality, we can adopt the following form of the metric $`\gamma _{ab}`$.
$$\gamma _{ab}dx^adx^b=2e^\varphi dx_+dx_{},$$
(66)
where $`\varphi `$ is a function of the coordinates $`x_+`$ and $`x_{}`$. In this coordinate, the condition (10) is written as
$`e^\varphi {\displaystyle \frac{_+r_{}r}{r^2}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }}{(D1)(D2)}}{\displaystyle \frac{K}{2r^2}},`$ (67)
$`_+(e^\varphi _+r)`$ $`=`$ $`0,`$ (68)
$`_{}(e^\varphi _{}r)`$ $`=`$ $`0,`$ (69)
$`e^\varphi {\displaystyle \frac{_+_{}r}{r}}`$ $`=`$ $`{\displaystyle \frac{2\mathrm{\Lambda }}{(D1)(D2)}},`$ (70)
$`e^\varphi _+_{}\varphi `$ $`=`$ $`{\displaystyle \frac{2\mathrm{\Lambda }}{(D1)(D2)}}`$ (71)
### A Master equation for scalar perturbations
Now let us show that the tensor $`F_{ab}`$ and the scalar $`F`$ can be described by one scalar variable if they satisfy Eqs. (59). First, by defining two scalars $`\mathrm{\Phi }_{(S)\pm }`$ by
$`\stackrel{~}{F}_{++}`$ $`=`$ $`e^\varphi _+(e^\varphi _+\mathrm{\Phi }_{(S)+}),`$ (72)
$`\stackrel{~}{F}_{}`$ $`=`$ $`e^\varphi _{}(e^\varphi _{}\mathrm{\Phi }_{(S)}),`$ (73)
Eqs. (59) can be rewritten as
$$e^\varphi \stackrel{~}{F}_+=c\stackrel{~}{F},$$
(74)
and
$`_+[(c+1)\stackrel{~}{F}+e^\varphi _+_{}\mathrm{\Phi }_{(S)+}\stackrel{~}{\mathrm{\Lambda }}\mathrm{\Phi }_{(S)+}]`$ $`=`$ $`0,`$ (75)
$`_{}[(c+1)\stackrel{~}{F}+e^\varphi _+_{}\mathrm{\Phi }_{(S)}\stackrel{~}{\mathrm{\Lambda }}\mathrm{\Phi }_{(S)}]`$ $`=`$ $`0,`$ (76)
where $`\stackrel{~}{F}_{ab}=r^{D4}F_{ab}`$, $`\stackrel{~}{F}=r^{D6}F`$, $`c=(D4)/2`$ and $`\stackrel{~}{\mathrm{\Lambda }}=2\mathrm{\Lambda }/(D1)(D2)`$. Eqs.(76) imply that there exist functions $`f_1(x_{})`$ and $`f_2(x_+)`$ such that
$`(c+1)\stackrel{~}{F}+e^\varphi _+_{}\mathrm{\Phi }_{(S)+}\stackrel{~}{\mathrm{\Lambda }}\mathrm{\Phi }_{(S)+}`$ $`=`$ $`f_1(x_{}),`$ (77)
$`(c+1)\stackrel{~}{F}+e^\varphi _+_{}\mathrm{\Phi }_{(S)}\stackrel{~}{\mathrm{\Lambda }}\mathrm{\Phi }_{(S)}`$ $`=`$ $`f_2(x_+).`$ (78)
Thus, consistency between these two equations requires that
$$e^\varphi _+_{}(\mathrm{\Phi }_{(S)+}\mathrm{\Phi }_{(S)})=\stackrel{~}{\mathrm{\Lambda }}(\mathrm{\Phi }_{(S)+}\mathrm{\Phi }_{(S)})+f_1(x_{})f_2(x_+).$$
(79)
Next, let us solve the consistency condition (79) explicitly.
When $`\stackrel{~}{\mathrm{\Lambda }}=0`$, the last equation of (71) implies that there exist functions $`\varphi _+`$ and $`\varphi _{}`$ such that $`\varphi =\varphi _+(x_+)+\varphi _{}(x_{})`$. Thus, (79) can be solved easily to give
$$\mathrm{\Phi }_{(S)+}\mathrm{\Phi }_{(S)}=\overline{x}_+๐x_{}e^{\varphi _{}(x_{})}f_1(x_{})\overline{x}_{}๐x_+e^{\varphi _+(x_+)}f_2(x_+)+f_3(x_{})f_4(x_+),$$
(80)
where $`\overline{x}_\pm =๐x_\pm e^{\varphi _\pm (x_\pm )}`$, and $`f_3`$ and $`f_4`$ are arbitrary functions. Therefore, defining $`\mathrm{\Phi }_{(S)}`$ by
$`\mathrm{\Phi }_{(S)}`$ $`=`$ $`\mathrm{\Phi }_{(S)+}\stackrel{~}{x}_+{\displaystyle ๐x_{}e^{\varphi _{}(x_{})}f_1(x_{})}f_3(x_{})`$ (81)
$`=`$ $`\mathrm{\Phi }_{(S)}\stackrel{~}{x}_{}{\displaystyle ๐x_+e^{\varphi _+(x_+)}f_2(x_+)}f_4(x_+),`$ (82)
$`\stackrel{~}{F}_{ab}`$ and $`\stackrel{~}{F}`$ are written as
$`\stackrel{~}{F}_{++}`$ $`=`$ $`e^\varphi _+(e^\varphi _+\mathrm{\Phi }_{(S)}),`$ (83)
$`\stackrel{~}{F}_{}`$ $`=`$ $`e^\varphi _{}(e^\varphi _{}\mathrm{\Phi }_{(S)}),`$ (84)
$`e^\varphi \stackrel{~}{F}_+`$ $`=`$ $`c\stackrel{~}{F}={\displaystyle \frac{c}{c+1}}e^\varphi _+_{}\mathrm{\Phi }_{(S)}.`$ (85)
On the other hand, when $`\stackrel{~}{\mathrm{\Lambda }}0`$, by defining $`\mathrm{\Delta }`$ by $`\mathrm{\Delta }(\mathrm{\Phi }_{(S)+}\mathrm{\Phi }_{(S)})+(f_1(x_{})f_2(x_+))/\stackrel{~}{\mathrm{\Lambda }}`$, the consistency condition (79) can be written as
$$_+_{}\mathrm{\Delta }=\stackrel{~}{\mathrm{\Lambda }}e^\varphi \mathrm{\Delta }.$$
(86)
In Appendix C it is shown that a general solution of this equation is
$$\mathrm{\Delta }=e^\varphi _+(e^\varphi C^+(x_+))+e^\varphi _{}(e^\varphi C^{}(x_{})),$$
(87)
where $`C^\pm `$ are arbitrary functions. Therefore, defining $`\mathrm{\Phi }_{(S)}`$ by
$`\mathrm{\Phi }_{(S)}`$ $`=`$ $`\mathrm{\Phi }_{(S)+}+f_1(x_{})/\stackrel{~}{\mathrm{\Lambda }}e^\varphi _{}(e^\varphi C^{}(x_{}))`$ (88)
$`=`$ $`\mathrm{\Phi }_{(S)}+f_2(x_+)/\stackrel{~}{\mathrm{\Lambda }}+e^\varphi _+(e^\varphi C^+(x_+)),`$ (89)
$`\stackrel{~}{F}_{ab}`$ and $`\stackrel{~}{F}`$ are written as
$`\stackrel{~}{F}_{++}`$ $`=`$ $`e^\varphi _+(e^\varphi _+\mathrm{\Phi }_{(S)}),`$ (90)
$`\stackrel{~}{F}_{}`$ $`=`$ $`e^\varphi _{}(e^\varphi _{}\mathrm{\Phi }_{(S)}),`$ (91)
$`e^\varphi \stackrel{~}{F}_+`$ $`=`$ $`c\stackrel{~}{F}={\displaystyle \frac{c}{c+1}}(e^\varphi _+_{}\mathrm{\Phi }_{(S)}+\stackrel{~}{\mathrm{\Lambda }}\mathrm{\Phi }_{(S)}).`$ (92)
In summary, for any value of $`\stackrel{~}{\mathrm{\Lambda }}`$ there exists a master variable $`\mathrm{\Phi }_{(S)}`$ such that $`\stackrel{~}{F}_{ab}`$ and $`\stackrel{~}{F}`$ are written as (92). These equations can be written covariantly as
$`r^{D4}F_{ab}`$ $`=`$ $`_a_b\mathrm{\Phi }_{(S)}{\displaystyle \frac{D3}{D2}}^2\mathrm{\Phi }_{(S)}\gamma _{ab}{\displaystyle \frac{2(D4)\mathrm{\Lambda }}{(D1)(D2)^2}}\mathrm{\Phi }_{(S)}\gamma _{ab}`$ (93)
$`r^{D6}F`$ $`=`$ $`{\displaystyle \frac{1}{D2}}\left[^2\mathrm{\Phi }_{(S)}+{\displaystyle \frac{4\mathrm{\Lambda }}{(D1)(D2)}}\mathrm{\Phi }_{(S)}\right].`$ (94)
Now, let us derive an equation of motion for the master variable $`\mathrm{\Phi }_{(S)}`$. First, by substituting expressions (94) into the Einstein-equation-form $`E_{ab}`$ given by (57), we can show that
$$r^{D2}(E_{ab}E_c^c\gamma _{ab})=_a_b\mathrm{\Delta }_{(S)}+\frac{2\mathrm{\Lambda }}{(D1)(D2)}\gamma _{ab}\mathrm{\Delta }_{(S)},$$
(95)
where
$$\mathrm{\Delta }_{(S)}=r^2\left[^2\mathrm{\Phi }_{(S)}+(D2)^c\mathrm{\Phi }_{(S)}_c\mathrm{ln}r+\frac{2(D4)\mathrm{\Lambda }}{(D1)(D2)}\mathrm{\Phi }_{(S)}\right]+[k^2(D2)K]\mathrm{\Phi }_{(S)}.$$
(96)
Therefore, the projected Einstein equation $`E_{ab}=0`$ is equivalent to the statement that $`\mathrm{\Delta }_{(S)}`$ is a solution of
$$_a_b\mathrm{\Delta }_{(S)}+\frac{2\mathrm{\Lambda }}{(D1)(D2)}\gamma _{ab}\mathrm{\Delta }_{(S)}=0.$$
(97)
Next, let us show that, by redefinition of $`\mathrm{\Phi }_{(S)}`$, $`\mathrm{\Delta }_{(S)}`$ can be set to be zero if $`k^2[k^2(D2)K]0`$. Even in the case when $`k^2=0`$ and $`K0`$, $`\mathrm{\Delta }_{(S)}`$ can be set to be of the form $`Cr`$, where $`C`$ is a constant. The proof is as follows. It is easy to show by using (71) and (97) that
$`_\pm \left({\displaystyle \frac{\mathrm{\Psi }_1}{r}}\right)`$ $`=`$ $`0,`$ (98)
$`\mathrm{\Psi }_2`$ $`=`$ $`(D2)Kr,`$ (99)
where $`\mathrm{\Psi }_1`$ and $`\mathrm{\Psi }_2`$ are defined by
$`\mathrm{\Psi }_1`$ $`=`$ $`r^2\left[^2\mathrm{\Delta }_{(S)}+(D2)^c\mathrm{\Delta }_{(S)}_c\mathrm{ln}r+{\displaystyle \frac{2(D4)\mathrm{\Lambda }}{(D1)(D2)}}\mathrm{\Delta }_{(S)}\right],`$ (100)
$`\mathrm{\Psi }_2`$ $`=`$ $`r^2\left[^2r+(D2)^cr_c\mathrm{ln}r+{\displaystyle \frac{2(D4)\mathrm{\Lambda }}{(D1)(D2)}}r\right]`$ (101)
From the first equation of (99), $`\mathrm{\Psi }_1=\stackrel{~}{C}r`$, where $`\stackrel{~}{C}`$ is a constant. Therefore, if $`k^2[k^2(D2)K]0`$ then
$$r^2\left[^2\mathrm{\Phi }_{(s)}^{}+(D2)^c\mathrm{\Phi }_{(s)}^{}_c\mathrm{ln}r+\frac{2(D4)\mathrm{\Lambda }}{(D1)(D2)}\mathrm{\Phi }_{(s)}^{}\right]+[k^2(D2)K]\mathrm{\Phi }_{(s)}^{}=0,$$
(102)
where
$$\mathrm{\Phi }_{(s)}^{}=\mathrm{\Phi }_{(S)}\frac{\mathrm{\Delta }_{(S)}}{k^2(D2)K}+\frac{\stackrel{~}{C}r}{k^2[k^2(D2)K]}.$$
(103)
When $`k^2=0`$ and $`K0`$, we can define $`\mathrm{\Phi }_{(s)}^{}`$ by
$$\mathrm{\Phi }_{(s)}^{}=\mathrm{\Phi }_{(S)}+\frac{\mathrm{\Delta }_{(S)}}{(D2)K}$$
(104)
so that
$$r^2\left[^2\mathrm{\Phi }_{(s)}^{}+(D2)^c\mathrm{\Phi }_{(s)}^{}_c\mathrm{ln}r+\frac{2(D4)\mathrm{\Lambda }}{(D1)(D2)}\mathrm{\Phi }_{(s)}^{}\right](D2)K\mathrm{\Phi }_{(s)}^{}=Cr,$$
(105)
where $`C=\stackrel{~}{C}/(D2)K`$. It is evident from (71) and (97) that replacement of $`\mathrm{\Phi }_{(S)}`$ with $`\mathrm{\Phi }_{(s)}^{}`$ in Eq. (94) does not alter $`F_{ab}`$ nor $`F`$.
Finally, $`F_{ab}`$ and $`F`$ are given by (94), where $`\mathrm{\Phi }_{(S)}`$ is a solution of the master equation
$$^2\mathrm{\Phi }_{(S)}(D2)^c\mathrm{\Phi }_{(S)}_c\mathrm{ln}r\frac{2(D4)\mathrm{\Lambda }}{(D1)(D2)}\mathrm{\Phi }_{(S)}\frac{k^2(D2)K}{r^2}\mathrm{\Phi }_{(S)}+\frac{\mathrm{\Delta }_{(S)}}{r^2}=0.$$
(106)
When $`k^2[k^2(D2)K]0`$, $`\mathrm{\Delta }_{(S)}=0`$. When $`k^2=0`$ and $`K0`$, $`\mathrm{\Delta }_{(S)}=Cr`$, where $`C`$ is an arbitrary constant. When $`k^2(D2)K=0`$, $`\mathrm{\Delta }_{(S)}`$ is an arbitrary solution of (97).
### B Master equation for vector perturbations
Now let us consider vector perturbations. First, defining two functions $`\mathrm{\Phi }_{(V)\pm }`$ by
$$r^{D4}F_\pm =\pm _\pm \mathrm{\Phi }_{(V)\pm },$$
(107)
$`E_{(LT)}=0`$ is rewritten as
$$_+_{}(\mathrm{\Phi }_{(V)+}\mathrm{\Phi }_{(V)})=0,$$
(108)
where $`E_{(LT)}`$ is given by (62). Thus, there are functions $`f_5(x_{})`$ and $`f_6(x_+)`$ such that
$$\mathrm{\Phi }_{(V)+}\mathrm{\Phi }_{(V)}=f_5(x_{})f_6(x_+).$$
(109)
and that we can define a master variable $`\mathrm{\Phi }_{(V)}`$ by
$`\mathrm{\Phi }_{(V)}=\mathrm{\Phi }_{(V)+}f_5(x_{})=\mathrm{\Phi }_{(V)}f_6(x_+).`$ (110)
With this definition, $`F_\pm `$ are expressed as
$$r^{D4}F_\pm =\pm _\pm \mathrm{\Phi }_{(V)},$$
(111)
or covariantly,
$$r^{D4}F_a=ฯต_a^b_b\mathrm{\Phi }_{(V)},$$
(112)
where $`ฯต_{ab}`$ is the Levi-Civita tensor defined by
$$ฯต_{01}=ฯต_{10}=\sqrt{|det\gamma _{ab}|},ฯต_{00}=ฯต_{11}=0.$$
(113)
Note that $`_cฯต_{ab}=0`$.
Next, by substituting (112) into (62), we obtain
$$ฯต_b^aE_{(T)a}=_b\left\{r^D^a[r^{(D2)}_a\mathrm{\Phi }_{(V)}][k^2(D3)K]\mathrm{\Phi }_{(V)}\right\},$$
(114)
where we have used the identity $`ฯต_b^aฯต_a^{}^c=\gamma _{ba^{}}\gamma ^{ac}\delta _b^c\delta _a^{}^a`$. Thus, the projected Einstein equation $`E_{(T)a}=0`$ is equivalent to the following master equation.
$$r^{D2}^a[r^{(D2)}_a\mathrm{\Phi }_{(V)}]\frac{k^2(D3)K}{r^2}\mathrm{\Phi }_{(V)}+\frac{\mathrm{\Delta }_{(V)}}{r^2}=0,$$
(115)
where $`\mathrm{\Delta }_{(V)}`$ is a constant. Note that, when $`k^2(D3)K`$, $`\mathrm{\Delta }_{(V)}`$ can be set to be zero by redefinition of $`\mathrm{\Phi }_{(V)}`$.
## VI Summary and Discussion
In summary, we have investigated classical perturbations of $`D`$-dimensional maximally-symmetric spacetimes (Minkowski, deSitter, and anti-deSitter spacetimes). We have decomposed the background spacetime into a family of $`n`$-dimensional constant-curvature spaces and have expanded gravitational perturbations by harmonics on the constant-curvature space. After analyzing gauge transformation, we constructed gauge-invariant variables. Those can be considered as scalar fields $`F`$ and $`F_{(T)}`$, the vector field $`F_a`$, and the symmetric second-rank tensor fields $`F_{ab}`$ in $`(Dn)`$-dimensional spacetime.
When $`Dn=2`$, we have shown that the tensor field $`F_{ab}`$ and the vector field $`F_a`$ can be described by scalar master variables. Namely, $`F_{ab}`$ as well as $`F`$ are given by (94), and $`F_a`$ is given by (112). Therefore, in this case, we can investigate the gauge-invariant perturbations by analyzing the master scalar variables $`\mathrm{\Phi }_{(S)}`$ and $`\mathrm{\Phi }_{(V)}`$, and the scalar $`F_{(T)}`$. These scalar fields obey the following master equations.
$$r^{\alpha +\beta }^a[r^\alpha _a(r^\beta \mathrm{\Phi })](k^2+\gamma K)r^2\mathrm{\Phi }+\mathrm{\Delta }r^2=0,$$
(116)
where $`\mathrm{\Phi }`$ represents $`\mathrm{\Phi }_{(S)}`$, $`\mathrm{\Phi }_{(V)}`$ or $`F_{(T)}`$, and $`K`$ is the curvature constant of the $`(D2)`$-dimensional constant-curvature space. The constants ($`\alpha `$, $`\beta `$, $`\gamma `$) are given by Table I, and $`\mathrm{\Delta }`$ is a constant or a function given by Table II.
In $`4`$-dimension ($`D=4`$), there is a choice such that $`\alpha =0`$ for both $`\mathrm{\Phi }_{(S)}`$ and $`\mathrm{\Phi }_{(V)}`$, and there are no degrees of freedom of $`F_{(T)}`$ since $`T_{(T)ij}0`$ for $`n=2`$. (See the last paragraph of Appendix B.) Thus, the result of this paper is consistent with the master equations given in Refs. for $`D=4`$, $`K=1`$.
Here, we mention again that, for $`k^2=0`$, $`F_{ab}`$ and $`F`$ are not gauge invariant variables but gauge dependent variables since $`V_{(L)i}0`$ and $`T_{(LL)ij}0`$. Similarly, for a special value of $`k`$ such that $`T_{(LT)ij}0`$, $`F_a`$ is not a gauge invariant variable but a gauge dependent variable. The corresponding gauge transformations are
$`F_{ab}`$ $``$ $`F_{ab}_a\xi _b_b\xi _a(k^2=0),`$ (117)
$`F`$ $``$ $`F_{(Y)}\gamma ^{ab}\xi _a_br^2(k^2=0),`$ (118)
and
$$F_aF_ar^2_a(r^2\xi _{(T)})(\text{for}k\text{such that}T_{(LT)ij}0).$$
(119)
The gauge transformation (118) for $`F_{ab}`$ and $`F`$ can be considered as the $`(Dn)`$-dimensional gauge transformation, provided that $`F_{ab}`$ and $`F`$ are considered as perturbations of $`\gamma _{ab}`$ and $`r^2`$, respectively. On the other hand, since $`T_{(LT)ij}0`$ implies that $`V_{(T)i}`$ is a Killing vector field of the metric $`\mathrm{\Omega }_{ij}`$, from general arguments of the Kaluza-Klein theory the vector field $`F_a`$ ($`=h_{(T)a}`$) for such a value of $`k`$ can be considered as a gauge field with the gauge group of the isometry of $`\mathrm{\Omega }_{ij}`$. Correspondingly, (119) can be considered as the gauge transformation of the gauge field. For all other values of $`k`$, off course, $`F_{ab}`$, $`F`$, $`F_a`$ and $`F_{(T)}`$ are gauge invariant variables.
As already explained in Sec. I, this paper may be considered as the first step towards the derivation of the integro-differential equations for cosmological perturbations in the brane-world scenario. In this respect, the next step, which is now under investigation, is simplification of Israelโs junction condition for the master variables given in this paper.
Now let us discuss about a gauge choice which might be convenient in some cases. From the gauge transformations (26), by choosing $`\xi _a`$, $`\xi _{(T)}`$ and $`\xi _{(L)}`$ as
$`\xi _{(T)}`$ $`=`$ $`h_{(LT)},`$ (120)
$`\xi _{(L)}`$ $`=`$ $`h_{(LL)},`$ (121)
$`\xi _a`$ $`=`$ $`h_{(L)a}r^2_a(r^2h_{(LL)}),`$ (122)
$`\xi _{(L)}`$ $`=`$ $`{\displaystyle \frac{n}{2k^2}}(h_{(Y)}\gamma ^{ab}h_{(L)a}_br^2)(\text{for}k(0)\text{such that}T_{(LL)ij}0).`$ (123)
we can always make a gauge transformation such that
$`h_{(LT)}`$ $``$ $`0,`$ (124)
$`h_{(LL)}`$ $``$ $`0,`$ (125)
$`h_{(L)a}`$ $``$ $`0,`$ (126)
$`h_{(Y)}`$ $``$ $`0(\text{for}k(0)\text{such that}T_{(LL)ij}0).`$ (127)
This gauge choice was adopted in Ref. for $`K=1`$ in a different context and may be considered as a generalization of the so-called Regge-Wheeler gauge . (For $`n=2`$, $`T_{(T)ij}0`$ and there is no degrees of freedom of $`h_{(T)}`$. See the last paragraph of Appendix B.) The remaining gauge transformation is equivalent to the $`(Dn)`$-dimensional gauge transformation
$`h_{ab}`$ $``$ $`h_{ab}_a\xi _b_b\xi _a(k^2=0),`$ (128)
$`h_{(Y)}`$ $``$ $`h_{(Y)}\gamma ^{ab}\xi _a_br^2(k^2=0),`$ (129)
and
$$h_{(T)a}h_{(T)a}r^2_a(r^2\xi _{(T)})(\text{for}k\text{such that}T_{(LT)ij}0).$$
(130)
The vector field $`h_{(T)a}`$ for $`k`$ such that $`T_{(LT)ij}0`$ can be considered as a gauge field with the gauge group of the isometry of $`\mathrm{\Omega }_{ij}`$, and (130) can be considered as the gauge transformation of the gauge field.
Although the above generalized Regge-Wheeler gauge might be convenient for some purposes, it seems inconvenient to adopt it when we analyze perturbations of the brane world. In fact, in general the brane is not located at $`r=R(t)`$ in this gauge even if we assume that the trajectory of the brane is given by $`r=R(t)`$ in the unperturbed spacetime. In order to show this, first, let us adopt a Gaussian gauge in a neighborhood of the world volume of the brane for a moment. Next, let us perform an infinitesimal gauge transformation so that the transformed metric perturbation satisfies the generalized Regge-Wheeler gauge. The infinitesimal gauge transformation is given by Eq. (123), provided that $`h`$โs in the right hand side are calculated in the Gaussian gauge. Thus, it is easily seen that
$$\xi _w=r^2_w(r^2h_{(LL)}),$$
(131)
where $`h_{(LL)}`$ in the right hand side is calculated in the Gaussian gauge, and $`w`$ is a coordinate corresponding to the geodesic distance from the brane. Therefore, the displacement of the brane in the generalized Regge-Wheeler gauge ($`\xi _w`$ estimated at the brane) is not zero in general. (cf. Ref. ) In this respect, is is not convenient to adopt the generalized Regge-Wheeler gauge for the brane world: when one considers spacetime with singularities such as a domain wall or the brane, perturbative treatment as well as the variational principle may break down unless the displacement of the singularities vanishes . Therefore, if we would prefer to gauge-fixing method rather than the gauge-invariant formalism, we have to modify the generalized Regge-Wheeler gauge slightly so that the displacement of the brane vanishes. Otherwise, we have to introduce degrees of freedom for the displacement of the brane explicitly, and have to consider the consistent gauge transformation of it so that the gauge transformation does not change the physical position of the brane. Although the modification of the generalized Regge-Wheeler gauge may be achieved by allowing non-zero value of $`h_{(L)a}`$. it seems that in this modified gauge the analysis becomes complicated. Therefore, the gauge-invariant formalism developed in this paper seems better than gauge-fixing method for the analysis of perturbations of the brane world.
Finally, we suggest a possible generalization of the formalism developed in this paper. It seems possible to generalize the formalism to more general background spacetimes. In particular, generalization to Schwarzschild-AdS spacetime is of physical interests since bulk geometry of cosmological solutions in the brane-world scenario are Schwarzschild-AdS spacetime in general .
###### Acknowledgements.
The author would like to thank Professor W. Israel for continuing encouragement. He would be grateful to Dr. T. Shiromizu and Professor M. Sasaki for discussions. This work was supported by the CITA National Fellowship and the NSERC operating research grant.
## A Relations among three kinds of covariant derivatives
For an arbitrary (not necessarily symmetric) 2-tensor $`T_{MN}`$,
$`T_{ab;cd}`$ $`=`$ $`_d_cT_{ab},`$ (A1)
$`T_{ab;ci}`$ $`=`$ $`_c_iT_{ab}_iT_{ab}_c\mathrm{ln}r(_cT_{ib}2T_{ib}_c\mathrm{ln}r)_a\mathrm{ln}r(_cT_{ai}2T_{ai}_c\mathrm{ln}r)_b\mathrm{ln}r,`$ (A2)
$`T_{ab;ic}`$ $`=`$ $`T_{ab;ci}(T_{ai}_c_b\mathrm{ln}r+T_{ib}_c_a\mathrm{ln}r),`$ (A3)
$`T_{ai;bc}`$ $`=`$ $`_c_bT_{ai}_bT_{ai}_c\mathrm{ln}r(_cT_{ai}T_{ai}_c\mathrm{ln}r)_b\mathrm{ln}rT_{ai}_c_b\mathrm{ln}r,`$ (A4)
$`T_{ab;ij}`$ $`=`$ $`r^2\mathrm{\Omega }_{ij}[_cT_{ab}T_{ac}_b\mathrm{ln}rT_{cb}_a\mathrm{ln}r]^c\mathrm{ln}r+D_jD_iT_{ab}`$ (A6)
$`(D_iT_{aj}+D_jT_{ai})_b\mathrm{ln}r(D_iT_{jb}+D_jT_{ib})_a\mathrm{ln}r+(T_{ij}+T_{ji})_a\mathrm{ln}r_b\mathrm{ln}r,`$
$`T_{ai;bj}`$ $`=`$ $`r^2\mathrm{\Omega }_{ij}(_bT_{ac}T_{ac}_b\mathrm{ln}r)^c\mathrm{ln}r+_bD_jT_{ai}2D_jT_{ai}_b\mathrm{ln}r(_bT_{ji}3T_{ji}_b\mathrm{ln}r)_a\mathrm{ln}r,`$ (A7)
$`T_{ai;jb}`$ $`=`$ $`r^2\mathrm{\Omega }_{ij}(_bT_{ac}^c\mathrm{ln}r+T_{ac}_b^c\mathrm{ln}r)+_bD_jT_{ai}2D_jT_{ai}_b\mathrm{ln}r`$ (A9)
$`(_bT_{ji}2T_{ji}_b\mathrm{ln}r)_a\mathrm{ln}rT_{ji}_b_a\mathrm{ln}r,`$
$`T_{ij;ab}`$ $`=`$ $`_b_aT_{ij}2_aT_{ij}_b\mathrm{ln}r2_bT_{ij}_a\mathrm{ln}r+2T_{ij}(2_a\mathrm{ln}r_b\mathrm{ln}r_b_a\mathrm{ln}r),`$ (A10)
$`T_{ij;ka}`$ $`=`$ $`r^2\mathrm{\Omega }_{ki}[_aT_{bj}^b\mathrm{ln}r+T_{bj}(_a^b\mathrm{ln}r_a\mathrm{ln}r^b\mathrm{ln}r)]`$ (A12)
$`+r^2\mathrm{\Omega }_{jk}[_aT_{ib}^b\mathrm{ln}r+T_{ib}(_a^b\mathrm{ln}r_a\mathrm{ln}r^b\mathrm{ln}r)]+_aD_kT_{ij}3D_kT_{ij}_a\mathrm{ln}r,`$
$`T_{ij;ak}`$ $`=`$ $`r^2\mathrm{\Omega }_{ik}(_aT_{bj}^b\mathrm{ln}r2T_{bj}_a\mathrm{ln}r^b\mathrm{ln}r)+r^2\mathrm{\Omega }_{jk}(_aT_{ib}^b\mathrm{ln}r2T_{ib}_a\mathrm{ln}r^b\mathrm{ln}r)`$ (A14)
$`+_aD_kT_{ij}3D_kT_{ij}_a\mathrm{ln}r,`$
$`T_{ai;jk}`$ $`=`$ $`r^2(\mathrm{\Omega }_{ik}_jT_{ab}+\mathrm{\Omega }_{ij}_kT_{ab})^b\mathrm{ln}r+r^2\mathrm{\Omega }_{jk}(_bT_{ai}T_{ai}_b\mathrm{ln}r)^b\mathrm{ln}rr^2(\mathrm{\Omega }_{jk}T_{bi}+\mathrm{\Omega }_{ij}T_{kb})_a\mathrm{ln}r^b\mathrm{ln}r`$ (A16)
$`r^2\mathrm{\Omega }_{ik}(T_{aj}_b\mathrm{ln}r+T_{jb}_a\mathrm{ln}r)^b\mathrm{ln}r+D_kD_jT_{ai}(D_kT_{ji}+D_jT_{ki})_a\mathrm{ln}r,`$
$`T_{ij;kl}`$ $`=`$ $`r^4(\mathrm{\Omega }_{ik}\mathrm{\Omega }_{jl}+\mathrm{\Omega }_{il}\mathrm{\Omega }_{jk})T_{ab}^a\mathrm{ln}r^b\mathrm{ln}r+r^2(\mathrm{\Omega }_{ik}D_lT_{aj}+\mathrm{\Omega }_{jl}D_kT_{ia}+\mathrm{\Omega }_{jk}D_lT_{ia}+\mathrm{\Omega }_{il}D_kT_{aj})^a\mathrm{ln}r`$ (A18)
$`+r^2\mathrm{\Omega }_{kl}(_aT_{ij}2T_{ij}_a\mathrm{ln}r)^a\mathrm{ln}rr^2(\mathrm{\Omega }_{il}T_{kj}+\mathrm{\Omega }_{jl}T_{ik})_a\mathrm{ln}r^a\mathrm{ln}r+D_lD_kT_{ij}.`$
By using these, we can show the following equations, which are useful in Sec. IV.
$`T_{ab;L}^{;L}+T_{a;Lb}^L+T_{b;La}^LT_{L;ab}^L`$ (A19)
$`=^2T_{ab}+_a^cT_{cb}+_b^cT_{ca}_a_b(T_{cd}\gamma ^{cd})+n(_aT_{bc}+_bT_{ac}_cT_{ab})^c\mathrm{ln}r`$ (A20)
$`+n(T_{ac}_b\mathrm{ln}r+T_{cb}_a\mathrm{ln}r)^c\mathrm{ln}r+n(T_{ac}_b^c\mathrm{ln}r+T_{bc}_a^c\mathrm{ln}r)r^2D^2T_{ab}+r^2(_aD^iT_{bi}+_bD^iT_{ai})`$ (A21)
$`r^2_a_b(\mathrm{\Omega }^{ij}T_{ij})+r^2[_a(\mathrm{\Omega }^{ij}T_{ij})_b\mathrm{ln}r+_b(\mathrm{\Omega }^{ij}T_{ij})_a\mathrm{ln}r]2r^2(\mathrm{\Omega }^{ij}T_{ij})_a\mathrm{ln}r_b\mathrm{ln}r`$ (A22)
$`T_{ai;L}^{;L}+T_{a;Li}^L+T_{i;La}^LT_{L;ai}^L`$ (A23)
$`=^b_iT_{ab}_a_i(T_{bc}\gamma ^{bc})+(n2)_iT_{ab}^b\mathrm{ln}r+_i(T_{bc}\gamma ^{bc})_a\mathrm{ln}r^2T_{ai}+_a^bT_{ib}`$ (A24)
$`+_a[(n1)T_{ib}+T_{bi}]^b\mathrm{ln}r(n2)^bT_{ai}_b\mathrm{ln}r2^bT_{ib}_a\mathrm{ln}r+T_{ai}(n^b\mathrm{ln}r_b\mathrm{ln}r+^2\mathrm{ln}r)`$ (A25)
$`+[(n1)T_{ib}+T_{bi}]_a^b\mathrm{ln}r(n2)(2T_{ib}T_{bi})_a\mathrm{ln}r^b\mathrm{ln}r+r^2D_iD^jT_{aj}r^2D^2T_{ai}`$ (A26)
$`+r^2_aD^jT_{ij}r^2_a_i(\mathrm{\Omega }^{jk}T_{jk})2r^2D^j(2T_{ij}T_{ji})_a\mathrm{ln}r+2r^2_i(\mathrm{\Omega }^{jk}T_{jk})_a\mathrm{ln}r`$ (A27)
$`T_{ij;L}^{;L}+T_{i;Lj}^L+T_{j;Li}^LT_{L;ij}^L`$ (A28)
$`=r^2\mathrm{\Omega }_{ij}\left[2^aT_{ba}^b\mathrm{ln}r_a(T_{bc}\gamma ^{bc})^a\mathrm{ln}r+2(n1)T_{ab}^a\mathrm{ln}r^b\mathrm{ln}r\right]D_iD_j(T_{ab}\gamma ^{ab})`$ (A29)
$`+^a(D_iT_{ja}+D_jT_{ia})+\{D_i[(n1)T_{ja}T_{aj}]+D_j[(n3)T_{ia}+T_{ai}]\}^a\mathrm{ln}r+2\mathrm{\Omega }_{ij}D^kT_{ak}^a\mathrm{ln}r`$ (A30)
$`^2T_{ij}(n4)_aT_{ij}^a\mathrm{ln}r\mathrm{\Omega }_{ij}_a(T_{kl}\mathrm{\Omega }^{kl})^a\mathrm{ln}r+2[(n1)^a\mathrm{ln}r_a\mathrm{ln}r+^2\mathrm{ln}r]T_{ij}`$ (A31)
$`r^2D^2T_{ij}+r^2(D_iD^kT_{jk}+D_jD^kT_{ik})r^2D_jD_i(T_{kl}\mathrm{\Omega }^{kl}),`$ (A32)
$`T_{L;L^{}}^{L;L^{}}T_{;LL^{}}^{LL^{}}`$ (A33)
$`=^2(T_{ab}\gamma ^{ab})^b^aT_{ab}+n[_a(T_{bc}\gamma ^{bc})^b(T_{ab}+T_{ba})]^a\mathrm{ln}r+r^2D^2(T_{ab}\gamma ^{ab})`$ (A34)
$`nT_{ab}(n^a\mathrm{ln}r^b\mathrm{ln}r+^a^b\mathrm{ln}r)r^2^aD^i(T_{ai}+T_{ia})(n1)r^2D^i(T_{ai}+T_{ia})^a\mathrm{ln}r`$ (A35)
$`+r^2^2(T_{ij}\mathrm{\Omega }^{ij})+(n3)r^2_a(T_{ij}\mathrm{\Omega }^{ij})^a\mathrm{ln}rr^2(T_{ij}\mathrm{\Omega }^{ij})[(n2)^a\mathrm{ln}r_a\mathrm{ln}r+^2\mathrm{ln}r]`$ (A36)
$`+r^4D^2(T_{ij}\mathrm{\Omega }^{ij})r^4D^iD^jT_{ji}.`$ (A37)
## B Harmonics on constant-curvature space
In this Appendix we give definitions and basic properties of scalar, vector and tensor harmonics on a $`n`$-dimensional constant-curvature space. Throughout this Appendix we will use the notation that $`\mathrm{\Omega }_{ij}`$ is the metric of the constant-curvature space and that $`D_i`$ is the covariant derivative compatible with $`\mathrm{\Omega }_{ij}`$. The curvature tensor of the space is given by Eq. (4).
### 1 scalar harmonics
The scalar harmonics is supposed to satisfy the following relations.
$`D^2Y+k^2Y`$ $`=`$ $`0,`$ (B1)
$`{\displaystyle d^nx\sqrt{\mathrm{\Omega }}YY}`$ $`=`$ $`\delta .`$ (B2)
Hereafter, $`k^2`$ denotes continuous eigenvalues for $`K=0,1`$ or discrete eigenvalues $`k_l^2=l(l+n1)`$ ($`l=0,1,\mathrm{}`$) for $`K=1`$ , and we omit them in most cases. In this respect, the delta $`\delta `$ in equations above and below represents Diracโs delta function $`\delta ^n(kk^{})`$ for continuous eigenvalues and Kroneckerโs delta $`\delta _{ll^{}}\delta _{mm^{}}`$ for discrete eigenvalues, where $`m`$ (and $`m^{}`$) denotes a set of integers. Correspondingly, in the following arguments, a summation with respect to $`k`$ should be understood as integration for $`K=0,1`$.
### 2 vector harmonics
First, in general, a vector field $`v_i`$ can be decomposed as
$$v_i=v_{(T)i}+_if,$$
(B3)
where $`f`$ is a function and $`v_{(T)}`$ is a transverse vector field:
$$D^iv_{(T)i}=0.$$
(B4)
Thus, the vector field $`v_i`$ can be expanded by using the scalar harmonics $`Y`$ and transverse vector harmonics $`V_{(T)i}`$ as
$$V_i=\underset{k}{}\left[c_{(T)}V_{(T)i}+c_{(L)}_iY\right],$$
(B5)
where $`c_{(T)}`$ and $`c_{(L)}`$ are constants depending on $`k`$, and the transverse vector harmonics $`V_{(T)i}`$ is supposed to satisfy the following relations.
$`D^2V_{(T)i}+k^2V_{(T)i}`$ $`=`$ $`0,`$ (B6)
$`D^iV_{(T)i}`$ $`=`$ $`0,`$ (B7)
$`{\displaystyle d^nx\sqrt{\mathrm{\Omega }}\mathrm{\Omega }^{ij}V_{(T)i}V_{(T)j}}`$ $`=`$ $`\delta ,`$ (B8)
where $`k^2`$ denotes continuous eigenvalues for $`K=0,1`$ or discrete eigenvalues $`k_l^2=l(l+n1)1`$ ($`l=1,2,\mathrm{}`$) for $`K=1`$ , and we omit them in most cases. From Eq. (B5), it is convenient to define longitudinal vector harmonics $`V_{(L)i}`$ by
$$V_{(L)i}_iY.$$
(B9)
It is easily shown that the longitudinal vector harmonics has the following properties.
$`D^2V_{(L)i}+[k^2(n1)K]V_{(L)i}`$ $`=`$ $`0,`$ (B10)
$`D^iV_{(L)i}`$ $`=`$ $`k^2Y,`$ (B11)
$`D_{[i}(V_{(L)j]}`$ $`=`$ $`0,`$ (B12)
$`{\displaystyle d^nx\sqrt{\mathrm{\Omega }}\mathrm{\Omega }^{ij}V_{(L)i}V_{(L)j}}`$ $`=`$ $`k^2\delta ,`$ (B13)
$`{\displaystyle d^nx\sqrt{\mathrm{\Omega }}\mathrm{\Omega }^{ij}V_{(T)i}V_{(L)j}}`$ $`=`$ $`0.`$ (B14)
### 3 Tensor harmonics
First, in general, a symmetric second-rank tensor field $`t_{ij}`$ can be decomposed as
$$t_{ij}=t_{(T)ij}+D_iv_j+D_jv_i+f\mathrm{\Omega }_{ij},$$
(B15)
where $`f`$ is a function, $`v_i`$ is a vector field and $`t_{(T)ij}`$ is a transverse traceless symmetric tensor field:
$`t_{(T)i}^i`$ $`=`$ $`0,`$ (B16)
$`D^it_{(T)ij}`$ $`=`$ $`0.`$ (B17)
Thus, the tensor field $`t_{ij}`$ can be expanded by using the vector harmonics $`V_{(T)}`$ and $`V_{(L)}`$, and transverse traceless tensor harmonics $`T_{(T)}`$ as
$$t_{ij}=\underset{k}{}\left[c_{(T)}T_{(T)ij}+c_{(LT)}(D_iV_{(T)j}+D_jV_{(T)i})+c_{(LL)}(D_iV_{(L)j}+D_jV_{(L)i})+c_{(Y)}Y\mathrm{\Omega }_{ij}\right],$$
(B18)
where $`c_{(T)}`$, $`c_{(LT)}`$, $`c_{(LL)}`$ and $`c_{(Y)}`$ are constants depending on $`k`$, and the transverse tensor harmonics $`T_{(T)}`$ is supposed to satisfy the following relations.
$`D^2T_{(T)ij}+k^2T_{(T)ij}`$ $`=`$ $`0,`$ (B19)
$`T_{(T)i}^i`$ $`=`$ $`0,`$ (B20)
$`D^iT_{(T)ij}`$ $`=`$ $`0,`$ (B21)
$`{\displaystyle d^nx\sqrt{\mathrm{\Omega }}\mathrm{\Omega }^{ik}\mathrm{\Omega }^{jl}T_{(T)ij}T_{(T)kl}}`$ $`=`$ $`\delta ,`$ (B22)
where $`k^2`$ denotes continuous eigenvalues for $`K=0,1`$ or discrete eigenvalues $`k_l^2=l(l+n1)2`$ ($`l=2,3,\mathrm{}`$) for $`K=1`$ , and we omit them in most cases. From Eq. (B18), it is convenient to define tensor harmonics $`T_{(LT)}`$, $`T_{(LL)}`$, and $`T_{(Y)}`$ by
$`T_{(LT)ij}`$ $``$ $`D_iV_{(T)j}+D_jV_{(T)i},`$ (B23)
$`T_{(LL)ij}`$ $``$ $`D_iV_{(L)j}+D_jV_{(L)i}{\displaystyle \frac{2}{n}}\mathrm{\Omega }_{ij}D^kV_{(L)k}`$ (B24)
$`=`$ $`2D_iD_jY+{\displaystyle \frac{2}{n}}k^2\mathrm{\Omega }_{ij}Y,`$ (B25)
$`T_{(Y)ij}`$ $``$ $`\mathrm{\Omega }_{ij}Y.`$ (B26)
It is easily shown that these tensor harmonics satisfy the following properties.
$`D^2T_{(LT)ij}+[k^2(n+1)K]T_{(LT)ij}`$ $`=`$ $`0,`$ (B27)
$`D^iT_{(LT)ij}`$ $`=`$ $`[k^2(n1)K]V_{(T)j},`$ (B28)
$`T_{(LT)i}^i`$ $`=`$ $`0,`$ (B29)
$`D^2T_{(LL)ij}+[k^22nK]T_{(LL)ij}`$ $`=`$ $`0,`$ (B30)
$`D^iT_{(LL)ij}`$ $`=`$ $`{\displaystyle \frac{2(n1)}{n}}(k^2nK)V_{(L)j},`$ (B31)
$`T_{(LL)i}^i`$ $`=`$ $`0,`$ (B32)
and
$`D^2T_{(Y)ij}+k^2T_{(Y)ij}`$ $`=`$ $`0,`$ (B33)
$`D^iT_{(Y)ij}`$ $`=`$ $`V_{(L)j},`$ (B34)
$`T_{(Y)i}^i`$ $`=`$ $`nY.`$ (B35)
It is also easy to show the following formulas of integral as well as the orthogonality between any different types of tensor harmonics.
$`{\displaystyle d^nx\sqrt{\mathrm{\Omega }}\mathrm{\Omega }^{ik}\mathrm{\Omega }^{jl}T_{(LT)ij}T_{(LT)kl}}`$ $`=`$ $`2[k^2(n1)K]\delta ,`$ (B36)
$`{\displaystyle d^nx\sqrt{\mathrm{\Omega }}\mathrm{\Omega }^{ik}\mathrm{\Omega }^{jl}T_{(LL)ij}T_{(LL)kl}}`$ $`=`$ $`{\displaystyle \frac{4(n1)}{n}}(k^2nK)k^2\delta ,`$ (B37)
$`{\displaystyle d^nx\sqrt{\mathrm{\Omega }}\mathrm{\Omega }^{ik}\mathrm{\Omega }^{jl}T_{(Y)ij}T_{(Y)kl}}`$ $`=`$ $`n\delta .`$ (B38)
Finally, we prove that $`T_{(T)ij}0`$ for $`n=2`$. First, without loss of generality, we can assume that the metric is of the form
$$\mathrm{\Omega }_{ij}dx^idx^j=2e^\psi dzd\overline{z},$$
(B39)
where $`\psi `$ is a function of a complex coordinate $`z`$ and its complex conjugate $`\overline{z}`$. In this coordinate system, the transverse-traceless condition (B17) becomes
$`t_{(T)z\overline{z}}`$ $`=`$ $`0,`$ (B40)
$`_{\overline{z}}t_{(T)zz}`$ $`=`$ $`_zt_{(T)\overline{z}\overline{z}}=0.`$ (B41)
The second equation can be solved to give $`t_{(T)zz}=t(z)`$ and $`t_{(T)\overline{z}\overline{z}}=\stackrel{~}{t}(\overline{z})`$, where $`t`$ and $`\overline{t}`$ are arbitrary holomorphic and anti-holomorphic functions. Thus, $`t_{ij}`$ can be written as follows.
$`t_{(T)ij}=D_iv_j+D_jv_i+f\mathrm{\Omega }_{ij},`$ (B42)
where the vector $`v_i`$ and the scalar $`f`$ are defined by $`v_ze^\psi ๐ze^\psi t(z)/2`$, $`v_{\overline{z}}e^\psi ๐\overline{z}e^\psi \stackrel{~}{t}(\overline{z})/2`$ and $`f=e^\psi (_zv_{\overline{z}}+_{\overline{z}}v_z)`$. This means that any transverse-traceless tensor can be written in terms of $`T_{(LT)ij}`$, $`T_{(LL)ij}`$ and $`T_{(Y)ij}`$. This completes the proof that $`T_{(T)ij}0`$ for $`n=2`$.
## C General solution of the consistency condition
In this appendix, we seek a general solution of (86) for $`\stackrel{~}{\mathrm{\Lambda }}0`$.
First, let us define a new function $`X`$ by
$$\mathrm{\Delta }=e^\varphi _+(e^\varphi X).$$
(C1)
Thence, the equation (86) is equivalent to
$$_+[e^\varphi _+(e^\varphi _{}X)]=0.$$
(C2)
This can be easily integrated to give
$`_+(e^\varphi _{}X)`$ $`=`$ $`f_7(x_{})e^\varphi `$ (C3)
$`=`$ $`{\displaystyle \frac{1}{\stackrel{~}{\mathrm{\Lambda }}}}f_7(x_{})_+_{}\varphi ,`$ (C4)
where $`f_7(x_{})`$ is an arbitrary function and we have used the last equation of (71) to obtain the last line. This equation can also be integrated to give
$`_{}X`$ $`=`$ $`e^\varphi \left[{\displaystyle \frac{1}{\stackrel{~}{\mathrm{\Lambda }}}}f_7(x_{})_{}\varphi +f_8(x_{})\right]`$ (C5)
$`=`$ $`{\displaystyle \frac{1}{\stackrel{~}{\mathrm{\Lambda }}}}_{}[e^\varphi f_7(x_{})]+e^\varphi \left[{\displaystyle \frac{1}{\stackrel{~}{\mathrm{\Lambda }}}}_{}f_7(x_{})+f_8(x_{})\right],`$ (C6)
where $`f_8(x_{})`$ is also an arbitrary function. Hence,
$$X=\frac{1}{\stackrel{~}{\mathrm{\Lambda }}}e^\varphi f_7(x_{})+๐x_{}e^\varphi \left[\frac{1}{\stackrel{~}{\mathrm{\Lambda }}}_{}f_7(x_{})+f_8(x_{})\right]+f_9(x_+),$$
(C7)
where $`f_9(x_+)`$ is an arbitrary function. Therefore the general solution of (86) can be written as
$$\mathrm{\Delta }=\mathrm{\Delta }_++\mathrm{\Delta }_{},$$
(C8)
where
$`\mathrm{\Delta }_+`$ $`=`$ $`e^\varphi _+[e^\varphi C^+(x_+)],`$ (C9)
$`\mathrm{\Delta }_{}`$ $`=`$ $`e^\varphi _+\left[e^\varphi {\displaystyle ๐x_{}e^\varphi C(x_{})}\right],`$ (C10)
where $`C^+`$ and $`C`$ are arbitrary functions.
Next, let us show that $`\mathrm{\Delta }_{}`$ can be rewritten as $`e^\varphi _{}[e^\varphi C^{}(x_{})]`$ by some function $`C^{}`$. This is easily done in a particular coordinate system as we shall show below. Hence, let us see that the form of $`\mathrm{\Delta }_{}`$ and that of $`e^\varphi _{}[e^\varphi C^{}(x_{})]`$ are invariant under a coordinate transformation Thanks to the $`2`$-dimensional version of the uniqueness of the constant-curvature spacetime (cf. the last equation of (10)), the metric $`\gamma _{ab}`$ for different value of $`K`$ can also be obtained by a coordinate transformation from the metric $`\gamma _{ab}`$ in a particular coordinate system for a particular value of $`K`$, provided that $`\mathrm{\Lambda }`$ is common. However, the explicit expression of $`r`$ will change if $`\gamma _{ab}`$ is expressed in the common form.. In fact, under a general coordinate transformation $`x_\pm \stackrel{~}{x}_\pm =\stackrel{~}{x}_\pm (x_\pm )`$ between double-null coordinate systems, these forms are invariant:
$`e^\varphi _+\left[e^\varphi {\displaystyle ๐x_{}e^\varphi C(x_{})}\right]`$ $`=`$ $`e^{\stackrel{~}{\varphi }}\stackrel{~}{}_+\left[e^{\stackrel{~}{\varphi }}{\displaystyle ๐\stackrel{~}{x}_{}e^{\stackrel{~}{\varphi }}\stackrel{~}{C}(\stackrel{~}{x}_{})}\right],`$ (C11)
$`e^\varphi _{}[e^\varphi C^{}(x_{})]`$ $`=`$ $`e^{\stackrel{~}{\varphi }}\stackrel{~}{}_{}[e^{\stackrel{~}{\varphi }}\stackrel{~}{C}^{}(\stackrel{~}{x}_{})],`$ (C12)
where $`e^{\stackrel{~}{\varphi }}=e^\varphi (dx_+/d\stackrel{~}{x}_+)(dx_{}/d\stackrel{~}{x}_{})`$, $`\stackrel{~}{}_\pm =(/\stackrel{~}{x}_\pm )_{\stackrel{~}{x}_{}}`$ and
$`\stackrel{~}{C}(\stackrel{~}{x}_{})`$ $`=`$ $`C(x_{})\left({\displaystyle \frac{dx_{}}{d\stackrel{~}{x}_{}}}\right)^2,`$ (C13)
$`\stackrel{~}{C}^{}(\stackrel{~}{x}_{})`$ $`=`$ $`C^{}(x_{}){\displaystyle \frac{d\stackrel{~}{x}_{}}{dx_{}}}.`$ (C14)
Now let us show in a particular coordinate system that $`\mathrm{\Delta }_{}`$ can actually be rewritten as $`e^\varphi _{}[e^\varphi C^{}(x_{})]`$ by some function $`C^{}`$. For this purpose, it seems the easiest to consider a coordinate system in which
$$e^\varphi =\frac{(D1)(D2)}{\mathrm{\Lambda }(x_+x_{})^2}.$$
(C15)
In this coordinate, it is easy to show by integrations by part that
$$\mathrm{\Delta }_{}=e^\varphi _{}[e^\varphi C^{}(x_{})],$$
(C16)
where $`C^{}(x_{})`$ is defined by
$$_{}^3C^{}(x_{})=\frac{2\mathrm{\Lambda }}{(D1)(D2)}C(x_{}).$$
(C17)
Finally, we have shown that a general solution of (86) for $`\stackrel{~}{\mathrm{\Lambda }}0`$ is
$$\mathrm{\Delta }=e^\varphi _+[e^\varphi C^+(x_+)]+e^\varphi _{}[e^\varphi C^{}(x_{})],$$
(C18)
where $`C^\pm `$ are arbitrary functions.
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# 1 Introduction
## 1 Introduction
In the Lund string fragmentation model , the colour field between a quark and an antiquark is assumed to be compressed into a 1+1 dimensional string, as the magnetic field in a super conductor. The density for a hadronic final state is a phase space factor times an exponential suppression of the space-time area swept by the fragmenting string. The model can be formulated in terms of an iterative fragmentation process, which makes it very suitable for MC implementation. A widely used MC program, Jetset, is based on the model.
As global energyโmomentum conservation is ill suited for iterative algorithms, it is observed by additional approximations in the MC. In general, these approximations have negligible effects, but for subtle enough observables, and investigations at moderate energies, it may be worthwhile to point out that there is a difference between predictions of the Lund model and the Lund Monte Carlo.
Due to its success in describing data, the model is being used for more and more detailed investigations. One important example is BoseโEinstein correlation investigations at LEP, where one appealing model is based on the Lund string area law . Another possibility is to study of transverse momentum properties in pencil-like two-jet events, which due to the large LEP1 statistics can be selected without losing statistical significance. Different model predictions for these events are discussed in and awaiting confrontation with data.
In experiments like the B-factories, JLAB and BEPC/BES in Beijing, it is possible to do detailed QCD studies at moderate energies. The more moderate is the energy, the more important is global momentum conservation treatment in models and Monte Carlo.
Examples of model vs. Monte Carlo differences, relevant at moderate energy few-body production, are given in , which also presents a method to more precisely generate few-body states. A similar approach is used in , to calculate ($`\mathrm{q}\overline{\mathrm{q}}`$$`\pi ^+\pi ^{})/(`$$`\mathrm{q}\overline{\mathrm{q}}`$$``$ hadrons), for moderate-energy $`\mathrm{q}\overline{\mathrm{q}}`$ systems.
In this paper I present a general algorithm, applicable to any multiplicity, which conserves energy and momentum exactly as proposed by the model. A simple embryo of this algorithm has been implemented , and I use that to present numerical calculations of the total string decay density.
A set of extensions to the algorithm are needed, before a realistic generation of hadronic final states are possible. Most of these are postponed to future work, and only briefly discussed in the outlook. The results in this paper are obtained for the simple case of a 1+1 dimensional string decaying into hadrons of one flavour only. However, the algorithm is presented including two important extensions, namely several flavours and non-perturbative generation of transverse momenta.
The outline of this paper is as follows: In section 2 the Lund string fragmentation model is reviewed. Section 3 deals with differences between Monte Carlo and model, and the new Monte Carlo algorithm is presented in section 4. The calculation of the string decay density, based on this new algorithm, is presented in section 5 and the paper ends with a summary and outlook in section 6.
## 2 The String Fragmentation Model
In this review, we start with the simple case of only one hadron flavour and no $`p_{}`$. The density for a string with mass $`\sqrt{s}`$ to produce $`n`$ hadrons is in the model given by
$$g_n(s)\left[\underset{r=1}{\overset{n}{}}N\mathrm{d}^2p_r\delta (p_r^2m^2)\right]\delta ^2(P\underset{r}{}p_r)\mathrm{exp}(bA),P^2=s.$$
(1)
Here $`N`$ and $`b`$ are free parameters of the model, and $`A`$ is (the string tension squared times) the spaceโtime area swept by the string, cf. Fig 1. The density for a specific $`n`$-body state is given by the integrand of $`g_n`$. The index $`r`$ runs over the hadrons in rank order, specified so that the rank 1 hadron contains the original quark and an anti-quark $`\overline{\mathrm{q}}`$<sub>1</sub>, the rank 2 hadron contains the quark q<sub>1</sub> from the same break-up and an anti-quark $`\overline{\mathrm{q}}`$<sub>2</sub> from the next vertex, etc.
The total decay density
$$g(s)\underset{n}{}g_n(s)$$
(2)
can be written as an integral over a production factor for the rank 1 hadron times the decay density of the remaining string. For $`sm^2`$ the solution is of the form
$$g(s)s^a,$$
(3)
where $`a`$ is related to the parameters $`N`$ and $`bm^2`$ through
$$1=N_0^1\frac{\mathrm{d}z}{z}(1z)^ae^{bm^2/z}.$$
(4)
$`z`$ represents the light-cone momentum fraction of the rank 1 hadron, which thus can be picked from a distribution
$$f(z,m^2)\mathrm{d}z=N\frac{\mathrm{d}z}{z}(1z)^a\mathrm{exp}(\frac{bm^2}{z}).$$
(5)
This expression is independent of the string energy, which makes the formalism suitable for an iterative algorithm. Each produced hadron can be seen as the rank 1 hadron of a specific string remainder, and its momentum can be determined from Eq (5). Eq (4) then acts as a unitarity constraint. This holds as long as the remaining energy is large enough for $`g`$ to have its asymptotic form in Eq (3), when global energyโmomentum conservation effects can be neglected.
The fragmentation function Eq (5) gives left-right symmetry, i.e. we get the same final state distributions if we fragment iteratively from the quark end as from the anti-quark end of the string. Furthermore, the proper time distribution of a vertex is independent of rank, which implies that the vertices tend to be aligned along a hyperbola in $`xt`$ space, cf. Fig 1.
It is instructive (and historically more correct) to reverse the line of arguments. Searching for a left-right symmetric fragmentation function suitable for an iterative scheme, Eq (5) can be shown to be a unique solution. The final state density, $`G_n`$, for an iteratively generated $`n`$-particle cluster with momentum fraction $`Z`$ and mass $`\sqrt{s_1}`$ is then
$$G_n(s_1,Z)\mathrm{d}s_1\mathrm{d}Zg_n(s_1)\mathrm{d}s_1\frac{\mathrm{d}Z}{Z}(1Z)^a\mathrm{exp}(bs_1\frac{1Z}{Z}).$$
(6)
This density can be separated into one internal factor, independent of $`Z`$, and one external, depending only on $`Z`$ and $`s_1`$. The conventional choice is to let the internal part of the density be given by $`g_n(s_1)`$, which then is to be interpreted as the final state density of a fragmenting string with mass $`\sqrt{s_1}`$.
When we extend the model to several flavours, a set of new parameters enter. The inclusive probabilities $`v_\alpha `$ that a quark has flavour $`\alpha `$ and the probabilities $`G_{\alpha \beta }^i`$ that a quark $`\alpha `$ and antiquark $`\beta `$ form meson (or anti-meson) $`i`$ are free parameters which satisfy the constraints
$$\underset{\alpha }{}v_\alpha =1,\underset{i}{}G_{\alpha \beta }^i=1,G_{\alpha \beta }^i=G_{\beta \alpha }^i.$$
(7)
It is also possible to have flavour specific parameters $`a_\alpha `$ in the fragmentation function, which introduces a flavour dependence for the proper time distribution of a vertex.
Assuming no flavour correlations between vertices, the left-symmetric fragmentation function, Eq (5), generalizes to
$$v_\beta G_{\alpha \beta }^if_{\alpha \beta }(z,m_i^2)\mathrm{d}z=v_\beta G_{\alpha \beta }^iN_{\alpha \beta }(m_i^2)\frac{\mathrm{d}z}{z}z^{a_\alpha }\left(\frac{1z}{z}\right)^{a_\beta }\mathrm{exp}(\frac{bm_i^2}{z}),$$
(8)
which specifies the probability that flavour $`\alpha `$ is followed by flavour $`\beta `$, forming a meson $`i`$ which takes momentum fraction $`z`$. The $`N`$ and $`a`$ parameters are related by the unitarity constraint $`dzf(z,m^2)=1`$. With the definition
$$C_{\alpha \beta }(m^2)N_{\alpha \beta }(m^2)e^{bm^2}\left[\frac{a_\beta !(bm^2)^{a_\alpha }}{a_\alpha !(bm^2)^{a_\beta }}\right]^{\frac{1}{2}},$$
(9)
which in Eq (23) is shown to satisfy $`C_{\alpha \beta }=C_{\beta \alpha }`$, the density for an iteratively produced $`n`$-particle cluster starting with flavour $`\alpha _0`$ and ending with flavour $`\beta `$ is
$$G_n^{(0,\beta )}(s_1,Z)\mathrm{d}Z\mathrm{d}s_1=\frac{v_\beta f_{0\beta }(Z,s_1)\mathrm{d}Z}{C_{0\beta }(s_1)}g_n^{(0,\beta )}(s_1)\mathrm{d}s_1.$$
(10)
The internal part of the density is given by
$$g_n^{(0,\beta )}(s)=[\underset{r=1}{\overset{n}{}}\underset{\alpha _r,k_r}{}v_rG_{r1,r}^{k_r}C_{r1,r}e^{bm_r^2}\mathrm{d}^2p_r\delta (p_r^2m_r^2)(\frac{p_{+r}P_{}}{P_+p_r})^{\frac{a_{r1}a_r}{2}}]\delta ^2(Pp_r)\frac{\delta _{\alpha _n,\beta }}{v_\beta }e^{bA},$$
(11)
which specifies the decay density of a string.
The separation in internal and external parts is not unique, a factor depending only on $`s_1`$, $`\alpha _0`$ and $`\beta `$ can be associated with both parts. This introduces no arbitrariness to observables, depending on relative densities for different final states, as long as we adopt a factorization anzats, saying that each string, generated by parton-level physics, decays into exactly one hadronic final state. The density $`g_n^{(0,\beta )}`$ is always left-right symmetric in โtrulyโ internal properties, i.e. quark flavours $`\alpha _1\mathrm{}\alpha _{n1}`$ and hadron flavours and momenta. In this paper the internal part is chosen to be symmetric also in its endpoint indices, $`g_n^{(\alpha ,\beta )}=g_n^{(\beta ,\alpha )}`$ and to approach the simpler one-flavour formulas in the limit of equal $`a_\alpha `$-values and equal masses $`m_i`$.
We note that different phenomenological assumptions can be made to estimate the parameters $`v_\alpha `$ and $`G_{\alpha \beta }^i`$, and that, in general, several of them can be related to each other. In the standard Lund model, the string break-up is described by a tunneling process , which can be used to estimate suppression factors for strangeness and heavier spin states . In the UCLA approach , the product $`v_\beta G_{\alpha \beta }N_{\alpha \beta }`$ is assumed to be proportional to spinโ and isospin factors only, and the relative production of different mesons thus depend strongly on the factor $`\mathrm{exp}(bm^2/z)`$ in the fragmentation function. (Strictly speaking, this implies flavour correlations between neighbouring vertices, i.e. the $`v_\alpha `$-parameters generalize to a set $`v_{\alpha \beta }`$.) In this paper, there is no need to specify the flavour selection mechanism, and I will continue to use the general, though perhaps unnecessarily numerous, parameters $`v_\alpha `$ and $`G_{\alpha \beta }^i`$.
## 3 MC and Model Differences
Here I discuss implications of the differences in energyโmomentum conservation between the Jetset MC and the Lund model, represented by Eq (11).
In the iterative MC algorithm, hadrons are peeled off from the string ends until the remaining energy is getting small. Then two final hadrons are formed and their kinematics is essentially fixed by energyโmomentum conservation. For 90 GeV strings, the approximate merging recipe affects two out of typically 10-15 primarily produced hadrons. For two-jet LEP events and experiments at more moderate energies, the final two particles constitutes a larger fraction of the primarily produced hadrons.
The degrees of freedom indicated by the vague expressions โgetting smallโ and โessentially fixedโ are carefully specified in the MC to give the two merging hadrons reasonable properties . Nevertheless, there are some differences. Consider the three final states in Fig 2. The high-multiplicity state $`I`$ is enhanced by its phase-space factor but suppressed by a large area $`A`$. The low-multiplicity state $`II`$ has a small area, but is suppressed by a small phase space factor. The state $`III`$ is a permutation of $`II`$ and, therefore, has the same phase space factor. Its larger area makes it significantly more suppressed than state $`II`$.
Suppose that states $`I`$ and $`II`$ are equally probable. Letting both ends of the string fragment independently of each other implies that merging will occur between a $`I`$-type path from one side and a $`II`$-type path from the other just as often as between two paths of the same kind. This implies an enhanced occurrence of state $`III`$. Thus, the fluctuations in vertex proper times is slightly larger in the MC, and the correlation between rank and rapidity somewhat reduced.
In general, the MC and model differences are negligible. The bigger is the difference between state $`II`$ and $`III`$, the more suppressed are all the three discussed states. However, as mentioned in the introduction, this need not be the case at moderate energies well below the $`\mathrm{Z}^0`$ peak . At high energies (like 90GeV) the energy conservation procedure may be of relevance for subtle enough observables. Within the string fragmentation picture, it is possible to make different assumptions about e.g. non-perturbative $`p_{}`$ generation and baryon production , giving different predictions for correlations between flavours, $`p_{}`$ and rank. As rank is not an observable, a confrontation with data must exploit the correlation between rank and rapidity. We note that the merging procedure in Jetset, where the correlation between rank and rapidity is reduced , dilutes the observable differences between models for $`p_{}`$โ and baryon generation.
## 4 A new MC algorithm
In this section I derive the new algorithm, working in the case with several flavours. After presenting the algorithm, I spend one sub-section on some technical details related to the computer time consumption. The section ends with a sub-section describing extensions needed to include transverse momentum generation in string fragmentation.
We note that the decay density $`g(s)`$ is zero or a $`\delta `$-distribution for energies below the lowest two-particle threshold, cf. Eq (1). In the rest of this paper, I will constrain the discussion to energies above this threshold.
### 4.1 1+1 dimensions
We rewrite $`g_n`$, Eq (11), in the form
$$\{\begin{array}{ccc}\hfill g_1^{(\alpha ,\beta )}(s)& =& \underset{i}{}G_{\alpha \beta }^iC_{\alpha \beta }(m_k^2)\delta (sm_k^2)\hfill \\ \hfill g_{n+m}^{(\alpha ,\beta )}(s)& =& \underset{\gamma }{}v_\gamma ds_1ds_2\frac{g_n^{(\alpha ,\gamma )}(s_1)g_m^{(\gamma ,\beta )}(s_2)}{\sqrt{\lambda (s,s_1,s_2)}}\underset{I=1}{\overset{2}{}}\mathrm{\Psi }_I^{\alpha \beta ,\gamma }(s,s_1,s_2)\hfill \end{array}$$
(12)
where
$$\lambda (a,b,c)a^2+b^2+c^22ab2ac2bc,$$
(13)
$$\mathrm{\Psi }_I^{\alpha \beta ,\gamma }(s,s_1,s_2)=e^{b\mathrm{\Gamma }_I}\left(\frac{\sqrt{s_1s}}{s_1+\mathrm{\Gamma }_I}\right)^{a_\alpha a_\gamma }\left(\frac{\sqrt{s_2s}}{s_2+\mathrm{\Gamma }_I}\right)^{a_\beta a_\gamma },$$
(14)
$$\mathrm{\Gamma }(a,b,c)\frac{1}{2}\left(abc\pm \sqrt{\lambda (a,b,c)}\right).$$
(15)
$`s_1`$, $`s_2`$ and the two solutions to $`\mathrm{\Gamma }`$ are illustrated in Fig 3.
The two-particle density $`g_2`$ is directly calculable, as is also all meson-specific two-particle densities $`g_{ij}`$. For higher multiplicities we write
$`g_{n+2}^{(\alpha ,\beta )}(s)`$ $`=`$ $`{\displaystyle \underset{\gamma ,\delta ,i,j}{}}v_\gamma v_\delta G_{\gamma \delta }^iG_{\delta \beta }^jC_{\gamma \delta }(m_i^2)C_{\delta \beta }(m_j^2)\times `$ (16)
$`\times {\displaystyle }{\displaystyle \frac{\mathrm{d}s_1\mathrm{d}s_2g_n^{(\alpha ,\gamma )}(s_1)}{\sqrt{\lambda (s,s_1,s_2)\lambda (s_2,m_i^2,m_j^2)}}}{\displaystyle \underset{IJ}{}}\mathrm{\Psi }_I^{\alpha \beta ,\gamma }(s,s_1,s_2)\mathrm{\Psi }_J^{\gamma \beta ,\delta }(s_2,m_j^2,m_i^2).`$
Eq (16) is the basis of the algorithm. Before describing it in detail, I comment on a few things.
The cluster multiplicity is limited by $`n+2\sqrt{s}/m_{\mathrm{min}}`$. In general, the probability is negligible for much smaller $`n`$, since the typical multiplicity grows logarithmically with $`s`$. At this stage, it suffices to note that it exists an upper limit $`n_{\mathrm{max}}`$ to $`n`$, which implies that we can select a preliminary $`n`$ from a flat distribution.
By ignoring the cluster momentum fraction $`Z`$, we can use iterative fragmentation to generate the mass and endpoint flavour of a $`n`$-particle cluster from the preliminary density (cf. Eq (10))
$$G_n^{(\alpha ,\gamma )}(s_1)\mathrm{d}s_1_0^1dZG_n^{(\alpha ,\gamma )}(s_1,Z)ds_1=\frac{v_\gamma }{C_{\alpha \gamma }(s_1)}g_n^{(\alpha ,\gamma )}(s_1)\mathrm{d}s_1.$$
(17)
The denominator in Eq (16) goes like $`[s_2(m_i+m_j)^2]^{\frac{1}{2}}`$ in the lower range of possible $`s_2`$-values, and like $`[(\sqrt{s}\sqrt{s_1})^2s_2]^{\frac{1}{2}}`$ in the upper range. A preliminary distribution for $`s_2`$, which takes these singularities into account and is suitable for MC generation, is
$$\frac{1}{\pi }\mathrm{d}s_2\frac{\mathrm{\Theta }(s_2(m_i+m_j)^2)\mathrm{\Theta }((\sqrt{s}\sqrt{s_1})^2s_2)}{\left[s_2(m_i+m_j)^2\right]^{\frac{1}{2}}\left[(\sqrt{s}\sqrt{s_1})^2s_2\right]^{\frac{1}{2}}}.$$
(18)
($`s_2`$ is easily picked from this distribution by setting
$$s_2=\frac{1}{2}\left\{(\sqrt{s}\sqrt{s_1})^2+(m_i+m_j)^2+\left[(\sqrt{s}\sqrt{s_1})^2(m_i+m_j)^2\right]\mathrm{cos}(R\pi )\right\},$$
(19)
where $`R`$ is a random number from a uniform distribution between 0 and 1.)
After selecting $`n`$, $`s_1`$ and $`s_2`$ as mentioned, the set of four possible final states obtained should be accepted with a probability proportional to the weight
$$W\pi \frac{C_{\alpha \gamma }(s_1)C_{\gamma \delta }(m_i^2)C_{\delta \beta }(m_j^2)}{\left[s_2(m_im_j)^2\right]^{\frac{1}{2}}\left[(\sqrt{s}+\sqrt{s_1})^2s_2\right]^{\frac{1}{2}}}\underset{IJ}{}\mathrm{\Psi }_I\mathrm{\Psi }_J,$$
(20)
This weight has a finite maximum $`W_{\mathrm{max}}`$. The argument of $`C`$ is in the finite range $`[m_{\mathrm{min}}^2,s]`$, and there is thus and upper limit $`C_{\mathrm{max}}`$. This implies that
$$W<\frac{\pi }{s^{\frac{1}{4}}}\left[\frac{C_{\mathrm{max}}}{\sqrt{m_{\mathrm{min}}}}\left(\frac{\sqrt{s}}{m_{\mathrm{min}}}\right)^{(a_{\mathrm{max}}a_{\mathrm{min}})}\right]^3.$$
(21)
$`W_{\mathrm{max}}`$ should be better estimated, to improve the acceptance of an event. That is discussed in the next subsection. At this stage, it suffices to note that it exists an upper limit $`W_{\mathrm{max}}`$, which implies that the acceptance probability is finite.
The algorithm, including two-particle production, is as follows:
* Select $`n`$ with the probability
$$\{\begin{array}{cc}\frac{g_2}{(g_2+W_{\mathrm{max}}n_{\mathrm{max}})},\hfill & n=0\hfill \\ \frac{W_{\mathrm{max}}}{(g_2+W_{\mathrm{max}}n_{\mathrm{max}})},\hfill & 1nn_{\mathrm{max}}\hfill \end{array}.$$
(22)
* If $`n=0`$ select hadrons $`i`$ and $`j`$ with probability $`g_{ij}^{(\alpha ,\beta )}(s)/g_2^{(\alpha ,\beta )}(s)`$ and then solution $`I`$. After that, the fragmentation is completed.
* If $`n>0`$ iteratively generate $`n`$ particles with the symmetric Lund fragmentation function. Accept all momentum fractions $`Z`$ for the generated cluster. This creates a cluster with the mass squared $`s_1`$ and end quark $`\gamma `$ from the density in Eq (17).
* Select two final hadrons $`i`$ and $`j`$ with the probability $`_\delta v_\delta G_{\gamma \delta }^iG_{\delta \beta }^j`$. If $`\sqrt{s}<\sqrt{s_1}+m_i+m_j`$ return to point 1.
* Select $`s_2`$ from the preliminary distribution in Eq (18).
* Accept the configuration with probability $`W/W_{\mathrm{max}}`$. Else, return to point 1.
* Select solution $`IJ`$ with probability $`\mathrm{\Psi }_I\mathrm{\Psi }_J/_{IJ}\mathrm{\Psi }_I\mathrm{\Psi }_J`$. Lorentz transform the cluster so that its last vertex is placed in the point specified by $`I`$. Set the momenta of the final two hadrons according to $`J`$.
### 4.2 Computer Time Issues
Above is presented an algorithm which, in finite time, produces a final state exactly according to the integrand in Eq (11). Many extensions are needed before the algorithm can give a realistic description of hadronization. In particular, generalizing the algorithm to treat gluonic strings would require considerable effort. Before even considering such developments, it is relevant to discuss whether โfinite timeโ also means โreasonable timeโ. In this subsection I estimate the time consumption with the new algorithm, as compared to an algorithm where no normalization numbers $`C`$ need to be calculated, and where essentially each iteratively produced final state is accepted.
The normalization numbers $`C`$ must be numerically calculated, which in principle is a computer time problem. It is convenient to expand the integral representation of $`C^1`$. The calculations are rather technical and not very illuminating, and here I only outline the procedure. For details, cf. .
The normalization number $`C`$ for a cluster with mass $`\sqrt{s}`$, defined in Eq (9), can be written
$`C_{\alpha \beta }^1(s)`$ $`=`$ $`\sqrt{{\displaystyle \frac{a_\alpha !}{a_\beta !}}}(bs)^{(a_\beta a_\alpha )/2}{\displaystyle _0^1}{\displaystyle \frac{\mathrm{d}z}{z}}z^{a_\alpha }({\displaystyle \frac{1z}{z}})^{a_\beta }\mathrm{exp}(bs{\displaystyle \frac{1z}{z}})=`$ (23)
$`=`$ $`{\displaystyle \frac{1}{\sqrt{a_\alpha !a_\beta !}(bs)^{1+\frac{a_\beta +a_\alpha }{2}}}}{\displaystyle _0^{\mathrm{}}}dxdyx^{a_\alpha }y^{a_\beta }\mathrm{exp}(xy)\mathrm{exp}({\displaystyle \frac{xy}{bs}}).`$
Expanding $`\mathrm{exp}(\frac{xy}{bs})`$ gives an asymptotic series which has to be truncated at some finite $`N`$,
$`C_{\alpha \beta }^1(s)`$ $``$ $`{\displaystyle \frac{1}{\sqrt{a_\alpha !a_\beta !}(bs)^{1+\frac{a_\beta +a_\alpha }{2}}}}{\displaystyle \underset{n=0}{\overset{N}{}}}(1)^n{\displaystyle \frac{(n+a_\alpha )!(n+a_\beta )!}{n!(bs)^n}}.`$ (24)
As an example we get, for $`a_\alpha =a_\beta =0.5`$ and $`b=0.75\mathrm{GeV}^2`$, that this expansion can be used to obtain a precision $`10^3`$ for all cluster masses above $`4.3`$GeV, and that it then suffices to include 13 terms in the expansion.
For small $`bs`$, it is possible to expand $`(1z)^{a_\beta }`$ and do partial integrations to get an expansion in $`bs`$. In the example $`a_\alpha =a_\beta =0.5`$ and $`b=0.75\mathrm{GeV}^2`$, it is enough to include approximately 70 terms in the $`bs`$ expansion, to obtain a precision $`10^3`$ in the whole range not covered by Eq (24).
The sums in the $`bs`$ expansion contain large numbers of opposite signs which almost completely cancel each other. Thus, when very high precision is wanted, or when the $`a`$ values are very large (significantly larger than the reasonable upper limit 1), higher precision than in the computer floating point types is required on each term of the sum. In such a situation, a special floating point representation, where the precision can be set by the user, is required, which implies longer computation times. However, this is not a problem in the example with reasonable $`a`$-values and precision demands discussed here, and the numerical calculation of $`C`$ is not a big contributor to the computer time consumption.
The efficiency $`E`$, i.e. the average probability to accept an event, is in the new algorithm
$$E\frac{g(s)}{n_{\mathrm{max}}W_{\mathrm{max}}}.$$
(25)
This number has been investigated in the simple case of only one hadron. The result is $`E1/30`$ for 10 GeV strings. As discussed in section 5, there is little need to consider strings with higher energies.
This efficiency holds when numbers $`n_{\mathrm{max}}`$ and $`W_{\mathrm{max}}`$, significantly better than the limits discussed after Eq (16), are found. At the start of a simulation, this is not the case, and computer time has to be spent on finding them. If identical strings are to be fragmented, the search for good $`n_{\mathrm{max}}`$ and $`W_{\mathrm{max}}`$ need to be performed only once, but in general, when string configurations vary in different events, the calculation need to be done in every event. Results in the simple one-flavour case suggest that the final efficiency, including an empirical determination of $`n_{\mathrm{max}}`$ and $`W_{\mathrm{max}}`$ in every event, is $`E10^2`$.
The conclusion of this subsection is that the new fragmentation algorithm is expected to be roughly a factor 100 slower than the standard Jetset MC. We note that this time comparison applies only to the fragmentation phase. In a realistic event simulation, including parton cascades, resonance decays, detector simulation and event analysis routines, the relative time cost for the new algorithm will be substantially smaller.
### 4.3 An algorithm with $`p_{}`$
The model presented in section 2 needs to be extended to provide a realistic description of hadron production. Most extensions are briefly discussed in the outlook, but here I present in detail an algorithm including non-perturbative generation of transverse momenta.
Adding transverse degrees of freedom implies that the two-particle density $`g_2`$ no longer can be calculated exactly, but has to be generated by MC techniques. On the other hand, $`g_2`$ is no longer singular, which means that two-particle states can be treated on more equal footing with the higher multiplicities. Thus, this model extension significantly changes the algorithm, while many of the extra features discussed in the outlook should be more straightforward to implement.
The standard way to describe $`k_{}`$ generation in the string model is via a tunneling mechanism , which gives rise to an azimuthally symmetric Gaussian distribution. Here I present an algorithm applicable when a quark and antiquark in a vertex gets balancing transverse momenta $`\overline{k}_{}`$ from a distribution $`T(\overline{k}_{})\mathrm{d}^2k_{}`$ without singularities, and where there is no correlation between different vertices.
Suppressing the $`\overline{k}_{}`$ dependence in the notation, the equation relevant for the algorithm reads
$$\frac{\sqrt{a_\alpha !}g_{n+2}^{(\alpha ,\beta )}(s)}{(bs)^{\frac{a_\alpha a_\beta }{2}}}=\underset{\gamma }{}\mathrm{d}^2\overline{k}_\gamma dZds_1\frac{G_n^{(\alpha ,\gamma )}(s_1,Z)}{(1Z)^{a_\beta }}\frac{\sqrt{a_\gamma !}g_2^{(\gamma ,\beta )}(s_2)}{(bs_2)^{\frac{a_\gamma a_\beta }{2}}},$$
(26)
where the density $`G_n^{(\alpha ,\gamma )}(s_1,Z)\mathrm{d}^2\overline{k}_\gamma \mathrm{d}Z\mathrm{d}s_1`$ is obtained by iterative fragmentation. This will be used to determine the cluster variables $`s_1`$ and $`Z`$, which implies that squared transverse mass of the 2-particle state is
$$s_2=(1Z)(ss_1/Z).$$
(27)
Guided by Eq (26), we can formulate an algorithm as follows:
* Select $`n`$ between 0 and $`n_{\mathrm{max}}`$ from a uniform distribution.
* Generate iteratively $`n`$ particles with the symmetric Lund fragmentation function. Return to 1 if the remaining string energy is less than $`2m_{\mathrm{min}}`$. (if $`n=0`$, no particles are generated. Instead set $`Z=0`$, $`s_2=s`$ and $`\gamma =\alpha `$.) It now remains to form two hadrons from the string remainder build up by a quark $`\gamma `$ with transverse momentum $`\overline{k}_\gamma `$ and an anti-quark $`\beta `$ with transverse momentum $`\overline{k}_\beta `$, and having a squared mass $`s_2`$ given by Eq (27).
* Select flavour $`\delta `$ for the final vertex and flavours $`i,j`$ for the two final hadrons with probability $`v_\delta G_{\gamma \delta }^iG_{\delta \beta }^j`$.
* Define perpendicular $`x`$ and $`y`$ axes so that $`k_{y\gamma }k_{y\beta }=0`$. Select $`k_x`$ in the last vertex from the distribution $`\left[dk_yT(\overline{k}_{})\right]\mathrm{d}k_x`$.
* Calculate $`p_{xi}=k_{x\gamma }k_x`$ and $`p_{xj}=k_xk_{x\beta }`$. If $`\sqrt{s_2}<\sqrt{m_i^2+p_{xi}^2}+\sqrt{m_j^2+p_{xj}^2}`$ return to 1.
* Select a random number $`R`$ from a flat distribution between 0 and 1. Set
$$k_y=k_{y\gamma }+\frac{1}{2}\sqrt{\frac{\lambda (s_2,m_i^2+p_{xi}^2,m_j^2+p_{xj}^2)}{s_2}}\mathrm{cos}(R\pi )$$
(28)
* Accept the event with a weight
$$W\frac{T(\overline{k}_{})}{dk_yT(\overline{k}_{})}\frac{C_{\gamma \delta }(m_i^2)C_{\delta \beta }(m_j^2)}{(1Z)^{a_\beta }\sqrt{s_2}}\frac{\sqrt{a_\gamma !}}{(bs_2)^{\frac{a_\gamma a_\beta }{2}}}\underset{I=1}{\overset{2}{}}\mathrm{\Psi }_I^{\gamma \beta ,\delta }(s_2,m_i^2,m_j^2).$$
(29)
If not accepted, return to 1.
* Select solution $`I`$ and place the final two particles accordingly.
## 5 The Total String Decay Density
As discussed in section 2, observables depend on relative densities for different hadronic final states possible from a string, and not on its total decay density $`g(s)`$. Nevertheless, a numerical calculation of $`g(s)`$ is of interest. It is instructive to see at what energies $`g(s)`$ โ in whatever form it has been specified โ approaches its asymptotic behaviour. When the asymptotic limit is valid, the iterative algorithm, postponing the energy momentum conservation problem to a later stage, is a good approximation.
It is much simpler to calculate the densities $`g_n(s)`$, and thus their sum $`g(s)`$, than to generate final states. In the $`1+1`$ dimensional model without $`p_{}`$ generation it can be done as follows: The two-particle density, $`g_2(s)`$, is directly calculable. For all higher multiplicities $`n+2`$, generate an $`n`$-particle cluster and calculate its mass $`\sqrt{s_1}`$. Set the โmerging weightโ $`W=0`$ if it is kinematically impossible to produce a final state with a cluster of mass $`\sqrt{s_1}`$ and two more hadrons. Else, select a mass $`\sqrt{s_2}`$ for the final two particles from the distribution in Eq (18) and calculate the weight $`W`$ in Eq (20). Repeating the procedure gives $`g_n(s)`$ as the average of $`W`$.
Fig 4 shows results in the simple model without $`p_{}`$ and with only one meson flavour of mass $`m`$. The dimensionless quantity $`g(s)/b`$ is plotted as a function of $`\sqrt{s}/m`$, for different values of $`a`$. The quantity $`bm^2`$ is set to $`3/8`$, corresponding to a typical value $`0.75`$GeV<sup>-2</sup> on $`b`$ and typical mass $`m=0.7`$GeV. One can clearly see the threshold effects for $`\sqrt{s}/m=2,3,4`$. After that, the contribution of $`g_n(s=n^2m^2)`$ is getting less important relative to lower multiplicity contributions, and the sum $`g(s)`$ is well approximated by its asymptotic form at $`\sqrt{s}6m`$.
This implies that high energy strings may be iteratively fragmented using the symmetric fragmentation function, as long as there is a negligible risk to get a string remainder with an energy below some six hadron masses. In doing so, the algorithm efficiency, discussed in section 4.2 for a string energy of about $`15m`$, does not deteriorate with increasing energy.
## 6 Summary and Outlook
The Lund string fragmentation picture is successful in comparison with data, and the computer implementation Jetset is a widely used event generator for high energy physics experiments. However, there are differences between Lund String fragmentation model and Monte Carlo. Global energy momentum conservation does not fit into an iterative fragmentation scheme and is observed in a slightly different way in the MC, as compared to the model mathematical expressions. The differences may be non-negligible in certain cases, like few-body production and subtle enough observables, as those discussed in .
I present an algorithm which observes energyโmomentum conservation exactly as proposed by the model expressions. An embryo to a computer program based on this algorithm is used to calculate the total decay density $`g(s)`$ of a string. It is shown to be well approximated by its asymptotic behaviour for string energies above some six hadron masses.
A complete fragmentation simulator has not yet been developed, but only the parts needed to calculate $`g(s)`$. With this program embryo, it is possible to estimate the time consumption of a future event simulation program, which is found to be roughly 100 times larger than Jetset. It should be noted that this is only in the fragmentation phase. In a realistic calculation, including parton cascades, resonance decays, detector simulation and event analysis routines, the relative time cost for the new algorithm will be substantially smaller.
A set of extensions to the algorithm are needed, before a realistic generation of hadronic final states are possible. Inclusion of flavourโ and $`p_{}`$ correlations as in , baryon production as in , modifications to the area-definition in the case of heavy endpoint quarks and Breit-Wigner mass distributions for unstable resonances should all be straightforward developments, while more advanced baryon models and strings with gluons may need more effort. The latter is a particularly complex problem, as apparent from the thorough description in .
#### Acknowledgments
I thank prof. Gรถsta Gustafson for stimulating discussions.
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# I Introduction
## I Introduction
The stationary state properties of one-dimensional driven diffusive systems are currently of much research interest \[1-5\]. These systems exhibit very interesting cooperative phenomena such as boundary-induced phase transitions, spontaneous symmetry breaking and single-defect induced phase transitions which are absent in one-dimensional equilibrium statistical mechanics. Many physical phenomena such as hopping conductivity, growth processes and traffic flows can also be explained by these models \[6-9\]. One of the most basic model is the Asymmetric Simple Exclusion Process (ASEP), which shows a rich behavior . The ASEP is a model of particles diffusing on a lattice driven by an external field and with hard-core exclusion. Models with more than one kind of particles have also been investigated. The ASEP in the presence of a second class particle (impurity) has provided a framework for the study of shocks (see and ). Another model of this kind is the Partially Asymmetric Simple Exclusion Process (PASEP). In this model, particles are allowed to hop both to their immediate right and left sites with unequal rates. This model has been studied both with open boundaries and in the presence of an impurity on a ring . A multi-species ASEP has also been suggested, which seems to be a simple realization for real traffic .
In this paper we consider a model containing two types of particles on a lattice of length $`L`$ with open boundary condition. The two types of particles, which we refer to them as โ positive โ and โ negative โ particles, move in opposite direction. The positive (negative) particles are injected (removed) from the left-most site of the lattice and are removed (injected) from the right-most site of the lattice. Every where through the lattice, two adjacent particels interchange their positions, unless they are both positive or negative. The system evolves according to an stochastic dynamical rule as follows. In each infinitesimal time step $`dt`$ the following events occur at each nearest-neighbour pair of sites $`i,i+1`$ $`(1iL1)`$:
$`(+)(0)(0)(+)withrate1`$ (1)
$`(0)()()(0)withrate1`$ (2)
$`(+)()()(+)withratep`$ (3)
$`()(+)(+)()withrateq`$ (4)
where $`(+)`$ and $`()`$ indicate a positive or a negative particle, respectively, and $`(0)`$ indicates an empty site. Also, in each infinitesimal time step $`dt`$, the following events may occur at the first $`(i=1)`$ and the last $`(i=L)`$ site of the lattice:
$`Atsite`$ $`i=1`$ $`\{\begin{array}{cc}(0)(+)withrate\alpha \hfill & \\ ()(0)withrate\beta \hfill & \end{array}`$ (7)
$`Atsite`$ $`i=L`$ $`\{\begin{array}{cc}(0)()withrate\alpha \hfill & \\ (+)(0)withrate\beta \hfill & \end{array}`$ (10)
For $`q=0`$, this model reduces to the model introduced in which using simulation data and doing exact calculations has been extinsively studied. These authors have shown that for certain values of the parameters $`\alpha ,\beta `$ and $`p`$ the symmetry of dynamics under interchange of positive and negative particles and of their directions is spontaneously broken.
In reference Alcaraz et al have studied the $`N`$-species stochastic models with open boundary and found their related algebras, which appear in the MPA formalism first introduced in . Our model can be considered as a $`N=2`$ case which will be studied in details.
The process $`(1)`$ has also been considered on a closed ring in \[17-19\]. It has been shown that when the density of positive particles is equal to the density of negative ones, depending on the values of the parameters of the model, three phases exist: a pure phase in which one has three pinned blocks of only positive, negative particels and vacancies (where the translational invariance is spontaneously broken); a mixed phase with a non-vanishing current of particles; and a disordered phase. Here we study the effects of the open boundaries. For certain cases $`(\beta =1`$ or $`\alpha =\mathrm{})`$ we are able to solve our model exactly and find the modified phase diagrams (in comparison with $`q=0`$ case). We will show that for $`\alpha =\mathrm{}`$, where the system is devoid of vacancies, only two phases exist. In $`\beta =1`$ limit the model has also two distinct phases in which the current of positive particles is equal to those of negative ones.
This paper is organized as follows. In section $`2`$ we will present the exact solution of the model for the case $`\alpha =\mathrm{}`$ using the known results. We will also obtain the exact generating function of the partition function of the model using the Matrix Product Ansatz (MPA) and calculate the current of the particles in $`\beta =1`$ limit. In the last section we will compare our results with those obtained in for $`q=0`$.
## II Matrix Product Solutions
In this section we will show that the stationary probability of the model defined in $`(1)`$ and $`(2)`$ can be obtained using the MPA for two specific cases $`\alpha =\mathrm{}`$ and $`\beta =1`$. According to the MPA formalism, the stationary probability $`P(\{C\})`$ of any configuratin $`\{C\}`$ can be written as a matrix element of a product of non-commuting operators. Before reviewing this approach we define some notations. We introduce two occupation numbers, $`\tau _i`$ and $`\theta _i`$, for each site $`i`$, where $`\tau _i=1`$ if site $`i`$ is occupied by a positive particle and $`\tau _i=0`$ otherwise. Similarly, $`\theta _i=1`$ if site $`i`$ is occupied by a negative particle and $`\theta _i=0`$ otherwise. Since the process is exclusive, so that each site of the lattice can only be occupied at most by one particle, each configuration of the system is uniquely defined by the set of occupation numbers $`\{\tau _i,\theta _i\}`$. Now the normalized stationay state weight for a lattice of size $`L`$ can be witten as:
$$P(\{\tau _i,\theta _i\})=\frac{1}{Z_L}W|\underset{i=1}{\overset{L}{}}\{\tau _iD+\theta _iA+(1\tau _i\theta _i)E\}|V.$$
(11)
The normalization factor $`Z_L`$ in the denominator of the equation $`(3)`$, which plays a role analogous to the partition function in equilibrium statistical mechanics, is a fundumental quantity and can be calculated using the fact $`_{\{\tau _i,\theta _i\}}P(\{\tau _i,\theta _i\})=1`$. Thus one finds
$$Z_L=\underset{\{\tau _i,\theta _i\}}{}W|\underset{i=1}{\overset{L}{}}\{\tau _iD+\theta _iA+(1\tau _i\theta _i)E\}|V=W|G^L|V$$
(12)
in which $`G=D+A+E`$. The operators $`D`$, $`A`$ and $`E`$ correspond to the presence of a positive, a negative particle, and a hole respectively. These operators with the vectors $`|V`$ and $`W|`$ satisfy a certain algebra which will be discussed below.
### A The limit $`\alpha \mathrm{}`$
In this limit, as soon as a hole appears at a boundary site, it is removed. Therefore in the steady state the lattice will be empty of holes. Now the dynamical rules given by $`(1)`$ and $`(2)`$ reduce to
$`(+)()()(+)withratep`$ (13)
$`()(+)(+)()withrateq`$ (14)
$`Atsitei=1()(+)withrate\beta `$ (15)
$`Atsitei=L(+)()withrate\beta `$ (16)
Using the MPA one obtains the following quadratic algebra for this case
$`pDAqAD`$ $`=`$ $`D+A`$ (17)
$`\beta W|A`$ $`=`$ $`W|`$ (18)
$`\beta D|V`$ $`=`$ $`|V.`$ (19)
Now if one imagine the negative particles as holes, the problem reduces to the single-species PASEP with open boundaries and equal injection and extraction rates. As we mentioned, recently the PASEP has been studies widely with open boundaries . Using the results given there, we find two following phases in the thermodynamic limit $`(L\mathrm{})`$:
$`I.\frac{\beta }{pq}>\frac{1}{2}`$
The current of the positive particels $`J_+`$ is equal to the current of the negative ones $`J_{}`$ and has its maximum value
$$J_+=J_{}=\frac{pq}{4}.$$
(20)
Also the density of the positive particles $`<\tau _i>`$ in the bulk has a power law behavior
$$<\tau _i>\frac{1}{2}+\frac{1}{2\pi i^{1/2}}.$$
(21)
The density of the negative particels $`<\theta _i>`$ can be obtained using the equality $`<\tau _i>+<\theta _i>=1`$.
$`II.\frac{\beta }{pq}<\frac{1}{2}`$
The current of the positive particels is again equal to the current of the negative ones and is given by
$$J_+=J_{}=\beta (1\frac{\beta }{pq}).$$
(22)
The density profile of the positive particles is linear in the bulk which is a consequence of the superposition of shocks
$$<\tau _i>\frac{\beta }{pq}+i(12\frac{\beta }{pq}).$$
(23)
This phenomenon has also been observed in the ASEP with open boundaries when the injection and extraction rates become equal .
### B The limit $`\beta =1`$
Another limit which can be solved using the MPA formalism exactly is $`\beta =1`$. The operators and vectors satisfy the following algebra
$`pDAqAD`$ $`=`$ $`\alpha (D+A)`$ (24)
$`DE`$ $`=`$ $`\alpha E`$ (25)
$`EA`$ $`=`$ $`\alpha E`$ (26)
$`E|V`$ $`=`$ $`|V`$ (27)
$`D|V`$ $`=`$ $`\alpha |V`$ (28)
$`W|E`$ $`=`$ $`W|`$ (29)
$`W|A`$ $`=`$ $`\alpha W|.`$ (30)
Following one can choose
$$E=|VW|,V|W=1.$$
(31)
Then the algebra $`(11)`$ can be written as
$`({\displaystyle \frac{p}{\alpha }})DA({\displaystyle \frac{q}{\alpha }})AD`$ $`=`$ $`D+A`$ (32)
$`D|V`$ $`=`$ $`\alpha |V`$ (33)
$`W|A`$ $`=`$ $`\alpha W|.`$ (34)
This algebra is very similar to the algebra associated with the PASEP . Here we adopt the same representation proposed in . One can easily check that the following representation satisfy $`(12)`$ and $`(13)`$
$$D=\frac{\alpha }{pq}\left(\begin{array}{cccccc}1+a\hfill & \sqrt{c_1}\hfill & 0\hfill & 0\hfill & .\hfill & .\hfill \\ 0\hfill & 1+a(\frac{q}{p})\hfill & \sqrt{c_2}\hfill & 0\hfill & .\hfill & .\hfill \\ 0\hfill & 0\hfill & 1+a(\frac{q}{p})^2\hfill & \sqrt{c_3}\hfill & .\hfill & .\hfill \\ 0\hfill & 0\hfill & 0\hfill & 1+a(\frac{q}{p})^3\hfill & .\hfill & .\hfill \\ .\hfill & .\hfill & .\hfill & .\hfill & .\hfill & .\hfill \\ .\hfill & .\hfill & .\hfill & .\hfill & .\hfill & .\hfill \end{array}\right),A=D^T,E=|00|.$$
(35)
Where the superscript $`T`$ indicates the transpose,
$$c_n=(1(\frac{q}{p})^n)(1a^2(\frac{q}{p})^{n1}),a=pq1,$$
(36)
$`0|=[1000\mathrm{}.]`$ and $`|0=0|^T`$. Using the matrix algebra given by $`(12)`$ and $`(13)`$ we find the following expressions for the current of the positive and the negative particles in the stationary state
$`J_+={\displaystyle \frac{W|G^{i1}(pDAqAD+DE)G^{Li1}|V}{W|G^L|V}}=\alpha {\displaystyle \frac{W|G^{L1}|V}{W|G^L|V}},`$ (37)
$`J_{}={\displaystyle \frac{W|G^{i1}(pDAqAD+EA)G^{Li1}|V}{W|G^L|V}}=\alpha {\displaystyle \frac{W|G^{L1}|V}{W|G^L|V}}.`$ (38)
As can be seen from $`(16)`$, the currents are site-independent (as it should be in the stationary state), equal and given by the matrix element of powers of $`G`$. In what follows we will introduce a generating function to calculate the matrix element of all powers of $`G`$ betwen the vectors $`|V`$ and $`W|`$.
Define a generating function
$$f(\lambda ):=\underset{L=1}{\overset{\mathrm{}}{}}\lambda ^{L1}W|G^L|V.$$
(39)
The convergence radius of this formal series, $`R`$, is proportional to the current of particles given by $`(16)`$ in the thermodynamic limit
$$R=lim_L\mathrm{}\frac{W|G^{L1}|V}{W|G^L|V}.$$
(40)
On the other hand, the radius of convergence is the absolute value of the nearest singularity of $`f(\lambda )`$ to the origin. Once we obtain the singularities of the function $`f(\lambda )`$, we can calculate the current of particles and distinguish the phases.
Using $`(12)`$ and $`(13)`$ one can expand the expression $`W|G^L|V`$ as
$$G^L:=W|G^L|V=\underset{r0}{}\underset{\begin{array}{c}j_0,j_r0\\ \\ j_1,m_1,\mathrm{},j_{r1},m_r>0\\ \\ j_0+m_1+j_1+\mathrm{}+m_r+j_r=L\end{array}}{}W|C^{j_0}E^{m_1}C^{j_1}\mathrm{}E^{m_r}C^{j_r}|V$$
(41)
where $`C:=D+A`$. Noting that $`E^m=E`$, after some computation, we obtain
$$G^L=C^L+\underset{r=1}{\overset{L}{}}\underset{\begin{array}{c}j_0,j_r0\\ \\ j_1,\mathrm{},j_{r1}>0\\ \\ j_0+j_1+\mathrm{}+j_rLr\end{array}}{}\frac{(L1j_0\mathrm{}j_r)!}{(r1)!(Lrj_0\mathrm{}j_r)!}C^{j_0}\mathrm{}C^{j_r}$$
(42)
and also
$$f(\lambda )=\underset{L=1}{\overset{\mathrm{}}{}}\lambda ^{L1}G^L=\frac{(1\lambda ^1)+\lambda ^2(1+\lambda )_{n=0}^{\mathrm{}}\lambda ^{n+1}C^n}{1_{n=0}^{\mathrm{}}\lambda ^{n+1}C^n}.$$
(43)
It is known that the expression $`g(\lambda ):=_{n=0}^{\mathrm{}}\lambda ^{n+1}C^n`$ can be written explicitly in terms of the basic $`q`$-hypergeometric function (see and references therein)
$$g(x(\lambda ))=x\frac{(pq)}{\alpha }\frac{(\frac{q}{p}x^2;\frac{q}{p})_{\mathrm{}}(\frac{q}{p};\frac{q}{p})_{\mathrm{}}}{(ax;\frac{q}{p})_{\mathrm{}}^2}{}_{2}{}^{}\varphi _{1}^{}[\begin{array}{cc}ax,ax& \\ \frac{q}{p}x^2& \end{array};\frac{q}{p},\frac{q}{p}]$$
(44)
in which $`x(\lambda )=\frac{1}{2}\{\frac{pq}{\lambda \alpha }2\sqrt{(\frac{pq}{\lambda \alpha })^24\frac{pq}{\lambda \alpha }}\}`$. The quantities $`(z;q)_n`$ and $`(z;q)_{\mathrm{}}`$ are defined as
$`(z;q)_n`$ $`=`$ $`\{\begin{array}{cc}1,ifn=0,\hfill & \\ (1z)(1zq)(1zq^2)\mathrm{}(1zq^{n1}),ifn>0,\hfill & \end{array}`$ (47)
$`(z;q)_{\mathrm{}}`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}(1zq^n).`$ (48)
Lastly, the basic $`q`$-hypergeometric function is defined by the series
$${}_{2}{}^{}\varphi _{1}^{}[\begin{array}{cc}a_1,a_2& \\ b& \end{array};q,z]=\underset{n=0}{\overset{\mathrm{}}{}}\frac{(a_1;q)_n(a_2;q)_n}{(b;q)_n(q;q)_n}z^n$$
(49)
which tends to the usual hypergeometric series as $`q1`$. The $`{}_{2}{}^{}\varphi _{1}^{}`$ series converges when $`0<|q|<1`$ and $`|z|<1`$ . In this paper the convergence condition of $`(22)`$ is $`q<p`$; therefore, without losing the generality, we limit ourselves to this region.
As we mentioned, the singularities of $`f(\lambda )`$ specify the phase diagram of the model. From the expression $`(21)`$, we see that there are two possible sources for the singularities: the singularities of $`g(x(\lambda ))`$ and a zero of the denominator of $`(21)`$. First we consider the singularities of $`g(x(\lambda ))`$. From $`(22)`$ one can see that $`g(x(\lambda ))`$ has two singularities: $`\lambda _1=\frac{pq}{4\alpha }`$ which is a square root singularity and $`\lambda _2=\frac{pq1}{\alpha (pq)}`$ which is a simple root. In order to discuss the zeros of the denominator of $`f(\lambda )`$, we use the same assumption proposed in . In the convergence region of $`(22)`$ i.e. $`q<p`$, for $`0x1`$ the function $`g(x)`$ satisfies $`g^{^{}}(x)>0`$. It means that the function $`g(x)`$ increases monotonically from $`0`$ to $`g(1)`$ when $`0x1`$; therefore, the equation $`g(x(\lambda _3))=1`$ (which gives the zeros of the denominator of $`(21)`$) has only one root in this region. Comparing the absolute value of the singularities $`\lambda _1`$, $`\lambda _2`$ and $`\lambda _3`$, one can easily find the following results:
$`I)`$ For $`pq2`$ the radius of convergence $`(18)`$ of the formal series $`(17)`$ is equal to $`R=\lambda _3<\lambda _1,\lambda _2`$ which is the solution of the equation $`g(x(\lambda _3))=1`$. Since $`\lambda _3`$ is a simple pole, we expect that $`Z_L`$ behaves asymptotically $`(L\mathrm{})`$ as $`\lambda _3^L`$. The current of the particles $`(16)`$ can also be obtained
$$J_+=J_{}=\alpha \lambda _3$$
(50)
$`II)`$ For $`pq<2`$ two different situations may occur. In the region specified by $`g(1)1`$ and $`pq<2`$, we find $`R=\lambda _1=\frac{pq}{4\alpha }`$ and the current of particles to be
$$J_+=J_{}=\frac{pq}{4}$$
(51)
In the region $`g(1)>1`$, it turns out that $`R=\lambda _3<\lambda _1,\lambda _2`$ which is again the solution of the equation $`g(x(\lambda _3))=1`$. The partition function $`Z_L`$ again behaves as $`\lambda _3^L`$ and the current of particles in this case can be obtained from $`(25)`$. The boundary of these two recent phases will be specified by
$$g(1)=\frac{(pq)}{\alpha }\frac{(\frac{q}{p};\frac{q}{p})_{\mathrm{}}^2}{(pq1;\frac{q}{p})_{\mathrm{}}^2}{}_{2}{}^{}\varphi _{1}^{}[\begin{array}{cc}pq1,pq1& \\ \frac{q}{p}& \end{array};\frac{q}{p},\frac{q}{p}]=1$$
(52)
In Fig.1 we have plotted the phase diagram of our model in $`\beta =1`$ limit both for $`q0`$ (the left diagram) and $`q=0`$ (the right diagram). As we mentioned in section (2) for $`\alpha =\mathrm{}`$, the line $`pq2`$ is the line of shock configurations. The bold lines in Fig.1 mark these lines.
## III Comparison and Concluding Remarks
In this paper we studied a generalized two-species exclusion model with open boundaries. The positive particles are supplied at the left end of the chain and they leave it at the right end. Similarly, the negative particles are supplied at the right end and they leave the system at the left end. As soon as a positive and a negative particle meet each other (the positive particle is supposed to be in the left hand side of the negative particle), they interchange their positions with rate $`p`$. At the same time they may go to their initial positions with rate $`q`$. In $`q=0`$ limit this model reduces to the one studied in . Using the MAP formalism, our model has been studied in two different limits ($`\alpha =\mathrm{}`$ and $`\beta =1`$) and the corresponding phase diagrams obtained. It has been shown that all the phases are symmetric in which the current of the positive and negative particles are equal. One can easily check that for $`q=0`$ all the results obtained here reduce to those obtained in . In comparison with , as can be seen in Fig.1, the phase diagram of the model has been modified.
The study of the whole parameters space of the model proposed in this paper is still an open problem. Using the mean field approximation and simulation data, the authors have shown that in $`q=0`$ limit this model has also asymmetric phases where the current of the positive and negative particles become different. It will be interesting to study the structure of asymmetric phases of this model which may occur for the certain values of the parameters $`\alpha `$, $`\beta `$, $`p`$ and $`q`$.
Acknowledgement:
I would like to thank V. Karimipour for reading the manuscript.
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# Individual energy level distributions for one-dimensional diagonal and off-diagonal disorder
## 1 Introduction
One-dimensional disordered systems have been studied in great detail in the past and are still a subject of interest. Examples include recent work on the failing of the single parameter scaling for localization near the band edge or at strong disorder , the statistical properties of the Wigner time delay, studied in several works , as well as the correlations of the time delay for different energies . The distribution of another transport time has also been investigated in . As a last example let us mention that the ac-conductivity was re-examined in .
In this article we are interested in the following one-dimensional Hamiltonian:
$$H=\frac{\mathrm{d}^2}{\mathrm{d}x^2}+V(x),$$
(1)
where $`V(x)`$ is a random potential (we choose units such that $`\mathrm{}=2m=1`$ for simplicity). The spectral properties of such Hamiltonians were studied in different works for various kinds of disorder. The case of $`\delta `$-scatterers of random weights and/or at random positions was examined by several authors (see also ). Here we consider two kinds of random potentials.
(A) In the first case the potential is a white noise, i.e. $`V(x)`$ is distributed with the Gaussian weight:
$$๐V(x)P[V(x)]=๐V(x)\mathrm{exp}\frac{1}{2\sigma }dxV(x)^2.$$
(2)
This implies that $`V(x)=0`$ and $`V(x)V(x^{})=\sigma \delta (xx^{})`$, all other cumulants being zero. The spectral properties of this model were studied by Halperin ; later Berezinskiฤญ developed a diagrammatic method adapted to this particular model used to study various quantities in a number of works. We can also mention a recent study of the density of states and level statistics of this model using soliton calculus . This model is equivalent to the $`\delta `$-scatterer model in a certain regime: when the density of impurities is very large compared to their weights. Moreover it was shown in that results for the Gaussian disorder are very generic at high energy: they reproduce what is expected for any random potential provided that the correlation length of this disordered potential (which is zero for the Gaussian disorder) and the de Broglie wavelength are the smallest length scales of the problem, whatever their relative magnitude is.
(B) The second disordered potential we will consider belongs to another class of random potentials, which has attracted the attention of several authors: the case of off-diagonal disorder. The random potential reads
$$V(x)=\varphi (x)^2+\varphi ^{}(x)$$
(3)
where $`\varphi (x)`$ is random. The Hamiltonian, that may be factorized as $`H=Q^{}Q`$ where $`Q=\mathrm{d}_x+\varphi (x)`$, describes one-dimensional supersymmetric quantum mechanics . A discrete version of this model would be a 1D tight-binding Hamiltonian with random hopping whereas the discrete version of model A is a 1D tight-binding Hamiltonian with random site energies. The interest for Anderson model with off-diagonal disorder was recently renewed due to its connection with disordered spin chain models . It is also worth mentioning the relation of the supersymmetric Hamiltonian with the problem of classical diffusion in random media (see for example and references therein); many properties were obtained in this context very recently using a real space renormalization group method . In the case of off-diagonal disorder, the density of states presents different kinds of behaviour compared to diagonal disorder, like Dyson singularities at band edge (if $`\varphi (x)=0`$), or power law singularities (if $`\varphi (x)0`$) . Very recently the density of states for coupled chains with off-diagonal disorder was studied showing interesting effect of the parity of the number of chains. For a complete review on one-dimensional disorder systems, the interested reader is refered to . In the following we will consider the case where the random function involved in the potential is distributed according to a Gaussian weight: $`๐\varphi (x)P[\varphi (x)]=๐\varphi (x)\mathrm{exp}\frac{1}{2g}dx[\varphi (x)\mu g]^2`$.
The purpose of this article is to study the distribution of the energy $`E_n`$ of the $`n`$-th excited state of the Hamiltonian (1) ($`n+1`$-th energy level) considered on a finite interval of length $`L`$ with the wave function $`\phi (x)`$ satisfying Dirichlet boundary conditions: $`\phi (0)=\phi (L)=0`$. Let us denote this distribution:
$$W_n(E)=\delta (EE_n),$$
(4)
where the brackets $`\mathrm{}`$ mean average over different configurations of the disordered potential $`V(x)`$ (with respect to measure (2) for model A). These distributions are related to the average density of states per unit length by the relation:
$$\rho (E)=\frac{1}{L}\underset{n=0}{\overset{\mathrm{}}{}}W_n(E).$$
(5)
This problem was studied by Grenkova et al. who derived these distributions for the $`\delta `$-impurity model of Frisch and Lloyd when the weights of impurities are very large compared to the average density of impurity and the energy. We stress that this is not the limit where this model is equivalent to the model with the white noise potential considered here.
The problem was later addressed by McKean who derived the distribution for the ground state energy ($`n=0`$) for $`E<0`$; he considered different boundary conditions for the model originally studied by Halperin for a potential being a white noise. We will provide in section 3 a generalization of the result of McKean by giving the distribution for all eigenvalues in both regions of the spectrum $`E<0`$ and $`E>0`$, provided $`|E|\sigma ^{2/3}`$. We will demonstrate that the distribution is given by a scaling law in the limit $`L\mathrm{}`$ and will show how the parameters scale with the sample size $`L`$. This scaling law is similar to the distribution of the extreme value of a set of statistically independent random variables . This is in agreement with the fact that the eigenvalues are not expected to present level repulsion in the limit for which the states are localized, as demonstrated by Molฤanov .
After having considered the case A of diagonal disorder we will study in section 4 the problem for off-diagonal disorder B at band edge and at high energy as well. We will consider first the case $`\mu =0`$ for which we will study the ground state energy distribution. The analysis for model A cannot be applied in this case and we will need to use specific approximations. Note already that our result for the distribution of the ground state energy gives a mean value in agreement with the prediction of Monthus et al. who showed that the averaged ground state energy behaves like $`\text{e}^{L^{1/3}}`$ if the system size is very large, by finding a lower bound and an upper bound. Moreover, our result shows that the ground state energy is not a self averaging quantity as for model A at low energy, and its distribution presents a large tail. We also give the distribution $`W_n(E)`$ in the high energy limit. We finally study the distributions for $`\mu 0`$ in the low energy limit.
## 2 Idea of the method
In this section we give the main ideas of the method we use to derive the eigenvalue distribution. We concentrate on model A since the ideas are the same for model B apart from small subtleties which we will discuss later.
Let us consider $`\psi (x;E)`$, the solution of the Schrรถdinger equation $`H\psi (x;E)=E\psi (x;E)`$ with the boundary condition $`\psi (0;E)=0`$. The boundary condition $`\psi (L;E)=0`$ is fulfilled whenever the energy $`E`$ coincides with an eigenvalue $`E_n`$ of the Hamiltonian. In this case, the wave function $`\phi _n(x)=\psi (x;E_n)/\left[_0^Ldx^{}\psi (x^{};E_n)^2\right]^{1/2}`$ has $`n`$ nodes in the interval $`]0,L[`$, and two nodes at the boundaries. Let us denote by $`\mathrm{}_m`$ the $`n+1`$ lengths between the nodes. We consider the Ricatti variable
$$z(x;E)=\frac{\mathrm{d}}{\mathrm{d}x}\mathrm{ln}|\psi (x;E)|,$$
(6)
which obeys the following equation:
$$\frac{\mathrm{d}}{\mathrm{d}x}z=Ez^2+V(x),$$
(7)
for an initial condition $`z(0;E)=+\mathrm{}`$. This equation may be viewed as a Langevin equation for a particle located at $`z`$ submitted to a force deriving from the unbounded potential
$$U(z)=Ez+\frac{z^3}{3}$$
(8)
and to a random โforceโ $`V(x)`$ (white noise). Each node of the wave function corresponds to $`|z(x)|=\mathrm{}`$. At โtimeโ $`x=0`$ the โparticleโ starts from $`z(0)=+\mathrm{}`$ and eventually ends at $`z(\mathrm{}_10^+)=\mathrm{}`$ after a โtimeโ $`\mathrm{}_1`$. Just after the first node it then starts again from $`z(\mathrm{}_1+0^+)=+\mathrm{}`$, due to the continuity of the wave function. It follows from this picture that the distance $`\mathrm{}_m`$ between two consecutive nodes may be viewed as the โtimeโ needed by the particle to go through the interval $`]\mathrm{},+\mathrm{}[`$ (the โparticleโ is emitted from $`z=+\mathrm{}`$ at initial โtimeโ and absorbed when is reaches $`z=\mathrm{}`$). Following appendix A we introduce the $`n`$-th moment $`_n(z)`$ of the โtimeโ $``$ the particle takes to reach $`\mathrm{}`$ starting from $`z`$:
$$_n(z)=^n|z(0)=z;z()=\mathrm{}.$$
(9)
According to (180) or (188) these moments satisfy the following recursion relations:
$`_n(z)`$ $`=`$ $`{\displaystyle \frac{2n}{\sigma }}{\displaystyle _{\mathrm{}}^z}dz^{}\text{e}^{\frac{2}{\sigma }U(z^{})}{\displaystyle _z^{}^+\mathrm{}}dz^{\prime \prime }\text{e}^{\frac{2}{\sigma }U(z^{\prime \prime })}_{n1}(z^{\prime \prime }),`$ (10)
$`_0(z)`$ $`=`$ $`1.`$ (11)
The boundary condition at $`a=+\mathrm{}`$ is chosen to be a reflecting one. This choice, which simplifies calculations, is not important since the particle can never go back to this edge of the interval and necessarily ends at $`b=\mathrm{}`$.
The moments of the lengths $`\mathrm{}_m`$ between consecutive nodes of the wave function are:
$$\mathrm{}^n=_n(+\mathrm{}).$$
(12)
It is worth mentioning that the $`n+1`$ lengths are statistically independent because each time the variable $`z`$ reaches $`\mathrm{}`$, it loses the memory of its earlier history since it is brought back to the same initial condition and $`V(x)`$ is $`\delta `$-correlated. This remark is a crucial point for the derivation of $`W_n(E)`$.
However the fact that $`V(x)`$ is $`\delta `$-correlated is not essential to ensure the statistical independence of the $`\mathrm{}_m`$โs. Indeed, imagine that correlations of $`V(x)`$ are short range, on a scale $`x_c`$. Equation (7) shows that when $`z`$ starts from $`+\mathrm{}`$ at initial โtimeโ, it needs a โtimeโ $`\mathrm{\Delta }x`$ to reach the region in $`z`$-space where $`U(z)`$ is of order or smaller than $`\sigma `$ and where the presence of the random โforceโ $`V(x)`$ matters for the evolution of $`z`$. The โtimeโ $`\mathrm{\Delta }x`$, during which the dynamics of $`z`$ is governed only by the deterministic โforceโ $`U^{}(z)`$, can be defined as $`\mathrm{\Delta }x=_{z_0}^{\mathrm{}}\frac{\mathrm{d}z}{E+z^2}`$ where $`U(z_0)=\sigma `$; we have $`\mathrm{\Delta }x1/k`$ for $`|E|\sigma ^{2/3}`$, and $`\mathrm{\Delta }x\sigma ^{1/3}`$ for $`|E|\sigma ^{2/3}`$. If $`z`$ follows the deterministic evolution from $`+\mathrm{}`$ during a โtimeโ $`\mathrm{\Delta }x`$ sufficient for $`V(x)`$ to decorrelate, then the $`\mathrm{}_m`$โs are statistically independent; this occurs when $`x_c`$ is much smaller than the smallest length scale among $`1/k`$ and $`\sigma ^{1/3}`$.
Let us finally write the equation satisfied by the generating function of the moments of the traversal โtimeโ $``$
$$h(\alpha ,z)=\text{e}^\alpha |z(0)=z;z()=\mathrm{}.$$
(13)
According to (183) it obeys:
$$G_zh(\alpha ,z)=\alpha h(\alpha ,z),$$
(14)
where
$$G_z=U^{}(z)_z+\frac{\sigma }{2}_z^2$$
(15)
is the generator of the backward Fokker Planck equation (BFPE) associated with the stochastic differential equation (7). $`U^{}(z)=_zU(z)`$ is the force deriving from the potential. The generating function satisfies the boundary conditions:
$`_zh(\alpha ,z)|_{z=+\mathrm{}}`$ $`=`$ $`0,`$ (16)
$`h(\alpha ,\mathrm{})`$ $`=`$ $`1.`$ (17)
Coming back to the initial problem, our goal is to compute the probability for the energy of the $`n`$-th excited state to be $`E`$. This occurs if the sum of the $`n+1`$ distances between the nodes is equal to the length of the system: $`L=_{m=1}^{n+1}\mathrm{}_m`$. As it was stated above the $`\mathrm{}_m`$โs are independent variables and $`Prob\left[L=_{m=1}^{n+1}\mathrm{}_m\right]`$ is given in terms of the distribution of the variables $`\mathrm{}_m`$. For the different cases we will analyze throughout this article, we will initially examine the distribution $`P(\mathrm{})`$, enabling us to find $`W_n(E)`$.
## 3 Diagonal disorder: white noise potential
### 3.1 Distribution of the distance between consecutive nodes of the wave function
We study the distribution $`P(\mathrm{})`$ of the distance $`\mathrm{}`$ between two consecutive nodes of the wave function. Let us first note that the average integrated density of states per unit length $`N(E)=_{\mathrm{}}^EdE^{}\rho (E^{})`$ gives the number of states below energy $`E`$ per unit length, which is also the number of nodes of the wave function of energy $`E`$ per unit length, or in other words the inverse of the average distance between two consecutive nodes:
$$\mathrm{}=_1(+\mathrm{})=N(E)^1.$$
(18)
The average integrated density of states is given by calculating (10) for $`n=1`$ in which it is possible to perform integration over $`z^{\prime \prime }`$ :
$`N(E)`$ $`=`$ $`{\displaystyle \frac{(\sigma /2)^{1/3}}{\sqrt{\pi }}}\left[{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}y}{\sqrt{y}}}\text{e}^{(\frac{y^3}{12}+\frac{E}{(\sigma /2)^{2/3}}y)}\right]^1`$ (19)
$`=`$ $`{\displaystyle \frac{(\sigma /2)^{1/3}}{\pi ^2}}\left[\mathrm{Ai}^2\left({\displaystyle \frac{E}{(\sigma /2)^{2/3}}}\right)+\mathrm{Bi}^2\left({\displaystyle \frac{E}{(\sigma /2)^{2/3}}}\right)\right]^1;`$ (20)
$`\mathrm{Ai}(x)`$ and $`\mathrm{Bi}(x)`$ are Airy functions. This result, given by Halperin , was first mentioned in as an approximation for the integrated density of states for a potential consisting of randomly dropped $`\delta `$-scatterers in the limit of high density of scatterers.
We now examine the limit of high energy $`|E|/\sigma ^{2/3}\mathrm{}`$ in the negative and in the positive part of the spectrum.
#### 3.1.1 Negative part of the spectrum $`๐ฌ\mathbf{=}\mathbf{}๐^\mathrm{๐}`$: trapping of the Ricatti variable
If $`๐ฌ\mathbf{<}\mathrm{๐}`$ the potential $`๐ผ\mathbf{(}๐\mathbf{)}`$ possesses a local minimum at $`๐\mathbf{=}\sqrt{\mathbf{}๐ฌ}\mathbf{=}๐`$ that may trap the Ricatti variable (see figure 2). In the limit $`\mathbf{|}๐ฌ\mathbf{|}\mathbf{/}๐^{\mathrm{๐}\mathbf{/}\mathrm{๐}}\mathbf{}\mathrm{๐}`$, the well is very deep (or the diffusion very small) and when traveling from $`\mathbf{+}\mathbf{}`$ to $`\mathbf{}\mathbf{}`$, the Ricatti variable spends most of the โtimeโ in the well. Then we expect that the average โtimeโ $`\mathbf{}\mathbf{}\mathbf{}`$ is given by the Arrhenius law and that its distribution is a Poisson distribution, as demonstrated in appendix A. Expanding the potential $`๐ผ\mathbf{(}๐\mathbf{)}`$ in the neighbourhood of its two local extrema
$`๐ผ\mathbf{(}๐\mathbf{)}{\displaystyle \genfrac{}{}{0pt}{}{\mathbf{}}{๐\mathbf{}๐}}\mathbf{}{\displaystyle \frac{\mathrm{๐}๐^\mathrm{๐}}{\mathrm{๐}}}\mathbf{+}๐\mathbf{(}๐\mathbf{}๐\mathbf{)}^\mathrm{๐}`$ (21)
$`๐ผ\mathbf{(}๐\mathbf{)}{\displaystyle \genfrac{}{}{0pt}{}{\mathbf{}}{๐\mathbf{}\mathbf{}๐}}{\displaystyle \frac{\mathrm{๐}๐^\mathrm{๐}}{\mathrm{๐}}}\mathbf{}๐\mathbf{(}๐\mathbf{+}๐\mathbf{)}^\mathrm{๐}\mathbf{,}`$ (22)
equation (193) gives
$$\mathbf{}\mathbf{}\mathbf{}\mathbf{=}๐_\mathrm{๐}\mathbf{(}\mathbf{+}\mathbf{}\mathbf{)}\mathbf{=}๐ต\mathbf{(}๐ฌ\mathbf{)}^\mathbf{}\mathrm{๐}\mathbf{}\frac{๐
}{\sqrt{\mathbf{}๐ฌ}}\mathrm{๐๐ฑ๐ฉ}\frac{\mathrm{๐}}{\mathrm{๐}๐}\mathbf{(}\mathbf{}๐ฌ\mathbf{)}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}\mathbf{.}$$
(23)
This argument was first used by Jona-Lasinio to find the exponential factor of the integrated density of states. We stress here that it also gives the correct pre-factor, that may be checked by extracting the limiting behaviour of (19).
As we have shown in appendix A the distribution of the time spent in the well is a Poisson law:
$$๐ท\mathbf{(}\mathbf{}\mathbf{)}\mathbf{=}๐ต\mathbf{(}๐ฌ\mathbf{)}\mathrm{๐๐ฑ๐ฉ}\mathbf{}\mathbf{}๐ต\mathbf{(}๐ฌ\mathbf{)}\mathbf{.}$$
(24)
This equation will be the starting point to find the distribution $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ in section 3.2.
#### 3.1.2 Positive part of the spectrum $`๐ฌ\mathbf{=}\mathbf{+}๐^\mathrm{๐}`$: small disorder expansion
In the positive part of the spectrum, the potential in which the Ricatti variable evolves has no local extremum (see figure 3) and therefore the length $`\mathbf{}\mathbf{}\mathbf{}`$ does not anymore follow an Arrhenius law.
In the absence of diffusion ($`๐\mathbf{=}\mathrm{๐}`$) the โtimeโ needed by the Ricatti variable to go from $`\mathbf{+}\mathbf{}`$ to $`\mathbf{}\mathbf{}`$ is $`\mathbf{}\mathbf{=}๐
\mathbf{/}๐`$, which may be found either by integrating (7) in the absence of the potential $`๐ฝ\mathbf{(}๐\mathbf{)}`$ or by taking the limit $`๐\mathbf{}\mathrm{๐}`$ in (18,19). We can expect that, for sufficiently weak disorder, the length is weakly fluctuating around its mean value. We are now going to show that the distribution of $`\mathbf{}`$ is a narrow Gaussian distribution in this limit. For this purpose we will analyze the moments $`\mathbf{}\mathbf{}^๐\mathbf{}\mathbf{=}๐_๐\mathbf{(}\mathbf{+}\mathbf{}\mathbf{)}`$, which is more conveniently achieved by studying a generating function. Instead of the generating function of the moments (13), it is more advantageous to consider the generating function of the cumulants:
$$๐\mathbf{(}๐ถ\mathbf{,}๐\mathbf{)}\mathbf{=}\mathrm{๐ฅ๐ง}๐\mathbf{(}๐ถ\mathbf{,}๐\mathbf{)}\mathbf{.}$$
(25)
It follows from (14) and (15) that
$$\mathbf{}\mathbf{(}๐^\mathrm{๐}\mathbf{+}๐^\mathrm{๐}\mathbf{)}\mathbf{}_๐๐\mathbf{+}\frac{๐}{\mathrm{๐}}\mathbf{\left[}\mathbf{}_๐^\mathrm{๐}๐\mathbf{+}\mathbf{(}\mathbf{}_๐๐\mathbf{)}^\mathrm{๐}\mathbf{\right]}\mathbf{=}๐ถ\mathbf{.}$$
(26)
The solution may be obtained through a perturbative expansion in the parameter $`๐`$. We write
$$๐\mathbf{=}๐^{\mathbf{(}\mathrm{๐}\mathbf{)}}\mathbf{+}๐^{\mathbf{(}\mathrm{๐}\mathbf{)}}\mathbf{+}๐^{\mathbf{(}\mathrm{๐}\mathbf{)}}\mathbf{+}\mathbf{}\mathbf{,}$$
(27)
where $`๐^{\mathbf{(}๐\mathbf{)}}\mathbf{=}๐ถ\mathbf{(}๐^๐\mathbf{)}`$. The boundary condition for $`๐`$ is: $`๐\mathbf{(}๐ถ\mathbf{,}๐\mathbf{}\mathbf{}\mathbf{}\mathbf{)}\mathbf{=}\mathrm{๐}`$. The $`\mathrm{๐}`$-th order of (26) gives
$$๐^{\mathbf{(}\mathrm{๐}\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}๐\mathbf{)}\mathbf{=}\mathbf{}๐ถ\mathbf{}_{\mathbf{}\mathbf{}}^๐๐๐^{\mathbf{}}\frac{\mathrm{๐}}{๐^\mathrm{๐}\mathbf{+}๐^\mathrm{๐}}\mathbf{=}\mathbf{}\frac{๐ถ}{๐}\mathbf{\left(}\mathrm{๐๐ซ๐๐ญ๐๐ง}\frac{๐}{๐}\mathbf{+}\frac{๐
}{\mathrm{๐}}\mathbf{\right)}\mathbf{.}$$
(28)
The integral is the โtimeโ needed to go from $`๐`$ to $`\mathbf{}\mathbf{}`$ in the absence of diffusion as it is clear from (7). The $`๐`$-th order of (26) gives:
$$๐^{\mathbf{(}๐\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}๐\mathbf{)}\mathbf{=}\frac{๐}{\mathrm{๐}}\mathbf{}_{\mathbf{}\mathbf{}}^๐\frac{๐๐^{\mathbf{}}}{๐^\mathrm{๐}\mathbf{+}๐^\mathrm{๐}}\mathbf{\left[}\mathbf{}_๐^{\mathbf{}}^\mathrm{๐}๐^{\mathbf{(}๐\mathbf{}\mathrm{๐}\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}๐^{\mathbf{}}\mathbf{)}\mathbf{+}\underset{๐\mathbf{=}\mathrm{๐}}{\overset{๐\mathbf{}\mathrm{๐}}{\mathbf{}}}\mathbf{}_๐^{\mathbf{}}๐^{\mathbf{(}๐\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}๐^{\mathbf{}}\mathbf{)}\mathbf{}_๐^{\mathbf{}}๐^{\mathbf{(}๐\mathbf{}\mathrm{๐}\mathbf{}๐\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}๐^{\mathbf{}}\mathbf{)}\mathbf{\right]}\mathbf{.}$$
(29)
In particular we have:
$$๐^{\mathbf{(}\mathrm{๐}\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}๐\mathbf{)}\mathbf{=}\frac{๐}{\mathrm{๐}๐^\mathrm{๐}}\mathbf{\left[}\mathbf{}\frac{๐ถ}{\mathrm{๐}๐}\frac{\mathrm{๐}}{\mathbf{(}\mathrm{๐}\mathbf{+}๐^\mathrm{๐}\mathbf{/}๐^\mathrm{๐}\mathbf{)}^\mathrm{๐}}\mathbf{+}\mathbf{\left(}\frac{๐ถ}{๐}\mathbf{\right)}^\mathrm{๐}\mathbf{}_{\mathbf{}\mathbf{}}^{๐\mathbf{/}๐}\frac{๐๐}{\mathbf{(}\mathrm{๐}\mathbf{+}๐^\mathrm{๐}\mathbf{)}^\mathrm{๐}}\mathbf{\right]}\mathbf{,}$$
(30)
$$๐^{\mathbf{(}\mathrm{๐}\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}๐\mathbf{)}\mathbf{=}\mathbf{\left(}\frac{๐}{\mathrm{๐}๐^\mathrm{๐}}\mathbf{\right)}^\mathrm{๐}\mathbf{\left[}\frac{๐ถ}{๐}\mathbf{}_{\mathbf{}\mathbf{}}^{๐\mathbf{/}๐}๐๐\frac{\mathrm{๐}\mathbf{}\mathrm{๐๐}๐^\mathrm{๐}}{\mathbf{(}\mathrm{๐}\mathbf{+}๐^\mathrm{๐}\mathbf{)}^\mathrm{๐}}\mathbf{+}\mathbf{\left(}\frac{๐ถ}{๐}\mathbf{\right)}^\mathrm{๐}\frac{\mathrm{๐}}{\mathrm{๐}\mathbf{(}\mathrm{๐}\mathbf{+}๐^\mathrm{๐}\mathbf{/}๐^\mathrm{๐}\mathbf{)}^\mathrm{๐}}\mathbf{}\mathbf{\left(}\frac{๐ถ}{๐}\mathbf{\right)}^\mathrm{๐}\mathbf{}_{\mathbf{}\mathbf{}}^{๐\mathbf{/}๐}\frac{\mathrm{๐}๐๐}{\mathbf{(}\mathrm{๐}\mathbf{+}๐^\mathrm{๐}\mathbf{)}^\mathrm{๐}}\mathbf{\right]}\mathbf{.}$$
(31)
Equation (30) gives the dominant contribution to the second cumulant $`\mathbf{}\mathbf{}\mathbf{}^\mathrm{๐}\mathbf{}\mathbf{}`$ of the length. Explicit computation of terms of $`๐`$ of higher order in $`๐`$ is not required and we only need to know their behaviour with $`๐ถ`$. Using a recursion argument it is possible to show that $`๐^{\mathbf{(}๐\mathbf{)}}`$ is a polynomial of degree $`๐\mathbf{+}\mathrm{๐}`$ in $`๐ถ`$:
$$๐^{\mathbf{(}๐\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}๐\mathbf{)}\mathbf{=}๐^๐\underset{๐\mathbf{=}\mathrm{๐}}{\overset{๐\mathbf{+}\mathrm{๐}}{\mathbf{}}}๐ถ^๐๐_๐\mathbf{(}๐\mathbf{)}\mathbf{.}$$
(32)
We now extract from these expressions the information about the cumulants of $`\mathbf{}`$:
$$๐\mathbf{(}๐ถ\mathbf{,}\mathbf{+}\mathbf{}\mathbf{)}\mathbf{=}\underset{๐\mathbf{=}\mathrm{๐}}{\overset{\mathbf{}}{\mathbf{}}}\frac{\mathbf{(}\mathbf{}๐ถ\mathbf{)}^๐}{๐\mathbf{!}}\mathbf{}\mathbf{}\mathbf{}^๐\mathbf{}\mathbf{}\mathbf{.}$$
(33)
Using (28,30) we see that:
$`๐\mathbf{(}๐ถ\mathbf{,}\mathbf{+}\mathbf{}\mathbf{)}`$ $`\mathbf{=}`$ $`๐^{\mathbf{(}\mathrm{๐}\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}\mathbf{+}\mathbf{}\mathbf{)}\mathbf{+}๐^{\mathbf{(}\mathrm{๐}\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}\mathbf{+}\mathbf{}\mathbf{)}\mathbf{+}๐ถ\mathbf{(}๐^\mathrm{๐}\mathbf{)}`$ (34)
$`\mathbf{=}`$ $`\mathbf{}๐ถ{\displaystyle \frac{๐
}{๐}}\mathbf{+}{\displaystyle \frac{๐ถ^\mathrm{๐}}{\mathrm{๐}\mathbf{!}}}\mathbf{\left(}{\displaystyle \frac{๐
}{๐}}\mathbf{\right)}^\mathrm{๐}{\displaystyle \frac{\mathrm{๐}๐}{\mathrm{๐}๐
๐^\mathrm{๐}}}\mathbf{+}๐ถ\mathbf{(}๐^\mathrm{๐}\mathbf{)}\mathbf{;}`$ (35)
then
$`\mathbf{}\mathbf{}\mathbf{}`$ $`\mathbf{=}`$ $`{\displaystyle \frac{๐
}{๐}}\mathbf{+}๐ถ\mathbf{(}๐^\mathrm{๐}\mathbf{)}`$ (36)
$`\mathbf{}\mathbf{}\mathbf{}^\mathrm{๐}\mathbf{}\mathbf{}`$ $`\mathbf{=}`$ $`\mathbf{\left(}{\displaystyle \frac{๐
}{๐}}\mathbf{\right)}^\mathrm{๐}{\displaystyle \frac{\mathrm{๐}๐}{\mathrm{๐}๐
๐^\mathrm{๐}}}\mathbf{+}๐ถ\mathbf{(}๐^\mathrm{๐}\mathbf{)}\mathbf{.}`$ (37)
The $`๐`$-th cumulant is given by the term proportional to $`๐ถ^๐`$ in $`๐\mathbf{(}๐ถ\mathbf{,}\mathbf{}\mathbf{)}`$. Equation (32) shows that the term of lowest order in $`๐`$ containing $`๐ถ^๐`$ is $`๐^{\mathbf{(}๐\mathbf{}\mathrm{๐}\mathbf{)}}`$, then
$$\mathbf{}\mathbf{}\mathbf{}^๐\mathbf{}\mathbf{}\mathbf{=}๐ถ\mathbf{(}๐^{๐\mathbf{}\mathrm{๐}}\mathbf{)}\mathbf{.}$$
(38)
The $`๐`$-th order cumulant for $`๐\mathbf{>}\mathrm{๐}`$ characterizes fluctuations that are negligible, in the high energy limit, compared to the fluctuations described by the second cumulant:
$$\frac{\mathbf{}\mathbf{}\mathbf{}^๐\mathbf{}\mathbf{}}{\mathbf{}\mathbf{}\mathbf{}^\mathrm{๐}\mathbf{}\mathbf{}^{๐\mathbf{/}\mathrm{๐}}}\mathbf{=}๐ถ\mathbf{\left[}\mathbf{\left(}\frac{๐}{๐^\mathrm{๐}}\mathbf{\right)}^{\frac{๐}{\mathrm{๐}}\mathbf{}\mathrm{๐}}\mathbf{\right]}\genfrac{}{}{0pt}{}{\mathbf{}}{๐\mathbf{/}๐^\mathrm{๐}\mathbf{}\mathrm{๐}}\mathrm{๐}\mathbf{.}$$
(39)
Since the second cumulant is dominating it follows that the distribution of $`\mathbf{}`$ is Gaussian in this limit:
$$๐ท\mathbf{(}\mathbf{}\mathbf{)}\mathbf{=}\frac{\mathrm{๐}}{\sqrt{\mathrm{๐}๐
\mathbf{}\mathbf{}\mathbf{}^\mathrm{๐}\mathbf{}\mathbf{}}}\mathrm{๐๐ฑ๐ฉ}\mathbf{}\frac{\mathbf{\left(}\mathbf{}\mathbf{}\mathbf{}\mathbf{}\mathbf{}\mathbf{\right)}^\mathrm{๐}}{\mathrm{๐}\mathbf{}\mathbf{}\mathbf{}^\mathrm{๐}\mathbf{}\mathbf{}}\mathbf{.}$$
(40)
For the positive part of the spectrum, (40) shows that the fluctuations of $`\mathbf{}`$ are small compared to its average value, in contrast to what happens in the negative part of the spectrum where (24) shows that the fluctuations of $`\mathbf{}`$ are of the same order as the average value.
#### The structure of the wave function
Since we are dealing with one-dimensional disordered system, the wave functions are expected to be localized, i.e. decreasing with an exponential damping on a length scale being by definition the localization length $`๐`$. Let us recall that $`๐\mathbf{}\frac{\mathrm{๐}๐ฌ}{๐}`$ for $`๐ฌ\mathbf{}\mathbf{+}\mathbf{}`$ and $`๐\mathbf{}\frac{\mathrm{๐}}{\sqrt{\mathbf{}๐ฌ}}`$ for $`๐ฌ\mathbf{}\mathbf{}\mathbf{}`$ (see for example). The results we have derived for the distribution $`๐ท\mathbf{(}\mathbf{}\mathbf{)}`$ show that in the limit $`๐ฌ\mathbf{}\mathbf{+}\mathbf{}`$, the consecutive nodes of the wave function are separated by weakly fluctuating distances of order $`๐
\mathbf{/}๐`$, which is much smaller than $`๐`$. In contrast, in the limit $`๐ฌ\mathbf{}\mathbf{}\mathbf{}`$ the distance $`\mathbf{}`$ is distributed according to a Poisson law (24) which means that it is probable to find two consecutive nodes as close as possible. However the typical scale of the length is much larger than the localization length: $`\mathbf{}\mathbf{}๐ต\mathbf{(}๐ฌ\mathbf{)}^\mathbf{}\mathrm{๐}\mathbf{}๐๐
\mathrm{๐๐ฑ๐ฉ}\frac{\mathrm{๐}}{\mathrm{๐}๐}\mathbf{(}\mathbf{}๐ฌ\mathbf{)}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}\mathbf{}๐`$.
### 3.2 Distribution of individual energy level
We now derive the distribution $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$. As we have mentioned above, $`๐ฌ`$ coincides with the eigenvalue $`๐ฌ_๐`$ if the sum of the $`๐\mathbf{+}\mathrm{๐}`$ lengths between nodes is equal to the length $`๐ณ`$.
#### 3.2.1 Low energy $`๐ฌ\mathbf{=}\mathbf{}๐^\mathrm{๐}`$
We follow here the idea McKean used to find the ground state energy distribution . The probability that the energy $`๐ฌ`$ is between two consecutive energies is:
$`๐๐ซ๐จ๐\mathbf{\left[}๐ฌ_{๐\mathbf{}\mathrm{๐}}\mathbf{<}๐ฌ\mathbf{<}๐ฌ_๐\mathbf{\right]}\mathbf{=}๐๐ซ๐จ๐\mathbf{\left[}\mathbf{}_\mathrm{๐}\mathbf{+}\mathbf{}\mathbf{+}\mathbf{}_๐\mathbf{<}๐ณ\mathbf{<}\mathbf{}_\mathrm{๐}\mathbf{+}\mathbf{}\mathbf{+}\mathbf{}_๐\mathbf{+}\mathbf{}_{๐\mathbf{+}\mathrm{๐}}\mathbf{\right]}`$ (41)
$`\mathbf{=}{\displaystyle \mathbf{}_\mathrm{๐}^{\mathbf{}}}๐\mathbf{}_\mathrm{๐}๐ท\mathbf{(}\mathbf{}_\mathrm{๐}\mathbf{)}\mathbf{}{\displaystyle \mathbf{}_\mathrm{๐}^{\mathbf{}}}๐\mathbf{}_{๐\mathbf{+}\mathrm{๐}}๐ท\mathbf{(}\mathbf{}_{๐\mathbf{+}\mathrm{๐}}\mathbf{)}๐ฝ\mathbf{\left(}\mathbf{}_\mathrm{๐}\mathbf{+}\mathbf{}\mathbf{+}\mathbf{}_{๐\mathbf{+}\mathrm{๐}}\mathbf{}๐ณ\mathbf{\right)}๐ฝ\mathbf{\left(}๐ณ\mathbf{}\mathbf{}_\mathrm{๐}\mathbf{}\mathbf{}\mathbf{}\mathbf{}_๐\mathbf{\right)}\mathbf{,}`$ (42)
where $`๐ฝ\mathbf{(}๐\mathbf{)}`$ is the Heaviside function. Using (24) we get:
$$๐๐ซ๐จ๐\mathbf{\left[}๐ฌ_{๐\mathbf{}\mathrm{๐}}\mathbf{<}๐ฌ\mathbf{<}๐ฌ_๐\mathbf{\right]}\mathbf{=}\frac{\mathbf{(}๐ณ๐ต\mathbf{(}๐ฌ\mathbf{)}\mathbf{)}^๐}{๐\mathbf{!}}\text{e}^{\mathbf{}๐ณ๐ต\mathbf{(}๐ฌ\mathbf{)}}\mathbf{.}$$
(43)
Introducing the joint distribution for the eigenvalues
$$๐พ_{\mathrm{๐}\mathbf{,}\mathrm{๐}\mathbf{,}\mathbf{}\mathbf{,}๐\mathbf{,}\mathbf{}}\mathbf{(}๐ฟ_\mathrm{๐}\mathbf{,}๐ฟ_\mathrm{๐}\mathbf{,}\mathbf{}\mathbf{,}๐ฟ_๐\mathbf{,}\mathbf{}\mathbf{)}\mathbf{=}\mathbf{}\underset{๐\mathbf{=}\mathrm{๐}}{\overset{\mathbf{}}{\mathbf{}}}๐น\mathbf{(}๐ฟ_๐\mathbf{}๐ฌ_๐\mathbf{)}\mathbf{}$$
(44)
and differentiating (41) with respect to $`๐ฌ`$ gives
$`{\displaystyle \frac{๐}{๐๐ฌ}}๐๐ซ๐จ๐\mathbf{\left[}๐ฌ_{๐\mathbf{}\mathrm{๐}}\mathbf{<}๐ฌ\mathbf{<}๐ฌ_๐\mathbf{\right]}`$
$`\mathbf{=}{\displaystyle \frac{๐}{๐๐ฌ}}{\displaystyle \mathbf{}๐๐ฟ_\mathrm{๐}๐๐ฟ_\mathrm{๐}\mathbf{}๐๐ฟ_๐\mathbf{}๐พ_{\mathrm{๐}\mathbf{,}\mathrm{๐}\mathbf{,}\mathbf{}\mathbf{,}๐\mathbf{,}\mathbf{}}\mathbf{(}๐ฟ_\mathrm{๐}\mathbf{,}๐ฟ_\mathrm{๐}\mathbf{,}\mathbf{}\mathbf{,}๐ฟ_๐\mathbf{,}\mathbf{}\mathbf{)}๐ฝ\mathbf{(}๐ฌ\mathbf{}๐ฟ_{๐\mathbf{}\mathrm{๐}}\mathbf{)}๐ฝ\mathbf{(}๐ฟ_๐\mathbf{}๐ฌ\mathbf{)}}\mathbf{.}`$ (45)
Differentiation of the integrand of (45) gives two terms. In each term the Heaviside function $`๐ฝ\mathbf{(}๐ฟ_๐\mathbf{}๐ฟ_{๐\mathbf{}\mathrm{๐}}\mathbf{)}`$ does not play any role since the joint probability for the different energies is proportional to the following product of Heaviside functions:
$$๐พ_{\mathrm{๐}\mathbf{,}\mathrm{๐}\mathbf{,}\mathbf{}\mathbf{,}๐\mathbf{,}\mathbf{}}\mathbf{(}๐ฟ_\mathrm{๐}\mathbf{,}๐ฟ_\mathrm{๐}\mathbf{,}\mathbf{}\mathbf{,}๐ฟ_๐\mathbf{,}\mathbf{}\mathbf{)}\mathbf{}๐ฝ\mathbf{(}๐ฟ_\mathrm{๐}\mathbf{}๐ฟ_\mathrm{๐}\mathbf{)}๐ฝ\mathbf{(}๐ฟ_\mathrm{๐}\mathbf{}๐ฟ_\mathrm{๐}\mathbf{)}\mathbf{}๐ฝ\mathbf{(}๐ฟ_๐\mathbf{}๐ฟ_{๐\mathbf{}\mathrm{๐}}\mathbf{)}\mathbf{}\mathbf{.}$$
(46)
Then we find:
$$\frac{๐}{๐๐ฌ}๐๐ซ๐จ๐\mathbf{\left[}๐ฌ_{๐\mathbf{}\mathrm{๐}}\mathbf{<}๐ฌ\mathbf{<}๐ฌ_๐\mathbf{\right]}\mathbf{=}๐พ_{๐\mathbf{}\mathrm{๐}}\mathbf{(}๐ฌ\mathbf{)}\mathbf{}๐พ_๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{.}$$
(47)
For $`๐\mathbf{=}\mathrm{๐}`$ we recover the result of McKean for the ground state energy distribution:
$$\mathbf{}_๐ฌ^{\mathbf{}}๐๐ฌ^{\mathbf{}}๐พ_\mathrm{๐}\mathbf{(}๐ฌ^{\mathbf{}}\mathbf{)}\mathbf{=}\text{e}^{\mathbf{}๐ณ๐ต\mathbf{(}๐ฌ\mathbf{)}}\mathbf{.}$$
(48)
Using (43) and (47), it is now easy to show that:
$$๐พ_๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}๐ณ๐\mathbf{(}๐ฌ\mathbf{)}\frac{\mathbf{(}๐ณ๐ต\mathbf{(}๐ฌ\mathbf{)}\mathbf{)}^๐}{๐\mathbf{!}}\text{e}^{\mathbf{}๐ณ๐ต\mathbf{(}๐ฌ\mathbf{)}}\mathbf{.}$$
(49)
This result has a clear meaning since $`๐ณ๐\mathbf{(}๐ฌ\mathbf{)}`$ gives the probability to find an energy at $`๐ฌ`$, the factor $`\frac{๐^๐}{๐\mathbf{!}}\text{e}^\mathbf{}๐`$ โcompellingโ the number of states below $`๐ฌ`$, $`๐\mathbf{=}๐ณ๐ต\mathbf{(}๐ฌ\mathbf{)}`$, to be close to $`๐`$.
Let us remark that the relation (5) is satisfied.
We now analyze this result in more detail and demonstrate that the distribution (49) has a scaling form in the limit $`๐ณ\mathbf{}\mathbf{}`$. We use the approximated expression (23) of the integrated density of states per unit length to write the distribution $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ as:
$$๐พ_๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}\frac{\mathrm{๐}^{๐\mathbf{+}\mathrm{๐}}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}^{๐\mathbf{+}\mathrm{๐}}}{๐\mathbf{!}}\stackrel{\mathbf{~}}{๐ณ}^{๐\mathbf{+}\mathrm{๐}}\text{e}^{\mathbf{}๐\mathbf{(}๐ฌ\mathbf{)}}$$
(50)
with
$$๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\frac{\mathrm{๐}\mathbf{(}\mathbf{}๐ฌ\mathbf{)}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}}{\mathrm{๐}}\mathbf{+}\mathrm{๐}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\stackrel{\mathbf{~}}{๐ณ}\sqrt{\mathbf{}๐ฌ}\text{e}^{\mathbf{}\frac{\mathrm{๐}}{\mathrm{๐}}\mathbf{(}\mathbf{}๐ฌ\mathbf{)}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}}\mathbf{}\frac{๐\mathbf{+}\mathrm{๐}}{\mathrm{๐}}\mathrm{๐ฅ๐ง}\mathbf{(}\mathbf{}๐ฌ\mathbf{)}\mathbf{,}$$
(51)
where we have introduced:
$$\stackrel{\mathbf{~}}{๐ณ}\mathbf{=}\frac{๐ณ๐^{\mathrm{๐}\mathbf{/}\mathrm{๐}}}{\mathrm{๐}๐
\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}}\mathbf{.}$$
(52)
We set $`๐\mathbf{=}\mathrm{๐}`$ for simplicity since it will be easy to recover its dependence at the end (the dimension of $`๐`$ is: $`\mathbf{[}๐\mathbf{]}\mathbf{=}\mathrm{๐ฅ๐๐ง๐ ๐ญ๐ก}^\mathbf{}\mathrm{๐}\mathbf{=}\mathrm{๐๐ง๐๐ซ๐ ๐ฒ}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}`$).
We first look for the typical value of the $`๐`$-th excited state energy $`๐ฌ_๐^{\text{typ}}`$. It is the solution of the equation $`๐^{\mathbf{}}\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}\mathrm{๐}`$. The variable $`๐\mathbf{=}\mathrm{๐}\mathbf{(}\mathbf{}๐ฌ_๐^{\text{typ}}\mathbf{)}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}`$ is the solution of
$$\stackrel{\mathbf{~}}{๐ณ}\mathbf{=}\frac{๐\mathbf{}\frac{๐\mathbf{+}\mathrm{๐}}{๐\mathbf{+}\mathrm{๐}}}{๐\mathbf{}\mathrm{๐}}\frac{\text{e}^{๐\mathbf{/}\mathrm{๐}}}{๐^{\mathrm{๐}\mathbf{/}\mathrm{๐}}}\mathbf{.}$$
(53)
In the limit $`๐ณ\mathbf{}\mathbf{}`$ we find $`๐\mathbf{=}\mathrm{๐}\mathrm{๐ฅ๐ง}\mathbf{(}\stackrel{\mathbf{~}}{๐ณ}\mathbf{)}\mathbf{+}\mathrm{๐ฅ๐ง}\mathbf{(}\mathrm{๐}\mathrm{๐ฅ๐ง}\mathbf{(}\stackrel{\mathbf{~}}{๐ณ}\mathbf{)}\mathbf{)}\mathbf{+}๐ถ\mathbf{\left[}\frac{\mathrm{๐ฅ๐ง}\mathbf{(}\mathrm{๐}\mathrm{๐ฅ๐ง}\mathbf{(}\stackrel{\mathbf{~}}{๐ณ}\mathbf{)}\mathbf{)}}{\mathrm{๐ฅ๐ง}\mathbf{(}\stackrel{\mathbf{~}}{๐ณ}\mathbf{)}}\mathbf{\right]}`$, that is:
$$๐ฌ_๐^{\text{typ}}\mathbf{(}๐ณ\mathbf{)}\mathbf{=}\mathbf{}\mathbf{\left(}\frac{\mathrm{๐}๐}{\mathrm{๐}}\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}\mathbf{\right)}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}\mathbf{\times }\mathbf{\left[}\mathrm{๐}\mathbf{+}\frac{\mathrm{๐}}{\mathrm{๐}}\frac{\mathrm{๐ฅ๐ง}\mathbf{(}\mathrm{๐}\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}\mathbf{)}}{\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}}\mathbf{+}๐ถ\mathbf{\left(}\frac{\mathrm{๐ฅ๐ง}^\mathrm{๐}\mathbf{(}\mathrm{๐}\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}\mathbf{)}}{\mathrm{๐ฅ๐ง}^\mathrm{๐}\stackrel{\mathbf{~}}{๐ณ}}\mathbf{\right)}\mathbf{\right]}\mathbf{,}$$
(54)
where we keep the first correction to the dominant term in $`\mathrm{๐ฅ๐ง}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}\stackrel{\mathbf{~}}{๐ณ}`$ because it is larger than the difference between the typical values of two consecutive levels (66). This behaviour was given as a good approximation of $`๐ฌ_\mathrm{๐}`$ by McKean . Note that the $`๐`$-dependence enters only in $`\stackrel{\mathbf{~}}{๐ณ}`$.
We will need the maximum value of the distribution, which is:
$$๐พ_๐\mathbf{(}๐ฌ_๐^{\text{typ}}\mathbf{)}\mathbf{=}\frac{\mathrm{๐}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}^{๐\mathbf{+}\mathrm{๐}}\text{e}^{\mathbf{}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}}}{๐\mathbf{!}}\mathbf{\left(}\mathrm{๐}\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}\mathbf{\right)}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}\mathbf{\times }\mathbf{\left[}\mathrm{๐}\mathbf{+}๐ถ\mathbf{\left(}\frac{\mathrm{๐ฅ๐ง}\mathbf{(}\mathrm{๐}\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}\mathbf{)}}{\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}}\mathbf{\right)}\mathbf{\right]}\mathbf{.}$$
(55)
We now study the derivatives of $`๐\mathbf{(}๐ฌ\mathbf{)}`$ at $`๐ฌ\mathbf{=}๐ฌ_๐^{\text{typ}}`$. By definition the first derivative vanishes:
$$๐^{\mathbf{}}\mathbf{(}๐ฌ_๐^{\text{typ}}\mathbf{)}\mathbf{=}๐ถ\mathbf{\left(}\frac{\mathrm{๐ฅ๐ง}\mathbf{(}\mathrm{๐}\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}\mathbf{)}}{\mathrm{๐ฅ๐ง}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}\stackrel{\mathbf{~}}{๐ณ}}\mathbf{\right)}\mathbf{.}$$
(56)
After a little of algebra, we find for the $`๐`$-th derivative:
$$๐^{\mathbf{(}๐\mathbf{)}}\mathbf{(}๐ฌ_๐^{\text{typ}}\mathbf{)}\mathbf{=}\mathrm{๐}^๐\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\mathbf{\left(}\mathrm{๐}\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}\mathbf{\right)}^{๐\mathbf{/}\mathrm{๐}}\mathbf{\times }\mathbf{\left[}\mathrm{๐}\mathbf{+}๐ถ\mathbf{\left(}\frac{\mathrm{๐ฅ๐ง}\mathbf{(}\mathrm{๐}\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}\mathbf{)}}{\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}}\mathbf{\right)}\mathbf{\right]}\mathbf{,}๐\mathbf{}\mathrm{๐}\mathbf{.}$$
(57)
The second derivative defines the scale of the fluctuations of $`๐ฌ_๐`$:
$$๐น๐ฌ_๐\mathbf{=}\frac{\mathrm{๐}}{\sqrt{๐^{\mathbf{(}\mathrm{๐}\mathbf{)}}\mathbf{(}๐ฌ_๐^{\text{typ}}\mathbf{)}}}\mathbf{=}๐^{\mathrm{๐}\mathbf{/}\mathrm{๐}}\frac{\mathbf{\left(}\mathrm{๐}\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}\mathbf{\right)}^{\mathbf{}\mathrm{๐}\mathbf{/}\mathrm{๐}}}{\mathrm{๐}\sqrt{๐\mathbf{+}\mathrm{๐}}}\mathbf{\times }\mathbf{\left[}\mathrm{๐}\mathbf{+}๐ถ\mathbf{\left(}\frac{\mathrm{๐ฅ๐ง}\mathbf{(}\mathrm{๐}\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}\mathbf{)}}{\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}}\mathbf{\right)}\mathbf{\right]}\mathbf{.}$$
(58)
Note that the width of $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ decreases as $`๐ณ\mathbf{}\mathbf{}`$. The relative fluctuations tends to zero, that is $`๐ฌ_๐`$ is self averaging in this limit.
Moreover it is possible to introduce the function $`๐_๐\mathbf{(}๐ฟ\mathbf{)}`$:
$$๐พ_๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}\frac{\mathrm{๐}}{๐น๐ฌ_๐}๐_๐\mathbf{\left(}\frac{๐ฌ\mathbf{}๐ฌ_๐^{\text{typ}}}{๐น๐ฌ_๐}\mathbf{\right)}\mathbf{,}$$
(59)
with
$$๐_๐\mathbf{(}๐ฟ\mathbf{)}\mathbf{=}\frac{๐พ_๐\mathbf{(}๐ฌ_๐^{\text{typ}}\mathbf{)}}{\sqrt{๐^{\mathbf{(}\mathrm{๐}\mathbf{)}}\mathbf{(}๐ฌ_๐^{\text{typ}}\mathbf{)}}}\mathrm{๐๐ฑ๐ฉ}\mathbf{}\underset{๐\mathbf{=}\mathrm{๐}}{\overset{\mathbf{}}{\mathbf{}}}\frac{๐_๐}{๐\mathbf{!}}๐ฟ^๐\mathbf{,}$$
(60)
where $`๐_๐\mathbf{=}๐^{\mathbf{(}๐\mathbf{)}}\mathbf{(}๐ฌ_๐^{\text{typ}}\mathbf{)}\mathbf{/}\mathbf{[}๐^{\mathbf{(}\mathrm{๐}\mathbf{)}}\mathbf{(}๐ฌ_๐^{\text{typ}}\mathbf{)}\mathbf{]}^{๐\mathbf{/}\mathrm{๐}}`$. Using (56,57) it is easy to see that $`๐_\mathrm{๐}\mathbf{=}\mathrm{๐}`$ and $`๐_๐\mathbf{=}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}^{\mathrm{๐}\mathbf{}๐\mathbf{/}\mathrm{๐}}`$ in the limit $`๐ณ\mathbf{}\mathbf{}`$. Then we find for the scaling function:
$$๐_๐\mathbf{(}๐ฟ\mathbf{)}\mathbf{=}\frac{\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}^{๐\mathbf{+}\frac{\mathrm{๐}}{\mathrm{๐}}}}{๐\mathbf{!}}\mathrm{๐๐ฑ๐ฉ}\mathbf{\left(}\sqrt{๐\mathbf{+}\mathrm{๐}}๐ฟ\mathbf{}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\text{e}^{๐ฟ\mathbf{/}\sqrt{๐\mathbf{+}\mathrm{๐}}}\mathbf{\right)}\mathbf{.}$$
(61)
A similar result was obtained by Grenkova et al. for the $`๐น`$-impurity model of Frisch and Lloyd, in the limit of low impurity density which has no equivalent in the model we consider here. These authors found the same scaling distribution (61) whereas the scaling (54,58) is different (it is of course model-dependent).
It is interesting to note that (61) is related to extreme value statistics. If we consider a set $`\mathbf{\{}๐_๐\mathbf{\}}`$ of $`๐\mathbf{}\mathbf{}`$ statistically independent variables distributed according to the same law and order them: $`๐_\mathrm{๐}\mathbf{<}๐_\mathrm{๐}\mathbf{<}๐_\mathrm{๐}\mathbf{<}\mathbf{}`$, then the distribution of $`๐_๐`$ has the form of (61) up to a rescaling. $`๐_\mathrm{๐}\mathbf{(}๐ฟ\mathbf{)}`$ is the distribution of the most negative, etc. This problem was studied by E. Gumbel in 1935. For more details about extreme value statistics, see (see appendix B). The distribution (61) is the extreme value distribution for any distribution of the so called exponential type (unlimited domain and finite moments). Moreover the form of the scaling (54,58) allows us to find the tail of the distribution $`๐\mathbf{(}๐ฌ\mathbf{)}`$ of one of those variables: $`๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{}\mathrm{๐๐ฑ๐ฉ}\mathbf{}\frac{\mathrm{๐}}{\mathrm{๐}}\mathbf{(}\mathbf{}๐ฌ\mathbf{)}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}`$. This tail is not surprising since it is precisely the behaviour of the density of states (see also the discussion in the conclusion). The remark that the eigenvalues are distributed as a set of statistically independent variables is in agreement with the expected absence of level repulsion for one-dimensional disordered systems in the localized regime . Equation (61) allows us to compute the generating function
$$๐_๐\mathbf{(}๐\mathbf{)}\mathbf{=}\mathbf{}_{\mathbf{}\mathbf{}}^\mathbf{+}\mathbf{}๐๐ฟ๐_๐\mathbf{(}๐ฟ\mathbf{)}\text{e}^{๐๐ฟ}\mathbf{=}\frac{๐ช\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{+}๐\sqrt{๐\mathbf{+}\mathrm{๐}}\mathbf{)}}{๐ช\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}^{\mathbf{}๐\sqrt{๐\mathbf{+}\mathrm{๐}}}\mathbf{.}$$
(62)
The expansion of the logarithm of the generating function in powers of $`๐`$ gives the cumulants of the distribution (61):
$`\mathbf{}๐ฟ\mathbf{}`$ $`\mathbf{=}`$ $`\sqrt{๐\mathbf{+}\mathrm{๐}}\mathbf{\left[}๐\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\mathbf{}\mathrm{๐ฅ๐ง}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\mathbf{\right]}`$ (63)
$`\mathbf{}\mathbf{}๐ฟ^๐\mathbf{}\mathbf{}`$ $`\mathbf{=}`$ $`\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}^{๐\mathbf{/}\mathrm{๐}}๐^{\mathbf{(}๐\mathbf{}\mathrm{๐}\mathbf{)}}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\mathrm{๐๐จ๐ซ}๐\mathbf{}\mathrm{๐}\mathbf{,}`$ (64)
where $`๐\mathbf{(}๐\mathbf{)}\mathbf{=}\frac{๐}{๐๐}\mathrm{๐ฅ๐ง}๐ช\mathbf{(}๐\mathbf{)}`$ is the digamma function. It is possible to show that (61) converges to a Gaussian distribution in the large $`๐`$ limit. Using the Stirling formula we find $`\mathrm{๐ฅ๐ง}๐_๐\mathbf{(}๐\mathbf{)}\mathbf{}\mathbf{}\frac{๐}{\mathrm{๐}\sqrt{๐}}\mathbf{+}\frac{๐^\mathrm{๐}}{\mathrm{๐}}`$, i.e.
$$\underset{๐\mathbf{}\mathbf{}}{๐ฅ๐ข๐ฆ}๐_๐\mathbf{(}๐ฟ\mathbf{)}\mathbf{=}\frac{\mathrm{๐}}{\sqrt{\mathrm{๐}๐
}}\text{e}^{\mathbf{}\frac{๐ฟ^\mathrm{๐}}{\mathrm{๐}}}\mathbf{.}$$
(65)
It is also possible to compute the mean level spacing $`\mathbf{}๐ซ_๐\mathbf{}`$ between the $`๐`$-th excited state and the $`๐\mathbf{+}\mathrm{๐}`$-th one. Equation (54) shows that:
$$๐ฌ_{๐\mathbf{+}\mathrm{๐}}^{\text{typ}}\mathbf{}๐ฌ_๐^{\text{typ}}\mathbf{=}๐^{\mathrm{๐}\mathbf{/}\mathrm{๐}}\frac{\mathrm{๐}}{\mathrm{๐}}\mathrm{๐ฅ๐ง}\frac{๐\mathbf{+}\mathrm{๐}}{๐\mathbf{+}\mathrm{๐}}\mathbf{\left(}\mathrm{๐}\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}\mathbf{\right)}^{\mathbf{}\mathrm{๐}\mathbf{/}\mathrm{๐}}\mathbf{,}$$
(66)
where $`\stackrel{\mathbf{~}}{๐ณ}`$ is still given by (52) for the $`๐`$-th excited state (and not the length associated with the $`๐\mathbf{+}\mathrm{๐}`$-th one). Since the mean energy is $`\mathbf{}๐ฌ_๐\mathbf{}\mathbf{=}๐ฌ_๐^{\text{typ}}\mathbf{+}๐น๐ฌ_๐\mathbf{}๐ฟ\mathbf{}`$, we eventually find:
$$\mathbf{}๐ซ_๐\mathbf{}\mathbf{=}\mathbf{}๐ฌ_{๐\mathbf{+}\mathrm{๐}}\mathbf{}๐ฌ_๐\mathbf{}\mathbf{=}\frac{๐^{\mathrm{๐}\mathbf{/}\mathrm{๐}}}{\mathrm{๐}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}}\mathbf{\left(}\mathrm{๐}\mathrm{๐ฅ๐ง}\stackrel{\mathbf{~}}{๐ณ}\mathbf{\right)}^{\mathbf{}\mathrm{๐}\mathbf{/}\mathrm{๐}}\mathbf{.}$$
(67)
This result shows that the average distance between two consecutive levels is of the same order as the fluctuations (58) of the position of those levels. In other words, the distributions $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ are overlapping functions, as represented in figure 4. Now, if we consider that $`๐ณ`$ is fixed, we can see from (58) and (67) that, apart from the unimportant $`๐`$-dependence of $`\stackrel{\mathbf{~}}{๐ณ}`$ in the logarithm, the mean level spacing decreases like $`\mathbf{}๐ซ_๐\mathbf{}\mathbf{}\mathrm{๐}\mathbf{/}๐`$ whereas the fluctuations decreases like $`๐น๐ฌ_๐\mathbf{}\mathrm{๐}\mathbf{/}\sqrt{๐}`$ for large $`๐`$. As $`๐`$ increases for fixed $`๐ณ`$, the consecutive distributions $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ become more and more overlapped, this is also suggested in figure 4.
#### 3.2.2 High energy $`๐ฌ\mathbf{=}\mathbf{+}๐^\mathrm{๐}`$
In order to find the distribution $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ we use the same idea as before: the probability that $`๐ฌ\mathbf{=}๐ฌ_๐`$ is related to the probability that the sum of the $`๐\mathbf{+}\mathrm{๐}`$ lengths between the nodes of the wave function is $`๐ณ`$. Let us introduce $`๐ฒ\mathbf{=}\mathbf{}_{๐\mathbf{=}\mathrm{๐}}^{๐\mathbf{+}\mathrm{๐}}\mathbf{}_๐`$. We have $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}๐๐ฌ\mathbf{=}๐_๐\mathbf{(}๐ฒ\mathbf{)}๐๐ฒ`$, where $`๐_๐\mathbf{(}๐ฒ\mathbf{)}`$ is the distribution function for $`๐ฒ`$. Since the $`\mathbf{}_๐`$โs are statistically independent $`๐_๐\mathbf{(}๐ฒ\mathbf{)}`$ is easily found from (24) or (40) (note that $`๐_\mathrm{๐}\mathbf{(}๐ฒ\mathbf{)}\mathbf{=}๐ท\mathbf{(}\mathbf{}\mathbf{=}๐ฒ\mathbf{)}`$). If $`๐ฌ\mathbf{=}๐ฌ_๐`$, the sum of the lengths between nodes coincides with $`๐ณ`$: $`๐ฒ\mathbf{=}๐ณ`$. In this case we have $`๐ฒ๐ต\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}๐\mathbf{+}\mathrm{๐}`$. Differentiating this latter equation we get $`๐ต\mathbf{(}๐ฌ\mathbf{)}๐๐ฒ\mathbf{+}๐ฒ๐\mathbf{(}๐ฌ\mathbf{)}๐๐ฌ\mathbf{=}\mathrm{๐}`$, that is $`\frac{๐๐ฒ}{๐๐ฌ}\mathbf{=}\mathbf{}\frac{๐ฒ๐\mathbf{(}๐ฌ\mathbf{)}}{๐ต\mathbf{(}๐ฌ\mathbf{)}}`$. It follows that:
$$๐พ_๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}\frac{๐ณ๐\mathbf{(}๐ฌ\mathbf{)}}{๐ต\mathbf{(}๐ฌ\mathbf{)}}๐_๐\mathbf{(}๐ฒ\mathbf{=}๐ณ\mathbf{)}\mathbf{.}$$
(68)
Using (24), this equation allows us to get straightforwardly (49). In the positive part of the spectrum, since the distribution (40) is Gaussian, the distribution $`๐_๐\mathbf{(}๐ฒ\mathbf{)}`$ is also Gaussian and we get:
$$๐พ_๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}\frac{๐ณ๐\mathbf{(}๐ฌ\mathbf{)}}{\sqrt{\mathrm{๐}๐
\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}๐ต\mathbf{(}๐ฌ\mathbf{)}^\mathrm{๐}\mathbf{}\mathbf{}\mathbf{}^\mathrm{๐}\mathbf{}\mathbf{}}}\mathrm{๐๐ฑ๐ฉ}\mathbf{}\frac{\mathbf{(}๐ณ๐ต\mathbf{(}๐ฌ\mathbf{)}\mathbf{}๐\mathbf{}\mathrm{๐}\mathbf{)}^\mathrm{๐}}{\mathrm{๐}๐ต\mathbf{(}๐ฌ\mathbf{)}^\mathrm{๐}\mathbf{}\mathbf{}\mathbf{}^\mathrm{๐}\mathbf{}\mathbf{}}\mathbf{,}$$
(69)
with $`\mathbf{}\mathbf{}\mathbf{}^\mathrm{๐}\mathbf{}\mathbf{}`$ being given by (37).
We now go to the variable $`๐\mathbf{=}\sqrt{๐ฌ}`$ for clarity. We write:
$$๐พ_๐\mathbf{(}๐ฌ\mathbf{)}๐๐ฌ\mathbf{=}๐๐\frac{\mathrm{๐}}{\sqrt{\mathrm{๐}๐
๐\mathbf{(}๐\mathbf{)}}}\mathrm{๐๐ฑ๐ฉ}\mathbf{}\frac{\mathbf{(}๐\mathbf{}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\frac{๐
}{๐ณ}\mathbf{)}^\mathrm{๐}}{\mathrm{๐}๐\mathbf{(}๐\mathbf{)}}\mathbf{,}$$
(70)
with $`๐\mathbf{(}๐\mathbf{)}\mathbf{=}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\frac{\mathrm{๐}๐
}{\mathrm{๐}}\frac{๐}{๐^\mathrm{๐}๐ณ^\mathrm{๐}}`$. The maximum value of the distribution corresponds to $`๐\mathbf{=}๐_๐^\mathrm{๐}\mathbf{=}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\frac{๐
}{๐ณ}`$, which is the de Broglie wavelength in the absence of the disordered potential. We remember that we are dealing with a high energy limit $`๐ฌ\mathbf{}\frac{\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}}{๐ณ^\mathrm{๐}}\mathbf{}๐^{\mathrm{๐}\mathbf{/}\mathrm{๐}}`$, which may be conveniently written as:
$$\frac{\mathrm{๐}}{๐\mathbf{+}\mathrm{๐}}\frac{๐ณ}{๐_๐}\mathbf{}\mathrm{๐}\mathbf{,}$$
(71)
where we have introduced the localization length $`๐_๐`$ associated with an energy $`๐ฌ_๐^\mathrm{๐}\mathbf{=}\mathbf{(}๐_๐^\mathrm{๐}\mathbf{)}^\mathrm{๐}\mathbf{=}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}\frac{๐
^\mathrm{๐}}{๐ณ^\mathrm{๐}}`$. We recall that $`๐\mathbf{=}\frac{\mathrm{๐}๐ฌ}{๐}`$ for $`๐ฌ\mathbf{}๐^{\mathrm{๐}\mathbf{/}\mathrm{๐}}`$ . The condition (71) is fulfilled either for a delocalized regime $`๐ณ\mathbf{}๐`$, or for a localized regime $`๐ณ\mathbf{}๐`$ provided that $`๐`$ is sufficiently large. Note that there is no restriction on $`๐ณ`$ for the derivation of $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$.
Due to the condition of validity (71), it is possible to neglect the dependence of $`๐\mathbf{(}๐\mathbf{)}`$ on $`๐`$ and replace $`๐\mathbf{(}๐\mathbf{)}`$ by $`๐\mathbf{(}๐_\mathrm{๐}^๐\mathbf{)}`$; then the distribution $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ is a Gaussian distribution
$$๐พ_๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}\frac{\mathrm{๐}}{\sqrt{\mathrm{๐}๐
๐น๐ฌ_๐^\mathrm{๐}}}\text{e}^{\mathbf{}\frac{\mathbf{(}๐ฌ\mathbf{}\mathbf{}๐ฌ_๐\mathbf{}\mathbf{)}^\mathrm{๐}}{\mathrm{๐}๐น๐ฌ_๐^\mathrm{๐}}}$$
(72)
of mean:
$$\mathbf{}๐ฌ_๐\mathbf{}\mathbf{=}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}\frac{๐
^\mathrm{๐}}{๐ณ^\mathrm{๐}}$$
(73)
and width
$$๐น๐ฌ_๐\mathbf{=}\sqrt{\frac{\mathrm{๐}๐}{\mathrm{๐}๐ณ}}\mathbf{.}$$
(74)
According to (71) the relative fluctuations are necessarily small: $`\frac{๐น๐ฌ_๐^\mathrm{๐}}{\mathbf{}๐ฌ_๐\mathbf{}^\mathrm{๐}}\mathbf{=}\frac{\mathrm{๐}}{๐
^\mathrm{๐}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}}\frac{๐ณ}{๐_๐}\mathbf{}\mathrm{๐}`$. More interesting is to compare these fluctuations to the mean level spacing $`\mathbf{}๐ซ_๐\mathbf{}\mathbf{=}\mathbf{}๐ฌ_{๐\mathbf{+}\mathrm{๐}}\mathbf{}๐ฌ_๐\mathbf{}\mathbf{}\mathrm{๐}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\frac{๐
^\mathrm{๐}}{๐ณ^\mathrm{๐}}`$. Then
$$\frac{๐น๐ฌ_๐^\mathrm{๐}}{\mathbf{}๐ซ_๐\mathbf{}^\mathrm{๐}}\mathbf{}\frac{\mathrm{๐}}{๐
^\mathrm{๐}}\frac{๐ณ}{๐_๐}\mathbf{.}$$
(75)
This condition tells us that the fluctuations $`๐น๐ฌ_๐`$ of the position of $`๐ฌ_๐`$ are larger than the mean level spacing $`\mathbf{}๐ซ_๐\mathbf{}`$ if we are in a localized regime; the distributions $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ are overlapping functions. This agrees with the fact that no level repulsion is expected in this regime where the level spacing is believed to be distributed according to a Poisson law . In the delocalized regime $`๐ณ\mathbf{}๐`$, the fact that the distributions $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ are non-overlapping indicate level repulsion.
It is worth mentioning that (73,74) may be found by a simpler, although less systematic, perturbative argument: the energy of the $`๐\mathbf{+}\mathrm{๐}`$-th level is, up to first order pertubation theory $`๐ฌ_๐\mathbf{}๐ฌ_๐^\mathrm{๐}\mathbf{+}\mathbf{}๐_๐^\mathrm{๐}\mathbf{|}๐ฝ\mathbf{(}๐\mathbf{)}\mathbf{|}๐_๐^\mathrm{๐}\mathbf{}`$, with $`๐_๐^\mathrm{๐}\mathbf{(}๐\mathbf{)}\mathbf{=}\sqrt{\frac{\mathrm{๐}}{๐ณ}}\mathrm{๐ฌ๐ข๐ง}๐_๐^\mathrm{๐}๐`$. Then it is straightforward to see that $`\mathbf{}๐ฌ_๐\mathbf{}`$ is given by (73) and that $`๐น๐ฌ_๐^\mathrm{๐}\mathbf{=}\mathbf{}\mathbf{[}\mathbf{}_\mathrm{๐}^๐ณ๐๐๐ฝ\mathbf{(}๐\mathbf{)}๐_๐^\mathrm{๐}\mathbf{(}๐\mathbf{)}^\mathrm{๐}\mathbf{]}^\mathrm{๐}\mathbf{}\mathbf{=}๐\mathbf{}_\mathrm{๐}^๐ณ๐๐๐_๐^\mathrm{๐}\mathbf{(}๐\mathbf{)}^\mathrm{๐}`$ leads to (74).
Let us end the section with a remark concerning the ground state energy. We have noticed that the ground state energy is a self averaging quantity ($`\mathbf{}๐ฌ_\mathrm{๐}\mathbf{}\mathbf{}๐น๐ฌ_\mathrm{๐}`$). Its behaviour with $`๐ณ`$ is $`๐ฌ_\mathrm{๐}\mathbf{}\mathbf{}\mathrm{๐ฅ๐ง}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}๐ณ`$ for $`๐ณ\mathbf{}\mathbf{}`$, then it is vanishing $`๐ฌ_\mathrm{๐}\mathbf{}\mathrm{๐}`$ for a size $`๐ณ\mathbf{}๐^{\mathbf{}\mathrm{๐}\mathbf{/}\mathrm{๐}}`$ and behaving like $`๐ฌ_\mathrm{๐}\mathbf{}\mathrm{๐}\mathbf{/}๐ณ^\mathrm{๐}`$ for $`๐ณ\mathbf{}\mathrm{๐}`$.
## 4 Off-diagonal disorder: supersymmetric random Hamiltonian
The Hamiltonian we consider in this section is the following supersymmetric Hamiltonian:
$$๐ฏ_๐บ\mathbf{=}\mathbf{}\frac{๐^\mathrm{๐}}{๐๐^\mathrm{๐}}\mathbf{+}\mathit{\varphi }\mathbf{(}๐\mathbf{)}^\mathrm{๐}\mathbf{+}\mathit{\varphi }^{\mathbf{}}\mathbf{(}๐\mathbf{)}\mathbf{.}$$
(76)
The spectral and localization properties of this Hamiltonian were studied for various kinds of disorder. The case of white noise was analyzed in . The case of a random telegraph process was also studied in detail . Note that the Hamiltonian (76) is the square of a Dirac Hamiltonian with a random mass. The spectral properties of 1D random Dirac Hamiltonians were studied in a more general situation by Bocquet . His analysis was extended very recently to study the distribution function of the local density of states ; these authors used replica trick and supersymmetry and obtained for the supersymmetric Hamiltonian in a high energy limit a result similar to the one derived by Altshuler and Prigodin for model A using the Berezinskiฤญ technique.
As it was mentioned in the introduction, we focus on the situation where $`\mathit{\varphi }\mathbf{(}๐\mathbf{)}`$ is a white noise:
$$๐\mathit{\varphi }\mathbf{(}๐\mathbf{)}๐ท\mathbf{[}\mathit{\varphi }\mathbf{(}๐\mathbf{)}\mathbf{]}\mathbf{=}๐\mathit{\varphi }\mathbf{(}๐\mathbf{)}\mathrm{๐๐ฑ๐ฉ}\mathbf{}\frac{\mathrm{๐}}{\mathrm{๐}๐}\mathbf{}๐๐\mathbf{\left[}\mathit{\varphi }\mathbf{(}๐\mathbf{)}\mathbf{}๐๐\mathbf{\right]}^\mathrm{๐}\mathbf{.}$$
(77)
We recall that the integrated density of states is in this case :
$$๐ต\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}\frac{\mathrm{๐}๐}{๐
^\mathrm{๐}}\frac{\mathrm{๐}}{๐ฑ_๐^\mathrm{๐}\mathbf{(}\sqrt{๐ฌ}\mathbf{/}๐\mathbf{)}\mathbf{+}๐ต_๐^\mathrm{๐}\mathbf{(}\sqrt{๐ฌ}\mathbf{/}๐\mathbf{)}}\mathbf{,}$$
(78)
where $`๐ฑ_๐\mathbf{(}๐\mathbf{)}`$ and $`๐ต_๐\mathbf{(}๐\mathbf{)}`$ are the Bessel functions of first and second kind, respectively.
We now consider the situation where $`๐\mathbf{=}\mathrm{๐}`$ and will discuss the case $`๐\mathbf{}\mathrm{๐}`$ in a last section. In general, the Hamiltonian (76) may possess a zero mode, however, for the problem of interest here, it can not satisfy the Dirichlet boundary conditions; we say that the supersymmetry is broken. Due to the supersymmetric structure of the Hamiltonian the spectrum of $`๐ฏ_๐บ`$ is positive. It is possible to rewrite the Schrรถdinger equation $`๐ฏ_๐บ๐\mathbf{(}๐\mathbf{)}\mathbf{=}๐^\mathrm{๐}๐\mathbf{(}๐\mathbf{)}`$ as two coupled first order differential equations:
$`๐ธ^{\mathbf{}}๐\mathbf{(}๐\mathbf{)}`$ $`\mathbf{=}`$ $`๐๐\mathbf{(}๐\mathbf{)}`$ (79)
$`๐ธ๐\mathbf{(}๐\mathbf{)}`$ $`\mathbf{=}`$ $`๐๐\mathbf{(}๐\mathbf{)}\mathbf{,}`$ (80)
where $`๐ธ\mathbf{=}\mathbf{}๐_๐\mathbf{+}\mathit{\varphi }\mathbf{(}๐\mathbf{)}`$ and $`๐ธ^{\mathbf{}}\mathbf{=}๐_๐\mathbf{+}\mathit{\varphi }\mathbf{(}๐\mathbf{)}`$. As in the previous section, the first step is to study the statistics of the distances between the nodes of the wave function. For the supersymmetric Hamiltonian it is not very convenient to consider the โRicattiโ variable $`๐\mathbf{=}\frac{๐}{๐}`$ because it is not an additive process but a multiplicative process: $`๐_๐๐\mathbf{=}๐\mathbf{+}๐๐^\mathrm{๐}\mathbf{}\mathrm{๐}\mathit{\varphi }\mathbf{(}๐\mathbf{)}๐`$. To help the discussion we introduce two intermediate variables, a phase variable $`\mathit{\vartheta }\mathbf{(}๐\mathbf{)}`$ and an envelope function $`\mathrm{๐๐ฑ๐ฉ}๐\mathbf{(}๐\mathbf{)}`$:
$`๐\mathbf{(}๐\mathbf{)}`$ $`\mathbf{=}`$ $`\text{e}^{๐\mathbf{(}๐\mathbf{)}}\mathrm{๐ฌ๐ข๐ง}\mathit{\vartheta }\mathbf{(}๐\mathbf{)}`$ (81)
$`๐\mathbf{(}๐\mathbf{)}`$ $`\mathbf{=}`$ $`\mathbf{}\text{e}^{๐\mathbf{(}๐\mathbf{)}}\mathrm{๐๐จ๐ฌ}\mathit{\vartheta }\mathbf{(}๐\mathbf{)}\mathbf{.}`$ (82)
These two functions obey the set of coupled stochastic differential equations, written in the Stratonovich convention:
$`{\displaystyle \frac{๐}{๐๐}}\mathit{\vartheta }`$ $`\mathbf{=}`$ $`๐\mathbf{+}\mathit{\varphi }\mathbf{(}๐\mathbf{)}\mathrm{๐ฌ๐ข๐ง}\mathrm{๐}\mathit{\vartheta }\text{(Stratonovich)}`$ (83)
$`{\displaystyle \frac{๐}{๐๐}}๐`$ $`\mathbf{=}`$ $`\mathbf{}\mathit{\varphi }\mathbf{(}๐\mathbf{)}\mathrm{๐๐จ๐ฌ}\mathrm{๐}\mathit{\vartheta }\text{(Stratonovich)}\mathbf{.}`$ (84)
The fact that the periodicity in $`\mathit{\vartheta }`$ of these two equations is $`๐
\mathbf{/}\mathrm{๐}`$, and that $`๐ฝ\mathbf{(}๐\mathbf{)}`$ is $`๐น`$-correlated, means that the distance separating the two points where $`\mathit{\vartheta }\mathbf{=}๐๐
\mathbf{/}\mathrm{๐}`$ and $`\mathit{\vartheta }\mathbf{=}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}๐
\mathbf{/}\mathrm{๐}`$ depends only on $`๐ฝ\mathbf{(}๐\mathbf{)}`$ between these two points (the periodicity in $`\mathit{\vartheta }`$ is $`๐
\mathbf{/}\mathrm{๐}`$ and not $`๐
`$ because the sign can always be absorbed in the function $`\mathit{\varphi }\mathbf{(}๐\mathbf{)}`$ if it is a white noise of zero mean). Then the statistically independent random variables to be considered in a first step are not the distances $`\mathbf{}`$ between successive nodes but rather the distances, denoted $`๐ฒ`$, separating the points where $`\mathit{\vartheta }\mathbf{(}๐\mathbf{)}`$ takes a value equal to a multiple integer of $`๐
\mathbf{/}\mathrm{๐}`$ (the point where $`\mathbf{(}\mathit{\vartheta }\mathbf{(}๐\mathbf{)}\mathrm{๐ฆ๐จ๐}๐
\mathbf{)}\mathbf{=}๐
\mathbf{/}\mathrm{๐}`$ corresponds to a local extremum of the oscillatory part of the wave function). The length $`\mathbf{}`$ between two consecutive nodes of the wave function is then the sum of two independent $`๐ฒ`$โs.
It is more convenient to introduce a process which is additive in the noise $`\mathit{\varphi }\mathbf{(}๐\mathbf{)}`$. It is easy to see that this is achieved by the change of variable $`๐ป\mathbf{(}๐\mathbf{)}\mathbf{=}\frac{\mathrm{๐}}{\mathrm{๐}}\mathrm{๐ฅ๐ง}\mathbf{|}\mathrm{๐ญ๐๐ง}\mathit{\vartheta }\mathbf{(}๐\mathbf{)}\mathbf{|}`$. This variable obeys the stochastic differential equation:
$$\frac{๐}{๐๐}๐ป\mathbf{=}๐\mathrm{๐๐จ๐ฌ๐ก}\mathrm{๐}๐ป\mathbf{+}\mathit{\varphi }\mathbf{(}๐\mathbf{)}\mathbf{.}$$
(85)
This is a Langevin equation for a โparticleโ of position $`๐ป`$ traveling from $`\mathbf{}\mathbf{}`$ to $`\mathbf{+}\mathbf{}`$ in a potential
$$๐ผ\mathbf{(}๐ป\mathbf{)}\mathbf{=}\mathbf{}\frac{๐}{\mathrm{๐}}\mathrm{๐ฌ๐ข๐ง๐ก}\mathrm{๐}๐ป$$
(86)
(see figure 5) and feeling the random โforceโ $`\mathit{\varphi }\mathbf{(}๐\mathbf{)}`$. $`๐ฒ`$ is the โtimeโ the โparticleโ needs to go through the interval. As for the model A, we are going to study the statistical properties of the distances $`\mathbf{}`$ between the nodes, sum of two independent variables $`๐ฒ`$. The knowledge of the distribution of $`\mathbf{}`$ will allow us to find the distribution of the energies.
### 4.1 Distribution of distances between the nodes
We introduce the moments of the โtimeโ needed by the variable $`๐ป\mathbf{(}๐\mathbf{)}`$ to reach $`\mathbf{+}\mathbf{}`$ starting from the position $`๐ป`$:
$$\stackrel{\mathbf{~}}{๐ฒ}_๐\mathbf{(}๐ป\mathbf{)}\mathbf{=}\mathbf{}\stackrel{\mathbf{~}}{๐ฒ}^๐\mathbf{|}๐ป\mathbf{(}\mathrm{๐}\mathbf{)}\mathbf{=}๐ป\mathbf{;}๐ป\mathbf{(}\stackrel{\mathbf{~}}{๐ฒ}\mathbf{)}\mathbf{=}\mathbf{+}\mathbf{}\mathbf{}\mathbf{.}$$
(87)
They are given by (see appendix A):
$`\stackrel{\mathbf{~}}{๐ฒ}_๐\mathbf{(}๐ป\mathbf{)}`$ $`\mathbf{=}`$ $`{\displaystyle \frac{\mathrm{๐}๐}{๐}}{\displaystyle \mathbf{}_๐ป^\mathbf{+}\mathbf{}}๐๐ป^{\mathbf{}}\text{e}^{\frac{\mathrm{๐}}{๐}๐ผ\mathbf{(}๐ป^{\mathbf{}}\mathbf{)}}{\displaystyle \mathbf{}_{\mathbf{}\mathbf{}}^๐ป^{\mathbf{}}}๐๐ป^{\mathbf{\prime \prime }}\text{e}^{\mathbf{}\frac{\mathrm{๐}}{๐}๐ผ\mathbf{(}๐ป^{\mathbf{\prime \prime }}\mathbf{)}}\stackrel{\mathbf{~}}{๐ฒ}_{๐\mathbf{}\mathrm{๐}}\mathbf{(}๐ป^{\mathbf{\prime \prime }}\mathbf{)}`$ (88)
$`\stackrel{\mathbf{~}}{๐ฒ}_\mathrm{๐}\mathbf{(}๐ป\mathbf{)}`$ $`\mathbf{=}`$ $`\mathrm{๐}\mathbf{.}`$ (89)
The moments of the random variable of interest are $`\mathbf{}๐ฒ^๐\mathbf{}\mathbf{=}\stackrel{\mathbf{~}}{๐ฒ}_๐\mathbf{(}\mathbf{}\mathbf{}\mathbf{)}`$.
#### 4.1.1 Low energy limit: $`๐ฌ\mathbf{}๐^\mathrm{๐}`$
At low energy $`๐\mathbf{}๐`$, the potential is still a monotonic function and there is no process of trapping of the variable $`๐ป`$ by a well as for the low energy limit of model A, which means that we have to develop a specific approximation scheme. For this purpose we start by studying the average time $`\stackrel{\mathbf{~}}{๐ฒ}_\mathrm{๐}\mathbf{(}๐ป\mathbf{)}`$ to go from $`๐ป`$ to $`\mathbf{+}\mathbf{}`$:
$$\stackrel{\mathbf{~}}{๐ฒ}_\mathrm{๐}\mathbf{(}๐ป\mathbf{)}\mathbf{=}\frac{\mathrm{๐}}{๐}\mathbf{}_๐ป^\mathbf{+}\mathbf{}๐๐ป^{\mathbf{}}\text{e}^{\mathbf{}\frac{๐}{๐}\mathrm{๐ฌ๐ข๐ง๐ก}\mathrm{๐}๐ป^{\mathbf{}}}\mathbf{}_{\mathbf{}\mathbf{}}^๐ป^{\mathbf{}}๐๐ป^{\mathbf{\prime \prime }}\text{e}^{\frac{๐}{๐}\mathrm{๐ฌ๐ข๐ง๐ก}\mathrm{๐}๐ป^{\mathbf{\prime \prime }}}\mathbf{.}$$
(90)
We introduce $`๐ป_\mathbf{\pm }`$, the two solutions of the equation $`\frac{๐^\mathrm{๐}}{๐๐ป^\mathrm{๐}}\mathrm{๐๐ฑ๐ฉ}\mathbf{\left(}\frac{๐}{๐}\mathrm{๐ฌ๐ข๐ง๐ก}\mathrm{๐}๐ป\mathbf{\right)}\mathbf{=}\mathrm{๐}`$. In the low energy limit: $`๐ป_\mathbf{\pm }\mathbf{}\mathbf{\pm }\frac{\mathrm{๐}}{\mathrm{๐}}\mathrm{๐ฅ๐ง}\frac{๐}{๐}`$. The positions $`๐ป_\mathbf{\pm }`$ are the crossover points where the force deriving from the potential $`๐ผ\mathbf{(}๐ป\mathbf{)}`$ is of the same order as the random โforceโ $`\mathit{\varphi }\mathbf{(}๐\mathbf{)}`$. The study of (90) leads us to distinguish three regions to which the initial condition can belong to:
(i) $`๐ป_\mathbf{+}\mathbf{<}๐ป`$
$$\stackrel{\mathbf{~}}{๐ฒ}_\mathrm{๐}\mathbf{(}๐ป\mathbf{)}\mathbf{}\frac{\mathrm{๐}}{๐}\text{e}^{\mathbf{}\mathrm{๐}\mathbf{(}๐ป\mathbf{}๐ป_\mathbf{+}\mathbf{)}}\mathbf{.}$$
(91)
(ii) $`๐ป_{\mathbf{}}\mathbf{<}๐ป\mathbf{<}๐ป_\mathbf{+}`$
$$\stackrel{\mathbf{~}}{๐ฒ}_\mathrm{๐}\mathbf{(}๐ป\mathbf{)}\mathbf{}\frac{\mathrm{๐}}{๐}\mathbf{\left[}\mathbf{\left(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{\right)}^\mathrm{๐}\mathbf{}\mathbf{\left(}๐ป\mathbf{}๐ป_{\mathbf{}}\mathbf{\right)}^\mathrm{๐}\mathbf{\right]}\mathbf{+}\frac{\mathrm{๐}}{๐}\mathbf{.}$$
(92)
(iii) $`๐ป\mathbf{<}๐ป_{\mathbf{}}`$
$$\stackrel{\mathbf{~}}{๐ฒ}_\mathrm{๐}\mathbf{(}๐ป\mathbf{)}\mathbf{}\frac{\mathrm{๐}}{๐}\mathbf{\left[}\mathrm{๐}\mathbf{}\text{e}^{\mathrm{๐}\mathbf{(}๐ป\mathbf{}๐ป_{\mathbf{}}\mathbf{)}}\mathbf{\right]}\mathbf{+}\frac{\mathrm{๐}}{๐}\mathbf{\left(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{\right)}^\mathrm{๐}\mathbf{+}\frac{\mathrm{๐}}{๐}\mathbf{.}$$
(93)
What can we learn from these behaviours ? (i) if $`๐ป`$ starts from the neighbourhood of $`๐ป_\mathbf{+}`$, it needs a โtimeโ of order $`\mathrm{๐}\mathbf{/}๐`$ to reach $`\mathbf{+}\mathbf{}`$. (ii) When $`๐ป`$ starts somewhere in $`\mathbf{[}๐ป_{\mathbf{}}\mathbf{,}๐ป_\mathbf{+}\mathbf{]}`$ the โtimeโ needed to reach $`\mathbf{+}\mathbf{}`$ is dominated by the first term, which behaves like $`๐ป^\mathrm{๐}`$, i.e. like the โtimeโ for a free diffusive โparticleโ. (iii) When $`๐ป`$ starts from $`\mathbf{}\mathbf{}`$ it needs a โtimeโ $`\mathrm{๐}\mathbf{/}๐`$ to reach $`๐ป_{\mathbf{}}`$; then $`๐ป`$ travels from $`๐ป_{\mathbf{}}`$ to $`๐ป_\mathbf{+}`$ in a โtimeโ $`\frac{\mathbf{(}\mathrm{๐๐ข๐ฌ๐ญ๐๐ง๐๐}\mathbf{)}^\mathrm{๐}}{\mathrm{๐๐ข๐๐๐ฎ๐ฌ๐ข๐จ๐ง}}\mathbf{=}\frac{\mathrm{๐}}{๐}\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}^\mathrm{๐}\mathbf{}\frac{\mathrm{๐}}{๐}\mathrm{๐ฅ๐ง}^\mathrm{๐}\frac{๐}{๐}`$ and eventually ends at $`\mathbf{+}\mathbf{}`$ after an additional โtimeโ $`\mathrm{๐}\mathbf{/}๐`$.
The physical picture for the motion of the fictitious particle of position $`๐ป`$ we get from these results is now very clear. $`๐ป`$ travels from $`\mathbf{}\mathbf{}`$ to $`๐ป_{\mathbf{}}`$ very quickly due to the potential only; for $`๐ป\mathbf{}\mathbf{[}๐ป_{\mathbf{}}\mathbf{,}๐ป_\mathbf{+}\mathbf{]}`$ the potential becomes negligible compared to the random force which is of order $`๐`$ and $`๐ป`$ evolves due to the random force only. It increases like the position a free diffusive particle until it reaches $`๐ป_\mathbf{+}`$ from where it goes very rapidly to $`\mathbf{+}\mathbf{}`$.
We are now going to use this picture to study the distribution of $`๐ฒ`$. We are interested in the characteristic function for the traveling time
$$๐\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}\mathbf{=}\mathbf{}\text{e}^{\mathbf{}๐ถ\stackrel{\mathbf{~}}{๐ฒ}}\mathbf{|}๐ป\mathbf{(}\mathrm{๐}\mathbf{)}\mathbf{=}๐ป\mathbf{;}๐ป\mathbf{(}\stackrel{\mathbf{~}}{๐ฒ}\mathbf{)}\mathbf{=}\mathbf{+}\mathbf{}\mathbf{}\mathbf{.}$$
(94)
From the Langevin equation (85) we get the BFPE generator and we see that $`๐`$ obeys (see appendix A)
$$\mathbf{\left(}๐\mathrm{๐๐จ๐ฌ๐ก}\mathrm{๐}๐ป\mathbf{}_๐ป\mathbf{+}\frac{๐}{\mathrm{๐}}\mathbf{}_๐ป^\mathrm{๐}\mathbf{\right)}๐\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}\mathbf{=}๐ถ๐\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}$$
(95)
with boundary conditions:
$`\mathbf{}_๐ป๐\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}\mathbf{|}_{\mathbf{}\mathbf{}}`$ $`\mathbf{=}`$ $`\mathrm{๐}\mathbf{,}`$ (96)
$`๐\mathbf{(}๐ถ\mathbf{,}\mathbf{+}\mathbf{}\mathbf{)}`$ $`\mathbf{=}`$ $`\mathrm{๐}\mathbf{.}`$ (97)
Since the traveling โtimeโ is dominated by the โtimeโ spent in the region $`\mathbf{[}๐ป_{\mathbf{}}\mathbf{,}๐ป_\mathbf{+}\mathbf{]}`$ where the diffusion is free, it means that the characteristic function in the limit $`๐\mathbf{}๐`$ is approximatively given by the solution of the equation for the free diffusion on this finite interval. Then equations (95,96,97) may be replaced by the following equation
$$\frac{๐}{\mathrm{๐}}\mathbf{}_๐ป^\mathrm{๐}๐\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}\mathbf{=}๐ถ๐\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}$$
(98)
with boundary conditions:
$`\mathbf{}_๐ป๐\mathbf{(}๐ถ\mathbf{,}๐ป_{\mathbf{}}\mathbf{)}`$ $`\mathbf{=}`$ $`\mathrm{๐}\mathbf{,}`$ (99)
$`๐\mathbf{(}๐ถ\mathbf{,}๐ป_\mathbf{+}\mathbf{)}`$ $`\mathbf{=}`$ $`\mathrm{๐}\mathbf{.}`$ (100)
The first condition is a reflection condition since the variable $`๐ป`$ โseesโ a steep wall in $`๐ป_{\mathbf{}}`$. The second condition is an absorption condition since as $`๐ป`$ reaches $`๐ป_\mathbf{+}`$, it eventually ends to $`\mathbf{+}\mathbf{}`$ after a negligible time. Since we are dealing with free diffusion, the solution is then very easy to find:
$$๐\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}\mathbf{=}\frac{\mathrm{๐๐จ๐ฌ๐ก}\mathbf{\left[}\sqrt{\frac{\mathrm{๐}๐ถ}{๐}}\mathbf{(}๐ป\mathbf{}๐ป_{\mathbf{}}\mathbf{)}\mathbf{\right]}}{\mathrm{๐๐จ๐ฌ๐ก}\mathbf{\left[}\sqrt{\frac{\mathrm{๐}๐ถ}{๐}}\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}\mathbf{\right]}}\mathbf{.}$$
(101)
The characteristic function for the length $`๐ฒ`$ is:
$$\mathbf{}\text{e}^{\mathbf{}๐ถ๐ฒ}\mathbf{}\mathbf{=}๐\mathbf{(}๐ถ\mathbf{,}๐ป_{\mathbf{}}\mathbf{)}\mathbf{=}\frac{\mathrm{๐}}{\mathrm{๐๐จ๐ฌ๐ก}\sqrt{๐ถ๐ฉ}}\mathbf{,}$$
(102)
where we have introduced $`๐ฉ\mathbf{=}\frac{\mathrm{๐}}{๐}\mathrm{๐ฅ๐ง}^\mathrm{๐}\frac{๐}{๐}\mathbf{=}\frac{\mathrm{๐}}{\mathrm{๐}๐}\mathrm{๐ฅ๐ง}^\mathrm{๐}\frac{๐^\mathrm{๐}}{๐ฌ}`$. Since we are in fact interested in the distance $`\mathbf{}`$ between the nodes of the wave function, which is given as the sum of two independent $`๐ฒ`$โs, we give the characteristic function for $`\mathbf{}`$:
$$\mathbf{}\text{e}^\mathbf{}๐ถ\mathbf{}\mathbf{}\mathbf{=}\frac{\mathrm{๐}}{\mathrm{๐๐จ๐ฌ๐ก}^\mathrm{๐}\sqrt{๐ถ๐ฉ}}\mathbf{.}$$
(103)
The inverse Laplace transform gives the distribution function:
$$๐ท\mathbf{(}\mathbf{}\mathbf{)}\mathbf{=}\frac{\mathrm{๐}}{๐ฉ}\mathbf{}_\mathbf{}๐ข\mathbf{}^{\mathbf{+}๐ข\mathbf{}}\frac{๐๐}{\mathrm{๐}๐ข๐
}\frac{\text{e}^{๐\mathbf{}\mathbf{/}๐ฉ}}{\mathrm{๐๐จ๐ฌ๐ก}^\mathrm{๐}\sqrt{๐}}\mathbf{,}$$
(104)
where the integral is taken over a Bromwitch contour. $`\mathrm{๐๐จ๐ฌ๐ก}\sqrt{๐}`$ is an analytic function in the variable $`๐`$, whose zeros are: $`๐_๐\mathbf{=}\mathbf{}\frac{๐
^\mathrm{๐}}{\mathrm{๐}}\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}`$ for $`๐\mathbf{}\mathbf{}`$ (note that there is no branch cut since $`\mathrm{๐๐จ๐ฌ๐ก}`$ is an even function). We can expand $`\mathrm{๐๐จ๐ฌ๐ก}\sqrt{๐}`$ in the neighbourhood of its zeros and we get:
$$\mathrm{๐๐จ๐ฌ๐ก}\sqrt{๐}\genfrac{}{}{0pt}{}{\mathbf{}}{๐\mathbf{}๐_๐}\frac{\mathbf{(}\mathbf{}\mathrm{๐}\mathbf{)}^๐}{๐
\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}}\mathbf{(}๐\mathbf{}๐_๐\mathbf{)}\mathbf{\left[}\mathrm{๐}\mathbf{+}\frac{\mathrm{๐}}{๐
^\mathrm{๐}\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}}\mathbf{(}๐\mathbf{}๐_๐\mathbf{)}\mathbf{+}\mathbf{}\mathbf{\right]}\mathbf{.}$$
(105)
We use the residueโs theorem to evaluate integral (104); we can indeed check that the contribution of integrals over the large semi-circles needed to close the contour in the complex plane are vanishing in the limit of their radius going to infinity. Then we get:
$$๐ท\mathbf{(}\mathbf{}\mathbf{)}\mathbf{=}๐ฝ\mathbf{(}\mathbf{}\mathbf{)}\frac{\mathrm{๐}}{๐ฉ}\underset{๐\mathbf{=}\mathrm{๐}}{\overset{\mathbf{}}{\mathbf{}}}\mathbf{\left[}\frac{\mathbf{}}{๐ฉ}๐
^\mathrm{๐}\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}\mathbf{}\mathrm{๐}\mathbf{\right]}\text{e}^{\mathbf{}\frac{๐
^\mathrm{๐}}{\mathrm{๐}}\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}\mathbf{}\mathbf{/}๐ฉ}\mathbf{.}$$
(106)
Using the identities : $`\mathbf{}_{๐\mathbf{=}\mathrm{๐}}^{\mathbf{}}\frac{\mathrm{๐}}{\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}}\mathbf{=}\frac{๐
^\mathrm{๐}}{\mathrm{๐}}`$, $`\mathbf{}_{๐\mathbf{=}\mathrm{๐}}^{\mathbf{}}\frac{\mathrm{๐}}{\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}}\mathbf{=}\frac{๐
^\mathrm{๐}}{\mathrm{๐๐}}`$ and $`\mathbf{}_{๐\mathbf{=}\mathrm{๐}}^{\mathbf{}}\frac{\mathrm{๐}}{\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}}\mathbf{=}\frac{๐
^\mathrm{๐}}{\mathrm{๐๐๐}}`$, we can check the normalization and get the two first cumulants:
$`\mathbf{}\mathbf{}\mathbf{}`$ $`\mathbf{=}`$ $`๐ฉ\mathbf{=}{\displaystyle \frac{\mathrm{๐}}{\mathrm{๐}๐}}\mathrm{๐ฅ๐ง}^\mathrm{๐}{\displaystyle \frac{๐^\mathrm{๐}}{๐ฌ}}\mathbf{,}`$ (107)
$`\mathbf{}\mathbf{}\mathbf{}^\mathrm{๐}\mathbf{}\mathbf{}`$ $`\mathbf{=}`$ $`{\displaystyle \frac{\mathrm{๐}}{\mathrm{๐}}}\mathbf{}\mathbf{}\mathbf{}^\mathrm{๐}\mathbf{.}`$ (108)
The average distance between consecutive nodes is the inverse of the integrated density of states. We can check from the exact result (78) that the limit behaviour of $`๐ต\mathbf{(}๐ฌ\mathbf{)}`$ is indeed in perfect agreement with the result we find here $`\mathbf{}\mathbf{}\mathbf{}\mathbf{=}๐ต\mathbf{(}๐ฌ\mathbf{)}^\mathbf{}\mathrm{๐}\mathbf{}\frac{\mathrm{๐}}{\mathrm{๐}๐}\mathrm{๐ฅ๐ง}^\mathrm{๐}\frac{๐^\mathrm{๐}}{๐ฌ}`$, which gives us a certain confidence in the approximation we have made to calculate the characteristic function $`๐\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}`$. Since $`๐ฉ\mathbf{=}\mathbf{}\mathbf{}\mathbf{}`$ it can be replaced by $`๐ต\mathbf{(}๐ฌ\mathbf{)}^\mathbf{}\mathrm{๐}`$ and we can rewrite the distribution as
$$๐ท\mathbf{(}\mathbf{}\mathbf{)}\mathbf{=}๐ต\mathbf{(}๐ฌ\mathbf{)}\mathit{\varpi }_\mathrm{๐}\mathbf{(}๐ต\mathbf{(}๐ฌ\mathbf{)}\mathbf{}\mathbf{)}\mathbf{,}$$
(109)
where
$$\mathit{\varpi }_\mathrm{๐}\mathbf{(}๐ฟ\mathbf{)}\mathbf{=}๐ฝ\mathbf{(}๐ฟ\mathbf{)}\underset{๐\mathbf{=}\mathrm{๐}}{\overset{\mathbf{}}{\mathbf{}}}\mathbf{\left[}๐
^\mathrm{๐}\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}๐ฟ\mathbf{}\mathrm{๐}\mathbf{\right]}\text{e}^{\mathbf{}\frac{๐
^\mathrm{๐}}{\mathrm{๐}}\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}๐ฟ}$$
(110)
replaces the exponential function obtained for the low energy limit in model A (24).
We can extract the limiting behaviours of the distribution (106). For this purpose we introduce the $`๐ฝ`$-function (not to be confused with the Heaviside function $`๐ฝ\mathbf{(}๐\mathbf{)}`$)
$$\stackrel{\mathbf{~}}{๐ฝ}\mathbf{(}๐\mathbf{)}\mathbf{=}\underset{๐\mathbf{=}\mathrm{๐}}{\overset{\mathbf{}}{\mathbf{}}}\text{e}^{\mathbf{}\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}๐}\mathbf{=}\frac{\mathrm{๐}}{\mathrm{๐}}\sqrt{\frac{๐
}{๐}}\mathbf{\left(}\mathrm{๐}\mathbf{+}\mathrm{๐}\underset{๐\mathbf{=}\mathrm{๐}}{\overset{\mathbf{}}{\mathbf{}}}\mathbf{(}\mathbf{}\mathrm{๐}\mathbf{)}^๐\text{e}^{\mathbf{}๐^\mathrm{๐}\frac{๐
^\mathrm{๐}}{\mathrm{๐}๐}}\mathbf{\right)}\mathbf{,}$$
(111)
(this is the elliptic theta function $`\mathit{\vartheta }_\mathrm{๐}\mathbf{(}๐
\mathbf{/}\mathrm{๐}\mathbf{|}\mathbf{\hspace{0.17em}4}๐ข๐\mathbf{/}๐
\mathbf{)}`$ \[44, 8.180\]). The distribution (110) is related to the $`๐ฝ`$-function by:
$$\mathit{\varpi }_\mathrm{๐}\mathbf{(}๐ฟ\mathbf{)}\mathbf{=}\mathbf{}\mathrm{๐}\mathbf{\left(}\mathrm{๐}๐ฟ\frac{\mathbf{}}{\mathbf{}๐ฟ}\mathbf{+}\mathrm{๐}\mathbf{\right)}\stackrel{\mathbf{~}}{๐ฝ}\mathbf{\left(}\frac{๐
^\mathrm{๐}}{\mathrm{๐}}๐ฟ\mathbf{\right)}\mathbf{.}$$
(112)
Using (111,112) we can find an expression adapted for the limit $`๐ฟ\mathbf{}\mathrm{๐}`$:
$$\mathit{\varpi }_\mathrm{๐}\mathbf{(}๐ฟ\mathbf{)}\mathbf{=}\frac{\mathrm{๐}}{\sqrt{๐
}}\frac{๐ฝ\mathbf{(}๐ฟ\mathbf{)}}{๐ฟ^{\mathrm{๐}\mathbf{/}\mathrm{๐}}}\underset{๐\mathbf{=}\mathrm{๐}}{\overset{\mathbf{}}{\mathbf{}}}\mathbf{(}\mathbf{}\mathrm{๐}\mathbf{)}^{๐\mathbf{+}\mathrm{๐}}๐^\mathrm{๐}\text{e}^{\mathbf{}๐^\mathrm{๐}\mathbf{/}๐ฟ}\genfrac{}{}{0pt}{}{\mathbf{}}{๐ฟ\mathbf{}\mathrm{๐}}\frac{\mathrm{๐}}{\sqrt{๐
}}\frac{๐ฝ\mathbf{(}๐ฟ\mathbf{)}}{๐ฟ^{\mathrm{๐}\mathbf{/}\mathrm{๐}}}\text{e}^{\mathbf{}\mathrm{๐}\mathbf{/}๐ฟ}\mathbf{.}$$
(113)
The tail of the distribution is exponential and dominated by the term $`๐\mathbf{=}\mathrm{๐}`$ in (110):
$$\mathit{\varpi }_\mathrm{๐}\mathbf{(}๐ฟ\mathbf{)}\genfrac{}{}{0pt}{}{\mathbf{}}{๐ฟ\mathbf{}\mathbf{}}๐
^\mathrm{๐}๐ฟ\text{e}^{\mathbf{}\frac{๐
^\mathrm{๐}}{\mathrm{๐}}๐ฟ}\mathbf{.}$$
(114)
#### Structure of the wave function at low energy
It is well known that the supersymmetric Hamiltonian (76) exhibits a delocalization transition at zero energy . As energy goes to zero, the localization length behaves like $`๐\mathbf{}\frac{\mathrm{๐}}{๐}\mathrm{๐ฅ๐ง}\mathbf{(}\mathrm{๐}๐^\mathrm{๐}\mathbf{/}๐ฌ\mathbf{)}`$. The distribution we have just found for the distances between the nodes shows that two consecutive nodes are separated by a distance of order $`๐ฉ\mathbf{=}\frac{\mathrm{๐}}{๐}\mathrm{๐ฅ๐ง}^\mathrm{๐}\mathbf{(}๐^\mathrm{๐}\mathbf{/}๐ฌ\mathbf{)}`$ which is much larger than the localization length $`๐`$. It is also worth mentioning that this distance is the correlation length appearing in the average Greenโs function . By contrast to what happens for the model A at low energy, where the nodes of the wave function can be arbitrarily close, the nodes of the wave function for the supersymmetric model B with $`๐\mathbf{=}\mathrm{๐}`$ are extremely unlikely to be closer than a distance of order $`\frac{\mathrm{๐}}{๐}\mathrm{๐ฅ๐ง}^\mathrm{๐}\mathbf{(}๐^\mathrm{๐}\mathbf{/}๐ฌ\mathbf{)}`$: the behaviour of the distribution $`๐ท\mathbf{(}\mathbf{}\mathbf{)}`$ (figure 6) indicates a โrepulsionโ of the nodes of the wave function.
#### 4.1.2 High energy limit ($`๐ฌ\mathbf{}๐^\mathrm{๐}`$): small disorder expansion
At high energy we perform the same perturbative analysis in the disordered strength $`๐`$ as for model A, hence we do not enter into the details. The generating function for the cumulants $`๐\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}\mathbf{=}\mathrm{๐ฅ๐ง}๐\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}`$ obeys:
$$๐\mathrm{๐๐จ๐ฌ๐ก}\mathrm{๐}๐ป\mathbf{}_๐ป๐\mathbf{+}\frac{๐}{\mathrm{๐}}\mathbf{\left[}\mathbf{}_๐ป^\mathrm{๐}๐\mathbf{+}\mathbf{(}\mathbf{}_๐ป๐\mathbf{)}^\mathrm{๐}\mathbf{\right]}\mathbf{=}๐ถ\mathbf{.}$$
(115)
We solve this equation perturbatively in $`๐`$: $`๐\mathbf{=}๐^{\mathbf{(}\mathrm{๐}\mathbf{)}}\mathbf{+}๐^{\mathbf{(}\mathrm{๐}\mathbf{)}}\mathbf{+}\mathbf{}`$, where $`๐^{\mathbf{(}๐\mathbf{)}}\mathbf{=}๐ถ\mathbf{(}๐^๐\mathbf{)}`$. Since the reflection condition is at $`๐ป\mathbf{=}\mathbf{}\mathbf{}`$ and the absorbing one at $`๐ป\mathbf{=}\mathbf{+}\mathbf{}`$, we have now: $`๐\mathbf{(}๐ถ\mathbf{,}\mathbf{+}\mathbf{}\mathbf{)}\mathbf{=}\mathrm{๐}`$ to ensure $`๐\mathbf{(}๐ถ\mathbf{,}\mathbf{+}\mathbf{}\mathbf{)}\mathbf{=}\mathrm{๐}`$. To zeroth order we find:
$$๐^{\mathbf{(}\mathrm{๐}\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}\mathbf{=}\mathbf{}\frac{๐ถ}{๐}\mathbf{}_๐ป^\mathbf{+}\mathbf{}๐๐ป^{\mathbf{}}\frac{\mathrm{๐}}{\mathrm{๐๐จ๐ฌ๐ก}\mathrm{๐}๐ป^{\mathbf{}}}$$
(116)
and to order $`๐`$:
$$๐^{\mathbf{(}๐\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}\mathbf{=}\frac{๐}{\mathrm{๐}๐}\mathbf{}_๐ป^{\mathbf{}}\frac{๐๐ป^{\mathbf{}}}{\mathrm{๐๐จ๐ฌ๐ก}\mathrm{๐}๐ป^{\mathbf{}}}\mathbf{\left[}\mathbf{}_๐ป^{\mathbf{}}^\mathrm{๐}๐^{\mathbf{(}๐\mathbf{}\mathrm{๐}\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}๐ป^{\mathbf{}}\mathbf{)}\mathbf{+}\underset{๐\mathbf{=}\mathrm{๐}}{\overset{๐\mathbf{}\mathrm{๐}}{\mathbf{}}}\mathbf{}_๐ป^{\mathbf{}}๐^{\mathbf{(}๐\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}๐ป^{\mathbf{}}\mathbf{)}\mathbf{}_๐ป^{\mathbf{}}๐^{\mathbf{(}๐\mathbf{}\mathrm{๐}\mathbf{}๐\mathbf{)}}\mathbf{(}๐ถ\mathbf{,}๐ป^{\mathbf{}}\mathbf{)}\mathbf{\right]}\mathbf{.}$$
(117)
The information of interest is contained in the first two orders:
$$๐\mathbf{(}๐ถ\mathbf{,}\mathbf{}\mathbf{}\mathbf{)}\mathbf{=}\mathbf{}๐ถ\frac{๐
}{\mathrm{๐}๐}\mathbf{+}\frac{๐ถ^\mathrm{๐}}{\mathrm{๐}\mathbf{!}}\frac{๐
๐}{\mathrm{๐}๐^\mathrm{๐}}\mathbf{+}๐ถ\mathbf{(}๐^\mathrm{๐}\mathbf{)}\mathbf{,}$$
(118)
that give the cumulants of the variable $`๐ฒ`$. Let us recall that the length $`\mathbf{}`$ is the sum of two independent $`๐ฒ`$โs, then:
$`\mathbf{}\mathbf{}\mathbf{}`$ $`\mathbf{=}`$ $`{\displaystyle \frac{๐
}{๐}}\mathbf{+}๐ถ\mathbf{(}๐^\mathrm{๐}\mathbf{)}\mathbf{,}`$ (119)
$`\mathbf{}\mathbf{}\mathbf{}^\mathrm{๐}\mathbf{}\mathbf{}`$ $`\mathbf{=}`$ $`\mathbf{\left(}{\displaystyle \frac{๐
}{๐}}\mathbf{\right)}^\mathrm{๐}{\displaystyle \frac{๐}{\mathrm{๐}๐
๐}}\mathbf{+}๐ถ\mathbf{(}๐^\mathrm{๐}\mathbf{)}\mathbf{.}`$ (120)
Since the cumulants of higher orders are small, $`\mathbf{}\mathbf{}\mathbf{}^๐\mathbf{}\mathbf{}\mathbf{=}๐ถ\mathbf{(}๐^{๐\mathbf{}\mathrm{๐}}\mathbf{)}`$, the distribution of $`\mathbf{}`$ is Gaussian in the small disorder limit as for the high energy limit of model A, given by (40).
### 4.2 Distribution of energy level
#### 4.2.1 Low energy: $`๐ฌ\mathbf{}๐^\mathrm{๐}`$
We first consider the distribution for the ground state energy and will give an explicit form for the excited state energy distribution without going further into the calculation to avoid technical increasing complexity. The probability for the ground state to be at a given energy is proportional to the probability that the distance between the two first nodes of the solution of the Schrรถdinger equation is equal to the length of the disordered region. According to (68) we have:
$$๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}\frac{๐ณ๐\mathbf{(}๐ฌ\mathbf{)}}{๐ต\mathbf{(}๐ฌ\mathbf{)}}๐ท\mathbf{(}\mathbf{}\mathbf{=}๐ณ\mathbf{)}\mathbf{.}$$
(121)
Using (109), we see that this distribution is a scaling function of the variable:
$$๐ฟ\mathbf{=}๐ณ๐ต\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}\frac{\mathrm{๐}๐๐ณ}{\mathrm{๐ฅ๐ง}^\mathrm{๐}\mathbf{(}๐^\mathrm{๐}\mathbf{/}๐ฌ\mathbf{)}}\mathbf{,}$$
(122)
which is the averaged number of states below $`๐ฌ`$ for a system of length $`๐ณ`$. Then
$$๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}๐ณ๐\mathbf{(}๐ฌ\mathbf{)}\mathit{\varpi }_\mathrm{๐}\mathbf{(}๐ณ๐ต\mathbf{(}๐ฌ\mathbf{)}\mathbf{)}\mathbf{.}$$
(123)
From (113,114) we see that the distribution $`๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}`$ presents a log-normal behaviour at low energy
$$๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}\mathbf{}\frac{\mathrm{๐}}{\sqrt{\mathrm{๐}๐
๐๐ณ}}\frac{\mathrm{๐}}{๐ฌ}\mathrm{๐๐ฑ๐ฉ}\mathbf{}\frac{\mathrm{๐ฅ๐ง}^\mathrm{๐}\mathbf{(}๐^\mathrm{๐}\mathbf{/}๐ฌ\mathbf{)}}{\mathrm{๐}๐๐ณ}\mathrm{๐๐จ๐ซ}๐ฌ\mathbf{}๐^\mathrm{๐}\text{e}^{\mathbf{}\sqrt{\mathrm{๐}๐๐ณ}}$$
(124)
and the following behaviour at large $`๐ฌ`$ (however smaller than $`๐^\mathrm{๐}`$, not to be out of the range of validity of the approximation we have made):
$$๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}\mathbf{}\frac{\mathrm{๐}๐
^\mathrm{๐}๐^\mathrm{๐}๐ณ^\mathrm{๐}}{๐ฌ\mathrm{๐ฅ๐ง}^\mathrm{๐}\mathbf{(}๐^\mathrm{๐}\mathbf{/}๐ฌ\mathbf{)}}\mathrm{๐๐ฑ๐ฉ}\mathbf{}\frac{๐
^\mathrm{๐}๐๐ณ}{\mathrm{๐}\mathrm{๐ฅ๐ง}^\mathrm{๐}\mathbf{(}๐^\mathrm{๐}\mathbf{/}๐ฌ\mathbf{)}}\mathrm{๐๐จ๐ซ}๐^\mathrm{๐}\text{e}^{\mathbf{}\sqrt{\mathrm{๐}๐๐ณ}}\mathbf{}๐ฌ\mathbf{}๐^\mathrm{๐}\mathbf{,}$$
(125)
(see figure 7).
We may now proceed to study several aspects of the distribution $`๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}`$. The typical value of the distribution is given by the limiting behaviour of the distribution for small $`๐ฌ`$ (124):
$$๐ฌ_\mathrm{๐}^{\text{typ}}\mathbf{}๐^\mathrm{๐}\text{e}^{\mathbf{}๐๐ณ}\mathbf{.}$$
(126)
It is also interesting to estimate the median value: $`\mathbf{}_\mathrm{๐}^{๐ฌ_\mathrm{๐}^{\mathrm{๐ฆ๐๐}}}๐๐ฌ๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}\mathrm{๐}\mathbf{/}\mathrm{๐}`$. Assuming that we can also consider the limit behaviour (124), we find that it is the solution of $`๐ฝ\mathbf{\left(}\frac{\mathrm{๐ฅ๐ง}\mathbf{(}๐^\mathrm{๐}\mathbf{/}๐ฌ_\mathrm{๐}^{\mathrm{๐ฆ๐๐}}\mathbf{)}}{\sqrt{\mathrm{๐}๐๐ณ}}\mathbf{\right)}\mathbf{}\mathrm{๐}\mathbf{/}\mathrm{๐}`$, where $`๐ฝ\mathbf{(}๐\mathbf{)}`$ is the error function. Then:
$$๐ฌ_\mathrm{๐}^{\mathrm{๐ฆ๐๐}}\mathbf{}๐^\mathrm{๐}\text{e}^{\mathbf{}๐\sqrt{๐๐ณ}}$$
(127)
($`๐`$ is a numerical factor) which is at the boundary of the domain where approximation (124) holds.
We may also compute the moments of the ground state energy:
$$\mathbf{}๐ฌ_\mathrm{๐}^๐ท\mathbf{}\mathbf{=}\mathbf{}_\mathrm{๐}^{\mathbf{}}๐๐ฌ๐ฌ^๐ท๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}\mathbf{}_\mathrm{๐}^{\mathbf{}}๐๐ฟ\mathit{\varpi }_\mathrm{๐}\mathbf{(}๐ฟ\mathbf{)}\text{e}^{\mathbf{}๐ท\sqrt{\mathrm{๐}๐๐ณ\mathbf{/}๐ฟ}}\mathbf{.}$$
(128)
If $`๐ท\mathbf{>}\mathrm{๐}`$ the exponential select the tail (114) of the distribution:
$$\mathbf{}๐ฌ_\mathrm{๐}^๐ท\mathbf{}\mathbf{}๐
^\mathrm{๐}\mathbf{}_\mathrm{๐}^{\mathbf{}}๐๐ฟ๐ฟ\text{e}^{\mathbf{}\frac{๐
^\mathrm{๐}}{\mathrm{๐}}๐ฟ\mathbf{}๐ท\sqrt{\frac{\mathrm{๐}๐๐ณ}{๐ฟ}}}\mathbf{.}$$
(129)
This integral is easily worked out by the steepest descent method, and we eventually find:
$$\mathbf{}๐ฌ_\mathrm{๐}^๐ท\mathbf{}\genfrac{}{}{0pt}{}{\mathbf{}}{๐ณ\mathbf{}\mathbf{}}\frac{\mathrm{๐๐}๐ท๐^{\mathrm{๐}๐ท}}{\sqrt{\mathrm{๐}๐
}}\mathbf{(}๐๐ณ\mathbf{)}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}\mathrm{๐๐ฑ๐ฉ}\mathbf{}\frac{\mathrm{๐}}{\mathrm{๐}}\mathbf{(}๐
^\mathrm{๐}๐ท^\mathrm{๐}๐๐ณ\mathbf{)}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}\mathrm{๐๐จ๐ซ}๐ท\mathbf{>}\mathrm{๐}\mathbf{.}$$
(130)
In particular, the mean value of the ground state energy behaves like $`\mathbf{}๐ฌ_\mathrm{๐}\mathbf{}\mathbf{}\text{e}^{\mathbf{}\stackrel{\mathbf{~}}{๐}๐ณ^{\mathrm{๐}\mathbf{/}\mathrm{๐}}}`$, which is much larger than the median value. This result is in agreement with the work of Monthus et al. who found upper and lower bounds using a perturbative expression for the ground state energy as a functional of $`\mathit{\varphi }\mathbf{(}๐\mathbf{)}`$. The atypical behaviour of the positive moments with $`๐`$ like $`\mathbf{}๐ฌ_{\mathrm{๐}}^{}{}_{}{}^{๐}\mathbf{}\mathbf{}๐^{๐^{\mathrm{๐}\mathbf{/}\mathrm{๐}}}`$ may also be recovered with the method used in as remarked by Oshanin .
It is also possible to compute the negative moments. If $`๐ท\mathbf{<}\mathrm{๐}`$, the exponential in (128) selects the origin of the distribution. The steepest descent method gives:
$$\mathbf{}๐ฌ_\mathrm{๐}^๐ท\mathbf{}\genfrac{}{}{0pt}{}{\mathbf{}}{๐ณ\mathbf{}\mathbf{}}\mathrm{๐}๐^{\mathrm{๐}๐ท}\mathrm{๐๐ฑ๐ฉ}\frac{\mathrm{๐}}{\mathrm{๐}}๐ท^\mathrm{๐}๐๐ณ\mathrm{๐๐จ๐ซ}๐ท\mathbf{<}\mathrm{๐}\mathbf{,}$$
(131)
which presents a dependence in $`๐ท`$ characteristic of the log-normal behaviour (124).
We now make some remarks.
(i) It is worth mentioning that the fluctuations are behaving at large $`๐ณ`$ like $`๐น๐ฌ_\mathrm{๐}^\mathrm{๐}\mathbf{}\mathrm{๐๐ฑ๐ฉ}\mathbf{}\frac{\mathrm{๐}}{\mathrm{๐}}\mathbf{(}\mathrm{๐}๐
^\mathrm{๐}๐๐ณ\mathbf{)}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}`$ and are much larger than the mean value $`\mathbf{}๐ฌ_\mathrm{๐}\mathbf{}^\mathrm{๐}\mathbf{}\mathrm{๐๐ฑ๐ฉ}\mathbf{}\frac{\mathrm{๐}}{\mathrm{๐}}\mathbf{(}\mathrm{๐}๐
^\mathrm{๐}๐๐ณ\mathbf{)}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}`$. Thus the ground state energy is not a self averaging quantity in the $`๐ณ\mathbf{}\mathbf{}`$ limit as it was the case for the model A.
(ii) A remark related to the previous one. Since the distribution $`๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}`$ is a scaling function of $`๐ณ\mathbf{/}\mathrm{๐ฅ๐ง}^\mathrm{๐}\mathbf{(}\mathrm{๐}\mathbf{/}๐ฌ\mathbf{)}`$, it becomes more and more peaked near zero when $`๐ณ\mathbf{}\mathbf{}`$. Moreover it is rather obvious that it can not be written as a scaling function of $`\mathbf{(}๐ฌ\mathbf{}๐ฌ_\mathrm{๐}\mathbf{(}๐ณ\mathbf{)}\mathbf{)}\mathbf{/}๐ฌ_\mathrm{๐}\mathbf{(}๐ณ\mathbf{)}`$ where $`๐ฌ_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ณ\mathbf{)}`$ would take into account the $`๐ณ`$-dependence as it was possible for model A. In other words, none of the moments (130) determines the nature of the fluctuations at $`๐ณ\mathbf{}\mathbf{}`$ since $`\mathbf{}๐ฌ_\mathrm{๐}^๐ท\mathbf{}^{\mathrm{๐}\mathbf{/}๐ท}\mathbf{}๐ณ^{\mathrm{๐}\mathbf{/}\mathrm{๐}๐ท}\mathrm{๐๐ฑ๐ฉ}\mathbf{}\frac{\mathrm{๐}}{\mathrm{๐}}\mathbf{(}๐
^\mathrm{๐}๐ณ\mathbf{/}๐ท\mathbf{)}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}`$ has a non trivial dependence in $`๐ท`$.
(iii) It is interesting to note that the average Greenโs function, derived in , presents the same kind of behaviour as the distribution $`๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}`$:
$`\mathbf{}\mathbf{}๐\mathbf{|}\frac{\mathrm{๐}}{๐ฌ\mathbf{}๐ฏ_๐บ\mathbf{+}\mathrm{๐ข๐}^\mathbf{+}}\mathbf{|}๐^{\mathbf{}}\mathbf{}\mathbf{}\mathbf{}\mathbf{}_๐๐_๐\mathrm{๐๐ฑ๐ฉ}\mathbf{\left(}\mathbf{}\frac{๐
^\mathrm{๐}}{\mathrm{๐}\mathrm{๐ฅ๐ง}^\mathrm{๐}๐ฌ}\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}\mathbf{|}๐\mathbf{}๐^{\mathbf{}}\mathbf{|}\mathbf{\right)}`$ (in the limit $`๐ฌ\mathbf{}\mathrm{๐}`$ with $`๐\mathbf{=}\mathrm{๐}`$).
(iv) The distribution (110) was obtained in in the context of the classical diffusion by using a real space renormalization group method. In this case the distribution is interpreted as the distribution of the smallest relaxation time.
(v) The distribution (110) has still another interpretation: it is related to the distribution of the span of a Brownian motion (see and references therein).
(vi) The $`๐`$-th excited state energy distribution is related to the distribution $`๐_๐\mathbf{(}๐ฒ\mathbf{)}`$ of the sum of the $`๐\mathbf{+}\mathrm{๐}`$ lengths $`\mathbf{}`$ by (68) and may be studied by the same kind of calculations, starting from:
$$๐พ_๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}๐ณ๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{}_\mathbf{}๐ข\mathbf{}^{\mathbf{+}๐ข\mathbf{}}\frac{๐๐}{\mathrm{๐}๐ข๐
}\frac{\text{e}^{๐๐ณ๐ต\mathbf{(}๐ฌ\mathbf{)}}}{\mathrm{๐๐จ๐ฌ๐ก}^{\mathrm{๐}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}}\sqrt{๐}}$$
(132)
where we have used the fact in (103) that $`๐ฉ\mathbf{=}\mathbf{}\mathbf{}\mathbf{}\mathbf{=}๐ต\mathbf{(}๐ฌ\mathbf{)}^\mathbf{}\mathrm{๐}\mathbf{=}\frac{\mathrm{๐}}{\mathrm{๐}๐}\mathrm{๐ฅ๐ง}^\mathrm{๐}\mathbf{(}๐^\mathrm{๐}\mathbf{/}๐ฌ\mathbf{)}`$. For example we find that the first excited state energy distribution, $`๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}๐ณ๐\mathbf{(}๐ฌ\mathbf{)}\mathit{\varpi }_\mathrm{๐}\mathbf{(}๐ณ๐ต\mathbf{(}๐ฌ\mathbf{)}\mathbf{)}`$, involves the scaling function:
$`\mathit{\varpi }_\mathrm{๐}\mathbf{(}๐ฟ\mathbf{)}`$ $`\mathbf{=}`$ $`๐ฝ\mathbf{(}๐ฟ\mathbf{)}{\displaystyle \underset{๐\mathbf{=}\mathrm{๐}}{\overset{\mathbf{}}{\mathbf{}}}}\mathbf{[}{\displaystyle \frac{๐
^\mathrm{๐}}{\mathrm{๐}}}\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}๐ฟ^\mathrm{๐}\mathbf{}\mathrm{๐}๐
^\mathrm{๐}\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}๐ฟ^\mathrm{๐}`$ (133)
$`\mathbf{+}\mathrm{๐}\mathbf{(}{\displaystyle \frac{๐
^\mathrm{๐}}{\mathrm{๐}}}\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}\mathbf{+}\mathrm{๐}\mathbf{)}๐ฟ\mathbf{}{\displaystyle \frac{\mathrm{๐}}{\mathrm{๐}}}\mathbf{]}\text{e}^{\mathbf{}\frac{๐
^\mathrm{๐}}{\mathrm{๐}}\mathbf{(}\mathrm{๐}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}๐ฟ}`$
$`\mathbf{=}`$ $`{\displaystyle \frac{\mathrm{๐}๐ฝ\mathbf{(}๐ฟ\mathbf{)}}{\mathrm{๐}\sqrt{๐
}๐ฟ^{\mathrm{๐}\mathbf{/}\mathrm{๐}}}}{\displaystyle \underset{๐\mathbf{=}\mathrm{๐}}{\overset{\mathbf{}}{\mathbf{}}}}\mathbf{(}\mathbf{}\mathrm{๐}\mathbf{)}^๐๐^\mathrm{๐}\mathbf{(}๐^\mathrm{๐}\mathbf{}\mathrm{๐}\mathbf{)}\text{e}^{\mathbf{}๐^\mathrm{๐}\mathbf{/}๐ฟ}\mathbf{,}`$ (134)
where $`๐ฟ`$ is given by (122). Its limiting behaviours are:
$`\mathit{\varpi }_\mathrm{๐}\mathbf{(}๐ฟ\mathbf{)}`$ $`{\displaystyle \genfrac{}{}{0pt}{}{\mathbf{}}{๐ฟ\mathbf{}\mathrm{๐}}}{\displaystyle \frac{\mathrm{๐๐}๐ฝ\mathbf{(}๐ฟ\mathbf{)}}{\sqrt{๐
}๐ฟ^{\mathrm{๐}\mathbf{/}\mathrm{๐}}}}\text{e}^{\mathbf{}\mathrm{๐}\mathbf{/}๐ฟ}\mathbf{,}`$ (136)
$`{\displaystyle \genfrac{}{}{0pt}{}{\mathbf{}}{๐ฟ\mathbf{}\mathbf{}}}{\displaystyle \frac{๐
^\mathrm{๐}}{\mathrm{๐}}}๐ฟ^\mathrm{๐}\text{e}^{\mathbf{}\frac{๐
^\mathrm{๐}}{\mathrm{๐}}๐ฟ}\mathbf{.}`$
Note however that for large $`๐`$, since the moments of $`\mathbf{}`$ are finite, we expect a Gaussian distribution for $`๐_๐\mathbf{(}๐ฒ\mathbf{)}`$ due to the central limit theorem.
(vii) The distribution $`๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}`$ is not the distribution of the extreme value of a set of independent random variables (see appendix B) as it is the case for model A. We will come back to this point at the end.
#### 4.2.2 High energy: $`๐ฌ\mathbf{}๐^\mathrm{๐}`$
For high energy the analysis is very similar to the one that was done for the model A since the distribution of lengths $`\mathbf{}`$โs is the same. Only the behaviours of several quantities change. The distribution $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ is given by (70) with $`๐\mathbf{(}๐\mathbf{)}\mathbf{=}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\frac{๐
๐}{\mathrm{๐}๐๐ณ^\mathrm{๐}}`$. The condition to be at high energy leads to the same expression (71) with the only difference that the localization length for the supersymmetric model at high energy reaches a constant value: $`๐\mathbf{}\frac{\mathrm{๐}}{๐}`$. Then (72) still holds with the mean value of the energy still being the free result (73) and the fluctuation being
$$๐น๐ฌ_๐\mathbf{=}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\sqrt{\frac{\mathrm{๐}๐๐
}{๐ณ^\mathrm{๐}}}\mathbf{.}$$
(137)
The fluctuations now depend on $`๐`$, compared to model A, and its $`๐ณ`$-dependence also changes. However they remain small compared to the mean value $`\mathbf{}๐ฌ_๐\mathbf{}`$ due to condition (71). It is also interesting to note that the ratio of the fluctuation and the mean level spacing has the same form:
$$\frac{๐น๐ฌ_๐^\mathrm{๐}}{\mathbf{}๐ซ_๐\mathbf{}^\mathrm{๐}}\mathbf{}\frac{\mathrm{๐}}{๐
^\mathrm{๐}}\frac{๐ณ}{๐}\mathbf{,}$$
(138)
which means that the absence of level repulsion may only be expected for the localized regime.
### 4.3 The case $`๐\mathbf{}\mathrm{๐}`$ at low energy ($`๐ฌ\mathbf{}๐^\mathrm{๐}`$)
We consider in this last section the case where the function $`\mathit{\varphi }\mathbf{(}๐\mathbf{)}`$ is distributed according to (77) with a non zero mean: $`\mathbf{}\mathit{\varphi }\mathbf{(}๐\mathbf{)}\mathbf{}\mathbf{=}๐๐`$ (note that $`๐`$ is a dimensionless parameter). We will only discuss the low energy case since we are not expecting any modification at high energy. We have to come back for a while to equation (83) for the phase from which we want to get an equation for an additive process. Performing the change of variable $`๐ป\mathbf{=}\frac{\mathrm{๐}}{\mathrm{๐}}\mathrm{๐ฅ๐ง}\mathbf{|}\mathrm{๐ญ๐๐ง}\mathit{\vartheta }\mathbf{|}`$, we have in fact to distinguish two cases: if $`\mathbf{(}\mathit{\vartheta }\mathrm{๐ฆ๐จ๐}๐
\mathbf{)}\mathbf{}\mathbf{[}\mathrm{๐}\mathbf{,}๐
\mathbf{/}\mathrm{๐}\mathbf{]}`$ then $`\mathrm{๐}\mathbf{/}\mathrm{๐ฌ๐ข๐ง}\mathrm{๐}\mathit{\vartheta }\mathbf{=}\mathbf{+}\mathrm{๐๐จ๐ฌ๐ก}\mathrm{๐}๐ป`$ and we get (85), but if $`\mathbf{(}\mathit{\vartheta }\mathrm{๐ฆ๐จ๐}๐
\mathbf{)}\mathbf{}\mathbf{[}๐
\mathbf{/}\mathrm{๐}\mathbf{,}๐
\mathbf{]}`$ then $`\mathrm{๐}\mathbf{/}\mathrm{๐ฌ๐ข๐ง}\mathrm{๐}\mathit{\vartheta }\mathbf{=}\mathbf{}\mathrm{๐๐จ๐ฌ๐ก}\mathrm{๐}๐ป`$ and we arrive at $`๐_๐๐ป\mathbf{=}\mathbf{}๐\mathrm{๐๐จ๐ฌ๐ก}\mathrm{๐}๐ป\mathbf{+}\mathit{\varphi }\mathbf{(}๐\mathbf{)}`$. The change of the sign in the potential is related to the fact that $`๐ป`$ decreases if $`\mathit{\vartheta }`$ increases if $`\mathbf{(}\mathit{\vartheta }\mathrm{๐ฆ๐จ๐}๐
\mathbf{)}\mathbf{}\mathbf{[}๐
\mathbf{/}\mathrm{๐}\mathbf{,}๐
\mathbf{]}`$. So a more convenient change of variable is in fact:
$`๐ป`$ $`\mathbf{=}`$ $`{\displaystyle \frac{\mathrm{๐}}{\mathrm{๐}}}\mathrm{๐ฅ๐ง}\mathbf{|}\mathrm{๐ญ๐๐ง}\mathit{\vartheta }\mathbf{|}\mathrm{๐ข๐}\mathbf{(}\mathit{\vartheta }\mathrm{๐ฆ๐จ๐}๐
\mathbf{)}\mathbf{}\mathbf{[}\mathrm{๐}\mathbf{,}๐
\mathbf{/}\mathrm{๐}\mathbf{]}`$ (139)
$`๐ป`$ $`\mathbf{=}`$ $`\mathbf{}{\displaystyle \frac{\mathrm{๐}}{\mathrm{๐}}}\mathrm{๐ฅ๐ง}\mathbf{|}\mathrm{๐ญ๐๐ง}\mathit{\vartheta }\mathbf{|}\mathrm{๐ข๐}\mathbf{(}\mathit{\vartheta }\mathrm{๐ฆ๐จ๐}๐
\mathbf{)}\mathbf{}\mathbf{[}๐
\mathbf{/}\mathrm{๐}\mathbf{,}๐
\mathbf{]}\mathbf{.}`$ (140)
With this convention, $`๐ป`$ is always traveling from $`\mathbf{}\mathbf{}`$ to $`\mathbf{+}\mathbf{}`$. Then $`๐ป`$ obeys
$$\frac{๐}{๐๐}๐ป\mathbf{=}๐\mathrm{๐๐จ๐ฌ๐ก}\mathrm{๐}๐ป\mathbf{+}\mathit{\varphi }\mathbf{(}๐\mathbf{)}\mathrm{๐ข๐}\mathbf{(}\mathit{\vartheta }\mathrm{๐ฆ๐จ๐}๐
\mathbf{)}\mathbf{}\mathbf{[}\mathrm{๐}\mathbf{,}๐
\mathbf{/}\mathrm{๐}\mathbf{]}$$
(141)
and
$$\frac{๐}{๐๐}๐ป\mathbf{=}๐\mathrm{๐๐จ๐ฌ๐ก}\mathrm{๐}๐ป\mathbf{}\mathit{\varphi }\mathbf{(}๐\mathbf{)}\mathrm{๐ข๐}\mathbf{(}\mathit{\vartheta }\mathrm{๐ฆ๐จ๐}๐
\mathbf{)}\mathbf{}\mathbf{[}๐
\mathbf{/}\mathrm{๐}\mathbf{,}๐
\mathbf{]}\mathbf{.}$$
(142)
It follows that we have to consider alternatively two different equations. We did not mention this point before because if $`\mathit{\varphi }\mathbf{(}๐\mathbf{)}`$ is a white noise of zero mean, since $`๐ป`$ decorrelates when it reaches $`\mathbf{+}\mathbf{}`$, the difference in the sign can always be absorbed in the white noise. We rewrite these two equations in terms of a normalized white noise $`๐ผ\mathbf{(}๐\mathbf{)}`$ of zero mean: $`\mathbf{}๐ผ\mathbf{(}๐\mathbf{)}\mathbf{}\mathbf{=}\mathrm{๐}`$ and $`\mathbf{}๐ผ\mathbf{(}๐\mathbf{)}๐ผ\mathbf{(}๐^{\mathbf{}}\mathbf{)}\mathbf{}\mathbf{=}๐น\mathbf{(}๐\mathbf{}๐^{\mathbf{}}\mathbf{)}`$:
$`{\displaystyle \frac{๐}{๐๐}}๐ป`$ $`\mathbf{=}`$ $`๐\mathrm{๐๐จ๐ฌ๐ก}\mathrm{๐}๐ป\mathbf{+}๐๐\mathbf{+}\sqrt{๐}๐ผ\mathbf{(}๐\mathbf{)}\mathrm{๐ข๐}\mathbf{(}\mathit{\vartheta }\mathrm{๐ฆ๐จ๐}๐
\mathbf{)}\mathbf{}\mathbf{[}\mathrm{๐}\mathbf{,}๐
\mathbf{/}\mathrm{๐}\mathbf{]}`$ (143)
$`{\displaystyle \frac{๐}{๐๐}}๐ป`$ $`\mathbf{=}`$ $`๐\mathrm{๐๐จ๐ฌ๐ก}\mathrm{๐}๐ป\mathbf{}๐๐\mathbf{+}\sqrt{๐}๐ผ\mathbf{(}๐\mathbf{)}\mathrm{๐ข๐}\mathbf{(}\mathit{\vartheta }\mathrm{๐ฆ๐จ๐}๐
\mathbf{)}\mathbf{}\mathbf{[}๐
\mathbf{/}\mathrm{๐}\mathbf{,}๐
\mathbf{]}\mathbf{.}`$ (144)
We have to introduce two potentials $`๐ผ_\mathrm{๐}\mathbf{(}๐ป\mathbf{)}`$ and $`๐ผ_\mathrm{๐}\mathbf{(}๐ป\mathbf{)}`$:
$`๐ผ_\mathrm{๐}\mathbf{(}๐ป\mathbf{)}`$ $`\mathbf{=}`$ $`\mathbf{}๐๐๐ป\mathbf{}{\displaystyle \frac{๐}{\mathrm{๐}}}\mathrm{๐ฌ๐ข๐ง๐ก}\mathrm{๐}๐ป`$ (145)
$`๐ผ_\mathrm{๐}\mathbf{(}๐ป\mathbf{)}`$ $`\mathbf{=}`$ $`\mathbf{+}๐๐๐ป\mathbf{}{\displaystyle \frac{๐}{\mathrm{๐}}}\mathrm{๐ฌ๐ข๐ง๐ก}\mathrm{๐}๐ป\mathbf{,}`$ (146)
plotted in figure 8.
We must also introduce two variables $`๐ฒ_\mathrm{๐}`$ and $`๐ฒ_\mathrm{๐}`$ that give the โtimesโ the variable $`๐ป`$ needs to go from $`\mathbf{}\mathbf{}`$ to $`\mathbf{+}\mathbf{}`$ in potential $`๐ผ_\mathrm{๐}\mathbf{(}๐ป\mathbf{)}`$ and $`๐ผ_\mathrm{๐}\mathbf{(}๐ป\mathbf{)}`$, respectively. For a drift $`๐\mathbf{=}\mathrm{๐}`$ those two variables have the same statistical properties as it was implicit in the previous section but if $`๐\mathbf{}\mathrm{๐}`$, their distributions are different. We are now going to study these two distributions, denoted $`๐_\mathrm{๐}\mathbf{(}๐ฒ_\mathrm{๐}\mathbf{)}`$ and $`๐_\mathrm{๐}\mathbf{(}๐ฒ_\mathrm{๐}\mathbf{)}`$. We introduce the two characteristic functions for the โtimesโ $`\stackrel{\mathbf{~}}{๐ฒ}_{\mathrm{๐}\mathbf{,}\mathrm{๐}}`$ needed by the random process $`๐ป\mathbf{(}๐\mathbf{)}`$ obeying (143,144) to reach $`\mathbf{+}\mathbf{}`$ starting from $`๐ป`$:
$$๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}\mathbf{=}\mathbf{}\text{e}^{\mathbf{}๐ถ\stackrel{\mathbf{~}}{๐ฒ}_{\mathrm{๐}\mathbf{,}\mathrm{๐}}}\mathbf{|}๐ป\mathbf{(}\mathrm{๐}\mathbf{)}\mathbf{=}๐ป\mathbf{;}๐ป\mathbf{(}\stackrel{\mathbf{~}}{๐ฒ}_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{)}\mathbf{=}\mathbf{+}\mathbf{}\mathbf{}\mathbf{.}$$
(147)
We recall that $`๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ถ\mathbf{,}\mathbf{}\mathbf{}\mathbf{)}\mathbf{=}\mathbf{}_\mathrm{๐}^{\mathbf{}}๐๐ฒ๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ฒ\mathbf{)}\text{e}^{\mathbf{}๐ถ๐ฒ}`$. These two functions obey (see appendix A):
$$\mathbf{\left(}\mathbf{(}๐\mathrm{๐๐จ๐ฌ๐ก}\mathrm{๐}๐ป\mathbf{\pm }๐๐\mathbf{)}\mathbf{}_๐ป\mathbf{+}\frac{๐}{\mathrm{๐}}\mathbf{}_๐ป^\mathrm{๐}\mathbf{\right)}๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}\mathbf{=}๐ถ๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}\mathbf{,}$$
(148)
where the upper sign (here $`\mathbf{+}`$) corresponds to $`\mathrm{๐}`$ and the lower sign (here $`\mathbf{}`$) corresponds to $`\mathrm{๐}`$. The boundary conditions are as usual $`\mathbf{}_๐ป๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}\mathbf{|}_{\mathbf{}\mathbf{}}\mathbf{=}\mathrm{๐}`$ and $`๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ถ\mathbf{,}\mathbf{+}\mathbf{}\mathbf{)}\mathbf{=}\mathrm{๐}`$. Since we are dealing with the limit $`๐ฌ\mathbf{}\mathrm{๐}`$, we can make the same approximation as for the $`๐\mathbf{=}\mathrm{๐}`$ case, i.e. replace the previous equations by an equation for the free diffusion on the interval $`\mathbf{[}๐ป_{\mathbf{}}\mathbf{,}๐ป_\mathbf{+}\mathbf{]}`$, since the time spent out of this interval is negligible. Then we have to solve:
$$\mathbf{\left(}\mathbf{\pm }๐๐\mathbf{}_๐ป\mathbf{+}\frac{๐}{\mathrm{๐}}\mathbf{}_๐ป^\mathrm{๐}\mathbf{\right)}๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}\mathbf{=}๐ถ๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}$$
(149)
with the boundary conditions:
$`\mathbf{}_๐ป๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ถ\mathbf{,}๐ป_{\mathbf{}}\mathbf{)}`$ $`\mathbf{=}`$ $`\mathrm{๐}\mathbf{,}`$ (150)
$`๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ถ\mathbf{,}๐ป_\mathbf{+}\mathbf{)}`$ $`\mathbf{=}`$ $`\mathrm{๐}\mathbf{.}`$ (151)
The solution is easily found:
$$๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ถ\mathbf{,}๐ป\mathbf{)}\mathbf{=}\text{e}^{\mathbf{}๐\mathbf{(}๐ป\mathbf{}๐ป_\mathbf{+}\mathbf{)}}\frac{\mathrm{๐๐จ๐ฌ๐ก}๐ธ\mathbf{(}๐ป\mathbf{}๐ป_{\mathbf{}}\mathbf{)}\mathbf{\pm }\frac{๐}{๐ธ}\mathrm{๐ฌ๐ข๐ง๐ก}๐ธ\mathbf{(}๐ป\mathbf{}๐ป_{\mathbf{}}\mathbf{)}}{\mathrm{๐๐จ๐ฌ๐ก}๐ธ\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}\mathbf{\pm }\frac{๐}{๐ธ}\mathrm{๐ฌ๐ข๐ง๐ก}๐ธ\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}}\mathbf{,}$$
(152)
where
$$๐ธ\mathbf{=}\sqrt{\frac{\mathrm{๐}๐ถ}{๐}\mathbf{+}๐^\mathrm{๐}}\mathbf{.}$$
(153)
The characteristic functions for $`๐ฒ_{\mathrm{๐}\mathbf{,}\mathrm{๐}}`$ are:
$$\mathbf{}\text{e}^{\mathbf{}๐ถ๐ฒ_{\mathrm{๐}\mathbf{,}\mathrm{๐}}}\mathbf{}\mathbf{=}๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ถ\mathbf{,}๐ป_{\mathbf{}}\mathbf{)}\mathbf{=}\frac{\text{e}^{\mathbf{\pm }๐\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}}}{\mathrm{๐๐จ๐ฌ๐ก}๐ธ\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}\mathbf{\pm }\frac{๐}{๐ธ}\mathrm{๐ฌ๐ข๐ง๐ก}๐ธ\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}}\mathbf{.}$$
(154)
We can more conveniently consider the generating function $`๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ถ\mathbf{,}๐ป_{\mathbf{}}\mathbf{)}\mathbf{=}\mathrm{๐ฅ๐ง}๐_{\mathrm{๐}\mathbf{,}\mathrm{๐}}\mathbf{(}๐ถ\mathbf{,}๐ป_{\mathbf{}}\mathbf{)}`$ for the cumulants of $`๐ฒ_{\mathrm{๐}\mathbf{,}\mathrm{๐}}`$. In the limit of low energy, when the condition
$$๐\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}\mathbf{=}๐\mathrm{๐ฅ๐ง}๐\mathbf{/}๐\mathbf{}\mathrm{๐}$$
(155)
is fulfilled, a careful analysis shows that:
$$๐_\mathrm{๐}\mathbf{(}๐ถ\mathbf{,}๐ป_{\mathbf{}}\mathbf{)}\mathbf{=}\mathbf{}๐ถ\frac{๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}}{๐๐}\mathbf{+}\frac{๐ถ^\mathrm{๐}}{\mathrm{๐}\mathbf{!}}\frac{๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}}{๐^\mathrm{๐}๐^\mathrm{๐}}\mathbf{+}๐ถ\mathbf{\left(}๐ถ^\mathrm{๐}\frac{๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}}{๐^\mathrm{๐}๐^\mathrm{๐}}\mathbf{\right)}$$
(156)
and
$$๐_\mathrm{๐}\mathbf{(}๐ถ\mathbf{,}๐ป_{\mathbf{}}\mathbf{)}\mathbf{=}\mathbf{}\mathrm{๐ฅ๐ง}\mathbf{\left(}\mathrm{๐}\mathbf{+}\frac{๐ถ}{\mathrm{๐}๐^\mathrm{๐}๐}\text{e}^{\mathrm{๐}๐\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}}\mathbf{\right)}\mathbf{+}\underset{๐\mathbf{=}\mathrm{๐}}{\overset{\mathbf{}}{\mathbf{}}}๐ฟ_๐๐ถ^๐\frac{\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}^๐}{๐^๐๐^{\mathrm{๐}๐}}\mathbf{.}$$
(157)
The characteristic function (156) corresponds to a sharp Gaussian distribution $`๐_\mathrm{๐}\mathbf{(}๐ฒ_\mathrm{๐}\mathbf{)}`$ for
$`\mathbf{}๐ฒ_\mathrm{๐}\mathbf{}`$ $`\mathbf{=}`$ $`{\displaystyle \frac{\mathrm{๐ฅ๐ง}\mathbf{(}๐\mathbf{/}๐\mathbf{)}}{๐๐}}\mathbf{,}`$ (158)
$`\mathbf{}\mathbf{}๐ฒ_\mathrm{๐}^\mathrm{๐}\mathbf{}\mathbf{}`$ $`\mathbf{=}`$ $`{\displaystyle \frac{\mathrm{๐ฅ๐ง}\mathbf{(}๐\mathbf{/}๐\mathbf{)}}{๐^\mathrm{๐}๐^\mathrm{๐}}}\mathbf{.}`$ (159)
This result is not surprising since the potential $`๐ผ_\mathrm{๐}`$ is monotonic and linear on the interesting interval (see figure 8), we expect the โtimeโ to go through the interval to be $`\frac{\mathrm{๐๐ข๐ฌ๐ญ๐๐ง๐๐}}{\mathrm{๐ฌ๐ฉ๐๐๐}}\mathbf{=}\frac{๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}}{๐๐}`$ and to fluctuate weakly for large enough drift. The precise criterium for the validity of this result is that the time characterising the motion due to the drift, $`๐_{\mathrm{๐๐ซ๐ข๐๐ญ}}\mathbf{=}\frac{\mathrm{๐๐ข๐ฌ๐ญ๐๐ง๐๐}}{\mathrm{๐ฌ๐ฉ๐๐๐}}`$, is much shorter than the time characterising the motion due to the diffusion, $`๐_{\mathrm{๐๐ข๐๐}}\mathbf{=}\frac{\mathbf{(}\mathrm{๐๐ข๐ฌ๐ญ๐๐ง๐๐}\mathbf{)}^\mathrm{๐}}{\mathrm{๐๐ข๐๐๐ฎ๐ฌ๐ข๐จ๐ง}}`$; that is $`\frac{\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}}{๐๐}\mathbf{}\frac{\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}^\mathrm{๐}}{๐}`$, which leads to (155).
In (157), the first term gives contributions to the cumulants exponentially large in $`\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}`$ whereas the sum gives contributions powers of $`\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}`$. Then we can forget the second term and the characteristic function is the logarithm of the Laplace transform of a Poisson law $`๐_\mathrm{๐}\mathbf{(}๐ฒ_\mathrm{๐}\mathbf{)}\mathbf{=}\frac{\mathrm{๐}}{\mathbf{}๐ฒ_\mathrm{๐}\mathbf{}}\mathrm{๐๐ฑ๐ฉ}\mathbf{}๐ฒ_\mathrm{๐}\mathbf{/}\mathbf{}๐ฒ_\mathrm{๐}\mathbf{}`$ with
$$\mathbf{}๐ฒ_\mathrm{๐}\mathbf{}\mathbf{}\frac{\mathrm{๐}}{\mathrm{๐}๐^\mathrm{๐}๐}\text{e}^{\mathrm{๐}๐\mathbf{(}๐ป_\mathbf{+}\mathbf{}๐ป_{\mathbf{}}\mathbf{)}}\mathbf{=}\frac{\mathrm{๐}}{\mathrm{๐}๐^\mathrm{๐}๐}\mathbf{\left(}\frac{๐}{๐}\mathbf{\right)}^{\mathrm{๐}๐}\mathbf{.}$$
(160)
The fact that the distribution $`๐_\mathrm{๐}\mathbf{(}๐ฒ_\mathrm{๐}\mathbf{)}`$ is a Poisson law was expected from the shape of potential $`๐ผ_\mathrm{๐}\mathbf{(}๐ป\mathbf{)}`$ (see figure 8): the potential possesses a well that is able to trap the variable $`๐ป`$ for a long time. We can now compare the result of the approximation we have made for $`\mathbf{}\mathbf{}\mathbf{}\mathbf{=}\mathbf{}๐ฒ_\mathrm{๐}\mathbf{+}๐ฒ_\mathrm{๐}\mathbf{}`$ with the exact result (78). We have found $`\mathbf{}\mathbf{}\mathbf{}\mathbf{}\frac{\mathrm{๐ฅ๐ง}\mathbf{(}๐\mathbf{/}๐\mathbf{)}}{๐๐}\mathbf{+}\frac{\mathrm{๐}}{\mathrm{๐}๐^\mathrm{๐}๐}\mathbf{\left(}\frac{๐}{๐}\mathbf{\right)}^{\mathrm{๐}๐}\mathbf{}\frac{\mathrm{๐}}{\mathrm{๐}๐^\mathrm{๐}๐}\mathbf{\left(}\frac{๐^\mathrm{๐}}{๐ฌ}\mathbf{\right)}^๐`$ whereas (78) gives $`๐ต\mathbf{(}๐ฌ\mathbf{)}^\mathbf{}\mathrm{๐}\mathbf{}\frac{\mathrm{๐}}{\mathrm{๐}๐}\frac{๐
^\mathrm{๐}}{\mathrm{๐ฌ๐ข๐ง}^\mathrm{๐}๐
๐}\mathbf{\left(}\frac{\mathrm{๐}๐^\mathrm{๐}}{๐ฌ}\mathbf{\right)}^๐`$. Despite the pre-factors being different, our approximation is indeed able to give the well-known power law behaviour of the integrated density of states : $`๐ต\mathbf{(}๐ฌ\mathbf{)}\mathbf{}๐ฌ^๐`$. We may also have used the Arrhenius formula (193) to find $`\mathbf{}๐ฒ_\mathrm{๐}\mathbf{}\mathbf{}\frac{๐
}{๐๐}\mathbf{\left(}\frac{\mathrm{๐}๐๐}{๐}\mathbf{\right)}^{\mathrm{๐}๐}`$, which presents still a different pre-factor (equation (193) does not give the correct pre-factor maybe because the potential $`๐ผ_\mathrm{๐}\mathbf{(}๐ป\mathbf{)}`$ is not smooth enough in the neighbourhood of its local minimum in the limit $`๐\mathbf{}\mathrm{๐}`$ as it is assumed to derive the Arrhenius law (193)). However we may distinguish two levels of approximation in what we have done. (a) We have shown that the distribution of $`๐ฒ_\mathrm{๐}`$ is Poisson, that could be demonstrated in a more general way following the proof presented in appendix A for the case of a potential possessing a local minimum. (b) We have given an approximative expression of the average time $`\mathbf{}๐ฒ_\mathrm{๐}\mathbf{}`$ that only gives the correct behaviour with $`๐ฌ`$ but not the correct pre-factor.
However we can avoid the not absolutely satisfactory approximation (b) because we know that $`\mathbf{}๐ฒ_\mathrm{๐}\mathbf{+}๐ฒ_\mathrm{๐}\mathbf{}\mathbf{=}๐ต\mathbf{(}๐ฌ\mathbf{)}^\mathbf{}\mathrm{๐}`$ is exact. Then we may give the distribution of the length $`\mathbf{}`$ between nodes of the wave function:
$$๐ท\mathbf{(}\mathbf{}\mathbf{)}\mathbf{=}\mathbf{}๐๐ฒ_\mathrm{๐}๐_\mathrm{๐}\mathbf{(}๐ฒ_\mathrm{๐}\mathbf{)}๐_\mathrm{๐}\mathbf{(}\mathbf{}\mathbf{}๐ฒ_\mathrm{๐}\mathbf{)}\mathbf{;}$$
(161)
we have shown that $`๐_\mathrm{๐}\mathbf{(}๐ฒ_\mathrm{๐}\mathbf{)}`$ varies on a characteristic scale $`\mathbf{}๐ฒ_\mathrm{๐}\mathbf{}\mathbf{}\mathbf{}๐ฒ_\mathrm{๐}\mathbf{}\mathbf{}\sqrt{\mathbf{}\mathbf{}๐ฒ_\mathrm{๐}^\mathrm{๐}\mathbf{}\mathbf{}}`$ compared to which $`๐_\mathrm{๐}\mathbf{(}๐ฒ_\mathrm{๐}\mathbf{)}`$ is very narrow. It follows that $`๐ท\mathbf{(}\mathbf{}\mathbf{)}\mathbf{}๐_\mathrm{๐}\mathbf{(}\mathbf{}\mathbf{)}`$ apart from the behaviour at the origin we are not interested in, since it is associated with small samples. Then we conclude that
$$๐ท\mathbf{(}\mathbf{}\mathbf{)}\mathbf{=}๐ต\mathbf{(}๐ฌ\mathbf{)}\text{e}^{\mathbf{}\mathbf{}๐ต\mathbf{(}๐ฌ\mathbf{)}}\mathbf{.}$$
(162)
We can now give the distribution of the $`๐`$-th excited state which has the same form than what was found for the model A (49). Then we have:
$$๐พ_๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}๐ณ๐๐_๐๐ฌ^{๐\mathbf{}\mathrm{๐}}\frac{\mathbf{(}๐ณ๐_๐๐ฌ^๐\mathbf{)}^๐}{๐\mathbf{!}}\text{e}^{\mathbf{}๐ณ๐_๐๐ฌ^๐}\mathbf{,}$$
(163)
where the coefficient $`๐_๐`$ is defined by: $`๐ต\mathbf{(}๐ฌ\mathbf{)}\mathbf{}๐_๐๐ฌ^๐`$. We recall that this result is valid if (155) is fulfilled, that is $`๐\mathrm{๐ฅ๐ง}\mathbf{(}๐\mathbf{/}๐\mathbf{)}\mathbf{}\mathrm{๐}`$, in addition to the fact that $`๐\mathbf{}๐`$.
It follows that the distribution involves the scaling function:
$$๐พ_๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}\frac{\mathrm{๐}}{๐น๐บ}๐_๐\mathbf{\left(}\frac{๐ฌ}{๐น๐บ}\mathbf{\right)}$$
(164)
where
$$๐_๐\mathbf{(}๐ฟ\mathbf{)}\mathbf{=}๐๐ฟ^{๐\mathbf{}\mathrm{๐}}\frac{๐ฟ^{๐๐}}{๐\mathbf{!}}\text{e}^{\mathbf{}๐ฟ^๐}\mathbf{,}$$
(165)
the energy scale being
$$๐น๐บ\mathbf{=}\frac{\mathrm{๐}}{\mathbf{(}๐_๐๐ณ\mathbf{)}^{\mathrm{๐}\mathbf{/}๐}}\mathbf{.}$$
(166)
We may easily compute the moments:
$$\mathbf{}๐ฌ_๐^๐\mathbf{}\mathbf{=}๐น๐บ^๐\frac{๐ช\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{+}๐\mathbf{/}๐\mathbf{)}}{๐ช\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}}\mathbf{.}$$
(167)
It is also interesting to compare the mean level spacing $`\mathbf{}๐ซ_๐\mathbf{}\mathbf{=}\mathbf{}๐ฌ_{๐\mathbf{+}\mathrm{๐}}\mathbf{}๐ฌ_๐\mathbf{}`$ and the fluctuations $`๐น๐ฌ_๐\mathbf{=}\sqrt{\mathbf{}\mathbf{}๐ฌ_๐^\mathrm{๐}\mathbf{}\mathbf{}}`$. We get:
$$\mathbf{}๐ซ_๐\mathbf{}\mathbf{=}๐น๐บ\frac{๐ช\mathbf{(}\mathrm{๐}\mathbf{/}๐\mathbf{+}๐\mathbf{+}\mathrm{๐}\mathbf{)}}{๐\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\mathbf{!}}\mathbf{.}$$
(168)
Then
$$\frac{๐น๐ฌ_๐}{\mathbf{}๐ซ_๐\mathbf{}}\mathbf{=}๐\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\sqrt{๐\mathbf{!}\frac{๐ช\mathbf{(}\mathrm{๐}\mathbf{/}๐\mathbf{+}๐\mathbf{+}\mathrm{๐}\mathbf{)}}{๐ช\mathbf{(}\mathrm{๐}\mathbf{/}๐\mathbf{+}๐\mathbf{+}\mathrm{๐}\mathbf{)}^\mathrm{๐}}\mathbf{}\mathrm{๐}}\mathbf{,}$$
(169)
which becomes large at small $`๐`$ ($`\mathbf{}\mathrm{๐}\mathbf{/}๐^\mathrm{๐}`$):
$$\frac{๐น๐ฌ_๐}{\mathbf{}๐ซ_๐\mathbf{}}\mathbf{}๐^{๐\mathbf{/}\mathrm{๐}\mathbf{+}\mathrm{๐}\mathbf{/}\mathrm{๐}}\mathrm{๐}^{\mathrm{๐}\mathbf{/}๐}\mathbf{.}$$
(170)
At large $`๐`$ the ratio reaches a constant value:
$$\underset{๐\mathbf{}\mathbf{}}{๐ฅ๐ข๐ฆ}\frac{๐น๐ฌ_๐}{\mathbf{}๐ซ_๐\mathbf{}}\mathbf{=}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}\sqrt{๐^{\mathbf{}}\mathbf{(}๐\mathbf{+}\mathrm{๐}\mathbf{)}}\mathbf{,}$$
(171)
where $`๐\mathbf{(}๐\mathbf{)}`$ is the digamma function (in particular $`๐^{\mathbf{}}\mathbf{(}\mathrm{๐}\mathbf{)}\mathbf{=}๐
^\mathrm{๐}\mathbf{/}\mathrm{๐}`$). For small $`๐`$ the fluctuations and the mean level spacing are of same order.
The distribution (163) has the form of the distribution of the $`๐\mathbf{+}\mathrm{๐}`$-th lowest variable among $`๐ต\mathbf{}\mathbf{}`$ statistically independent variables distributed by a law behaving like $`๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{}๐ฌ^{๐\mathbf{}\mathrm{๐}}`$ (see appendix B), the same behaviour as the density of states. This remark shows that the energies behave like statistically independent ordered variables, in agreement with the expected absence of level repulsion in the localized regime.
## 5 Conclusion
We have considered two one-dimensional disordered models: one with diagonal disorder (A) and another with off-diagonal disorder (B).
For model A we have derived the distribution of the distance between consecutive nodes of the wave function in the limit $`\mathbf{|}๐ฌ\mathbf{|}\mathbf{}๐^{\mathrm{๐}\mathbf{/}\mathrm{๐}}`$ both in the negative part of the spectrum and in the positive part. Using these results we were able to find the distribution of the $`๐`$-th excited state (49,72). For $`๐ฌ\mathbf{<}\mathrm{๐}`$ we have shown that (49) is a scaling law (61), similar to the extreme statistics of independent variables. If $`๐ฌ\mathbf{<}\mathrm{๐}`$ the typical value of the $`๐`$-th energy behaves with the size of the system like: $`๐ฌ_๐^{\text{typ}}\mathbf{}\mathbf{}\mathrm{๐ฅ๐ง}^{\mathrm{๐}\mathbf{/}\mathrm{๐}}๐ณ`$. The width of its distribution behaves like $`๐น๐ฌ_๐\mathbf{}\mathrm{๐ฅ๐ง}^{\mathbf{}\mathrm{๐}\mathbf{/}\mathrm{๐}}๐ณ`$. If $`๐ฌ\mathbf{>}\mathrm{๐}`$ we have found $`๐ฌ_๐^{\text{typ}}\mathbf{}\mathrm{๐}\mathbf{/}๐ณ^\mathrm{๐}`$ and $`๐น๐ฌ_๐\mathbf{}\mathrm{๐}\mathbf{/}\sqrt{๐ณ}`$. Note however that the relative fluctuations of $`๐ฌ_๐`$ in this latter case are small despite the behaviours with $`๐ณ`$ suggest the opposite.
For model B we have first considered the case $`๐\mathbf{=}\mathrm{๐}`$ (mean value of the function entering the supersymmetric potential). The high energy limit (universal regime) gives results similar to those for model A. In the low energy limit we have found the distribution for the ground state (123,110). We have shown that this distribution is broad, its positive moments being all dominated by the tail of the distribution: $`๐ฌ_\mathrm{๐}^{\text{typ}}\mathbf{}\text{e}^\mathbf{}๐ณ\mathbf{}๐ฌ_\mathrm{๐}^{\mathrm{๐ฆ๐๐}}\mathbf{}\text{e}^\mathbf{}\sqrt{๐ณ}\mathbf{}\mathbf{}๐ฌ_\mathrm{๐}\mathbf{}\mathbf{}\text{e}^{\mathbf{}๐ณ^{\mathrm{๐}\mathbf{/}\mathrm{๐}}}`$. The moments have an atypical $`๐`$-dependence: $`\mathbf{}๐ฌ_\mathrm{๐}^๐\mathbf{}\mathbf{}๐^{๐^{\mathrm{๐}\mathbf{/}\mathrm{๐}}}`$. We have also given explicitely the distribution for the second energy level (133,134) and an integral representation for the other energy levels (132). For $`๐\mathbf{=}\mathrm{๐}`$ these distributions do not have the form of the distribution of extremes of independent variables. For $`๐\mathbf{}\mathrm{๐}`$ we were able to derive the distributions $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ in the low energy limit (in the high energy limit, universal regime, we do not expect any difference with the picture obtained for $`๐\mathbf{=}\mathrm{๐}`$). We have shown that $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ is a scaling function $`๐_๐\mathbf{(}๐ฌ\mathbf{/}๐น๐บ\mathbf{)}`$ where the energy scale behaves like: $`๐น๐บ\mathbf{}๐ณ^{\mathbf{}\mathrm{๐}\mathbf{/}๐}`$. For $`๐\mathbf{}\mathrm{๐}`$ the distribution exhibits extreme value statistics as for model A.
We now discuss the relation between the distributions $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ we have found and the extreme value statistics (see appendix B). We have seen that for model A and for model B with $`๐\mathbf{}\mathrm{๐}`$, $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ has the form of a distribution of extreme values. If we suppose that energies are behaving like statistically independent random variables, the distribution of one of them should be proportional to the density of states; the number $`๐`$ of these variables is proportional to the size of the system. If we replace $`๐`$ by $`๐ณ\mathbf{\times }๐`$ and $`๐\mathbf{(}๐\mathbf{)}`$ by $`๐\mathbf{(}๐ฌ\mathbf{)}\mathbf{/}๐`$ in (196), where $`๐`$ is the total number of states per unit length (in principle infinite since the spectrum is unbounded from above), it is easy to see that we get the equation (49) obtained both for model A and for model B with $`๐\mathbf{}\mathrm{๐}`$. We now consider more specifically the case of the ground state ($`๐\mathbf{=}\mathrm{๐}`$), since $`๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}`$ is directly related to the distribution $`๐ท\mathbf{(}\mathbf{}\mathbf{)}`$, and proceed in the opposite way we have followed until now. If we admit that the distribution of the lowest energy is $`๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}๐ณ๐\mathbf{(}๐ฌ\mathbf{)}\mathrm{๐๐ฑ๐ฉ}\mathbf{}๐ณ๐ต\mathbf{(}๐ฌ\mathbf{)}`$ (see equation (49)), as a consequence of the statistical independence of the energies, then we conclude that $`๐ท\mathbf{(}\mathbf{}\mathbf{)}`$ is Poissonian. Conversely if $`๐ท\mathbf{(}\mathbf{}\mathbf{)}`$ is not Poisson in the range of energy where $`๐ฌ_\mathrm{๐}`$ is expected to be found, there might exist some correlations between the energies. This is indeed the case for the high energy limit: the distribution (72) for $`๐\mathbf{=}\mathrm{๐}`$, a consequence of the narrow Gaussian distribution $`๐ท\mathbf{(}\mathbf{}\mathbf{)}`$, is valid only in the delocalized regime due to condition (71), and in this regime level repulsion occurs, as explained, due to (75). This argument can only be used for the ground state energy distribution since $`๐พ_๐\mathbf{(}๐ฌ\mathbf{)}`$ is not directly related to $`๐ท\mathbf{(}\mathbf{}\mathbf{)}`$ in this case. So the fact that (72) for $`๐\mathbf{}\mathrm{๐}`$ comes from a Gaussian narrow distribution $`๐ท\mathbf{(}\mathbf{}\mathbf{)}`$ in this range of energy does not necessarily mean level repulsion. Since the distribution of the ground state for the supersymmetric model with $`๐\mathbf{=}\mathrm{๐}`$ is $`๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}\mathbf{=}๐ณ๐\mathbf{(}๐ฌ\mathbf{)}\mathit{\varpi }_\mathrm{๐}\mathbf{(}๐ณ๐ต\mathbf{(}๐ฌ\mathbf{)}\mathbf{)}`$ with $`\mathit{\varpi }_\mathrm{๐}\mathbf{(}๐ฟ\mathbf{)}\mathbf{}\text{e}^\mathbf{}๐ฟ`$, this suggests that level repulsion might occur at the bottom of the spectrum. This seems to contradict the expected absence of level repulsion in localized regime since $`๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}`$ shows that the most probable energy $`๐ฌ\mathbf{}๐ฌ^{\text{typ}}\mathbf{}๐^\mathrm{๐}\mathrm{๐๐ฑ๐ฉ}\mathbf{}๐๐ณ`$, i.e. $`๐\mathbf{}\frac{\mathrm{๐}}{๐}\mathrm{๐ฅ๐ง}\mathbf{(}๐^\mathrm{๐}\mathbf{/}๐ฌ\mathbf{)}\mathbf{}๐ณ`$, are associated with localized states. However $`๐\mathbf{}\frac{\mathrm{๐}}{๐}\mathrm{๐ฅ๐ง}\mathbf{(}๐^\mathrm{๐}\mathbf{/}๐ฌ\mathbf{)}`$ is the localization length for the infinite size system, given by the inverse of the mean Lyapunov exponent $`\mathbf{}๐ธ\mathbf{}\mathbf{=}\mathrm{๐}\mathbf{/}๐`$ which is going to zero if $`๐ฌ\mathbf{}\mathrm{๐}`$. For finite size system the Lyapunov exponent has some Gaussian fluctuations which cause fluctuations of the localization length: $`\mathbf{}\mathbf{}๐ธ^\mathrm{๐}\mathbf{}\mathbf{}\mathbf{}\mathrm{๐}\mathbf{/}๐ณ`$. For a given $`๐ณ`$ the fluctuations of the Lyapunov exponent become of the order of its mean value when the energy becomes smaller than an energy $`๐^\mathrm{๐}\mathrm{๐๐ฑ๐ฉ}\mathbf{(}\mathbf{}๐\sqrt{๐๐ณ}\mathbf{)}`$ of the order of the median value of the distribution $`๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}`$; in this case, the large fluctuations of the Lyapunov exponent may cause delocalization and it might not be surprising that level correlation appears in that regime being the reason of the fact that $`๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}`$ does not behave like the extreme value distribution of independent variables as it is the case for $`๐\mathbf{}\mathrm{๐}`$ or for model A. Nevertheless a deeper understanding of level correlations seems to be needed for the supersymmetric case with $`๐\mathbf{=}\mathrm{๐}`$.
Since model B is related to the problem of classical diffusion in a random medium, it would be interesting to know if these results have an application in this case. The energies of the Hamiltonian should be related to relaxation times . The spectral properties near $`๐ฌ\mathbf{=}\mathrm{๐}`$ are important for the disordered spin chain models , the distribution $`๐พ_\mathrm{๐}\mathbf{(}๐ฌ\mathbf{)}`$ of the lowest mode of the Hamiltonian (76) might also have some interest in that context.
## Acknowledgments
I am grateful to Alain Comtet for having motivated my interest in this problem and with whom I had very interesting discussions (in particular he brought to my attention Refs. ). I thank Gleb Oshanin for interesting remarks. I also had stimulating discussions with Marc Bocquet and Stรฉphane Ouvry. This work was supported by the Swiss National Science Foundation and by the TMR Network Dynamics of Nanostructures.
## Appendix A Distribution of the escape time for a diffusive particle trapped in a well
In this appendix we recall known results about the trapping of a Brownian particle by a well and the distribution of the escape time. In the regime of interest here the average escape time is given by the Arrhenius law. Most of what is in this appendix may be found in standard textbooks like and we summarize here some ideas needed throughout this article.
We consider a particle whose position $`๐\mathbf{(}๐\mathbf{)}`$ obeys the following stochastic differential equation:
$$๐๐\mathbf{(}๐\mathbf{)}\mathbf{=}๐จ\mathbf{(}๐\mathbf{)}๐๐\mathbf{+}\sqrt{๐ฉ\mathbf{(}๐\mathbf{)}}๐๐พ\mathbf{(}๐\mathbf{)}\mathbf{(}\mathrm{๐๐ญ๐จ}\mathbf{)}$$
(172)
where $`๐พ\mathbf{(}๐\mathbf{)}`$ is a normalized Wiener process: $`\mathbf{}๐พ\mathbf{(}๐\mathbf{)}\mathbf{}\mathbf{=}\mathrm{๐}`$ and $`\mathbf{}๐พ\mathbf{(}๐\mathbf{)}๐พ\mathbf{(}๐^{\mathbf{}}\mathbf{)}\mathbf{}\mathbf{=}๐ฆ๐ข๐ง\mathbf{(}๐\mathbf{,}๐^{\mathbf{}}\mathbf{)}`$. This equation is understood in the Ito sense. The propagator $`๐\mathbf{(}๐^{\mathbf{}}\mathbf{,}๐\mathbf{|}๐\mathbf{,}\mathrm{๐}\mathbf{)}`$ for the diffusion (conditional probability for the particle to be at $`๐^{\mathbf{}}`$ at time $`๐`$, starting from $`๐`$ at initial time $`\mathrm{๐}`$) obeys the backward Fokker-Planck equation (BFPE):
$$\mathbf{}_๐๐\mathbf{(}๐^{\mathbf{}}\mathbf{,}๐\mathbf{|}๐\mathbf{,}\mathrm{๐}\mathbf{)}\mathbf{=}๐ฎ_๐๐\mathbf{(}๐^{\mathbf{}}\mathbf{,}๐\mathbf{|}๐\mathbf{,}\mathrm{๐}\mathbf{)}\mathbf{,}$$
(173)
where
$$๐ฎ_๐\mathbf{=}๐จ\mathbf{(}๐\mathbf{)}\mathbf{}_๐\mathbf{+}\frac{\mathrm{๐}}{\mathrm{๐}}๐ฉ\mathbf{(}๐\mathbf{)}\mathbf{}_๐^\mathrm{๐}$$
(174)
is the BFPE generator.
Let us consider a process starting from a point $`๐\mathbf{(}\mathrm{๐}\mathbf{)}\mathbf{=}๐`$ belonging to the interval $`\mathbf{[}๐\mathbf{,}๐\mathbf{]}`$. Let us call $`๐ป`$ the time needed by the particle to leave this interval. The probability that the particle is still in the interval after time $`๐ป`$ is
$$\mathbf{}_๐^๐๐๐^{\mathbf{}}๐\mathbf{(}๐^{\mathbf{}}\mathbf{,}๐ป\mathbf{|}๐\mathbf{,}\mathrm{๐}\mathbf{)}\mathbf{=}\mathbf{}_๐ป^{\mathbf{}}๐๐ป^{\mathbf{}}๐ท_๐\mathbf{(}๐ป^{\mathbf{}}\mathbf{)}\mathbf{,}$$
(175)
where $`๐ท_๐\mathbf{(}๐ป\mathbf{)}`$ is the probability density for the escape time. Let us define $`๐ป_๐\mathbf{(}๐\mathbf{)}\mathbf{=}\mathbf{}๐ป^๐\mathbf{|}๐\mathbf{(}\mathrm{๐}\mathbf{)}\mathbf{=}๐\mathbf{;}๐\mathbf{(}๐ป\mathbf{)}\mathbf{=}๐\mathrm{๐จ๐ซ}๐\mathbf{}`$, the $`๐`$-th moment of the escape time from the interval $`\mathbf{[}๐\mathbf{,}๐\mathbf{]}`$. It follows from (175) that
$$๐ฎ_๐๐ป_๐\mathbf{(}๐\mathbf{)}\mathbf{=}\mathbf{}๐๐ป_{๐\mathbf{}\mathrm{๐}}\mathbf{(}๐\mathbf{)}\mathbf{.}$$
(176)
Since the particle may escape from both sides of the interval, we have to impose the following boundary conditions: $`๐ป_๐\mathbf{(}๐\mathbf{)}\mathbf{=}๐ป_๐\mathbf{(}๐\mathbf{)}\mathbf{=}\mathrm{๐}`$. This absorbing boundary conditions mean that the particle leaves the interval and never comes back as soon as it reaches one of the two edges. In this sense we are interested in a time of first exit, relevant for the question considered in this article.
In the following we will be interested in the more simple case of a reflection condition at one side of the interval, $`๐\mathbf{=}๐`$, so that the particle may only escape from the side $`๐\mathbf{=}๐`$:
$$๐ป_๐\mathbf{(}๐\mathbf{)}\mathbf{=}\mathbf{}๐ป^๐\mathbf{|}๐\mathbf{(}\mathrm{๐}\mathbf{)}\mathbf{=}๐\mathbf{;}๐\mathbf{(}๐ป\mathbf{)}\mathbf{=}๐\mathbf{}\mathbf{.}$$
(177)
The reflecting boundary condition for the BFPE is $`\mathbf{}_๐๐\mathbf{(}๐^{\mathbf{}}\mathbf{,}๐\mathbf{|}๐\mathbf{,}\mathrm{๐}\mathbf{)}\mathbf{|}_{๐\mathbf{=}๐}\mathbf{=}\mathrm{๐}`$ which implies the following boundary conditions for the moments:
$`\mathbf{}_๐๐ป_๐\mathbf{(}๐\mathbf{)}`$ $`\mathbf{=}`$ $`\mathrm{๐}`$ (178)
$`๐ป_๐\mathbf{(}๐\mathbf{)}`$ $`\mathbf{=}`$ $`\mathrm{๐}\mathbf{.}`$ (179)
In this case it is easy to construct from (176) the moments:
$$๐ป_๐\mathbf{(}๐\mathbf{)}\mathbf{=}\mathrm{๐}๐\mathbf{}_๐^๐๐๐^{\mathbf{}}\frac{\mathrm{๐}}{๐_\mathrm{๐}\mathbf{(}๐^{\mathbf{}}\mathbf{)}}\mathbf{}_๐^๐^{\mathbf{}}๐๐^{\mathbf{\prime \prime }}\frac{๐_\mathrm{๐}\mathbf{(}๐^{\mathbf{\prime \prime }}\mathbf{)}}{๐ฉ\mathbf{(}๐^{\mathbf{\prime \prime }}\mathbf{)}}๐ป_{๐\mathbf{}\mathrm{๐}}\mathbf{(}๐^{\mathbf{\prime \prime }}\mathbf{)}$$
(180)
where
$$๐_\mathrm{๐}\mathbf{(}๐\mathbf{)}\mathbf{=}\mathrm{๐๐ฑ๐ฉ}\mathbf{}^๐๐๐^{\mathbf{}}\frac{\mathrm{๐}๐จ\mathbf{(}๐^{\mathbf{}}\mathbf{)}}{๐ฉ\mathbf{(}๐^{\mathbf{}}\mathbf{)}}\mathbf{.}$$
(181)
Keeping in mind that $`๐ป_\mathrm{๐}\mathbf{(}๐\mathbf{)}\mathbf{=}\mathrm{๐}`$, it follows that the moments may be computed recursively.
We also introduce the generating function for the distribution $`๐ท_๐\mathbf{(}๐ป\mathbf{)}`$:
$$๐\mathbf{(}๐ถ\mathbf{,}๐\mathbf{)}\mathbf{=}\mathbf{}\text{e}^{\mathbf{}๐ถ๐ป}\mathbf{|}๐\mathbf{(}\mathrm{๐}\mathbf{)}\mathbf{=}๐\mathbf{,}๐\mathbf{(}๐ป\mathbf{)}\mathbf{=}๐\mathbf{}\mathbf{,}$$
(182)
which may be used to analyze the distribution. It is clear from (176) that it obeys the following differential equation:
$$๐ฎ_๐๐\mathbf{(}๐ถ\mathbf{,}๐\mathbf{)}\mathbf{=}๐ถ๐\mathbf{(}๐ถ\mathbf{,}๐\mathbf{)}\mathbf{.}$$
(183)
The boundary conditions for reflection in $`๐`$ and escape (absorption) at $`๐`$ are:
$`\mathbf{}_๐๐\mathbf{(}๐ถ\mathbf{,}๐\mathbf{)}`$ $`\mathbf{=}`$ $`\mathrm{๐}`$ (184)
$`๐\mathbf{(}๐ถ\mathbf{,}๐\mathbf{)}`$ $`\mathbf{=}`$ $`\mathrm{๐}\mathbf{.}`$ (185)
Instead of considering (183,184,185) it can be more convenient to write an integral equation for $`๐`$:
$$๐\mathbf{(}๐ถ\mathbf{,}๐\mathbf{)}\mathbf{=}\mathrm{๐}\mathbf{}\mathrm{๐}๐ถ\mathbf{}_๐^๐๐๐^{\mathbf{}}\frac{\mathrm{๐}}{๐_\mathrm{๐}\mathbf{(}๐^{\mathbf{}}\mathbf{)}}\mathbf{}_๐^๐^{\mathbf{}}๐๐^{\mathbf{\prime \prime }}\frac{๐_\mathrm{๐}\mathbf{(}๐^{\mathbf{\prime \prime }}\mathbf{)}}{๐ฉ\mathbf{(}๐^{\mathbf{\prime \prime }}\mathbf{)}}๐\mathbf{(}๐ถ\mathbf{,}๐^{\mathbf{\prime \prime }}\mathbf{)}\mathbf{.}$$
(186)
We now derive the distribution $`๐ท_๐\mathbf{(}๐ป\mathbf{)}`$ when the particle is trapped by the well of a potential $`๐ผ\mathbf{(}๐\mathbf{)}`$, in the small noise limit. We consider the more simple situation of a stochastic differential equation of the form:
$$๐๐\mathbf{(}๐\mathbf{)}\mathbf{=}\mathbf{}๐ผ^{\mathbf{}}\mathbf{(}๐\mathbf{)}๐๐\mathbf{+}\sqrt{๐ซ}๐๐พ\mathbf{(}๐\mathbf{)}$$
(187)
where $`๐ซ`$ is the diffusion constant. The shape of the potential of interest is depicted in figure 9. The potential $`๐ผ\mathbf{(}๐\mathbf{)}`$ has a local minimum $`๐_\mathrm{๐}`$ from the neighbourhood of which the particle starts. Let us call $`๐_๐`$ the initial position of the particle. The potential has at $`๐_\mathrm{๐}\mathbf{>}๐_\mathrm{๐}`$ a local maximum. We are interested in the time that the particle need to escape the well, jumping over the potential barrier due to a fluctuation. The interval $`\mathbf{[}๐\mathbf{,}๐\mathbf{]}`$ to be considered has to include the well and the barrier. As it will be clear in the following we have to consider a limit $`๐`$ such that the distance $`๐\mathbf{}๐_\mathrm{๐}`$ is sufficiently large (the relevant length scale is given by the curvature of $`๐ผ\mathbf{(}๐\mathbf{)}`$ at $`๐_\mathrm{๐}`$). For similar reasons the distance $`๐_\mathrm{๐}\mathbf{}๐`$ has to be sufficiently large as well. Apart from this two restrictions the precise positions of $`๐`$ and $`๐`$ are of little importance.
Let us analyze the behaviour of the moments when the diffusion $`๐ซ`$ is small compared to the height of the barrier. Equation (180) now takes the form:
$$๐ป_๐\mathbf{(}๐_๐\mathbf{)}\mathbf{=}\frac{\mathrm{๐}๐}{๐ซ}\mathbf{}_{๐_๐}^๐๐๐\text{e}^{\mathrm{๐}๐ผ\mathbf{(}๐\mathbf{)}\mathbf{/}๐ซ}\mathbf{}_๐^๐๐๐^{\mathbf{}}\text{e}^{\mathbf{}\mathrm{๐}๐ผ\mathbf{(}๐^{\mathbf{}}\mathbf{)}\mathbf{/}๐ซ}๐ป_{๐\mathbf{}\mathrm{๐}}\mathbf{(}๐^{\mathbf{}}\mathbf{)}\mathbf{.}$$
(188)
From the shape of the potential of figure 9, it is clear that the integral over $`๐`$ is dominated by the neighbourhood of $`๐_\mathrm{๐}`$ and the integral over $`๐^{\mathbf{}}`$ by the neighbourhood of $`๐_\mathrm{๐}`$. Accordingly, we have:
$$๐ป_๐\mathbf{(}๐_๐\mathbf{)}\mathbf{}\frac{\mathrm{๐}๐}{๐ซ}๐ป_{๐\mathbf{}\mathrm{๐}}\mathbf{(}๐_\mathrm{๐}\mathbf{)}\mathbf{}_{๐_๐}^๐๐๐\text{e}^{\mathrm{๐}๐ผ\mathbf{(}๐\mathbf{)}\mathbf{/}๐ซ}\mathbf{}_๐^{๐_\mathrm{๐}}๐๐^{\mathbf{}}\text{e}^{\mathbf{}\mathrm{๐}๐ผ\mathbf{(}๐^{\mathbf{}}\mathbf{)}\mathbf{/}๐ซ}\mathbf{.}$$
(189)
Since we are dealing with the limit $`๐ซ\mathbf{}\mathrm{๐}`$, the two integrals may be estimated by the steepest descent method. Expanding the potential in the neighbourhood of its two extrema:
$`๐ผ\mathbf{(}๐\mathbf{)}{\displaystyle \genfrac{}{}{0pt}{}{\mathbf{}}{๐\mathbf{}๐_\mathrm{๐}}}๐ผ\mathbf{(}๐_\mathrm{๐}\mathbf{)}\mathbf{+}{\displaystyle \frac{\mathbf{(}๐\mathbf{}๐_\mathrm{๐}\mathbf{)}^\mathrm{๐}}{\mathrm{๐}๐น_\mathrm{๐}^\mathrm{๐}}}`$ (190)
$`๐ผ\mathbf{(}๐\mathbf{)}{\displaystyle \genfrac{}{}{0pt}{}{\mathbf{}}{๐\mathbf{}๐_\mathrm{๐}}}๐ผ\mathbf{(}๐_\mathrm{๐}\mathbf{)}\mathbf{}{\displaystyle \frac{\mathbf{(}๐\mathbf{}๐_\mathrm{๐}\mathbf{)}^\mathrm{๐}}{\mathrm{๐}๐น_\mathrm{๐}^\mathrm{๐}}}\mathbf{,}`$ (191)
we eventually find:
$$๐ป_๐\mathbf{(}๐_๐\mathbf{)}\mathbf{}๐๐ป_{๐\mathbf{}\mathrm{๐}}\mathbf{(}๐_\mathrm{๐}\mathbf{)}\mathbf{\hspace{0.17em}2}๐
๐น_\mathrm{๐}๐น_\mathrm{๐}\text{e}^{\mathrm{๐}\frac{๐ผ\mathbf{(}๐_\mathrm{๐}\mathbf{)}\mathbf{}๐ผ\mathbf{(}๐_\mathrm{๐}\mathbf{)}}{๐ซ}}\mathbf{.}$$
(192)
For $`๐\mathbf{=}\mathrm{๐}`$, we recover the well-known Arrhenius law :
$$๐ป_\mathrm{๐}\mathbf{(}๐_\mathrm{๐}\mathbf{)}\mathbf{}\mathrm{๐}๐
๐น_\mathrm{๐}๐น_\mathrm{๐}\text{e}^{\mathrm{๐}\frac{๐ผ\mathbf{(}๐_\mathrm{๐}\mathbf{)}\mathbf{}๐ผ\mathbf{(}๐_\mathrm{๐}\mathbf{)}}{๐ซ}}\mathbf{.}$$
(193)
Let us remark that for $`๐\mathbf{=}๐_\mathrm{๐}`$ we find half of this result. It is now straightforward to see that the moments are:
$$๐ป_๐\mathbf{(}๐_\mathrm{๐}\mathbf{)}\mathbf{}๐\mathbf{!}\mathbf{\left[}๐ป_\mathrm{๐}\mathbf{(}๐_\mathrm{๐}\mathbf{)}\mathbf{\right]}^๐\mathbf{,}$$
(194)
i.e. the moments of a Poisson law. It follows that the escape time from a deep well is distributed by:
$$๐ท_{๐_๐}\mathbf{(}๐ป\mathbf{)}\mathbf{=}\frac{\mathrm{๐}}{๐ป_\mathrm{๐}\mathbf{(}๐_\mathrm{๐}\mathbf{)}}\text{e}^{\mathbf{}๐ป\mathbf{/}๐ป_\mathrm{๐}\mathbf{(}๐_\mathrm{๐}\mathbf{)}}\mathbf{.}$$
(195)
Let us stress that the initial condition $`๐_๐`$ played no role in the previous discussion: $`๐ป_๐\mathbf{(}๐_๐\mathbf{)}\mathbf{}๐ป_๐\mathbf{(}๐_\mathrm{๐}\mathbf{)}`$.
The same analysis may also be performed using (186).
## Appendix B Extreme value statistics
We give here a brief discussion on extreme order statistics, details of which can be found in .
We consider a set of $`๐`$ statistically independent variables $`๐_๐`$, distributed according to the law $`๐\mathbf{(}๐\mathbf{)}`$. Then the $`๐`$ variables are ordered and we call $`๐_๐\mathbf{(}๐\mathbf{)}`$ the probability density of the $`๐`$-th variable among these variables. We have:
$$๐_๐\mathbf{(}๐\mathbf{)}๐๐\mathbf{=}๐๐ช_๐^๐\mathbf{\left(}\mathbf{}_{\mathbf{}\mathbf{}}^๐๐๐^{\mathbf{}}๐\mathbf{(}๐^{\mathbf{}}\mathbf{)}\mathbf{\right)}^{๐\mathbf{}\mathrm{๐}}๐\mathbf{(}๐\mathbf{)}๐๐\mathbf{\left(}\mathbf{}_๐^\mathbf{+}\mathbf{}๐๐^{\mathbf{}}๐\mathbf{(}๐^{\mathbf{}}\mathbf{)}\mathbf{\right)}^{๐\mathbf{}๐}\mathbf{.}$$
(196)
We are now interested in the behaviour of this expression in the limit $`๐\mathbf{}\mathbf{}`$. Three kinds of distribution are usually distinguished.
Type I. $`๐\mathbf{(}๐\mathbf{)}`$ is unbounded from below and decays exponentially. In the limit $`๐\mathbf{}\mathbf{}`$ the distribution $`๐_๐\mathbf{(}๐\mathbf{)}`$ is expected to be peaked around a value $`๐_๐^{\text{typ}}\mathbf{}\mathbf{}\mathbf{}`$ so that we may use the fact that $`๐\mathbf{(}๐\mathbf{)}`$ may be locally approximated by an exponential in the neighbourhood of $`๐_๐^{\text{typ}}`$. Then we get, up to a rescaling $`๐_๐\mathbf{(}๐\mathbf{)}๐๐\mathbf{=}๐_๐\mathbf{(}๐\mathbf{)}๐๐`$:
$$๐_๐\mathbf{(}๐\mathbf{)}\mathbf{=}\frac{๐^๐}{\mathbf{(}๐\mathbf{}\mathrm{๐}\mathbf{)}\mathbf{!}}\mathrm{๐๐ฑ๐ฉ}\mathbf{\left(}๐๐\mathbf{}๐\text{e}^๐\mathbf{\right)}\mathbf{,}$$
(197)
where $`๐`$ is the rescaled variable. The relation between $`๐`$ and the scaling variable $`๐`$ depends on the distribution $`๐\mathbf{(}๐\mathbf{)}`$ but not the scaling function $`๐_๐\mathbf{(}๐\mathbf{)}`$.
Type II. $`๐\mathbf{(}๐\mathbf{)}`$ has a power law tail. We do not discuss this case which is not relevant for what is done in this article.
Type III. $`๐\mathbf{(}๐\mathbf{)}`$ is bounded from below. We assume its support starts at $`๐\mathbf{=}\mathrm{๐}`$ and it behaves like $`๐\mathbf{(}๐\mathbf{)}\mathbf{}๐^{๐\mathbf{}\mathrm{๐}}`$ for small $`๐`$. Then, up to a rescaling of the variable, we end with:
$$๐_๐\mathbf{(}๐\mathbf{)}\mathbf{=}\frac{๐^๐๐}{\mathbf{(}๐\mathbf{}\mathrm{๐}\mathbf{)}\mathbf{!}}๐^{๐๐\mathbf{}\mathrm{๐}}\text{e}^{\mathbf{}๐๐^๐}\mathbf{.}$$
(198)
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# Untitled Document
Non-linear Stability of Modulated Fronts
for the Swift-Hohenberg Equation
J.-P. Eckmann<sup>1,2</sup> and G. Schneider<sup>3</sup>
<sup>1</sup>Dรฉpt. de Physique Thรฉorique, Universitรฉ de Genรจve, CH-1211 Genรจve 4, Switzerland
<sup>2</sup>Section de Mathรฉmatiques, Universitรฉ de Genรจve, CH-1211 Genรจve 4, Switzerland
<sup>3</sup> Mathematisches Institut, Universitรคt Bayreuth, D-95440 Bayreuth, Germany
Abstract. We consider front solutions of the Swift-Hohenberg equation $`_tu=\left(1+_x^2\right)^2u+\epsilon ^2uu^3`$. These are traveling waves which leave in their wake a periodic pattern in the laboratory frame. Using renormalization techniques and a decomposition into Bloch waves, we show the non-linear stability of these solutions. It turns out that this problem is closely related to the question of stability of the trivial solution for the model problem $`_tu(x,t)=_x^2u(x,t)+\left(1+\mathrm{tanh}\left(xct\right)\right)u(x,t)+u(x,t)^p`$ with $`p>3`$. In particular, we show that the instability of the perturbation ahead of the front is entirely compensated by a diffusive stabilization which sets in once the perturbation has hit the bulk behind the front.
Contents.
$`\mathrm{}`$statement : Statement of the problem
Part I. A simplified problem
$`\mathrm{}`$Introduction : The model equation
$`\mathrm{}`$FS : Function spaces and Fourier transform
$`\mathrm{}`$linear : The linear simplified problem
$`\mathrm{}`$Renormalization : The renormalization approach for the simplified problem
$`\mathrm{}`$Scaled : The scaled linear problem
$`\mathrm{}`$apriori : An a priori bound on the non-linear problem
$`\mathrm{}`$IP0 : The iteration process
Part II. The Swift-Hohenberg equation
$`\mathrm{}`$Bloch waves : Bloch waves
$`\mathrm{}`$fulllin : The linearized problem
$`\mathrm{}`$unweightsh : The unweighted representation
$`\mathrm{}`$weightsh : The weighted representation
$`\mathrm{}`$renorm : The renormalization process for the full problem
$`\mathrm{}`$Scaledsh : The scaled linear problem
$`\mathrm{}`$nonltermsh : The scaled non-linear terms
$`\mathrm{}`$integral : Bounds on the integrals
$`\mathrm{}`$scaleinisec : Bounds on the initial condition
$`\mathrm{}`$apriorish : A priori bounds on the non-linear problem
$`\mathrm{}`$IP : The iteration process
1. Statement of the problem We consider the Swift-Hohenberg equation
$$_tu=(1+_x^2)^2u+\epsilon ^2uu^3,$$
$`(1.1)`$
with $`u(x,t)๐`$, $`x๐`$, $`t0`$ and $`0<\epsilon 1`$ a small bifurcation parameter. It has been shown some time ago that a 2-parameter family of (small) spatially periodic solutions exists which are independent of $`t`$. These solutions correspond to a periodic pattern which exists in the laboratory frame. These solutions are of the form
$$U_{q,a}(x)=A_q\mathrm{cos}\left((1+\epsilon q)x+a\right)+๐ช(\epsilon ^2),$$
which bifurcate from the solution $`u0`$. Here,
$$A_q=\mathrm{\hspace{0.17em}2}\epsilon (14q^2)^{1/2}.$$
It is furthermore well-known and proved in \[CE90a\] that these solutions are marginally stable for $`4|q|^2\frac{1}{3}`$, the so-called Eckhaus stability range (\[Eck65\]), and that the spectrum of the linearization about these solutions is all of $`๐^{}`$. Finally, after a long time it was shown in \[Schn96\] that these solutions are also non-linearly stable, and this proof was the presented in a slightly different form in \[EWW97\].
In another direction, in earlier work of \[CE86\] and \[EW91\] traveling wave solutions of a special kind leaving a fixed pattern in the laboratory space were shown to exist, and their linear stability was studied in \[CE87\]. Our present paper is concerned with a first proof of the non-linear stability of these traveling solutions.
We first describe the traveling solutions. One way to view them is to write
$$U_{q,a}(x)=\frac{1}{2}\underset{n2๐+1}{}A_{q,n}e^{in((1+\epsilon q)x+a)},$$
where $`A_{q,1}=A_q`$ as defined above and $`A_{q,n}=\overline{A}_{q,n}`$, with $`\overline{x}`$ the complex conjugate of $`x`$. Here, the $`A_{q,n}`$ are in fact $`๐ช(\epsilon ^{|n|})`$, and furthermore $`U_{q,a}`$ extends to an analytic function. The modulated front solutions are then of the form
$$u(x,t)=F_{c,q,a}(xct,x),$$
with
$$F_{c,q,a}(\xi ,x)=\frac{1}{2}\underset{n2๐+1}{}W_{c,q,n}(\xi )e^{in((1+\epsilon q)x+a)}.$$
$`(1.2)`$
Note that these are not classical traveling waves of the form $`u(xct)`$, and note furthermore that $`F_{c,q,a}`$ is periodic in its second argument (with period $`2\pi /(1+\epsilon q)`$). The modulated front solutions satisfy \[CE86, EW91\], when $`c>0`$:
$$\underset{\xi \mathrm{}}{lim}W_{c,q,n}(\xi )=A_{q,n},\underset{\xi \mathrm{}}{lim}W_{c,q,n}(\xi )=\mathrm{\hspace{0.17em}0}.$$
These modulated front solutions are constructed with the help of a center manifold reduction, where all $`W_{c,q,n}`$ are determined by the central modes $`W_{c,q,\pm 1}`$. In the reduced four-dimensional system for $`W_{c,q,\pm 1}=W_{c,q,\pm 1}(\xi )`$ there is a heteroclinic connection lying in the intersection of a four-dimensional stable manifold of the origin and a two-dimensional unstable manifold of an equilibrium corresponding to $`U_{q,a}`$. Since this is a very robust situation these solutions can be constructed by some perturbation analysis from the ones for $`q=0`$. For small $`\epsilon `$ and $`q=0`$ the solution $`W_{c,0,1}`$ of the amplitude equation on the center manifold is close to the real-valued front solution $`W_{c,0,1}(\xi )=\epsilon B(\epsilon \xi )=\epsilon B(\zeta )`$ of the equation
$$4_\zeta ^2B+c_B_\zeta B+B3B|B|^2=\mathrm{\hspace{0.17em}0},$$
connecting $`W_{c,0,1}=0`$ at $`\zeta =+\mathrm{}`$ with $`W_{c,0,1}=A_0`$ at $`\zeta =\mathrm{}`$. The constant $`c_B`$ is given by $`c_B=\epsilon ^1c=๐ช(1)`$. Our paper deals with the question: Under which conditions does the solution of (1.1) with initial data $`F_{c,q,a}(x,x)+v(x)`$ converge to $`F_{c,q,a}(xct,x)`$ as $`t\mathrm{}`$?
We will show our results for the case $`q=0`$ and $`a=0`$ only, to keep the notation on a reasonable level. The extension to arbitrary $`a`$ is trivial by translating the origin, while the extension to arbitrary $`q`$ satisfying $`4|q|^2<\frac{1}{3}`$ necessitates some notational work and leads to bounds which depend on $`q`$. Thus, we will write the periodic solution as
$$U_{}(x)=A\mathrm{cos}x+๐ช(\epsilon ^2),$$
$`(1.3)`$
with $`A=2\epsilon `$, and the modulated front (moving with speed $`c=๐ช(\epsilon )`$) as
$$F_c(\xi ,x)=\frac{1}{2}\underset{n2๐+1}{}W_c(\xi )e^{inx}.$$
We describe next the nature of the stability problem. Consider an initial condition $`u_0(x)=F_c(x,x)+v_0(x)`$, and let $`u(x,t)`$ denote the solution of (1.1) with that initial condition. Since $`F_c`$ solves (1.1), we find for the evolution of $`v(x,t)u(x,t)F_c(xct,x)`$:
$$_tv(x,t)=\left(Lv\right)(x,t)3F_c(xct,x)^2v(x,t)3F_c(xct,x)v(x,t)^2v(x,t)^3.$$
$`(1.4)`$
Here, $`L=(1+_x^2)^2+\epsilon ^2`$. We define the translation operator $`\tau _{ct}`$ by $`(\tau _{ct}f)(x)=f(xct,x)`$, so that (1.4) can be written as
$$_tv=Lv3(\tau _{ct}F_c)^2v3(\tau _{ct}F_c)v^2v^3.$$
$`(1.5)`$
Introduce now $`K_{ct}`$ (the difference between the modulated front and the periodic solution) by
$$K_{ct}(x)=\left(\tau _{ct}F_c\right)(x)U_{}(x)=F_c(xct,x)U_{}(x).$$
$`(1.6)`$
Note that $`K_{ct}(x)`$ vanishes as $`x\mathrm{}`$, and approaches $`U_{}(x)`$ as $`x\mathrm{}`$. With these notations we can rewrite (1.5) as
$$\begin{array}{cc}\hfill _tv& =Lv3U_{}^2v6U_{}K_{ct}v3K_{ct}^2v3U_{}v^2v^33K_{ct}v^2\hfill \\ & =v+_๐ขv+๐ฉ(v)+๐ฉ_๐ข(v),\hfill \end{array}$$
$`(1.7)`$
where
$$\begin{array}{cc}\hfill v& =Lv3U_{}^2v,\hfill \\ \hfill _๐ขv& =6U_{}K_{ct}v3K_{ct}^2v,\hfill \\ \hfill ๐ฉ(v)& =3U_{}v^2v^3,\hfill \\ \hfill ๐ฉ_๐ข(v)& =3K_{ct}v^2.\hfill \end{array}$$
$`(1.8)`$
The variables with index $`๐ข`$ vanish with some exponential rate for fixed $`x๐`$ in the laboratory frame. They will be seen to be exponentially โโirrelevantโโ in terms of a renormalization group analysis. In order to explain this renormalization problem, we will study, in the next section the model problem
$$_tu(x,t)=_x^2u(x,t)+a(xct)u(x,t)+u(x,t)^p,$$
with $`a(\xi )=\frac{1}{2}(1+\mathrm{tanh}\xi )`$, and $`p>3`$. This problem is nice in its own right. The similitude will come from the correspondence of $``$ with $`_x^2`$, and of $`_๐ขv`$ with the term $`a(xct)u(x,t)`$. Indeed:
$``$the first term will be seen to be diffusive in the laboratory frame,
$``$the second term will be seen to be irrelevant in the laboratory frame, but the first together with the second term will be exponentially damping in a suitable space of exponentially decaying functions in a frame moving with a speed close to $`c`$.
As in previous work \[Sa77, BK94, Ga94, EW94\] our analysis will be based on an interplay of estimates obtained in these two topologies.
Our main results are stated in $`\mathrm{}`$main1 for the simplified problem and in $`\mathrm{}`$main2 for the Swift-Hohenberg problem. We not only show convergence to the front, but give also precise first order estimates in both cases. As far as possible, the treatment of the two problems is done in analogous fashion, so that the reader who has followed the proof of the simplified problem should have no difficulty in reading the proof for the full, more complicated, problem. Remark. An ideal treatment of this problem would necessitate a norm in a frame moving with the same speed as the front. Such a space is needed to study the stability of so-called critical fronts (moving at the minimal possible speed where they are linearly stable). Achieving this aim seems to be a necessary step in solving the long-standing problem of โโfront selectionโโ \[DL83\], in a case where the maximum principle \[AW78\] is not available. Remark. The method also applies to more complicated systems, like hydrodynamic stability problems. A typical example are the fronts connecting the Taylor vortices with the Couette flow in the Taylor-Couette problem. These fronts have been constructed in \[HS99\]. The stability of the spatially periodic Taylor vortices has been shown in \[Schn98\].
Notation. Throughout this paper many different constants are denoted with the same symbol $`C`$.
Acknowledgements. Guido Schneider would like to thank for the kind hospitality at the Physics Department of the University of Geneva. This work is partially supported by the Fonds National Suisse. The work of Guido Schneider is partially supported by the Deutsche Forschungsgemeinschaft DFG under the grant Mi459/2--3.
Part I. A simplified problem
2. The model equation Let
$$a(\xi )=\frac{1}{2}(1+\mathrm{tanh}\xi ).$$
$`(2.1)`$
We want to study the equation
$$_tu(x,t)=_x^2u(x,t)+a(xct)u(x,t)+u(x,t)^p,$$
$`(2.2)`$
with $`c>0`$ and $`p>3`$. For notational simplicity we assume $`p๐`$.
To understand the dynamics of (2.2) it might be useful to consider the following simplified problem
$$_tv(x,t)=_x^2v(x,t)+\vartheta (xct)v(x,t),$$
$`(2.3)`$
where $`\vartheta (z)=1`$ when $`z>0`$ and $`\vartheta (z)=0`$ when $`z<0`$. If we go to the moving frame $`\xi =xct`$ and let $`w(\xi ,t)=v(xct,t)`$, then the equation for $`w`$ becomes
$$_tw(\xi ,t)=_\xi ^2w(\xi ,t)+c_\xi w(\xi ,t)+\vartheta (\xi )w(\xi ,t).$$
$`(2.4)`$
For $`x>0`$, we have $`\vartheta (x)=1`$ and hence the corresponding characteristic polynomial for (2.4) (in momentum space) is
$$k^2+ick+1,$$
while for $`x<0`$, we have $`\vartheta (x)=0`$ with its corresponding polynomial
$$k^2+ick.$$
Thus, we expect the solution to be exponentially unstable ahead of the front, i.e., for $`x>0`$, and diffusively stable behind the front. If we consider an initial condition $`v_0(\xi )`$ localized near $`\xi =\xi _0>0`$, and of amplitude $`A`$, then we expect the amplitude to grow like $`e^tA`$ until $`t=t_{}=\xi _0/c`$, when this perturbation โโhitsโโ the back of the front (in the moving frame), or, in other words, when the back of the front hits the perturbation (in the laboratory frame). Thus, the perturbation does not grow larger than $`Ae^{\xi _0/c}`$. We use this in the following way. Assume that the amplitude at $`\xi >0`$ is bounded by $`Ae^{\beta \xi }`$. Then, ignoring diffusion, we find that the contribution to the amplitude at the origin at time $`t=\xi _0/c`$ is bounded by
$$_0^{\xi _0}๐\xi Ae^{\xi (1\beta c)/c}.$$
Clearly, if $`\beta c>1`$, the initial perturbations are sufficiently small for the total effect at the origin (in the moving frame) to be small.
Once this has happened, a second epoch starts where the perturbation is behind the front. Then, due to the diffusive behavior, the amplitude will go down as
$$\frac{C}{(tt_{}+1)^{1/2}}.$$
These considerations will be used in the choice of topology below.
2.1. Function spaces and Fourier transform We start the precise analysis and will work in Fourier space and revert to the $`x`$-variables only at the end of the discussion. We define the Fourier transform by
$$\left(f\right)(k)=\frac{1}{2\pi }๐xf(x)e^{ikx}.$$
Notation. If $`f`$ denotes a function, then $`\stackrel{~}{f}`$ is defined by $`\stackrel{~}{f}=f`$, and if $`๐`$ is an operator, then $`\stackrel{~}{๐}`$ is defined by $`\stackrel{~}{๐}=๐^1`$. We also use the notation $`\stackrel{~}{f}\stackrel{~}{g}`$ for the convolution product $`\stackrel{~}{fg}=(\stackrel{~}{f}\stackrel{~}{g})(k)=๐\mathrm{}\stackrel{~}{f}(k\mathrm{})\stackrel{~}{g}(\mathrm{})`$. Finally, $`\stackrel{~}{T}_\zeta `$ denotes the conjugate of translation:
$$(\stackrel{~}{T}_\zeta \stackrel{~}{f})(k)=e^{i\zeta k}\stackrel{~}{f}(k),$$
$`(2.5)`$
so that the Fourier transform of $`\left(T_\zeta f\right)(x)=f(x\zeta )`$ is
$$T_\zeta f=\stackrel{~}{T}_\zeta f.$$
The relation (\[Ta97\])
$$k^\alpha _k^\beta (f)(k)=(1)^\beta (_x^\alpha x^\beta f)(k)$$
motivates the introduction of the following norms: We fix a small $`\delta >0`$ and define
$$\stackrel{~}{f}_{\stackrel{~}{H}_2^{2,\delta }}=\left(\underset{j,\mathrm{}=0}{\overset{2}{}}\delta ^{2(\mathrm{}+j)}๐k|_k^j(k^{\mathrm{}}\stackrel{~}{f}(k))|^2\right)^{1/2}.$$
$`(2.6)`$
The dual norm to this is
$$f_{H_{2,\delta }^2}=\left(\underset{j,\mathrm{}=0}{\overset{2}{}}\delta ^{2(\mathrm{}+j)}๐x|_x^{\mathrm{}}f(x)|^2x^{2j}\right)^{1/2}.$$
$`(2.7)`$
Parsevalโs inequality immediately leads to:
$$f_{H_{2,\delta }^2}=f_{\stackrel{~}{H}_2^{2,\delta }},$$
and, for some constant $`C`$ independent of $`1\delta >0`$,
$$\begin{array}{cc}\hfill fg_{H_{2,\delta }^2}& Cf_{H_{2,\delta }^2}g_{H_{2,\delta }^2},\hfill \\ \hfill \stackrel{~}{f}\stackrel{~}{g}_{\stackrel{~}{H}_2^{2,\delta }}& C\stackrel{~}{f}_{\stackrel{~}{H}_2^{2,\delta }}\stackrel{~}{g}_{\stackrel{~}{H}_2^{2,\delta }}.\hfill \end{array}$$
$`(2.8)`$
Finally, we shall also need the inequality
$$\stackrel{~}{f}\stackrel{~}{g}_{\stackrel{~}{H}_2^{2,\delta }}f_{๐_{b,\delta }^2}\stackrel{~}{g}_{\stackrel{~}{H}_2^{2,\delta }},$$
$`(2.9)`$
where
$$f_{๐_{b,\delta }^2}=\underset{j=0}{\overset{2}{}}\delta ^j\underset{x๐}{sup}|_x^jf(x)|.$$
$`(2.10)`$
This follows from
$$\stackrel{~}{f}\stackrel{~}{g}_{\stackrel{~}{H}_2^{2,\delta }}=fg_{H_{2,\delta }^2}f_{๐_{b,\delta }^2}g_{H_{2,\delta }^2}=f_{๐_{b,\delta }^2}\stackrel{~}{g}_{\stackrel{~}{H}_2^{2,\delta }},$$
where the inequality above is a direct consequence of the definition of $`\stackrel{~}{H}_2^{2,\delta }`$. Notation. In the sequel, we will always write $``$ instead of $`_{\stackrel{~}{H}_2^{2,\delta }}`$. Thus this is our default norm.
We define the map $`๐ฒ_{\beta ,\widehat{c}t}`$ by
$$(๐ฒ_{\beta ,\widehat{c}t}f)(\xi )=f(\xi +\widehat{c}t)e^{\beta \xi },$$
$`(2.11)`$
where $`\beta (0,\beta _{})`$ and $`\widehat{c}(0,c)`$ will be fixed later. The Fourier conjugate of this operator then satisfies
$$\left(\stackrel{~}{๐ฒ}_{\beta ,\widehat{c}t}\stackrel{~}{f}\right)(k)\left(๐ฒ_{\beta ,\widehat{c}t}^1\stackrel{~}{f}\right)(k)=e^{i(k+i\beta )\widehat{c}t}\stackrel{~}{f}(k+i\beta ),$$
$`(2.12)`$
as one sees from the following equalities:
$$\begin{array}{cc}\hfill 2\pi (\stackrel{~}{๐ฒ}_{\beta ,\widehat{c}t}\stackrel{~}{f})(k)& =๐\xi e^{ik\xi }\left(๐ฒ_{\beta ,\widehat{c}t}f\right)(\xi )\hfill \\ & =๐\xi e^{ik\xi }f(\xi +\widehat{c}t)e^{\beta \xi }\hfill \\ & =๐\xi e^{i(k+i\beta )\xi }f(\xi +\widehat{c}t)\hfill \\ & =๐\xi e^{i(k+i\beta )(\xi \widehat{c}t)}f(\xi )\hfill \\ & =\mathrm{\hspace{0.17em}2}\pi e^{i(k+i\beta )\widehat{c}t}\stackrel{~}{f}(k+i\beta ).\hfill \end{array}$$
This calculation also shows that if $`f(\xi )e^{\beta _{}\xi }H_{2,\delta }^2`$ for $`f๐_{b,\delta }^2`$, then $`\stackrel{~}{๐ฒ}_{\beta ,\widehat{c}t}\stackrel{~}{f}`$ extends to an analytic function in $`\{0>Imk>\beta _{}\}`$ and $`(\stackrel{~}{๐ฒ}_{\beta ,\widehat{c}t}\stackrel{~}{f})(i\beta )\stackrel{~}{H}_2^{2,\delta }`$ for all $`\beta [0,\beta _{})`$. Remark. Since the norms for different $`\delta `$ are equivalent, all theorems throughout this paper can also be formulated in a version with $`\delta =1`$.
3. The linear simplified problem In this section we study the linearization of equation (2.2):
$$_tU(x,t)=_x^2U(x,t)+a(xct)U(x,t).$$
$`(3.1)`$
The function $`a`$ is given as
$$a(\xi )=\frac{1}{2}(1+\mathrm{tanh}\xi ),$$
$`(3.2)`$
but our methods will work for many other functions. The crucial property we need is the existence of a $`\beta _{}>0`$ such that $`a(\xi )e^{\beta \xi }`$ satisfies
$$\xi a(\xi )e^{\beta \xi }_{H_{2,\delta }^2}C,$$
$`(3.3)`$
for all $`\beta (0,\beta _{})`$. For the case of (3.2) we can take $`\beta _{}=2`$. The Fourier transform $`\stackrel{~}{a}`$ of $`a`$ is therefore a tempered distribution which is the boundary value of a function (again called $`\stackrel{~}{a}`$) which is analytic in the strip $`\{z|0>Imz>\beta _{}\}`$. Furthermore, there is a $`K`$ such that, for all $`\delta (0,1]`$,
$$a_{๐_{b,\delta }^2}\mathrm{\hspace{0.17em}1}+K\delta ,$$
$`(3.4)`$
since
$$\underset{x๐}{sup}|a(x)|\mathrm{\hspace{0.17em}1}.$$
$`(3.5)`$
The bound (3.5) will be tacitly used later.
The next proposition describes how solutions of (3.1) tend to 0 as $`t\mathrm{}`$. We write $`U_t(x)`$ for $`U(x,t)`$ and use similar notation for other functions of space and time.
Proposition 3.1. Assume that there are a $`\beta `$ and a $`\widehat{c}(0,c)`$ such that $`\beta ^2\beta \widehat{c}+12\gamma <0`$. Then there exists a $`\delta (0,1]`$ such that the following holds. Assume that $`U_0H_{2,\delta }^2`$ and that $`W_0(\xi )=\left(๐ฒ_{\beta ,0}U_0\right)(\xi )=U_0(\xi )e^{\beta \xi }H_{2,\delta }^2`$. (These conditions are independent of $`\delta >0`$.) Then the solution $`U_t(x)=U(x,t)`$ of (3.1) with initial data $`U_0`$ exists for all $`t>0`$ and with $`\stackrel{~}{\psi }(k)=e^{k^2}`$ the rescaled solution $`\stackrel{~}{V}(k,t)=\stackrel{~}{U}(kt^{1/2},t)`$ satisfies
$$\stackrel{~}{V}_t\stackrel{~}{U}_0(0)\stackrel{~}{\psi }_{\stackrel{~}{H}_2^{2,\delta }}\frac{C}{(1+t)^{1/2}}\stackrel{~}{U}_0_{\stackrel{~}{H}_2^{2,\delta }}.$$
$`(3.6)`$
The function $`\stackrel{~}{W}_t=\stackrel{~}{๐ฒ}_{\beta ,\widehat{c}t}\stackrel{~}{U}_t`$ satisfies
$$\stackrel{~}{W}_t_{\stackrel{~}{H}_2^{2,\delta }}Ce^{3\gamma t/2}\stackrel{~}{W}_0_{\stackrel{~}{H}_2^{2,\delta }}.$$
$`(3.7)`$
The constant $`C`$ does not depend on $`U_0`$.
Remark. Note that it is optimal to choose $`\widehat{c}`$ arbitrarily close to $`c`$.
Proof. First of all, we rewrite the equation (3.1) for $`U_t`$ in terms of $`\stackrel{~}{U}_t`$ and $`\stackrel{~}{W}_t`$: The equation for $`W_t=๐ฒ_{\beta ,\widehat{c}t}U_t`$ is
$$\begin{array}{cc}\hfill _tW(\xi ,t)& =_\xi ^2W(\xi ,t)+(\widehat{c}2\beta )_\xi W(\xi ,t)\hfill \\ & +a(\xi (c\widehat{c})t)W(\xi ,t)+(\beta ^2\beta \widehat{c})W(\xi ,t).\hfill \end{array}$$
$`(3.8)`$
Taking Fourier transforms, we then find, omitting the argument $`k`$ and using the notation of (2.5):
$$\begin{array}{ccc}\hfill _t\stackrel{~}{U}_t& =k^2\stackrel{~}{U}_t+(\stackrel{~}{T}_{ct}\stackrel{~}{a})\stackrel{~}{U}_t,\hfill & (3.9)\hfill \\ \hfill _t\stackrel{~}{W}_t& =\left(\beta ^2\beta \widehat{c}k^2+ik(\widehat{c}2\beta )\right)\stackrel{~}{W}_t+(\stackrel{~}{T}_{(c\widehat{c})t}\stackrel{~}{a})\stackrel{~}{W}_t.\hfill & (3.10)\hfill \end{array}$$
It is at this point that the simultaneous choice of two representations for the solution and their associated topologies is crucial.
We first show that $`\stackrel{~}{W}_t`$ converges to 0, i.e., we show (3.7). We find from (2.9):
$$(\stackrel{~}{T}_\zeta \stackrel{~}{a})\stackrel{~}{f}a(\zeta )_{๐_{b,\delta }^2}\stackrel{~}{f}=a_{๐_{b,\delta }^2}\stackrel{~}{f}.$$
$`(3.11)`$
Therefore, (3.4) implies
$$(\stackrel{~}{T}_{(c\widehat{c})t}\stackrel{~}{a})\stackrel{~}{W}_t(1+K\delta )\stackrel{~}{W}_t,$$
and we get from (3.10) the bound
$$\frac{1}{2}_t\stackrel{~}{W}_t^2(\beta ^2\beta \widehat{c}+1+K\delta +K_1\delta )\stackrel{~}{W}_t^2,$$
for a constant $`K_1`$ independent of $`\delta (0,1]`$. The term $`K_1\delta `$ comes from the derivatives in the norm $`_{\stackrel{~}{H}_2^{2,\delta }}`$. We choose $`\delta >0`$ so small that
$$\beta ^2\beta \widehat{c}+1+(K+K_1)\delta 3\gamma /2.$$
Integrating over $`t`$ we get from the choice of $`\beta `$, $`\delta `$, and $`\widehat{c}`$:
$$\stackrel{~}{W}_te^{3\gamma t/2}\stackrel{~}{W}_0.$$
$`(3.12)`$
Thus, we have shown Eq.(3.7).
Next, we study $`\stackrel{~}{U}`$. From (2.12) and deforming the contour of integration, we get
$$\begin{array}{cc}\hfill \left(\left(\stackrel{~}{T}_\zeta \stackrel{~}{a}\right)\stackrel{~}{f}\right)(k)& =๐\mathrm{}e^{i\zeta (k\mathrm{})}\stackrel{~}{a}(k\mathrm{})\stackrel{~}{f}(\mathrm{})\hfill \\ & =๐\mathrm{}e^{i\zeta (k\mathrm{})}\stackrel{~}{a}(k\mathrm{})\left(\stackrel{~}{๐ฒ}_{\beta ,\widehat{c}t}\stackrel{~}{f}\right)(\mathrm{}i\beta )e^{i\mathrm{}\widehat{c}t}\hfill \\ & =๐\mathrm{}e^{i\zeta (k\mathrm{}i\beta )}\stackrel{~}{a}(k\mathrm{}i\beta )\left(\stackrel{~}{๐ฒ}_{\beta ,\widehat{c}t}\stackrel{~}{f}\right)(\mathrm{})e^{i(\mathrm{}+i\beta )\widehat{c}t}\hfill \\ & =e^{\beta (\zeta \widehat{c}t)}๐\mathrm{}e^{i\zeta (k\mathrm{})}\stackrel{~}{a}(k\mathrm{}i\beta )\left(\stackrel{~}{๐ฒ}_{\beta ,\widehat{c}t}\stackrel{~}{f}\right)(\mathrm{})e^{i\mathrm{}\widehat{c}t}.\hfill \end{array}$$
$`(3.13)`$
Let $`\stackrel{~}{h}(k)=e^{ictk}\stackrel{~}{a}(ki\beta )`$ and $`\stackrel{~}{g}(k)=e^{ik\widehat{c}t}\left(\stackrel{~}{๐ฒ}_{\beta ,\widehat{c}t}\stackrel{~}{U}_t\right)(k)=e^{ik\widehat{c}t}\stackrel{~}{W}_t(k)`$. Then (3.13) implies
$$\left(\stackrel{~}{T}_{ct}\stackrel{~}{a}\right)\stackrel{~}{U}_t=e^{\beta (c\widehat{c})t}\stackrel{~}{h}\stackrel{~}{g}.$$
From this we conclude that
$$\begin{array}{cc}\hfill \left(\stackrel{~}{T}_{ct}\stackrel{~}{a}\right)\stackrel{~}{U}_t& =e^{\beta (c\widehat{c})t}\stackrel{~}{h}\stackrel{~}{g}\hfill \\ & e^{\beta (c\widehat{c})t}\stackrel{~}{h}\stackrel{~}{g}\hfill \\ & C(1+tc)^2(1+t\widehat{c})^2e^{\beta (c\widehat{c})t}\stackrel{~}{W}_t.\hfill \end{array}$$
$`(3.14)`$
On the other hand, from (3.7) we know that $`\stackrel{~}{W}_t`$ stays bounded (it actually decays exponentially), and thus the evolution equation for $`\stackrel{~}{U}_t`$ is of the form
$$_t\stackrel{~}{U}_t(k)=k^2\stackrel{~}{U}_t(k)+\stackrel{~}{h}(k,t)(1+tc)^2(1+t\widehat{c})^2e^{\beta (c\widehat{c})t},$$
with $`\stackrel{~}{h}(,t)`$ uniformly bounded in $`t`$. Since, by construction, $`\widehat{c}<c`$, we conclude that (3.6) holds, using well-known arguments which will be made explicit in the proof of $`\mathrm{}`$main1. The proof of Proposition 3.1 is complete.
4. The renormalization approach for the simplified problem We consider now the non-linear problem (2.2) and its related version for $`\stackrel{~}{w}_t=\stackrel{~}{๐ฒ}_{\beta ,\widehat{c}t}\stackrel{~}{u}_t=๐ฒ_{\beta ,\widehat{c}t}u_t`$ in Fourier space. It takes the form
$$\begin{array}{cc}\hfill _t\stackrel{~}{u}_t& =k^2\stackrel{~}{u}_t+(\stackrel{~}{T}_{ct}\stackrel{~}{a})\stackrel{~}{u}_t+\stackrel{~}{u}_t^p,\hfill \\ \hfill _t\stackrel{~}{w}_t& =\left(\beta ^2\beta \widehat{c}k^2+ik(\widehat{c}2\beta )\right)\stackrel{~}{w}_t+(\stackrel{~}{T}_{(c\widehat{c})t}\stackrel{~}{a})\stackrel{~}{w}_t+\stackrel{~}{u}_t^{(p1)}\stackrel{~}{w}_t.\hfill \end{array}$$
$`(4.1)`$
Let $`M_\beta `$ be the operator of multiplication: $`(M_\beta f)(x)=e^{\beta x}f(x)`$. Choose the constants $`\widehat{c}`$, and $`\beta `$ such that they satisfy as before
$$0>2\gamma =\beta ^2\beta \widehat{c}+1,$$
and fix them henceforth. Our main result for the simplified problem is:
Theorem 4.1. There are positive constants $`R`$, $`C`$ and $`\delta (0,1]`$ such that the following holds: Assume $`u_0_{H_{2,\delta }^2}+M_\beta u_0_{H_{2,\delta }^2}R`$. Then the solution $`u_t`$ of (2.2) with initial condition $`u_0`$ converges to a Gaussian in the sense that there is a constant $`A_{}=A_{}(u_0)`$ such that with $`\stackrel{~}{\psi }(k)=e^{k^2}`$ the rescaled solution $`\stackrel{~}{v}(k,t)=\stackrel{~}{u}(kt^{1/2},t)`$ satisfies
$$\stackrel{~}{v}_tA_{}\stackrel{~}{\psi }_{\stackrel{~}{H}_2^{2,\delta }}\frac{CR}{(t+1)^{1/2}}.$$
$`(4.2)`$
Furthermore,
$$\stackrel{~}{w}_t_{\stackrel{~}{H}_2^{2,\delta }}=๐ฒ_{\beta ,\widehat{c}t}u_t_{\stackrel{~}{H}_2^{2,\delta }}CRe^{\gamma t}.$$
We shall use the renormalization technique of \[BK92\] to show that $`\stackrel{~}{u}_t`$ and $`\stackrel{~}{w}_t`$ behave (as $`t\mathrm{}`$) essentially in the same way as their linear counterparts $`\stackrel{~}{U}_t`$ and $`\stackrel{~}{W}_t`$ from the previous section. This technique consists, see \[CEE92\], in pushing forward the solution for some time and then rescaling it. This process makes the effective non-linearity smaller at each step, so that in the end the convergence properties of the linearized problem are obtained.
We fix $`0<\sigma 1`$ and introduce:
$$\begin{array}{cc}\hfill \left(\stackrel{~}{}\stackrel{~}{f}\right)(\varkappa )& =\stackrel{~}{f}(\sigma \varkappa ).\hfill \end{array}$$
$`(4.3)`$
This is again a linear change of coordinates in function space. Note that
$$\begin{array}{cc}\hfill \left(\stackrel{~}{}(\stackrel{~}{f}\stackrel{~}{g})\right)(\varkappa )& =๐\varkappa ^{}\stackrel{~}{f}(\sigma \varkappa \varkappa ^{})\stackrel{~}{g}(\varkappa ^{})\hfill \\ & =\sigma d(\sigma ^1\varkappa ^{})\stackrel{~}{f}(\sigma \varkappa \sigma \sigma ^1\varkappa ^{})\stackrel{~}{g}(\sigma \sigma ^1\varkappa ^{})\hfill \\ & =\sigma \left((\stackrel{~}{}\stackrel{~}{f})(\stackrel{~}{}\stackrel{~}{g})\right)(\varkappa ).\hfill \end{array}$$
$`(4.4)`$
Furthermore,
$$\left(\stackrel{~}{}(\stackrel{~}{T}_\zeta \stackrel{~}{a})\right)(\varkappa )=e^{i\zeta \sigma \varkappa }\stackrel{~}{a}(\sigma \varkappa )=\left(\stackrel{~}{T}_{\sigma \zeta }(\stackrel{~}{}\stackrel{~}{a})\right)(\varkappa ),$$
and therefore we have
$$\stackrel{~}{}\left((\stackrel{~}{T}_\zeta \stackrel{~}{a})\stackrel{~}{f}\right)=\sigma (\stackrel{~}{T}_{\sigma \zeta }\stackrel{~}{}\stackrel{~}{a})(\stackrel{~}{}\stackrel{~}{f}).$$
$`(4.5)`$
We next define
$$\begin{array}{cc}\hfill \stackrel{~}{u}_{n,\tau }(\varkappa )& =\left(\stackrel{~}{}^n\stackrel{~}{u}\right)(\varkappa ,\sigma ^{2n}\tau )=\stackrel{~}{u}(\sigma ^n\varkappa ,\sigma ^{2n}\tau ),\hfill \\ \hfill \stackrel{~}{w}_{n,\tau }(\varkappa )& =e^{\gamma \sigma ^{2n}\tau }\left(\stackrel{~}{}^n\stackrel{~}{w}\right)(\varkappa ,\sigma ^{2n}\tau )=e^{\gamma \sigma ^{2n}\tau }\stackrel{~}{w}(\sigma ^n\varkappa ,\sigma ^{2n}\tau ),\hfill \end{array}$$
so that this corresponds to an additional rescaling of the time axis. Note that
$$\stackrel{~}{w}_{n,\sigma ^2}(\varkappa )=e^{\gamma \sigma ^{2n}\sigma ^2}\stackrel{~}{w}(\sigma ^n\varkappa ,\sigma ^{2n}\sigma ^2)=\stackrel{~}{w}_{n1,1}(\sigma ^n\varkappa ).$$
We also let $`\stackrel{~}{a}_n=\stackrel{~}{}^n\stackrel{~}{a}`$. From (4.4), (4.5), and $`_\tau =\sigma ^{2n}_t`$ we find easily that (4.1) transforms to the system (omitting the argument $`\varkappa `$):
$$\begin{array}{ccc}\hfill _\tau \stackrel{~}{u}_{n,\tau }& =\varkappa ^2\stackrel{~}{u}_{n,\tau }+\sigma ^n(\stackrel{~}{T}_{c\sigma ^n\tau }\stackrel{~}{a}_n)\stackrel{~}{u}_{n,\tau }+\sigma ^{n(p3)}\stackrel{~}{u}_{n,\tau }^p,\hfill & (4.6)\hfill \\ \hfill _\tau \stackrel{~}{w}_{n,\tau }& =\left((\beta ^2\beta \widehat{c}+\gamma )\sigma ^{2n}\varkappa ^2+i\varkappa (\widehat{c}2\beta )\sigma ^n\right)\stackrel{~}{w}_{n,\tau }\hfill & (4.7)\hfill \\ & +\sigma ^n(\stackrel{~}{T}_{(c\widehat{c})\sigma ^n\tau }\stackrel{~}{a}_n)\stackrel{~}{w}_{n,\tau }+\sigma ^{n(p3)}\stackrel{~}{u}_{n,\tau }^{(p1)}\stackrel{~}{w}_{n,\tau }.\hfill & \end{array}$$
We see that under these rescalings the coefficients of the non-linear terms go to 0 as $`n\mathrm{}`$. We will now put this observation into more mathematical form.
The equation (4.1) is of the form $`_tX_t=L\left(X_t\right)+๐ฉ\left(X_t\right)`$, where $`L`$ contains the linear parts with the exception of those depending on $`\stackrel{~}{a}_n`$ and $`๐ฉ`$ denotes the other terms. We can write the solution as
$$X_t=e^{(tt_0)L}X_{t_0}+_{t_0}^t๐se^{(ts)L}๐ฉ(X_s).$$
Going to the rescaled variables $`X_{n,\tau }`$, and taking $`t_0=\sigma ^{2(n1)}`$ and $`t=\sigma ^{2n}\tau `$, we can express this (for the $`\stackrel{~}{u}`$) as follows. The equation (4.6) leads to
$$\begin{array}{cc}\hfill \stackrel{~}{u}_{n,\tau }(\varkappa )& =e^{\varkappa ^2(\tau \sigma ^2)}\stackrel{~}{u}_{n,\sigma ^2}(\varkappa )\hfill \\ & +_{\sigma ^2}^\tau ๐\tau ^{}e^{\varkappa ^2(\tau \tau ^{})}\left(\sigma ^n(\stackrel{~}{T}_{c\sigma ^n\tau ^{}}\stackrel{~}{a}_n)\stackrel{~}{u}_{n,\tau ^{}}+\sigma ^{n(p3)}\stackrel{~}{u}_{n,\tau ^{}}^p\right)(\varkappa ).\hfill \end{array}$$
$`(4.8)`$
Similarly, we rewrite (4.7) as
$$\begin{array}{cc}\hfill _\tau \stackrel{~}{w}_{n,\tau }& =\stackrel{~}{G}_{n,\tau }\stackrel{~}{w}_{n,\tau }+\sigma ^{n(p3)}\left(\stackrel{~}{u}_{n,\tau }^{(p1)}\stackrel{~}{w}_{n,\tau }\right),\hfill \end{array}$$
where $`\stackrel{~}{G}_{n,\tau }`$ is defined, cf. (4.7), by
$$\left(\stackrel{~}{G}_{n,\tau }\stackrel{~}{f}\right)(\varkappa )=\left((\beta ^2\beta \widehat{c}+\gamma )\sigma ^{2n}\varkappa ^2+i\varkappa (\widehat{c}2\beta )\sigma ^n\right)\stackrel{~}{f}(\varkappa )+\sigma ^n\left((\stackrel{~}{T}_{(c\widehat{c})\sigma ^n\tau }\stackrel{~}{a}_n)\stackrel{~}{f}\right)(\varkappa ).$$
The solution of the linear evolution equation $`_\tau \stackrel{~}{f}_{n,\tau }=\stackrel{~}{G}_{n,\tau }\stackrel{~}{f}_{n,\tau }`$ is nothing but (3.10) in a new coordinate system. We write the solution as $`\stackrel{~}{f}_{n,\tau }=\stackrel{~}{S}_{n,\tau ,\tau ^{}}\stackrel{~}{f}_{n,\tau ^{}}`$. Then, in analogy to (4.8) we get
$$\stackrel{~}{w}_{n,\tau }(\varkappa )=\left(\stackrel{~}{S}_{n,\tau ,\sigma ^2}\stackrel{~}{w}_{n,\sigma ^2}\right)(\varkappa )+\sigma ^{n(p3)}_{\sigma ^2}^\tau ๐\tau ^{}\left(\stackrel{~}{S}_{n,\tau ,\tau ^{}}\left(\stackrel{~}{u}_{n,\tau ^{}}^{(p1)}\stackrel{~}{w}_{n,\tau ^{}}\right)\right)(\varkappa ).$$
$`(4.9)`$
Remark. The proof of Theorem 4.1 is divided into several steps: In $`\mathrm{}`$Snn below, we improve first the inequalities for the exponentially damped part in scaled variables. Then in $`\mathrm{}`$apriori a priori estimates for the solutions of (4.8) and (4.9) are established. With these a priori bounds we show $`\mathrm{}`$decay. From these results, Theorem 4.1 will follow rather simply by a contraction argument.
4.1. The scaled linear problem Here, we derive the essential bounds on the influence of the term $`a(xct)u(x,t)`$ in the equation for $`\stackrel{~}{w}_t`$ under the scalings introduced above. Note first that, from definition (2.6) and (4.3), we have
$$\stackrel{~}{}\stackrel{~}{f}^2=\sigma ^1d(\sigma \varkappa )\underset{j,\mathrm{}=0}{\overset{2}{}}\delta ^2\mathrm{}\sigma ^2\mathrm{}\sigma ^{2j}|(^j\stackrel{~}{f})(\sigma \varkappa )|^2(\sigma \varkappa )^2\mathrm{}.$$
From this we conclude immediately that for $`0<\sigma <1`$:
$$\stackrel{~}{}\stackrel{~}{f}\sigma ^{5/2}\stackrel{~}{f}\text{and}\stackrel{~}{}^1\stackrel{~}{f}\sigma ^{3/2}\stackrel{~}{f}.$$
$`(4.10)`$
We next bound $`\stackrel{~}{S}_{n,\tau ,\tau ^{}}`$. Recall that we are assuming $`\beta ^2\beta \widehat{c}+1=2\gamma <0`$.
Lemma 4.2. For all $`\epsilon ^{}(0,1)`$ there exists a $`C_\epsilon ^{}>0`$ such that for $`1>\tau >\tau ^{}0`$ one has
$$\begin{array}{cc}\hfill \stackrel{~}{S}_{n,\tau ,\tau ^{}}\stackrel{~}{f}& C_\epsilon ^{}\sigma ^{\epsilon ^{}n}e^{\gamma \sigma ^{2n}(\tau \tau ^{})/2}\stackrel{~}{f},\hfill \end{array}$$
$`(4.11)`$
for all $`n๐`$.
Proof. We consider the equation $`_\tau \stackrel{~}{f}_\tau =\stackrel{~}{G}_{n,\tau }\stackrel{~}{f}_\tau `$, whose solution is $`\stackrel{~}{f}_\tau =\stackrel{~}{S}_{n,\tau ,\tau ^{}}\stackrel{~}{f}_\tau ^{}`$:
$$_\tau \stackrel{~}{f}_\tau =\stackrel{~}{\lambda }_n\stackrel{~}{f}_\tau +\sigma ^n(\stackrel{~}{T}_{(c\widehat{c})\sigma ^n\tau }\stackrel{~}{a}_n)\stackrel{~}{f}_\tau ,$$
$`(4.12)`$
where $`\stackrel{~}{\lambda }_n`$ is the operator of multiplication by
$$\stackrel{~}{\lambda }_n(\varkappa )=(\beta ^2\beta \widehat{c}+\gamma )\sigma ^{2n}\varkappa ^2+i\varkappa (\widehat{c}2\beta )\sigma ^n.$$
The variation of constant formula yields
$$\stackrel{~}{f}_\tau =e^{\lambda _n(\tau \tau ^{})}\stackrel{~}{f}_\tau ^{}+_\tau ^{}^\tau ๐se^{\lambda _n(\tau s)}\sigma ^n(\stackrel{~}{T}_{(c\widehat{c})\sigma ^ns}\stackrel{~}{a}_n)\stackrel{~}{f}_s.$$
We now introduce the norm
$$\stackrel{~}{f}_{\stackrel{~}{H}_0^{2,\delta }}^2=\underset{j=0}{\overset{2}{}}\delta ^{2j}๐k|_k^j\stackrel{~}{f}(k)|^2,$$
and its dual
$$f_{H_{2,\delta }^0}^2=\underset{j=0}{\overset{2}{}}\delta ^{2j}๐x|x^jf(x)|^2.$$
We use
$$e^{\lambda _n\tau }\stackrel{~}{f}_{\stackrel{~}{H}_0^{2,\delta }}e^{\lambda _n\tau }_{๐_{b,\delta }^2}\stackrel{~}{f}_{\stackrel{~}{H}_0^{2,\delta }},$$
and
$$\begin{array}{cc}\hfill e^{\lambda _n\tau }_{๐_{b,\delta }^2}& e^{\lambda _n\tau }_{๐_b^0}+\delta \lambda _n^{}\tau e^{\lambda _n\tau }_{๐_b^0}+\delta ^2\lambda _n^{\prime \prime }\tau e^{\lambda _n\tau }_{๐_b^0}+\delta ^2(\lambda _n^{}\tau )^2e^{\lambda _n\tau }_{๐_b^0}\hfill \\ & C_{\chi ,\delta }e^{(\beta ^2\beta \widehat{c}+\gamma +\chi )\sigma ^{2n}\tau },\hfill \end{array}$$
for every $`\chi >0`$, where the $`C_{\chi ,\delta }`$ are constants independent of $`\sigma `$ depending only on $`\chi `$ and $`\delta `$. They have the property that $`lim_{\delta 0}C_{\chi ,\delta }=1`$ for fixed $`\chi `$. We choose $`\chi =\gamma /4`$ and find
$$\begin{array}{cc}\hfill \stackrel{~}{f}_\tau _{\stackrel{~}{H}_0^{2,\delta }}& C_{\gamma /4,\delta }e^{(\beta ^2\beta \widehat{c}+5\gamma /4)\sigma ^{2n}(\tau \tau ^{})}\stackrel{~}{f}_\tau ^{}_{\stackrel{~}{H}_0^{2,\delta }}\hfill \\ & +C_{\gamma /4,\delta }_\tau ^{}^\tau ๐se^{(\beta ^2\beta \widehat{c}+5\gamma /4)\sigma ^{2n}(\tau s)}\sigma ^{2n}a_n_{๐_b^0}\stackrel{~}{f}_s_{\stackrel{~}{H}_0^{2,\delta }},\hfill \end{array}$$
since
$$\begin{array}{cc}\hfill (\stackrel{~}{T}_\zeta a_n)\stackrel{~}{f}_{\stackrel{~}{H}_0^{2,\delta }}& =\sigma ^na_n(\zeta )^1\stackrel{~}{f}_{H_{2,\delta }^0}\hfill \\ & \sigma ^na_n(\zeta )_{๐_b^0}^1\stackrel{~}{f}_{H_{2,\delta }^0}=\sigma ^na_n_{๐_b^0}\stackrel{~}{f}_{\stackrel{~}{H}_0^{2,\delta }}.\hfill \end{array}$$
Using $`a_n_{๐_b^0}=1`$ and applying Gronwallโs inequality to $`e^{(\beta ^2\beta \widehat{c}+5\gamma /4)\sigma ^{2n}\tau }\stackrel{~}{f}_\tau _{\stackrel{~}{H}_0^{2,\delta }}`$ we get
$$e^{(\beta ^2\beta \widehat{c}+5\gamma /4)\sigma ^{2n}\tau }\stackrel{~}{f}_\tau _{\stackrel{~}{H}_0^{2,\delta }}C_{\gamma /4,\delta }e^{C_{\gamma /4,\delta }\sigma ^{2n}(\tau \tau ^{})}\stackrel{~}{f}_\tau ^{}_{\stackrel{~}{H}_0^{2,\delta }},$$
or equivalently,
$$\stackrel{~}{f}_\tau _{\stackrel{~}{H}_0^{2,\delta }}C_{\gamma /4,\delta }\stackrel{~}{f}_\tau ^{}_{\stackrel{~}{H}_0^{2,\delta }}e^{(\beta ^2\beta \widehat{c}+5\gamma /4+C_{\gamma /4,\delta })\sigma ^{2n}(\tau \tau ^{})}.$$
$`(4.13)`$
We choose $`\delta (0,1]`$ so small that $`C_{\gamma /4,\delta }<\gamma /4+1`$. This proves the assertion of Lemma 4.2 for the $`\stackrel{~}{H}_0^{2,\delta }`$ norm.
We next use the regularizing character of $`\varkappa ^2`$ to prove the bound in $`\stackrel{~}{H}_2^{2,\delta }`$. Let $`\stackrel{~}{q}(\varkappa )=\varkappa `$. Then
$$\begin{array}{cc}\hfill \stackrel{~}{q}\stackrel{~}{f}_\tau _{\stackrel{~}{H}_0^{2,\delta }}& Ce^{(\beta ^2\beta \widehat{c}+3\gamma /2)\sigma ^{2n}(\tau \tau ^{})}\stackrel{~}{q}\stackrel{~}{f}_\tau ^{}_{\stackrel{~}{H}_0^{2,\delta }}\hfill \\ & +C_\tau ^{}^\tau ๐se^{(\beta ^2\beta \widehat{c}+3\gamma /2)\sigma ^{2n}(\tau s)}\underset{\varkappa ๐}{sup}|e^{\varkappa ^2(\tau s)}\varkappa |\sigma ^{2n}a_n_{๐_b^0}\stackrel{~}{f}_s_{\stackrel{~}{H}_0^{2,\delta }}.\hfill \end{array}$$
Using the estimate (4.13) for $`f_s_{\stackrel{~}{H}_0^{2,\delta }}`$ we get
$$\stackrel{~}{q}\stackrel{~}{f}_\tau _{\stackrel{~}{H}_0^{2,\delta }}C(1+|\stackrel{~}{q}|)\stackrel{~}{f}_\tau ^{}_{\stackrel{~}{H}_0^{2,\delta }}e^{(\beta ^2\beta \widehat{c}+1+3\gamma /2)\sigma ^{2n}(\tau \tau ^{})}\mathrm{max}(1,(\tau \tau ^{})^{1/2}).$$
$`(4.14)`$
To bound the second power of $`\stackrel{~}{q}`$, choose $`\epsilon ^{}(0,1)`$. Then
$$\begin{array}{cc}\hfill \stackrel{~}{q}^2\stackrel{~}{f}_\tau _{\stackrel{~}{H}_0^{2,\delta }}& e^{(\beta ^2\beta \widehat{c}+3\gamma /2)\sigma ^{2n}(\tau \tau ^{})}\stackrel{~}{q}^2\stackrel{~}{f}_\tau ^{}_{\stackrel{~}{H}_0^{2,\delta }}\hfill \\ & +_\tau ^{}^\tau ๐se^{(\beta ^2\beta \widehat{c}+3\gamma /2)\sigma ^{2n}(\tau s)}\underset{\varkappa ๐}{sup}\left|e^{\varkappa ^2(\tau s)}|\varkappa |^{2\epsilon ^{}}\right|\hfill \\ & \times \sigma ^{2n}\sigma ^{\epsilon ^{}n}a_n_{๐_b^{0,\epsilon ^{}}}\stackrel{~}{f}_s_{\stackrel{~}{H}_0^{2,\delta }},\hfill \end{array}$$
where $`g_{๐_b^{0,\epsilon ^{}}}=sup_{x๐}|g(x)|+sup_{x๐}|(^1(\stackrel{~}{m}\stackrel{~}{g})(x)|`$ with $`\stackrel{~}{m}(k)=|1+k^2|^{\epsilon ^{}/2}`$. Clearly, $`a_n_{๐_b^{0,\epsilon ^{}}}`$ is finite and using the estimate (4.13) to bound $`f_s_{\stackrel{~}{H}_0^{2,\delta }}`$, we get
$$\stackrel{~}{q}^2\stackrel{~}{f}_\tau _{\stackrel{~}{H}_0^{2,\delta }}C(1+\stackrel{~}{q}^2)\stackrel{~}{f}_\tau ^{}_{\stackrel{~}{H}_0^{2,\delta }}e^{(\beta ^2\beta \widehat{c}+1+3\gamma /2)\sigma ^{2n}(\tau \tau ^{})}\sigma ^{\epsilon ^{}n}\mathrm{max}(1,(\tau \tau ^{})^{(3\epsilon ^{})/2}).$$
Combining these estimates completes the proof of Lemma 4.2.
Remark. It is easy to see that additionally the following holds: For all $`\epsilon ^{},\alpha (0,1)`$ there exists a $`C_{\epsilon ^{},\alpha }>0`$ such that for $`1>\tau >\tau ^{}0`$ one has
$$\begin{array}{cc}\hfill \stackrel{~}{S}_{n,\tau ,\tau ^{}}\stackrel{~}{f}_{\stackrel{~}{H}_0^{2,\delta }}& C_{\epsilon ^{},\alpha }\sigma ^{\epsilon ^{}n}e^{\gamma \sigma ^{2n}(\tau \tau ^{})/2}(\tau \tau ^{})^\alpha (1+||^2)^{\alpha /2}\stackrel{~}{f}_{\stackrel{~}{H}_0^{2,\delta }},\hfill \end{array}$$
for all $`n๐`$.
4.2. An a priori bound on the non-linear problem We now state and prove a priori bounds on the solution of (4.8) and (4.9). Finally these solutions will be controlled by proving inequalities for the elements of the following sequences.
Definition 4.3. For all $`n`$, we define
$$\rho _n^u=\stackrel{~}{u}_{n,1}\text{and}\rho _n^w=\stackrel{~}{w}_{n,1}.$$
Moreover, we define
$$R_n^u=\underset{\tau [\sigma ^2,1]}{sup}\stackrel{~}{u}_{n,\tau }\text{and}R_n^w=\underset{\tau [\sigma ^2,1]}{sup}\stackrel{~}{w}_{n,\tau }.$$
$`(4.15)`$
Lemma 4.4. For all $`n๐`$ there is a constant $`\eta _n>0`$ such that the following holds: If $`\rho _{n1}^u`$, $`\rho _{n1}^w`$, and $`\sigma >0`$ are smaller than $`\eta _n`$, the solutions of (4.8) and (4.9) exist for all $`\tau [\sigma ^2,1]`$. Moreover, we have the estimates
$$R_n^uC\sigma ^{5/2}\rho _{n1}^u+Ce^{C\sigma ^n}R_n^w+C\sigma ^{n(p3)}(R_n^u)^p,$$
$`(4.16)`$
and
$$R_n^wC\sigma ^{5/2\epsilon ^{}n}\rho _{n1}^w+C\sigma ^{n(p1\epsilon ^{})}(R_n^u)^{p1}R_n^w,$$
$`(4.17)`$
with a constant $`C`$ independent of $`\sigma `$ and $`n`$.
Remark. There is no need for a detailed expression for $`\eta =\eta _n`$ since the existence of the solutions is guaranteed if we can show $`R_n^u<\mathrm{}`$ and $`R_n^w<\mathrm{}`$. With (4.16) and (4.17) we have detailed control of these quantities in terms of the norm of the initial conditions and $`\sigma `$.
Proof. We start with (4.9). We bound the first term of (4.9) by using a variant of (4.11): First note that $`\left(\stackrel{~}{S}_{n,\tau ,\sigma ^2}\stackrel{~}{w}_{n,\sigma ^2}\right)(\varkappa )=\left(\stackrel{~}{}\left(\stackrel{~}{S}_{n1,\tau \sigma ^2,1}\stackrel{~}{w}_{n1,1}\right)\right)(\varkappa )`$. Therefore,
$$\begin{array}{cc}\hfill \stackrel{~}{}\left(\stackrel{~}{S}_{n1,\tau \sigma ^2,1}\stackrel{~}{w}_{n1,1}\right)& =\sigma ^{5/2}\stackrel{~}{S}_{n1,\tau \sigma ^2,1}\stackrel{~}{w}_{n1,1})\hfill \\ & C\sigma ^{5/2}\sigma ^{\epsilon ^{}n}e^{\gamma \sigma ^{2n}(\tau \sigma ^2)/2}\stackrel{~}{w}_{n1,1}.\hfill \end{array}$$
$`(4.18)`$
Therefore, we get for the first term in (4.9) a bound
$$C\sigma ^{5/2}\sigma ^{\epsilon ^{}n}\rho _{n1}^w.$$
$`(4.19)`$
For the second term in (4.9), we get a bound
$$\begin{array}{cc}\hfill C\sigma ^{n(p3)}_{\sigma ^2}^\tau & d\tau ^{}\sigma ^{\epsilon ^{}n}e^{\gamma \sigma ^{2n}(\tau ^{}\sigma ^2)/2}(R_n^u)^{p1}R_n^w\hfill \\ & C\sigma ^{n(p3\epsilon ^{})}\sigma ^{2n}(R_n^u)^{p1}R_n^wC\sigma ^{n(p1\epsilon ^{})}(R_n^u)^{p1}R_n^w.\hfill \end{array}$$
We next consider (4.8). The first term is bounded by
$$\begin{array}{cc}\hfill \varkappa & e^{\varkappa ^2(\tau \sigma ^2)}\stackrel{~}{u}_{n1,1}(\sigma \varkappa )\hfill \\ & \varkappa e^{\varkappa ^2(\tau \sigma ^2)}_{๐_{b,\delta }^2}\varkappa \stackrel{~}{u}_{n1,1}(\sigma \varkappa )\hfill \\ & C\sigma ^{5/2}\rho _{n1}^u,\hfill \end{array}$$
$`(4.20)`$
using (4.10). Using (3.13) and (4.5), the second term can be rewritten as
$$\begin{array}{cc}\hfill \sigma ^{2n}& _{\sigma ^2}^\tau ๐\tau ^{}e^{\varkappa ^2(\tau \tau ^{})}\left((\stackrel{~}{T}_{c\sigma ^{2n}\tau ^{}}\stackrel{~}{a})(\stackrel{~}{}^n\stackrel{~}{u}_{n,\tau ^{}})\right)(\sigma ^n\varkappa )\hfill \\ & =\sigma ^{2n}_{\sigma ^2}^\tau ๐\tau ^{}e^{\varkappa ^2(\tau \tau ^{})}\left((\stackrel{~}{T}_{c\sigma ^{2n}\tau ^{}}\stackrel{~}{a})\stackrel{~}{u}_{\sigma ^{2n}\tau ^{}}\right)(\sigma ^n\varkappa )\hfill \\ & =\sigma ^{2n}_{\sigma ^2}^\tau ๐\tau ^{}e^{\beta \sigma ^{2n}\tau ^{}(c\widehat{c})}e^{\varkappa ^2(\tau \tau ^{})}\hfill \\ & \times d\mathrm{}e^{i(\varkappa \mathrm{})c\sigma ^{2n}\tau ^{}}\stackrel{~}{a}(\sigma ^n\varkappa \mathrm{}i\beta )\stackrel{~}{w}(\mathrm{},\sigma ^{2n}\tau ^{})e^{i\mathrm{}\widehat{c}\sigma ^{2n}\tau ^{}}e^{\gamma \sigma ^{2n}\tau ^{}}.\hfill \end{array}$$
Using this identity, we get from the techniques leading to (3.14):
$$\begin{array}{cc}\hfill \sigma ^n& \varkappa _{\sigma ^2}^\tau d\tau ^{}e^{\varkappa ^2(\tau \tau ^{})}((\stackrel{~}{T}_{c\sigma ^n\tau ^{}}\stackrel{~}{a}_n)\stackrel{~}{u}_{n,\tau ^{}})(\varkappa )\hfill \\ & \sigma ^n_{\sigma ^2}^\tau ๐\tau ^{}(\stackrel{~}{T}_{c\sigma ^n\tau ^{}}\stackrel{~}{a}_n)\stackrel{~}{u}_{n,\tau ^{}}\hfill \\ & \sigma ^{2n}_{\sigma ^2}^\tau d\tau ^{}e^{\beta (c\widehat{c})\sigma ^{2n}\tau ^{}}\varkappa e^{ic\sigma ^{2n}\tau ^{}\varkappa }\stackrel{~}{a}(\sigma ^n\varkappa i\beta )\hfill \\ & \times \varkappa e^{i\varkappa \widehat{c}\sigma ^{2n}\tau ^{}}\stackrel{~}{w}_{n,\tau ^{}}(\varkappa )e^{\gamma \sigma ^{2n}\tau ^{}}\hfill \\ & C\sigma ^{2n}_{\sigma ^2}^\tau ๐\tau ^{}(1+\widehat{c}\sigma ^{2n}\tau ^{})^2(1+c\sigma ^{2n}\tau ^{})^2e^{\beta (c\widehat{c})\sigma ^{2n}\tau ^{}}R_n^w\hfill \\ & C\sigma ^{6n}e^{(\beta (c\widehat{c})+\gamma )\sigma ^{2(n1)}}R_n^wCe^{(\beta (c\widehat{c})+\gamma )\sigma ^n}R_n^w.\hfill \end{array}$$
$`(4.21)`$
For the last term in (4.8) we get a bound
$$C\sigma ^{n(p3)}_{\sigma ^2}^\tau ๐\tau ^{}(R_n^u)^pC\sigma ^{n(p3)}(R_n^u)^p.$$
$`(4.22)`$
The proof of Lemma 4.4 now follows by applying the contraction mapping principle to (4.8) and (4.9). For $`\rho _{n1}^u`$, $`\rho _{n1}^w`$ and $`\sigma >0`$ sufficiently small the Lipschitz constant on the right hand side of (4.8) and (4.9) in $`๐([\sigma ^2,1],\stackrel{~}{H}_2^{2,\delta })`$ is smaller than 1. An application of a classical fixed point argument completes the proof of Lemma 4.4.
4.3. The iteration process We next decompose the solution $`\stackrel{~}{u}_{n,\tau }`$ for $`\tau =1`$ into a Gaussian part and a remainder. Let $`\stackrel{~}{\psi }(\varkappa )=e^{\varkappa ^2}`$ and write
$$\stackrel{~}{u}_{n,1}(\varkappa )=A_n\stackrel{~}{\psi }(\varkappa )+\stackrel{~}{r}_n(\varkappa ),$$
where $`\stackrel{~}{r}_n(0)=0`$, and the amplitude $`A_n`$ is in $`๐`$. We also define $`\stackrel{~}{\mathrm{\Pi }}:\stackrel{~}{H}_2^{2,\delta }๐`$ by
$$\stackrel{~}{\mathrm{\Pi }}\stackrel{~}{f}=\stackrel{~}{f}|_{\varkappa =0}.$$
$`(4.23)`$
Then (4.8) can be decomposed accordingly and takes the form
$$\begin{array}{ccc}\hfill A_n& =A_{n1}+\stackrel{~}{\mathrm{\Pi }}\left(_{\sigma ^2}^1๐\tau ^{}e^{\varkappa ^2(1\tau ^{})}\left(\sigma ^n(\stackrel{~}{T}_{c\sigma ^n\tau ^{}}\stackrel{~}{a}_n)\stackrel{~}{u}_{n,\tau ^{}}+\sigma ^{n(p3)}\stackrel{~}{u}_{n,\tau ^{}}^p\right)(\varkappa )\right),\hfill & \\ \hfill \stackrel{~}{r}_n(\varkappa )& =e^{\varkappa ^2(1\sigma ^2)}\stackrel{~}{r}_{n1}(\sigma \varkappa )\hfill & (4.24)\hfill \\ & +_{\sigma ^2}^1๐\tau ^{}e^{\varkappa ^2(1\tau ^{})}\left(\sigma ^n(\stackrel{~}{T}_{c\sigma ^n\tau ^{}}\stackrel{~}{a}_n)\stackrel{~}{u}_{n,\tau ^{}}+\sigma ^{n(p3)}\stackrel{~}{u}_{n,\tau ^{}}^p\right)(\varkappa )\hfill & \\ & +e^{\varkappa ^2(1\sigma ^2)}A_{n1}\stackrel{~}{\psi }(\sigma \varkappa )A_n\stackrel{~}{\psi }(\varkappa ).\hfill & (4.25)\hfill \end{array}$$
Then we define $`\rho _n^r=\stackrel{~}{r}_n`$ and so $`\rho _n^uC(|A_n|+\rho _n^r)`$. Our main estimate is now
Proposition 4.5. There is a constant $`C>0`$ such that for $`\sigma >0`$ sufficiently small the solution $`\stackrel{~}{u}`$ of (2.2) satisfies for all $`n๐`$:
$$\begin{array}{ccc}\hfill |A_nA_{n1}|& Ce^{C\sigma ^n}R_n^w+C\sigma ^{n(p3)}(R_n^u)^p,\hfill & (4.26)\hfill \\ \hfill \rho _n^r& \rho _{n1}^r/2+Ce^{C\sigma ^n}R_n^w+C\sigma ^{n(p3)}(R_n^u)^p,\hfill & \\ \hfill \rho _n^w& Ce^{C\sigma ^{2n}}\rho _{n1}^w+C\sigma ^{n(p1\epsilon ^{})}(R_n^u)^{p1}R_n^w.\hfill & (4.27)\hfill \end{array}$$
Proof. We begin by bounding the difference $`A_nA_{n1}`$ using (4.24). Observe that since we work in $`\stackrel{~}{H}_2^{2,\delta }`$, we have
$$|\stackrel{~}{\mathrm{\Pi }}\stackrel{~}{f}|C\stackrel{~}{f},$$
$`(4.28)`$
with $`C`$ independent of $`\delta `$. Thus, it suffices to bound the norm of the integral in (4.24). The first term in (4.24) is the one containing the translated term $`\stackrel{~}{a}_n`$ and was already bounded in (4.21) while the second was bounded in (4.22). Combining these bounds with (4.28), we find (4.26).
We next bound $`\stackrel{~}{r}_n`$ in terms of $`\stackrel{~}{r}_{n1}`$, using (4.25). The first term is the one where the projection is crucial: For $`\sigma >0`$ sufficiently small, $`\stackrel{~}{f}\stackrel{~}{H}_2^{2,\delta }`$ with $`\stackrel{~}{f}(0)=0`$ one has
$$\varkappa e^{\varkappa ^2(1\sigma ^2)}\stackrel{~}{f}(\sigma \varkappa )\stackrel{~}{f}/2.$$
$`(4.29)`$
Indeed, writing out the definition (2.6) of $`\stackrel{~}{H}_2^{2,\delta }`$, one gets for the term with $`j=\mathrm{}=0`$:
$$\begin{array}{cc}\hfill ๐\varkappa e^{2\varkappa ^2(1\sigma ^2)}|\stackrel{~}{f}(\sigma \varkappa )|^2& =\sigma ^1d(\sigma \varkappa )e^{2\varkappa ^2(1\sigma ^2)}(\sigma \varkappa )^2\left|\frac{\stackrel{~}{f}(\sigma \varkappa )\stackrel{~}{f}(0)}{\sigma \varkappa }\right|^2.\hfill \end{array}$$
Clearly, a bound of the type of (4.29) follows for this term by the assumptions on $`\stackrel{~}{f}`$. The derivatives are handled similarly, except that there is no need to divide and multiply by powers of $`\sigma \varkappa `$ since each derivative produces a factor $`\sigma `$.
We now bound the other terms in (4.25). The first term is bounded using (4.29) and yields a bound (in $`\stackrel{~}{H}_2^{2,\delta }`$) of
$$\rho _{n1}^u/2.$$
$`(4.30)`$
The second and third terms have been bounded in (4.21) and (4.22):
$$Ce^{C\sigma ^n}R_n^w+C\sigma ^{n(p3)}(R_n^u)^p.$$
$`(4.31)`$
Finally, the last term in (4.25) can be written as
$$\stackrel{~}{X}_nA_{n1}(e^{\varkappa ^2(1\sigma ^2)}e^{\varkappa ^2\sigma ^2}e^{\varkappa ^2})+(A_{n1}A_n)e^{\varkappa ^2}.$$
The first expression vanishes and we get a bound (in $`\stackrel{~}{H}_2^{2,\delta }`$):
$$\stackrel{~}{X}_nCe^{C\sigma ^n}R_n^w+C\sigma ^{n(p3)}(R_n^u)^p.$$
$`(4.32)`$
Collecting the bounds (4.30)--(4.32), the assertion (4.27) for $`\stackrel{~}{r}_n`$ follows. Finally, the bounds on $`\rho _n^w`$ follow as those in Lemma 4.4. The proof of Proposition 4.5 is complete.
Proof of Theorem 4.1. The proof is an induction argument, using repeatedly the above estimates. Again we write $`C`$ for (positive) constants which can be chosen independent of $`\sigma `$ and $`n`$. Assume that $`R=sup_{n๐}R_n^u<\mathrm{}`$ exists. From Lemma 4.4 we observe for $`\sigma >0`$ sufficiently small
$$\begin{array}{cc}\hfill R_n^w& \frac{C\sigma ^{5/2n\epsilon ^{}}\rho _{n1}^w}{1C\sigma ^{n(p1\epsilon ^{})}R^{p1}}C\sigma ^{5/2n\epsilon ^{}}\rho _{n1}^w,\hfill \\ \hfill R_n^u& \frac{C\sigma ^{5/2}\rho _{n1}^u+Ce^{C\sigma ^n}R_n^w}{1C\sigma ^{n(p3)}R^{p1}}\hfill \\ & C\sigma ^{5/2}\rho _{n1}^u+Ce^{C\sigma ^n}\rho _{n1}^w,\hfill \end{array}$$
$`(4.33)`$
with a constant $`C`$ which can be chosen independent of $`R`$. Using Proposition 4.5 we find
$$\begin{array}{ccc}\hfill |A_nA_{n1}|& Ce^{C\sigma ^n}\rho _{n1}^w+C\sigma ^{n(p3)}\sigma ^{5/2}\rho _{n1}^u,\hfill & \\ \hfill \rho _n^r& \rho _{n1}^r/2+Ce^{C\sigma ^n}\rho _{n1}^w+C\sigma ^{n(p3)}\sigma ^{5/2}\rho _{n1}^u,\hfill & \\ \hfill \rho _n^u& C(|A_n|+\rho _n^r),\hfill & \\ \hfill \rho _n^w& Ce^{C\sigma ^{2n}}\rho _{n1}^w+C\sigma ^{n(p1\epsilon ^{})}\sigma ^{5/2n\epsilon ^{}}\rho _{n1}^w.\hfill & \end{array}$$
Therefore, we can choose $`\sigma >0`$ so small that for $`n>3`$: (recall $`p>3`$ and $`p๐`$)
$$\begin{array}{ccc}\hfill |A_nA_{n1}|& \rho _{n1}^w/10+\sigma ^{n3}(|A_{n1}|+\rho _{n1}^r),\hfill & \\ \hfill \rho _n^r& \mathrm{\hspace{0.17em}3}\rho _{n1}^r/4+\rho _{n1}^w/10+\sigma ^{n3}|A_{n1}|,\hfill & \\ \hfill \rho _n^w& \rho _{n1}^w/10.\hfill & \end{array}$$
Thus, the sequence of $`A_n`$ converges geometrically to a finite limit $`A_{}`$. Furthermore, we find that $`lim_n\mathrm{}\rho _n^r=0`$, and $`lim_n\mathrm{}\rho _n^w=0`$. Since the quantities $`|A_n|`$, $`\rho _n^r`$, $`\rho _n^w`$ increase only for at most three steps the term $`CR^{p1}`$ in (4.33) stays less than $`1/2`$ if we choose $`|A_1|`$, $`\rho _1^r`$, $`\rho _1^w=๐ช(\sigma ^m)`$, for an $`m>0`$ sufficiently large. We then deduce from (4.33) the existence of a finite constant $`R=sup_{n๐}R_n^u`$. Finally, the scaling of $`\stackrel{~}{w}_{n,\tau }`$ implies the exponential decay of $`\stackrel{~}{w}_t`$. The proof of Theorem 4.1 is complete.
Part II. The Swift-Hohenberg equation
5. Bloch waves Since the problem we consider takes place in a setting with a periodic background provided by the stationary solution of the Swift-Hohenberg, it is natural to work with the Bloch representation of the functions. For additional informations see \[RS72\].
The starting point of Bloch wave analysis in case of a $`2\pi `$--periodic underlying pattern is the following relation
$$\begin{array}{cc}\hfill u(x)& =๐ke^{ikx}\stackrel{~}{u}(k)=\underset{n๐}{}_{1/2}^{1/2}๐\mathrm{}e^{i(n+\mathrm{})x}\stackrel{~}{u}(n+\mathrm{})\hfill \\ & =_{1/2}^{1/2}๐\mathrm{}\underset{n๐}{}e^{i(n+\mathrm{})x}\stackrel{~}{u}(n+\mathrm{})=_{1/2}^{1/2}๐\mathrm{}e^{i\mathrm{}x}\widehat{u}(\mathrm{},x),\hfill \end{array}$$
$`(5.1)`$
where we define
$$\left(๐ฏu\right)(\mathrm{},x)\widehat{u}(\mathrm{},x)=\underset{n๐}{}e^{inx}\stackrel{~}{u}(n+\mathrm{}).$$
$`(5.2)`$
The operator $`๐ฏ`$ will play a rรดle analogous to that played by the Fourier transform $``$ for the simplified problem of Part I. We will use analogous notation: Notation. If $`f`$ denotes a function, then $`\widehat{f}`$ is defined by $`\widehat{f}=๐ฏf`$, and if $`๐`$ is an operator, then $`\widehat{๐}`$ is defined by $`\widehat{๐}=๐ฏ๐๐ฏ^1`$.
Note that
$$_๐๐x|u(x)|^2=\mathrm{\hspace{0.17em}2}\pi _{1/2}^{1/2}๐\mathrm{}_0^{2\pi }๐x|\widehat{u}(\mathrm{},x)|^2.$$
$`(5.3)`$
This is easily seen from Parsevalโs identity:
$$\begin{array}{cc}\hfill _๐๐x|u(x)|^2& =\mathrm{\hspace{0.17em}2}\pi _๐๐k|\stackrel{~}{u}(k)|^2\hfill \\ & =\mathrm{\hspace{0.17em}2}\pi \underset{n๐}{}_{1/2}^{1/2}๐\mathrm{}|\stackrel{~}{u}(n+\mathrm{})|^2\hfill \\ & =\mathrm{\hspace{0.17em}2}\pi _{1/2}^{1/2}๐\mathrm{}\underset{n๐}{}|\stackrel{~}{u}(n+\mathrm{})|^2\hfill \\ & =\mathrm{\hspace{0.17em}2}\pi _{1/2}^{1/2}๐\mathrm{}_0^{2\pi }๐x|\widehat{u}(\mathrm{},x)|^2.\hfill \end{array}$$
The sum and the integral can be interchanged in (5.1) due to Fubiniโs theorem when $`u`$ is in the Schwartz space $`๐ฎ`$.
We shall use frequently the following fundamental properties (which follow at once from (5.2)):
$$\begin{array}{cc}\hfill \widehat{u}(\mathrm{},x)& =e^{ix}\widehat{u}(\mathrm{}+1,x),\hfill \\ \hfill \widehat{u}(\mathrm{},x)& =\widehat{u}(\mathrm{},x+2\pi ),\hfill \\ \hfill \widehat{u}(\mathrm{},x)& =\overline{\widehat{u}}(\mathrm{},x)\text{for real--valued }u.\hfill \end{array}$$
$`(5.4)`$
Multiplication in position space corresponds to a modified convolution operation for the Bloch-functions:
$$\left(\widehat{uv}\right)(\mathrm{},x)=_{1/2}^{1/2}๐\mathrm{}^{}\widehat{u}(\mathrm{}\mathrm{}^{},x)\widehat{v}(\mathrm{}^{},x)\left(\widehat{u}\mathrm{}\widehat{v}\right)(\mathrm{},x).$$
This follows from (5.4) and the identities:
$$\begin{array}{cc}\hfill \left(\widehat{uv}\right)(\mathrm{},x)& =\underset{m๐}{}_๐๐k\stackrel{~}{u}(\mathrm{}+mk)\stackrel{~}{v}(k)e^{imx}\hfill \\ & =_{1/2}^{1/2}๐\mathrm{}^{}\underset{m,n๐}{}\stackrel{~}{u}(\mathrm{}+m\mathrm{}^{}n)\stackrel{~}{v}(\mathrm{}^{}+n)e^{i(mn)x}e^{inx}.\hfill \end{array}$$
Recalling the norm
$$f_{H_{2,\delta }^2}=\left(\underset{j,m=0}{\overset{2}{}}\delta ^{2(m+j)}๐x|_x^mf(x)|^2x^{2j}\right)^{1/2}$$
we now introduce
$$\widehat{f}\widehat{f}_{\widehat{H}_2^{2,\delta }}=\left(\underset{j,m=0}{\overset{2}{}}\delta ^{2(m+j)}_{1/2}^{1/2}๐\mathrm{}_0^{2\pi }๐x|_x^j_{\mathrm{}}^m\widehat{f}(\mathrm{},x)|^2\right)^{1/2}.$$
We get from Parsevalโs equality
$$C^1u_{H_{2,\delta }^2}\widehat{u}_{\widehat{H}_2^{2,\delta }}Cu_{H_{2,\delta }^2},$$
for some $`C`$ independent of $`\delta (0,1)`$. Similarly, in analogy to (2.8), we also have
$$\begin{array}{ccc}\hfill \widehat{uv}_{\widehat{H}_2^{2,\delta }}=\widehat{u}\mathrm{}\widehat{v}_{\widehat{H}_2^{2,\delta }}& C\widehat{u}_{\widehat{H}_2^{2,\delta }}\widehat{v}_{\widehat{H}_2^{2,\delta }},\hfill & (5.5)\hfill \\ \hfill \left(\widehat{uv}\right)(i\beta ,)_{\widehat{H}_2^{2,\delta }}=(\widehat{u}\mathrm{}\widehat{v})(i\beta ,)_{\widehat{H}_2^{2,\delta }}& C\widehat{u}_{\widehat{H}_2^{2,\delta }}\widehat{v}(i\beta ,)_{\widehat{H}_2^{2,\delta }}.\hfill & (5.6)\hfill \end{array}$$
Finally, suppose $`f`$ is a function in $`๐_{b,\delta }^2`$ (see (2.10) for the definition): Then,
$$\begin{array}{ccc}\hfill \widehat{fv}_{\widehat{H}_2^{2,\delta }}=\widehat{f}\mathrm{}\widehat{v}_{\widehat{H}_2^{2,\delta }}& Cf_{๐_{b,\delta }^2}\widehat{v}_{\widehat{H}_2^{2,\delta }},\hfill & (5.7)\hfill \\ \hfill (\widehat{f}\mathrm{}\widehat{v})(i\beta ,)_{\widehat{H}_2^{2,\delta }}& Cf_{๐_{b,\delta }^2}\widehat{v}(i\beta ,)_{\widehat{H}_2^{2,\delta }}.\hfill & (5.8)\hfill \end{array}$$
Thus, apart from notational differences, we can work in the Bloch spaces with much the same bounds as in the spaces used for the model problem of the previous sections.
6. The linearized problem We discuss here again the behavior of the linearized problem as in Section 3, but now for the Swift-Hohenberg equation. The discussion will again be split in an aspect behind the front and one ahead of the front. In Section 3, the behavior of the problem in the bulk behind the traveling front was diffusive by construction, and the only difficulty was to understand the rรดle of the decay of $`a`$ to 0 (as $`e^{\beta |x|}`$) as $`x\mathrm{}`$. For the problem of the Swift-Hohenberg equation, the situation is similar, leading again to diffusive behavior. However, this observation is not obvious. Therefore, the first problem consists in showing the diffusive behavior. In order to obtain optimal results for the analysis ahead of the front, i.e., for the variable in the weighted representation, we use our approximate knowledge of the shape of the front.
6.1. The unweighted representation In analogy with the simplified example, the linearized problem would be now
$$_tv=v+_๐ขv,$$
$`(6.1)`$
where $``$ and $`_๐ข`$ have been defined in Eqs.(1.7) and (1.8). By the analysis for the model problem we expect that the term $`_๐ขv`$ will be irrelevant for the dynamics in the bulk with some exponential rate. Therefore, it will be considered in the sequel together with the non-linear terms. As a consequence, the linear equation dominating the behavior behind the front is given by
$$_tv=v.$$
$`(6.2)`$
We recall those features of the proof of diffusive stability of \[Schn96, Schn98\] which are relevant to the study of (6.2).
In order to do this, we need to localize the spectrum of $``$. Since this is well-documented, we just summarize the results. As the linearized problem has periodic coefficients, the operator $`\widehat{}=๐ฏ๐ฏ^1`$ equals a direct integral $`^{}๐\mathrm{}_{\mathrm{}}`$, where each $`_{\mathrm{}}`$ acts on the subspace with fixed quasi-momentum $`\mathrm{}`$ in $`\widehat{H}_2^{2,\delta }`$. The eigenfunctions of $`_{\mathrm{}}`$ are given by Bloch waves of the form $`e^{i\mathrm{}x}w_{\mathrm{},n}`$ with $`2\pi `$-periodic $`w_{\mathrm{},n}`$. The index $`n๐`$ counts various eigenvalues for fixed $`\mathrm{}`$. For each $`\mathrm{}๐`$ (or rather in the Brillouin zone $`[\frac{1}{2},\frac{1}{2}]`$) they are solutions of the eigenvalue equation
$$\left(_{\mathrm{}}w_{\mathrm{}}\right)(x)\left(1+(i\mathrm{}+_x)^2\right)^2w_{\mathrm{}}(x)+\epsilon ^2w_{\mathrm{}}(x)3U_{}^2(x)w_{\mathrm{}}(x)=\mu _{\mathrm{}}w_{\mathrm{}}(x).$$
The spectrum takes the familiar form of a curve $`\mu _1(\mathrm{})`$ with an expansion
$$\mu _1(\mathrm{})=c_1\mathrm{}^2+๐ช(\mathrm{}^3),$$
and $`c_1>0`$ and the remainder of the spectrum negative and bounded away from 0. The eigenfunction associated with $`\mu _1(0)`$ is $`_xU_{}(x)`$, reflecting the translation invariance of the original problem (1.1). There is an $`\mathrm{}_0>0`$ such that for fixed $`\mathrm{}(\mathrm{}_0,\mathrm{}_0)`$ the eigenfunction $`\phi _{\mathrm{}}(x)=w_{\mathrm{},1}(x)`$ of the main branch $`\mu _1(\mathrm{})`$ is well defined (and a continuation of $`_xU_{}(x)`$) as $`\mathrm{}`$ is varied away from 0. Corresponding to this we define the central projections $`\widehat{P}_c(\mathrm{})`$ by
$$\widehat{P}_c(\mathrm{})f=\overline{\phi }_{\mathrm{}},f\phi _{\mathrm{}},$$
where $`,`$ is the scalar product in $`L^2([0,2\pi ])`$ and $`\overline{\phi }_{\mathrm{}}`$ the associated eigenfunction of the adjoint problem. We will need a smooth version of the projection in $`\widehat{H}_2^{2,\delta }`$. We fix once and for all a non-negative smooth cutoff function $`\chi `$ with support in $`[\mathrm{}_0/2,\mathrm{}_0/2]`$ which equals 1 on $`[\mathrm{}_0/4,\mathrm{}_0/4]`$. Then we define the operators $`\widehat{E}_c`$ and $`\widehat{E}_s`$ by:
$$\widehat{E}_c(\mathrm{})=\chi (\mathrm{})\widehat{P}_c(\mathrm{}),\widehat{E}_s(\mathrm{})=\mathbf{\hspace{0.17em}1}(\mathrm{})\widehat{E}_c(\mathrm{}).$$
It will be useful to define auxiliary โโmode filtersโโ $`\widehat{E}_c^h`$ and $`\widehat{E}_s^h`$ by
$$\widehat{E}_c^h(\mathrm{})=\chi (\mathrm{}/2)\widehat{P}_c(\mathrm{}),\widehat{E}_s^h(\mathrm{})=\mathbf{\hspace{0.17em}1}(\mathrm{})\chi (2\mathrm{})\widehat{P}_c(\mathrm{}).$$
These definitions are made in such a way that
$$\widehat{E}_c^h\widehat{E}_c=\widehat{E}_c,\widehat{E}_s^h\widehat{E}_s=\widehat{E}_s,$$
which will be used to replace the (missing) projection property of $`\widehat{E}_c`$ and $`\widehat{E}_s`$.
We next extend the definitions (4.3) of Section 4 to the Bloch spaces. To avoid cumbersome notation, we shall use mostly the same symbols as in that section. Thus, with $`\sigma <1`$ as before, we let now
$$\left(\widehat{}\widehat{u}\right)(\varkappa ,x)=\widehat{u}(\sigma \varkappa ,x).$$
Note that here, and elsewhere, the scaling does not act on the $`x`$ variable, only on the quasi-momentum $`\varkappa `$. The novelty of renormalization in Bloch space here is that since the integration region over the $`\mathrm{}`$ variable is finite it will change with the scaling. Therefore, we introduce (for fixed $`\delta >0`$),
$$๐ฆ_{\sigma ,\rho }=\{\widehat{u}|\widehat{u}_{๐ฆ_{\sigma ,\rho }}<\mathrm{},\}$$
$`(6.3)`$
where
$$\widehat{u}_{๐ฆ_{\sigma ,\rho }}^2\underset{n,n^{}=0}{\overset{2}{}}_{1/(2\sigma )}^{1/(2\sigma )}๐\mathrm{}_0^{2\pi }๐x\delta ^{2(n+n^{})}|_{\mathrm{}}^n_x^n^{}\widehat{u}(\mathrm{},x)|^2(1+\mathrm{}^2)^\rho .$$
For technical reasons we introduced a weight in the Bloch variable $`\mathrm{}`$. We will always write $`๐ฆ_\sigma `$ instead of $`๐ฆ_{\sigma ,1}`$. Note that $`๐ฏ`$, as defined in (5.2) is an isomorphism between the space $`H_{2,\delta }^2`$ and the space $`๐ฆ_1`$ by (5.3) and the definition (6.3).
Consider again the eigenfunctions $`\phi _{\mathrm{}}(x)`$. The function
$$\widehat{v}_t(\mathrm{},x)=e^{\mu _1(\mathrm{})t}\phi _{\mathrm{}}(x),$$
solves the equation
$$_t\widehat{v}_t(\mathrm{},)=_{\mathrm{}}(\widehat{v}_t(\mathrm{},)).$$
Because of the nature of the spectrum $`\mu _1(\mathrm{})`$, this solution satisfies
$$\widehat{v}_t(\mathrm{}t^{1/2},x)=e^{c_1\mathrm{}^2}\widehat{v}_0(0,x)+๐ช(t^{1/2}).$$
Using this observation and the fact that the $`\widehat{E}_s`$-part is exponentially damped, the result will be
Proposition 6.1. The solution $`\widehat{V}_t`$ of the problem (6.2) with initial data $`\widehat{V}_0`$ satisfies:
$$(\mathrm{},x)\widehat{V}_t(\mathrm{}t^{1/2},x)e^{c_1\mathrm{}^2}\widehat{P}_c(0)\widehat{V}_0(0,x)_{๐ฆ_{1/\sqrt{t}}}\frac{C}{t^{1/2}}\widehat{V}_0_{\widehat{H}_2^{2,\delta }},$$
$`(6.4)`$
for a constant $`C>0`$ and all $`t1`$. Moreover, there is a constant $`\gamma _{}>0`$ such that
$$\begin{array}{ccc}\hfill (\mathrm{},x)\left(\widehat{E}_s\widehat{V}_t\right)(\mathrm{}t^{1/2},x)_{๐ฆ_{1/\sqrt{t}}}& Ce^{\gamma _{}t}\widehat{V}_0_{\widehat{H}_2^{2,\delta }},\hfill & (6.5)\hfill \end{array}$$
for all $`t1`$.
6.2. The weighted representation The weighted representation will be obtained by translating the effect of the transformation $`๐ฒ_{\beta ,\widehat{c}t}`$ defined in (2.11) to the language of the Bloch waves. In accordance with our notational conventions, we set
$$\widehat{๐ฒ}_{\beta ,\widehat{c}t}=๐ฏ๐ฒ_{\beta ,\widehat{c}t}๐ฏ^1,$$
and we get now, in analogy to (2.12),
$$\left(\widehat{๐ฒ}_{\beta ,\widehat{c}t}\widehat{f}\right)(\mathrm{},x)=e^{i\widehat{c}(\mathrm{}+i\beta )t}\widehat{f}(\mathrm{}+i\beta ,x+\widehat{c}t).$$
The equation (6.1), expressed in terms of $`\widehat{๐ฒ}_{\beta ,\widehat{c}t}\widehat{v}`$, then takes the form
$$_t\left(\widehat{๐ฒ}_{\beta ,\widehat{c}t}\widehat{v}\right)=\widehat{}_{\beta ,\widehat{c}t}\left(\widehat{๐ฒ}_{\beta ,\widehat{c}t}\widehat{v}\right)+\widehat{}_{๐ข,\beta ,\widehat{c}t}\left(\widehat{๐ฒ}_{\beta ,\widehat{c}t}\widehat{v}\right),$$
$`(6.6)`$
with
$$\begin{array}{cc}\hfill \left(\widehat{}_{\beta ,\widehat{c}t}\widehat{f}\right)(\mathrm{},x)& =\left(\widehat{L}_{i\beta }\widehat{f}\right)(\mathrm{},x)3U_{}^2(x)\widehat{f}(\mathrm{},x)+\widehat{c}(i(\mathrm{}+i\beta )+_x)\widehat{f}(\mathrm{},x),\hfill \\ \hfill \left(\widehat{}_{๐ข,\beta ,\widehat{c}t}\widehat{f}\right)(\mathrm{},x)& =6U_{}(x)\left(\widehat{K}_{ct}\mathrm{}\widehat{f}\right)(\mathrm{},x)3(\widehat{K}_{ct}\mathrm{}\widehat{K}_{ct}\mathrm{}\widehat{f})(\mathrm{},x).\hfill \end{array}$$
Some explanations are in order: $`\widehat{L}_{i\beta }`$ is the operator $`(1+(_x+i\mathrm{}\beta )^2)^2+\epsilon ^2`$. The functions $`U_{}`$ are just multiplications in the Bloch representation because they are periodic. More precisely, one has $`\widehat{U}_{}(\mathrm{},x)=U_{}(x)\delta (\mathrm{})`$ in the sense of distributions. The functions $`\widehat{K}_{ct}`$ are derived from $`K_{ct}`$ of Eq.(1.6) and are seen to be given by
$$\widehat{K}_{ct}(\mathrm{},x)\left(๐ฏK_{ct}\right)(\mathrm{},x)=e^{i\mathrm{}ct}\widehat{F}_c(\mathrm{},xct,x)U_{}(x)\delta (\mathrm{}),$$
where the Bloch transform is taken in the first (non-periodic) variable of $`F_c`$.
In order to obtain optimal results for the analysis ahead of the front, i.e., for the variable in the weighted representation, we the recall some facts from the construction \[CE86, EW91\] of the fronts.
For small $`\epsilon >0`$ the bifurcating solutions $`u`$ of the Swift-Hohenberg equation can be approximated by
$$\stackrel{~}{\psi }(x,t,\epsilon )=\epsilon A(\epsilon x,\epsilon ^2t)e^{ix}+\text{c.c.},$$
up to an error $`๐ช(\epsilon ^2)`$, where $`A`$ satisfies the Ginzburg-Landau equation
$$_TA=\mathrm{\hspace{0.17em}4}_X^2A+A3A|A|^2,$$
with $`X๐`$, $`T0`$ and $`A(X,T)๐`$. See \[CE90b, vH91, KSM92, Schn94\]. This equation possesses a real-valued front $`A_f(X,T)=B(Xc_BT)`$, where $`\xi B(\xi )`$ satisfies the ordinary differential equation
$$4B^{\prime \prime }+c_BB^{}+B3B|B|^2=\mathrm{\hspace{0.17em}0}.$$
For $`|c_B|4`$ the real--valued fronts of this equation are monotonic. These fronts and the trivial solution $`A=0`$ can be stabilized by introducing a weight $`e^{\beta _Ax}`$ satisfying the stability condition
$$\varrho _A(c_B,\beta _A)=4\beta _A^2\beta _Ac_B+1<0,$$
see \[BK92\].
Remark. Since $`B(\xi )`$ converges at a faster rate to $`1/\sqrt{3}`$ for $`\xi \mathrm{}`$ than to $`0`$ for $`\xi \mathrm{}`$ there will be no additional restriction such as (3.3) on $`\beta _A`$.
Remark. Our result will be optimal in the sense that each modulated front $`F_c`$ which corresponds to a front of the associated amplitude equation satisfying $`\varrho _A(c_B,\beta _A)<0`$ is stable. The connection between the quantities of the Ginzburg-Landau equation and the associated Swift-Hohenberg equation is as follows. We have $`c=\epsilon c_B+๐ช(\epsilon ^2)`$, and $`\beta =\epsilon \beta _A+๐ช(\epsilon ^2)`$.
In order to prove this remark we write the modulated front $`F_c`$ as defined in (1.2) as a sum of the Ginzburg-Landau part and a remainder
$$F_c(\xi ,x)=\mathrm{\hspace{0.17em}2}\epsilon B(\epsilon \xi )\mathrm{cos}(x)+\epsilon ^2F_r(\xi ,x),$$
where $`F_r`$ satisfies
$$\underset{y๐}{sup}F_r(+y,)_{๐_{b,\delta }^2}C,$$
for a constant $`C`$ independent of $`\epsilon (0,1)`$ and $`\delta (0,1)`$. Then we consider (6.6) which we write without decomposition as
$$_t\widehat{W}=\left(\widehat{L}_{i\beta }\widehat{W}\right)3(\widehat{\tau _{ct}F})\mathrm{}(\widehat{\tau _{ct}F})\mathrm{}\widehat{W}+\widehat{c}(i(\mathrm{}+i\beta )+_x)\widehat{W}.$$
$`(6.7)`$
In order to control these solutions we use that the linearized system (6.6) evolves in such a way that during times of order $`๐ช(1/\epsilon ^2)`$ it can be approximated by the associated linearized Ginzburg-Landau equation
$$_\tau A=4(_X\beta _A)^2A+c_B(_X\beta _A)A+AB^2(2A+\overline{A}).$$
$`(6.8)`$
Theorem 6.2. For all $`C_0>0`$, and $`\tau _1>0`$ there exist positive constants $`\epsilon _0`$, $`C_1`$, $`C_2`$, and $`\tau _0`$ such that for all $`\epsilon (0,\epsilon _0]`$ the following is true: For all initial conditions $`\widehat{W}_0`$ with $`\widehat{W}_0_{\widehat{H}_2^{2,\delta }}C_0\epsilon `$ there are a solution $`\widehat{W}_t`$ of (6.7) and a solution $`A_\tau `$ of (6.8) with $`A_0_{\stackrel{~}{H}_2^{2,\delta }}C_1`$ such that the function $`A_\tau `$ approximates $`\widehat{W}_t`$ in the sense that
$$\widehat{W}_t\epsilon ๐ฏ(A_{\epsilon ^2t\tau _0}(x)e^{ix}+c.c.)_{\widehat{H}_2^{2,\delta }}C_2\epsilon ^2,$$
for all $`t[\tau _0/\epsilon ^2,(\tau _0+\tau _1)/\epsilon ^2]`$. Here $`๐ฏ`$ again denotes the map of Eq.(5.2) from a function $`f`$ of $`x`$ to its Bloch representation $`\widehat{f}(\mathrm{},x)`$.
Proof. The proof of this is very similar to the case of the (non-linear) Swift-Hohenberg equation which was discussed in the literature \[CE90b, vH91, KSM92, Schn94\]. Our (linear) problem is in fact easier and the proof is left to the reader.
For the system (6.8) we have the estimate \[BK92\]
$$A_\tau _{H_{2,\delta }^2}Ce^{\varrho _A(c_B,\beta _A,\delta )\tau }A_0_{H_{2,\delta }^2},$$
with $`lim_{\delta 0}\varrho _A(c_B,\beta _A,\delta )=\varrho _A(c_B,\beta _A)`$. The deviation of $`\varrho _A(c_B,\beta _A,\delta )`$ from $`\varrho _A(c_B,\beta _A)`$ comes again from the derivatives of $`B`$ and from the polynomial weight in the norm $`H_{2,\delta }^2`$. As a consequence of this estimate and of Theorem 6.2 we conclude that
$$\widehat{W}_t_{\stackrel{~}{H}_2^{2,\delta }}Ce^{\varrho (c,\beta ,\epsilon ,\delta )(tt^{})}\widehat{W}_t^{}_{\stackrel{~}{H}_2^{2,\delta }},$$
$`(6.9)`$
for a constant $`C`$ and a coefficient $`\varrho =\varrho (c,\beta ,\epsilon ,\delta )`$. We can (and will) choose this constant $`\varrho `$ in such a way that (for $`\epsilon 0`$):
$$\varrho (c,\beta ,\epsilon ,\delta )=\epsilon ^2(\varrho _A(c_B,\beta _A,\delta )+o(1)).$$
$`(6.10)`$
We define $`\varrho (c,\beta ,\epsilon )=lim_{\delta 0}\varrho (c,\beta ,\epsilon ,\delta )`$.
Remark. The choice of a sufficiently small $`\delta >0`$ and $`\epsilon >0`$ will allow us to prove the stability of all fronts which are predicted to be stable by the associated amplitude equation since $`lim_{(\epsilon ,\delta )0}\epsilon ^2\varrho (c,\beta ,\epsilon ,\delta )=\varrho _A(c_B,\beta _A)`$.
In the following we consider a modulated front with velocity $`c`$ and a given (sufficiently small) bifurcation parameter $`\epsilon >0`$ for which there are a $`\beta `$ and a $`\widehat{c}(0,c)`$ which satisfy:
$$\varrho (\widehat{c},\beta ,\epsilon )=2\gamma <0.$$
$`(6.11)`$
Proposition 6.3. Suppose that the above stability condition (6.11) is satisfied. Then there is a $`\delta (0,1]`$ such that: There is a $`C<\mathrm{}`$ for which the functions $`\widehat{W}_t=\widehat{๐ฒ}_{\beta ,\widehat{c}t}\widehat{V}_t`$ obey the bounds
$$\widehat{W}_t_{\widehat{H}_2^{2,\delta }}Ce^{3\gamma (ts)/2}\widehat{W}_s_{\widehat{H}_2^{2,\delta }}.$$
$`(6.12)`$
As in the previous sections this result will have to be improved for the non-linear problem. Therefore, we skip at this point the proof, and will only deal with the improved version later.
Thus, the linear problems (6.2) and (6.6) are the analogs of (3.9) and (3.10) and can be studied pretty much as in the case of the simplified problem, yielding inequalities similar to (3.6) and (3.7).
7. The renormalization process for the full problem We assume throughout this section that the stability condition (6.11) is satisfied. We prove here our main
Theorem 7.1. There are a $`\delta >0`$ and positive constants $`R`$ and $`C`$ such that the following holds: Assume $`v_0_{H_{2,\delta }^2}+M_\beta v_0_{H_{2,\delta }^2}R`$ and denote by $`v_t`$ the solution of (1.4) with initial condition $`v_0`$. Let $`\stackrel{~}{\psi }(\mathrm{})=\mathrm{exp}(c_1\mathrm{}^2)`$. There is a constant $`A_{}=A_{}(v_0)`$ such that the rescaled solution $`\widehat{v}_t^r(\mathrm{},x)=\widehat{v}_t(\mathrm{}t^{1/2},x)`$ satisfies
$$\widehat{v}_t^rA_{}\stackrel{~}{\psi }_xU_{}_{๐ฆ_{1/\sqrt{t}}}\frac{CR}{(t+1)^{1/4}}.$$
$`(7.1)`$
Furthermore,
$$\widehat{w}_t_{๐ฆ_{1/\sqrt{t}}}=\widehat{๐ฒ}_{\beta ,\widehat{c}t}\widehat{v}_t_{๐ฆ_{1/\sqrt{t}}}CRe^{\gamma t}.$$
$`(7.2)`$
Remarks.
$``$The inequality (7.1) really says that the difference
$$\widehat{v}_t(\mathrm{}t^{1/2},x)A_{}e^{c_1\mathrm{}^2}_xU_{}(x)$$
is small, where $`U_{}`$ is the periodic solution (see Eq.(1.3)) of the Swift-Hohenberg equation. Expressed in the laboratory frame, this means that an initial perturbation $`v_0(x)`$ will go to 0 like
$$v_t(x)A_{}(v_0)\sqrt{\frac{\pi }{c_1t}}\mathrm{exp}(\frac{x^2}{4c_1t})_xU_{}(x),$$
when $`t\mathrm{}`$, uniformly for $`x๐`$. See \[Schn96\]. In particular, this means that near the extrema of $`U_{}`$ the convergence is faster than $`๐ช(t^{1/2})`$ since at those points $`_xU_{}`$ vanishes.
$``$The inequality (7.2) gives some more precise bound on the growth of a perturbation ahead of the front, because it says that this perturbation decays exponentially in the weighted norm. More explicitly, we have at least a bound
$$|v_t(x+ct)|Ce^{\beta x\gamma ^{}t},$$
with $`\gamma ^{}`$ slightly smaller than $`\gamma `$
$``$The decay $`(t+1)^{1/4}`$ in (7.1) can be improved easily to $`(t+1)^{1/2+\epsilon }`$ for any $`\epsilon >0`$. We have chosen $`\epsilon =1/4`$ to keep the notation at a reasonable level.
Proof. As we explained before, the proof is similar to the one in Section 3 except that now the function behind the front is split into a diffusive part $`\widehat{v}_c`$ and into an exponentially damped part $`\widehat{v}_s`$, and correspondingly there will be a few more equations.
In Bloch space the initial conditions satisfy $`\widehat{v}_0_{\widehat{H}_2^{2,\delta }}+\widehat{v}_0(i\beta ,)_{\widehat{H}_2^{2,\delta }}R`$. The system for the variables $`\widehat{v}_c`$ and $`\widehat{v}_s`$ with initial conditions $`\widehat{v}_c|_{t=0}=\widehat{E}_c\widehat{v}|_{t=0}`$, $`\widehat{v}_s|_{t=0}=\widehat{E}_s\widehat{v}|_{t=0}`$, and for the variable $`\widehat{w}=\widehat{๐ฒ}_{\beta ,\widehat{c}t}\widehat{v}`$ with initial conditions $`\widehat{w}|_{t=0}=\widehat{๐ฒ}_{\beta ,0}\widehat{v}|_{t=0}`$ is given in Bloch space by
$$\begin{array}{cc}\hfill _t\widehat{v}_c& =\widehat{}\widehat{v}_c+\widehat{E}_c\widehat{}(\widehat{v}_c,\widehat{v}_s)+\widehat{E}_c\widehat{๐ฉ}(\widehat{v}_c,\widehat{v}_s),\hfill \\ \hfill _t\widehat{v}_s& =\widehat{}\widehat{v}_s+\widehat{E}_s\widehat{}(\widehat{v}_c,\widehat{v}_s)+\widehat{E}_s\widehat{๐ฉ}(\widehat{v}_c,\widehat{v}_s),\hfill \\ \hfill _t\widehat{w}& =\widehat{}_w\widehat{w}+\widehat{๐ฉ}_w(\widehat{v}_c,\widehat{v}_s,\widehat{w}),\hfill \end{array}$$
$`(7.3)`$
where, see (1.8) and (6.6), with $`\widehat{v}=\widehat{v}_c+\widehat{v}_s`$,
$$\begin{array}{cc}\hfill \widehat{}& =๐ฏ๐ฏ^1,\hfill \\ \hfill \widehat{}(\widehat{v}_c,\widehat{v}_s)& =๐ฏ_๐ข๐ฏ^1\widehat{v}+๐ฏ๐ฉ_๐ข(๐ฏ^1\widehat{v}),\hfill \\ \hfill \widehat{๐ฉ}(\widehat{v}_c,\widehat{v}_s)& =๐ฏ๐ฉ(๐ฏ^1\widehat{v}),\hfill \\ \hfill \widehat{}_w& =\widehat{}_{\beta ,\widehat{c}t}+\widehat{}_{๐ข,\beta ,\widehat{c}t},\hfill \\ \hfill \widehat{๐ฉ}_w(\widehat{v}_c,\widehat{v}_s,\widehat{w})& =3U_{}\widehat{v}\mathrm{}\widehat{w}3\widehat{K}_{ct}\mathrm{}\widehat{v}\mathrm{}\widehat{w}\widehat{v}\mathrm{}\widehat{v}\mathrm{}\widehat{w}.\hfill \end{array}$$
It is useful to modify this system by introducing the coordinates $`(\widehat{u}_c,\widehat{u}_s)`$ by
$$\widehat{u}_c=\widehat{v}_c,\widehat{u}_s=\widehat{}^1(3U_{}\widehat{v}_c\mathrm{}\widehat{v}_c)+\widehat{v}_s.$$
$`(7.4)`$
This coordinate transform takes care of the fact that asymptotically $`\widehat{v}_s`$ can be expressed by $`\widehat{v}_c`$. Under the scaling used below the new variable $`\widehat{u}_s`$ converges to zero, while the old variable $`\widehat{v}_s`$ converges to a nontrivial expression.
Under this transform (7.3) becomes
$$\begin{array}{cc}\hfill _t\widehat{u}_c& =\widehat{}\widehat{u}_c+\widehat{๐ฉ}_{c,๐ข}(\widehat{u}_c,\widehat{u}_s)+\widehat{๐ฉ}_c(\widehat{u}_c,\widehat{u}_s),\hfill \\ \hfill _t\widehat{u}_s& =\widehat{}\widehat{u}_s+\widehat{๐ฉ}_{s,๐ข}(\widehat{u}_c,\widehat{u}_s)+\widehat{๐ฉ}_s(\widehat{u}_c,\widehat{u}_s),\hfill \\ \hfill _t\widehat{w}& =\widehat{}_w\widehat{w}+\widehat{๐ฉ}_w(\widehat{v}_c,\widehat{v}_s,\widehat{w}),\hfill \end{array}$$
$`(7.5)`$
where
$$\begin{array}{cc}\hfill \widehat{๐ฉ}_{c,๐ข}(\widehat{u}_c,\widehat{u}_s)& =\widehat{E}_c\widehat{}(\widehat{u}_c,\widehat{}^1\widehat{E}_s(3U_{}\widehat{u}_c\mathrm{}\widehat{u}_c)+\widehat{u}_s),\hfill \\ \hfill \widehat{๐ฉ}_{s,๐ข}(\widehat{u}_c,\widehat{u}_s)& =\widehat{E}_s\widehat{}(\widehat{u}_c,\widehat{}^1\widehat{E}_s(3U_{}\widehat{u}_c\mathrm{}\widehat{u}_c)+\widehat{u}_s),\hfill \\ \hfill \widehat{๐ฉ}_c(\widehat{u}_c,\widehat{u}_s)& =\widehat{E}_c\widehat{๐ฉ}(\widehat{u}_c,\widehat{}^1\widehat{E}_s(3U_{}\widehat{u}_c\mathrm{}\widehat{u}_c)+\widehat{u}_s),\hfill \\ \hfill \widehat{๐ฉ}_s(\widehat{u}_c,\widehat{u}_s)& =\widehat{E}_s\widehat{๐ฉ}(\widehat{u}_c,\widehat{}^1\widehat{E}_s(3U_{}\widehat{u}_c\mathrm{}\widehat{u}_c)+\widehat{u}_s)_t[\widehat{}^1\widehat{E}_s(3U_{}\widehat{u}_c\mathrm{}\widehat{u}_c)].\hfill \end{array}$$
We follow the lines of Section 4 and start with the renormalization process by introducing the scalings
$$\begin{array}{cc}\hfill \widehat{v}_{c,n}(\varkappa ,x,\tau )& =\widehat{u}_c(\sigma ^n\varkappa ,x,\sigma ^{2n}\tau ),\hfill \\ \hfill \widehat{v}_{s,n}(\varkappa ,x,\tau )& =\sigma ^{3n/2}\widehat{u}_s(\sigma ^n\varkappa ,x,\sigma ^{2n}\tau ),\hfill \\ \hfill \widehat{w}_n(\varkappa ,x,\tau )& =e^{\gamma \sigma ^{2n}\tau }\widehat{w}(\sigma ^n\varkappa ,x,\sigma ^{2n}\tau ).\hfill \end{array}$$
(The $`3^{rd}`$ argument is the time, and the function $`w`$ has here another meaning than in Section 4.) Note again that only the Bloch variable is rescaled, but $`x`$ is left untouched.
Under these scalings the functions $`\widehat{v}_{s,n}`$ and $`w_n`$ still converge towards $`0`$ as $`n\mathrm{}`$. The variation of constant formula yields now
$$\begin{array}{ccc}\hfill \widehat{v}_{c,n}(\varkappa ,x,\tau )& =e^{\sigma ^{2n}\widehat{}_{c,n}(\tau \sigma ^2)}\widehat{v}_{c,n1}(\sigma \varkappa ,x,1)\hfill & \\ & +\sigma ^{2n}_{\sigma ^2}^\tau ๐\tau ^{}e^{\sigma ^{2n}\widehat{}_{c,n}(\tau \tau ^{})}\left(\widehat{๐ฉ}_{c,๐ข,n}(\widehat{v}_{c,n},\widehat{v}_{s,n})\right)(\varkappa ,x,\tau ^{})\hfill & \\ & +\sigma ^{2n}_{\sigma ^2}^\tau ๐\tau ^{}e^{\sigma ^{2n}\widehat{}_{c,n}(\tau \tau ^{})}\left(\widehat{๐ฉ}_{c,n}(\widehat{v}_{c,n},\widehat{v}_{s,n})\right)(\varkappa ,x,\tau ^{}),\hfill & (7.6)\hfill \\ \hfill \widehat{v}_{s,n}(\varkappa ,x,\tau )& =e^{\sigma ^{2n}\widehat{}_{s,n}(\tau \sigma ^2)}\sigma ^{3/2}\widehat{v}_{s,n1}(\sigma \varkappa ,x,1)\hfill & \\ & +\sigma ^{7n/2}_{\sigma ^2}^\tau d\tau ^{}e^{\sigma ^{2n}\widehat{}_{s,n}(\tau \tau ^{})}(\widehat{๐ฉ}_{s,๐ข,n}(\widehat{v}_{c,n},\widehat{v}_{s,n})))(\varkappa ,x,\tau ^{})\hfill & \\ & +\sigma ^{7n/2}_{\sigma ^2}^\tau ๐\tau ^{}e^{\sigma ^{2n}\widehat{}_{s,n}(\tau \tau ^{})}\left(\widehat{๐ฉ}_{s,n}(\widehat{v}_{c,n},\widehat{v}_{s,n})\right)(\varkappa ,x,\tau ^{}),\hfill & (7.7)\hfill \\ \hfill \widehat{w}_n(\varkappa ,x,\tau )& =\widehat{S}_n(\tau ,\sigma ^2)\widehat{w}_{n1}(\sigma \varkappa ,x,1)\hfill & \\ & +_{\sigma ^2}^\tau ๐\tau ^{}\widehat{S}_n(t,\tau ^{})\left(\widehat{๐ฉ}_{w,n}(\widehat{v}_{c,n},\widehat{v}_{s,n},\widehat{w}_n)\right)(\varkappa ,x,\tau ^{}),\hfill & (7.8)\hfill \end{array}$$
with
$$\begin{array}{cc}\hfill \widehat{}_{c,n}& =\widehat{}^n\widehat{E}_c^h\widehat{}\widehat{}^n,\hfill \\ \hfill \widehat{}_{s,n}& =\widehat{}^n\widehat{E}_s^h\widehat{}\widehat{}^n,\hfill \\ \hfill \widehat{๐ฉ}_{c,๐ข,n}(\widehat{v}_{c,n},\widehat{v}_{s,n})& =\widehat{}^n\widehat{๐ฉ}_{c,๐ข}(\widehat{}^n\widehat{v}_{c,n},\sigma ^{3n/2}\widehat{}^n\widehat{v}_{s,n}),\hfill \\ \hfill \widehat{๐ฉ}_{s,๐ข,n}(\widehat{v}_{c,n},\widehat{v}_{s,n})& =\widehat{}^n\widehat{๐ฉ}_{s,๐ข}(\widehat{}^n\widehat{v}_{c,n},\sigma ^{3n/2}\widehat{}^n\widehat{v}_{s,n}),\hfill \\ \hfill \widehat{๐ฉ}_{c,n}(\widehat{v}_{c,n},\widehat{v}_{s,n})& =\widehat{}^n\widehat{๐ฉ}_c(\widehat{}^n\widehat{v}_{c,n},\sigma ^{3n/2}\widehat{}^n\widehat{v}_{s,n}),\hfill \\ \hfill \widehat{๐ฉ}_{s,n}(\widehat{v}_{c,n},\widehat{v}_{s,n})& =\widehat{}^n\widehat{๐ฉ}_s(\widehat{}^n\widehat{v}_{c,n},\sigma ^{3n/2}\widehat{}^n\widehat{v}_{s,n}),\hfill \\ \hfill \widehat{๐ฉ}_{w,n}(\widehat{v}_{c,n},\widehat{v}_{s,n},\widehat{w}_n)& =\widehat{}^n\widehat{๐ฉ}_w(\widehat{}^n\widehat{v}_{c,n},\sigma ^{3n/2}\widehat{}^n\widehat{v}_{s,n},\widehat{}^n\widehat{w}_n),\hfill \end{array}$$
where we recall the definition
$$\left(\widehat{}\widehat{f}\right)(\mathrm{},x)\widehat{f}(\sigma \mathrm{},x),$$
and where $`\widehat{S}_n(\tau ,\tau ^{})`$ is now the evolution operator associated with the equation
$$_\tau \widehat{f}_\tau =\sigma ^{2n}(\widehat{}^n\widehat{}_w\widehat{}^n+\gamma )\widehat{f}_\tau .$$
$`(7.9)`$
Again, the exponential scaling of $`\widehat{w}_n`$ with respect to time does not affect the definition of $`\widehat{๐ฉ}_w`$ due to the fact that $`\widehat{w}_n`$ only appears linearly.
All this is quite analogous to the developments in Eqs.(4.8) and (4.9).
7.1. The scaled linear evolution operators First we bound the linear evolution operators generated by $`\widehat{}_{c,n}`$ and $`\widehat{}_{s,n}`$.
Lemma 7.2. For all $`\rho (0,1]`$ there exist $`C_\rho >0`$ and $`\gamma _{}>0`$ such that for $`1\tau >\tau ^{}\sigma ^2`$ and all $`\sigma (0,1)`$ one has
$$\begin{array}{ccc}\hfill e^{\sigma ^{2n}\widehat{}_{c,n}(\tau \tau ^{})}\widehat{}^n\widehat{E}_c^h\widehat{}^n\widehat{g}_{๐ฆ_{\sigma ^n}}& C(\tau \tau ^{})^{\rho 1}\widehat{g}_{๐ฆ_{\sigma ^n,\rho }},\hfill & \\ \hfill e^{\sigma ^{2n}\widehat{}_{s,n}(\tau \tau ^{})}\widehat{}^n\widehat{E}_s^h\widehat{}^n\widehat{g}_{๐ฆ_{\sigma ^n}}& Ce^{\gamma _{}\sigma ^{2n}(\tau \tau ^{})}(\tau \tau ^{})^{\rho 1}\widehat{g}_{๐ฆ_{\sigma ^n,\rho }},\hfill & \end{array}$$
for all $`n๐`$.
Proof. The first estimate follows directly from the fact that
$$\widehat{}_{c,n}(\mathrm{})f=\mu _1(\mathrm{})\widehat{P}_c(\mathrm{})f=c_1\mathrm{}^2\widehat{P}_c(\mathrm{})f+๐ช(\mathrm{}^3).$$
The second estimate follows from the fact that the real part of the spectrum of $`\widehat{}_{s,n}(\mathrm{})`$ as a function of $`\mathrm{}`$ can be bounded from above by a strictly negative parabola.
Next, we bound $`\widehat{S}_n(\tau ,\tau ^{})`$ as defined through (7.9) and state the analog of Lemma 4.2.
Lemma 7.3. Suppose that the stability condition (6.11) is satisfied. Then there is a $`\delta (0,1]`$ such that for all $`\epsilon ^{}(0,1)`$ there exists a $`C_\epsilon ^{}>0`$ such that for $`1>\tau >\tau ^{}0`$ and all $`\sigma (0,1]`$ one has
$$\begin{array}{cc}\hfill \widehat{S}_n(\tau ,\tau ^{})\widehat{w}_{๐ฆ_{\sigma ^n}}C_\epsilon ^{}\sigma ^{\epsilon ^{}n}e^{\gamma \sigma ^{2n}(\tau \tau ^{})/2}(\tau \tau ^{})^{\epsilon ^{}1}\widehat{w}_{๐ฆ_{\sigma ^n,\epsilon ^{}}},& \end{array}$$
$`(7.10)`$
for all $`n๐`$.
The proof of Lemma 7.3 follows closely the one of Lemma 4.2 in Section 4.1. Therefore, it will be omitted here. We only remark that the estimate for the solution of (7.9)
$$\widehat{f}_\tau _{\widehat{H}_0^{2,\delta }}Ce^{\gamma \sigma ^{2n}(\tau \tau ^{})/2}\widehat{f}_\tau ^{}_{\widehat{H}_0^{2,\delta }}$$
associated to (4.13) can be obtained exactly in the same way as (6.12). The estimates for the weights in $`\mathrm{}`$ and the derivatives with respect to $`x`$ follow again as in the proof of Lemma 4.2.
7.2. The scaled non-linear terms Next we estimate the scaled non-linear terms in $`๐ฉ_{c,n}`$, $`๐ฉ_{s,n}`$, and $`๐ฉ_{w,n}`$.
Lemma 7.4. Suppose $`\mathrm{max}\{\widehat{v}_{c,n}_{๐ฆ_{\sigma ^n}},\widehat{v}_{s,n}_{๐ฆ_{\sigma ^n}},\widehat{w}_n_{๐ฆ_{\sigma ^n}}\}1`$. Then for all $`\epsilon ^{}(0,1)`$ there exist $`C_1,C_\epsilon ^{}>0`$ such that for all $`\sigma (0,1]`$ one has
$$\begin{array}{ccc}\hfill \widehat{๐ฉ}_{c,n}_{๐ฆ_{\sigma ^n,1/4}}& C_1\sigma ^{5n/2}(\widehat{v}_{c,n}_{๐ฆ_{\sigma ^n}}+\widehat{v}_{s,n}_{๐ฆ_{\sigma ^n}})^2\hfill & \\ \hfill \widehat{๐ฉ}_{s,n}_{๐ฆ_{\sigma ^n,1/2}}& C_1\sigma ^{2n}(\widehat{v}_{c,n}_{๐ฆ_{\sigma ^n}}+\widehat{v}_{s,n}_{๐ฆ_{\sigma ^n}})^2\hfill & \\ \hfill \widehat{๐ฉ}_{w,n}_{๐ฆ_{\sigma ^n,\epsilon ^{}}}& C_\epsilon ^{}\sigma ^{(1\epsilon ^{})n}(\widehat{v}_{c,n}_{๐ฆ_{\sigma ^n}}+\widehat{v}_{s,n}_{๐ฆ_{\sigma ^n}})\widehat{w}_n_{๐ฆ_{\sigma ^n}}.\hfill & \end{array}$$
Proof. Throughout the proof we use
$$\begin{array}{cc}\hfill \left(\widehat{}(\widehat{f}\mathrm{}\widehat{g})\right)(\varkappa )=\sigma \left((\widehat{}\widehat{f})\mathrm{}(\widehat{}\widehat{g})\right)(\varkappa ).& \end{array}$$
$`(7.11)`$
i) We start with the estimates for $`\widehat{๐ฉ}_{w,n}`$. The most dangerous term in
$$\widehat{๐ฉ}_w(\widehat{v}_c,\widehat{v}_s,\widehat{w})=\mathrm{\hspace{0.17em}3}U_{}\widehat{v}\mathrm{}\widehat{w}3\widehat{K}_{ct}\mathrm{}\widehat{v}\mathrm{}\widehat{w}\widehat{v}\mathrm{}\widehat{v}\mathrm{}\widehat{w}$$
is $`3\widehat{K}_{ct}\mathrm{}\widehat{v}\mathrm{}\widehat{w}`$. From (7.11) we obtain a $`\sigma ^n`$ for the scaled version of $`\widehat{v}\mathrm{}\widehat{w}`$. We loose $`\sigma ^{\epsilon ^{}n}`$ by taking the norm in $`๐ฆ_{\sigma ^n,\epsilon ^{}}`$ due to the fact that $`\widehat{K}_{ct}`$ is fixed and does not scale when time evolves.
ii) We use again (7.11) to obtain the estimates for $`\widehat{๐ฉ}_{s,n}`$. The only difficulty stems from the term
$$_t[\widehat{}^1\widehat{E}_s(3U_{}\widehat{u}_c\mathrm{}\widehat{u}_c)]=\widehat{}^1\widehat{E}_s(6U_{}\widehat{u}_c\mathrm{}_t\widehat{u}_c)$$
coming from the change of coordinates (7.4). This can be estimated in the required way by expressing $`_t\widehat{u}_c`$ by the right hand side of (7.5), by using then the points ii.1)--ii.3) and the fact we already have a factor $`\sigma ^n`$ by $`\widehat{u}_c\mathrm{}_t\widehat{u}_c`$ using again (7.11).
ii.1) The first bound for the terms on the right hand side of (7.5) is
$$\widehat{}_{c,n}\widehat{v}_{c,n}_{๐ฆ_{\sigma ^n,\rho }}C\sigma ^{2(1\rho )n}\widehat{v}_{c,n}_{๐ฆ_{\sigma ^n}},$$
(with $`\rho =1/2`$ for our purposes) which follows from the form of $`\mu _1(\mathrm{})`$ by using the following lemma.
Lemma 7.5. Let $`\mu ๐_{per}^2([1/2,1/2),๐^2((0,2\pi ),๐))`$ with $`\mu (\mathrm{},)_{๐^2((0,2\pi ),๐)}C|\mathrm{}|^{2(1\rho )}`$ for a $`\rho [0,1]`$. Then, there exists a $`C>0`$ such that for all $`\sigma (0,1]`$ we have
$$(\widehat{}_\sigma \mu )\widehat{u}_{๐ฆ_{\sigma ,\rho }}C\sigma ^{2(1\rho )}\mu _{๐_{per}^2([1/2,1/2),๐^2((0,2\pi ),๐))}\widehat{u}_{๐ฆ_\sigma }.$$
$`(7.12)`$
Proof. This follows since
$$\underset{\mathrm{}๐}{sup}|\frac{\mathrm{}^{2(1\rho )}\sigma ^{2(1\rho )}}{(1+\mathrm{}^2)^{(1\rho )}}|<C\sigma ^{2(1\rho )}.$$
ii.2) By $`\mathrm{}`$linintlemsh below the term $`\widehat{๐ฉ}_{c,๐ข,n}`$ is exponentially small in terms of $`\sigma `$.
ii.3) From (7.11) we easily obtain
$$\widehat{๐ฉ}_{c,n}_{๐ฆ_{\sigma ^n}}\sigma ^n(\widehat{v}_{c,n}_{๐ฆ_{\sigma ^n}}+\widehat{v}_{s,n}_{๐ฆ_{\sigma ^n}})^2.$$
iii) From \[Schn96\] we recall the estimates for the $`\widehat{๐ฉ}_{c,n}`$ part. Note that $`\widehat{๐ฉ}_{c,n}`$ can be written as
$$\widehat{๐ฉ}_{c,n}=\widehat{s}_1+\widehat{s}_2+\widehat{๐ฉ}_{c,n,r},$$
where
$$\begin{array}{cc}\hfill \widehat{s}_1& =3\sigma ^n\widehat{}^n\widehat{E}_c\widehat{}^n(U_{}\widehat{v}_{c,n}\mathrm{}\widehat{v}_{c,n}),\hfill \\ \hfill \widehat{s}_2& =6\sigma ^{2n}\widehat{}^n\widehat{E}_c\widehat{}^n(U_{}\widehat{v}_{c,n}\mathrm{}(\widehat{}_{s,n})^1(3U_{}\widehat{v}_{c,n}\mathrm{}\widehat{v}_{c,n}))\hfill \\ & \sigma ^{2n}\widehat{}^n\widehat{E}_c\widehat{}^n(\widehat{v}_{c,n}\mathrm{}\widehat{v}_{c,n}\mathrm{}\widehat{v}_{c,n}),\hfill \\ \hfill \widehat{๐ฉ}_{c,n,r}_{๐ฆ_{\sigma ^n}}& =๐ช(\sigma ^{5n/2}(\widehat{v}_{c,n}_{๐ฆ_{\sigma _n}}+\widehat{v}_{s,n}_{๐ฆ_{\sigma ^n}})^2).\hfill \end{array}$$
The estimate for $`\widehat{๐ฉ}_{c,n,r}`$ follows easily by applying again (7.11).
It remains to estimate $`\widehat{s}_1`$ and $`\widehat{s}_2`$. These estimates have been obtained in \[Schn96\]. For completeness we recall some of the arguments. Introducing $`a_n(\mathrm{})๐`$ by $`\widehat{v}_{c,n}(\mathrm{},x)=a_n(\mathrm{})\phi _{\sigma ^n\mathrm{}}(x)`$ shows that the terms $`\widehat{s}_1`$ and $`\widehat{s}_2`$ are of the form
$$\begin{array}{cc}\hfill \widehat{s}_2(\mathrm{},x)& =(\sigma ^{2n}dmdkK_2(\sigma ^n\mathrm{},\sigma ^n(\mathrm{}m),\sigma ^n(mk),\sigma ^nk)\hfill \\ & \times a_n(\mathrm{}m)a_n(mk)a_n(k))\phi _{\sigma ^n\mathrm{}}(x),\hfill \\ \hfill \widehat{s}_1(\mathrm{},x)& =\left(\sigma ^n๐mK_1(\sigma ^n\mathrm{},\sigma ^n(\mathrm{}m),\sigma ^nm)a_n(\mathrm{}m)a_n(m)\right)\phi _{\sigma ^n\mathrm{}}(x),\hfill \end{array}$$
with $`K_j:๐^{2+j}๐`$ the kernel of an integral operator. The detailed expression for $`K_1`$ is given in $`\mathrm{}`$K1ans below.
The case $`n=m=k=\mathrm{}=0`$ corresponds to the spatially periodic case. In the spatially periodic case there exists a center manifold
$$\mathrm{\Gamma }=\{u=U_{0,a}|a๐\},$$
consisting of the spatially periodic fixed points related to each other by the translation invariance of the original Swift-Hohenberg equation. By a formal calculation it turns out that the flow of the one-dimensional center manifold $`\mathrm{\Gamma }`$ is determined by the ordinary differential equation
$$\frac{d}{dt}a=0a+K_1(0,0,0)a^2+K_2(0,0,0,0)a^3+๐ช(a^4).$$
Since the center manifold consists of fixed points the flow $`a=a(t)`$ is trivial, i.e., $`\frac{d}{dt}a=0`$. Consequently, we obtain $`K_1(0,0,0)=K_2(0,0,0,0)=0`$. Therefore,
$$|K_2(\mathrm{},\mathrm{}m,mk,k)|C(|\mathrm{}|+|\mathrm{}m|+|mk|+|k|),$$
and so (7.11) and (7.12) imply
$$\widehat{s}_2_{๐ฆ_{\sigma ^n,1/2}}C\sigma ^{3n}(\widehat{v}_{c,n}_{๐ฆ_{\sigma ^n}}+\widehat{v}_{s,n}_{๐ฆ_{\sigma ^n}})^2.$$
Interestingly it turned out that the first derivatives of $`K_1`$ vanish as well. Since the eigenvalue problem $`_{\mathrm{}}\phi _{\mathrm{}}=\mu _1(\mathrm{})\phi _{\mathrm{}}`$ is self-adjoint, the projection $`\widehat{P}_c(\mathrm{})`$ is orthogonal in $`L^2(0,2\pi )`$ and is given by $`\widehat{P}_c(\mathrm{})u=(\overline{\phi _{\mathrm{}}(x)}u(\mathrm{},x)๐x)\phi _{\mathrm{}}()`$. Thus
$$K_1(\mathrm{},\mathrm{}m,m)=3๐x\overline{\phi _{\mathrm{}}(x)}\phi _\mathrm{}m(x)\phi _m(x)U(x).$$
$`(7.13)`$
Expanding $`\phi _{\mathrm{}}(x)=_xU(x)+i\mathrm{}g(x)+๐ช(\mathrm{}^2),`$ with $`g(x)๐`$ yields
$$\begin{array}{cc}\hfill K_1(\mathrm{},\mathrm{}m,m)=& 3dx((_xU(x))^3U(x)\hfill \\ & i\mathrm{}g(x)(_xU(x))^2U(x)+i(\mathrm{}m)g(x)(_xU(x))^2U(x)\hfill \\ & +(_xU(x))^2img(x)U(x)+๐ช(\mathrm{}^2+(\mathrm{}m)^2+m^2)).\hfill \end{array}$$
Note that $`U(x)`$ is an even function, so $`_xU`$ is odd, which proves again $`K_1(0,0,0)=0`$. Since, in addition, the first order terms cancel we have
$$|K_1(\mathrm{},\mathrm{}m,m)|C|\mathrm{}^2+(\mathrm{}m)^2+m^2|,$$
and so from (7.11) and (7.12)
$$\widehat{s}_1_{๐ฆ_{\sigma ^n,1/4}}C\sigma ^{5n/2}(\widehat{v}_{c,n}_{๐ฆ_{\sigma ^n}}+\widehat{v}_{s,n}_{๐ฆ_{\sigma ^n}})^2.$$
Summing the estimates shows the assertion.
7.3. Bounds on the integrals Here we estimate the integrals in the variation of constant formula in terms of the following quantities.
Definition 7.6. For all $`n`$, we define
$$R_{cs,n}^u=\underset{\tau [\sigma ^2,1]}{sup}\widehat{v}_{c,n}(\tau )_{๐ฆ_{\sigma ^n}}+\underset{\tau [\sigma ^2,1]}{sup}\widehat{v}_{s,n}(\tau )_{๐ฆ_{\sigma ^n}},\text{and}R_n^w=\underset{\tau [\sigma ^2,1]}{sup}\widehat{w}_n(\tau )_{๐ฆ_{\sigma ^n}}.$$
In the following two lemmas we estimate the integrals appearing in (7.6)--(7.8).
Lemma 7.7. Assume $`R_{cs,n}^u+R_n^w1`$. Then for all $`1\tau \sigma ^2`$ and all $`\sigma (0,1]`$ one has
$$\begin{array}{ccc}\hfill \sigma ^{2n}_{\sigma ^2}^\tau ๐\tau ^{}e^{\sigma ^{2n}\widehat{}_{c,n}(\tau \tau ^{})}\left(\widehat{๐ฉ}_{c,n}(\widehat{v}_c,\widehat{v}_s)\right)(,,\tau ^{})_{๐ฆ_{\sigma ^n}}& C\sigma ^{n/2}(R_{cs,n}^u)^2,\hfill & \\ \hfill \sigma ^{7n/2}_{\sigma ^2}^\tau ๐\tau ^{}e^{\sigma ^{2n}\widehat{}_{s,n}(\tau \tau ^{})}\left(\widehat{๐ฉ}_{s,n}(\widehat{v}_c,\widehat{v}_s)\right)(,,\tau ^{})_{๐ฆ_{\sigma ^n}}& C\sigma ^{n/2}(R_{cs,n}^u)^2,\hfill & \\ \hfill _{\sigma ^2}^\tau ๐\tau ^{}\widehat{S}_n(t,\tau ^{})\left(\widehat{๐ฉ}_{w,n}(\widehat{v}_c,\widehat{v}_s,\widehat{w})\right)(,,\tau ^{})_{๐ฆ_{\sigma ^n}}& C\sigma ^{n(1\epsilon ^{})}R_{cs,n}^uR_n^w.\hfill & \end{array}$$
Proof. We first use Lemma 7.2 and Lemma 7.4. For the second integral in (7.6) we get a bound
$$\begin{array}{cc}& \underset{\tau [\sigma ^2,1]}{sup}\sigma ^{2n}_{\sigma ^2}^\tau ๐\tau ^{}e^{\sigma ^{2n}\widehat{}_{c,n}(\tau \tau ^{})}\left(\widehat{๐ฉ}_{c,n}(\widehat{v}_c,\widehat{v}_s)\right)(,,\tau ^{})_{๐ฆ_{\sigma ^n}}\hfill \\ & C\sigma ^{2n}(R_{cs,n}^u)^2\sigma ^{5n/2}_{\sigma ^2}^1๐\tau ^{}(1\tau ^{})^{3/4}\hfill \\ & C\sigma ^{n/2}(R_{cs,n}^u)^2.\hfill \end{array}$$
For the second integral in (7.7) we find similarly
$$\begin{array}{cc}\hfill \underset{\tau [\sigma ^2,1]}{sup}& \sigma ^{7n/2}_{\sigma ^2}^\tau ๐\tau ^{}e^{\sigma ^{2n}\widehat{}_{s,n}(\tau \tau ^{})}\left(\widehat{๐ฉ}_{s,n}(\widehat{v}_c,\widehat{v}_s)\right)(,,\tau ^{})_{๐ฆ_{\sigma ^n}}\hfill \\ & C(R_{cs,n}^u)^2\sigma ^{3n/2}_{\sigma ^2}^1๐\tau ^{}e^{C\sigma ^{2n}(1\tau ^{})}(1\tau ^{})^{1/2}\hfill \\ & C\sigma ^{n/2}(R_{cs,n}^u)^2.\hfill \end{array}$$
For the integral in (7.8) we find, using now Lemma 7.3 and Lemma 7.4, a bound
$$\begin{array}{cc}\hfill C\sigma ^{2n}_{\sigma ^2}^\tau & d\tau ^{}(\sigma ^{\epsilon ^{}n/2}e^{\gamma \sigma ^{2n}(\tau \tau ^{})/2}(\tau \tau ^{})^{\epsilon ^{}/21})(\sigma ^{(1\epsilon ^{}/2)n}R_{cs,n}^uR_n^w)\hfill \\ & C\sigma ^{n(1\epsilon ^{})}\sigma ^{2n}R_{cs,n}^uR_n^wC\sigma ^{n(1\epsilon ^{})}R_{cs,n}^uR_n^w.\hfill \end{array}$$
Lemma 7.8. Assume $`R_{cs,n}^u+R_n^w1`$. Then for all $`1\tau \sigma ^2`$ and all $`\sigma (0,1)`$ one has
$$\begin{array}{ccc}\hfill \sigma ^{2n}_{\sigma ^2}^\tau ๐\tau ^{}e^{\sigma ^{2n}\widehat{}_{c,n}(\tau \tau ^{})}\left(\widehat{๐ฉ}_{c,๐ข,n}(\widehat{v}_c,\widehat{v}_s)\right)(,,\tau ^{})_{๐ฆ_{\sigma ^n}}& Ce^{(\beta (c\widehat{c})+\gamma )\sigma ^n}R_n^w,\hfill & \\ \hfill \sigma ^{7n/2}_{\sigma ^2}^\tau ๐\tau ^{}e^{\sigma ^{2n}\widehat{}_{s,n}(\tau \tau ^{})}\left(\widehat{๐ฉ}_{s,๐ข,n}(\widehat{v}_c,\widehat{v}_s)\right)(,,\tau ^{})_{๐ฆ_{\sigma ^n}}& Ce^{(\beta (c\widehat{c})+\gamma )\sigma ^n}R_n^w.\hfill & \end{array}$$
Proof. We restrict ourselves to the linear part $`_๐ข`$. A typical term of (7.6)---the first in the definition of $`_๐ข`$ in (1.8)---can be rewritten as
$$\begin{array}{cc}\hfill \sigma ^{2n}& \left(_{\sigma ^2}^\tau ๐\tau ^{}e^{\widehat{}_{c,n}(\tau \tau ^{})}\widehat{}^n\left(\widehat{K}_{c\sigma ^{2n}\tau ^{}}\mathrm{}(\widehat{}^n\widehat{u}_{n,\tau ^{}})\right)\right)(\varkappa ,x)U(x)\hfill \\ & =\sigma ^{2n}\left(_{\sigma ^2}^\tau ๐\tau ^{}e^{\widehat{}_{c,n}(\tau \tau ^{})}\widehat{}^n\left(\widehat{K}_{c\sigma ^{2n}\tau ^{}}\mathrm{}\widehat{u}_{\sigma ^{2n}\tau ^{}}\right)\right)(\varkappa ,x)U(x).\hfill \end{array}$$
Note next that
$$\begin{array}{cc}\hfill (\widehat{K}_{c\sigma ^{2n}\tau ^{}}& \mathrm{}\widehat{u}_{\sigma ^{2n}\tau ^{}})(\varkappa ,x)\hfill \\ & =๐\mathrm{}\widehat{K}_{c\sigma ^{2n}\tau ^{}}(\varkappa \mathrm{}i\beta ,x)\widehat{w}(\mathrm{},x,\sigma ^{2n}\tau ^{})e^{i\mathrm{}\widehat{c}\sigma ^{2n}\tau ^{}}e^{\gamma \sigma ^{2n}\tau ^{}}\hfill \\ & \times e^{\beta (c\widehat{c})\sigma ^{2n}\tau ^{}}e^{i(\varkappa \mathrm{})c\sigma ^{2n}\tau ^{}}.\hfill \end{array}$$
Using this identity, we get (because $`\mathrm{exp}(\widehat{}_{c,n}(\tau \tau ^{}))`$ is bounded):
$$\begin{array}{cc}\hfill \sigma ^{2n}& _{\sigma ^2}^\tau ๐\tau ^{}e^{\widehat{}_{c,n}(\tau \tau ^{})}\widehat{}^n\left(\widehat{K}_{c\sigma ^{2n}\tau ^{}}\mathrm{}\widehat{u}_{n,\tau ^{}}\right)_{๐ฆ_{\sigma ^n}}\hfill \\ & C\sigma ^{2n}_{\sigma ^2}^\tau ๐\tau ^{}\widehat{}^n(\widehat{K}_{c\sigma ^{2n}\tau ^{}}\mathrm{}\widehat{u}_{n,\tau ^{}})_{๐ฆ_{\sigma ^n}}\hfill \\ & C\sigma ^{2n}_{\sigma ^2}^\tau ๐\tau ^{}e^{\beta (c\widehat{c})\sigma ^{2n}\tau ^{}}(\varkappa ,x)e^{ic\sigma ^{2n}\tau ^{}\varkappa }\widehat{K}_{c\sigma ^{2n}\tau ^{}}(\varkappa i\beta ,x)_{๐ฆ_{\sigma ^n}}\hfill \\ & \times (\varkappa ,x)e^{i\varkappa \widehat{c}\sigma ^{2n}\tau ^{}}\widehat{w}_{n,\tau ^{}}(\varkappa ,x)_{๐ฆ_{\sigma ^n}}e^{\gamma \sigma ^{2n}\tau ^{}}\hfill \\ & C\sigma ^{2n}_{\sigma ^2}^\tau ๐\tau ^{}(1+\widehat{c}\sigma ^{2n}\tau ^{})^2(1+c\sigma ^{2n}\tau ^{})^2e^{\beta (c\widehat{c})\sigma ^{2n}\tau ^{}}e^{\gamma \sigma ^{2n}\tau ^{}}R_n^w\hfill \\ & C\sigma ^{6n}e^{(\beta (c\widehat{c})+\gamma )\sigma ^{2(n1)}}R_n^wCe^{(\beta (c\widehat{c})+\gamma )\sigma ^n}R_n^w.\hfill \end{array}$$
$`(7.14)`$
The non-linear terms coming from $`๐ฉ_๐ข`$ can be handled in exactly the same way and yield similar bounds. The same is true for the terms with $`๐ฉ_{s,๐ข,n}`$ in (7.7).
7.4. Bounds on the initial condition Here, we estimate the first terms on the right hand side of the variation of constant formulae (7.6)--(7.8).
Lemma 7.9. For all $`1\tau \sigma ^2`$ and all $`\sigma (0,1]`$ we have
$$\begin{array}{cc}\hfill e^{\sigma ^{2n}\widehat{}_{c,n}(\tau \sigma ^2)}\widehat{}^n\widehat{E}_c^h\widehat{}^n\widehat{}\widehat{g}_{๐ฆ_{\sigma ^n}}& C\sigma ^{5/2}\widehat{g}_{๐ฆ_{\sigma ^{n1}}},\hfill \\ \hfill e^{\sigma ^{2n}\widehat{}_{s,n}(\tau \sigma ^2)}\widehat{}^n\widehat{E}_s^h\widehat{}^n\sigma ^{3/2}\widehat{}\widehat{g}_{๐ฆ_{\sigma ^n}}& C\sigma ^4e^{C\sigma ^{2n}(\tau \sigma ^2)}\widehat{g}_{๐ฆ_{\sigma ^{n1}}},\hfill \\ \hfill \widehat{S}_n(\tau ,\sigma ^2)\widehat{}\widehat{g}_{๐ฆ_{\sigma ^n}}& C\sigma ^{5/2}\sigma ^{\epsilon ^{}n}e^{\gamma \sigma ^{2n}(\tau \sigma ^2)/2}\widehat{g}_{๐ฆ_{\sigma ^{n1}}}.\hfill \end{array}$$
Proof. As before we have
$$\widehat{}\widehat{f}_{๐ฆ_{\sigma ^n}}\sigma ^{5/2}\widehat{f}_{๐ฆ_{\sigma ^{n1}}},$$
$`(7.15)`$
for $`0<\sigma 1`$. Therefore, the first two bounds of Lemma 7.9 follow immediately from Lemma 7.2. The third inequality is a little less obvious: First note that
$$\widehat{S}_n(\tau ,\sigma ^2)\widehat{w}_n(,,\sigma ^2)=\widehat{}\left(\widehat{S}_{n1}(\tau \sigma ^2,1)\widehat{w}_{n1}(,,1)\right).$$
Therefore,
$$\begin{array}{cc}& \stackrel{~}{}\left(\widehat{S}_{n1}(\tau \sigma ^2,1)\widehat{w}_{n1}(,,1)\right)_{๐ฆ_{\sigma ^n}}\hfill \\ & \sigma ^{5/2}\widehat{S}_{n1}(\tau \sigma ^2,1)\widehat{w}_{n1}(,,1)_{๐ฆ_{\sigma ^{n1}}}\hfill \\ & C\sigma ^{5/2}\sigma ^{\epsilon ^{}n}e^{\gamma \sigma ^{2n}(\tau \sigma ^2)/2}\widehat{w}_{n1}(,,1)_{๐ฆ_{\sigma ^{n1}}}.\hfill \end{array}$$
$`(7.16)`$
The claim is now an immediate consequence of Lemma 7.3.
7.5. A priori bounds on the non-linear problem This section follows closely Section 4.2. We need a priori bounds on the solution of (7.6)--(7.8). We (re)define now quantities analogous to those of Definition 4.3.
Definition 7.10. For all $`n๐`$, we define
$$\rho _{cs,n}^u=\widehat{v}_{c,n}|_{\tau =1}_{๐ฆ_{\sigma ^n}}+\widehat{v}_{s,n}|_{\tau =1}_{๐ฆ_{\sigma ^n}},\text{and}\rho _n^w=\widehat{w}_n|_{\tau =1}_{๐ฆ_{\sigma ^n}}.$$
Lemma 7.11. For all $`n๐`$ there is a constant $`\eta _n>0`$ such that the following holds: If $`\rho _{cs,n1}^u`$, $`\rho _{n1}^w`$, and $`\sigma >0`$ are smaller than $`\eta _n`$, the solutions of (7.6)--(7.8) exist for all $`\tau [\sigma ^2,1]`$. Moreover, we have the estimates
$$R_{cs,n}^uC\sigma ^4\rho _{cs,n1}^u+Ce^{C\sigma ^n}R_n^w+C\sigma ^{n/2}(R_{cs,n}^u)^2,$$
$`(7.17)`$
and
$$R_n^wC\sigma ^{5/2\epsilon ^{}n}\rho _{n1}^w+C\sigma ^{n(1\epsilon ^{})}R_{cs,n}^uR_n^w,$$
$`(7.18)`$
with a constant $`C`$ independent of $`\sigma `$ and $`n`$.
Remark. We remark again that there is no need for a detailed expression for $`\eta _n`$ since the existence of the solutions is guaranteed if we can show $`R_{cs,n}^u<\mathrm{}`$ and $`R_n^w<\mathrm{}`$. By (7.17) and (7.18) we have detailed control of these quantities in terms of the norms of the initial conditions and $`\sigma `$.
Proof. For the derivation of the estimates we assume in the sequel, without loss of generality, that $`R_{cs,n}^u+R_n^w1`$. For the first term in (7.8) we obtained in Lemma 7.9 a bound
$$C\sigma ^{5/2}\sigma ^{\epsilon ^{}n}\rho _{n1}^w.$$
$`(7.19)`$
For the second term in (7.8), we obtained in Lemma 7.7 a bound $`C\sigma ^{n(1\epsilon ^{})}R_{cs,n}^uR_n^w`$.
We now discuss in detail (7.7). Using Lemma 7.9 the first term is bounded by $`C\sigma ^4\rho _{cs,n1}^u`$. Lemma 7.7 and Lemma 7.8 yield for the second and third terms a bound $`C\sigma ^{n/2}(R_{cs,n}^u)^2+Ce^{C\sigma ^n}R_n^w`$ for a $`C>0`$ independent of $`\sigma (0,1]`$ and $`n๐`$.
Finally, we come to the bounds for (7.6). Using Lemma 7.9 the first term is bounded by $`C\sigma ^{5/2}\rho _{cs,n1}^u`$. Lemma 7.7 and Lemma 7.8 yield for the second and third terms a bound $`C\sigma ^{n/2}(R_{cs,n}^u)^2+Ce^{C\sigma ^n}R_n^w`$ for a $`C>0`$ independent of $`\sigma (0,1]`$ and $`n๐`$.
The proof of Lemma 7.11 now follows by applying the contraction mapping principle to the system consisting of (7.6), (7.7), and (7.8).
Then for $`\rho _{cs,n1}^u`$, $`\rho _{n1}^w`$ and $`\sigma >0`$ sufficiently small the Lipschitz constant on the right hand side of (7.6) to (7.8) in $`๐([\sigma ^2,1],๐ฆ_{\sigma ^n})`$ is smaller than 1. An application of a classical fixed point argument completes the proof of Lemma 7.11.
7.6. The iteration process As in the case of the simplified problem, we decompose the solution $`\widehat{v}_{c,n}(,,\tau )`$ for $`\tau =1`$ into a Gaussian part and a remainder. Let $`\stackrel{~}{\psi }(\varkappa )=e^{c_1\varkappa ^2}`$ and write
$$\widehat{v}_{c,n}(\varkappa ,x,1)=A_n\stackrel{~}{\psi }(\varkappa )\phi _{\sigma ^n\varkappa }(x)+\widehat{r}_n(\varkappa ,x),$$
where $`\widehat{r}_n(0,x)=0`$, and the amplitude $`A_n`$ is in $`๐`$. We also define $`\widehat{\mathrm{\Pi }}:๐ฆ_\sigma ๐`$ by
$$(\widehat{\mathrm{\Pi }}f)\phi _0=\widehat{P}_c(0)f|_{\varkappa =0}.$$
$`(7.20)`$
Then (7.6) can be decomposed accordingly and takes the form
$$\begin{array}{ccc}\hfill A_n& =A_{n1}+\widehat{\mathrm{\Pi }}\left(_{\sigma ^2}^1๐\tau ^{}e^{\sigma ^{2n}\widehat{}_{c,n}(1\tau ^{})}\left(\sigma ^{2n}(\widehat{๐ฉ}_{c,๐ข,n}+\widehat{๐ฉ}_{c,n})\right)\right),\hfill & (7.21)\hfill \\ \hfill \widehat{r}_n(\varkappa ,x)& =e^{\sigma ^{2n}\widehat{}_{c,n}(1\sigma ^2)}\widehat{r}_{n1}(\sigma \varkappa ,x)\hfill & \\ & +\sigma ^{2n}_{\sigma ^2}^1๐\tau ^{}\left(e^{\sigma ^{2n}\widehat{}_{c,n}(1\tau ^{})}(\widehat{๐ฉ}_{c,๐ข,n}+\widehat{๐ฉ}_{c,n})\right)(\varkappa ,x)\hfill & (7.22)\hfill \\ & +e^{\sigma ^{2n}\widehat{}_{c,n}(1\sigma ^2)}A_{n1}\stackrel{~}{\psi }(\sigma \varkappa )\phi _{\sigma ^n\varkappa }(x)A_n\stackrel{~}{\psi }(\varkappa )\phi _{\sigma ^n\varkappa }(x).\hfill & \end{array}$$
If we define next $`\rho _n^r=\widehat{r}_n_{๐ฆ_{\sigma ^n}}+\widehat{v}_{s,n}|_{\tau =1}_{๐ฆ_{\sigma ^n}}`$ then the above construction implies $`\rho _{cs,n}^uC(|A_n|+\rho _n^r)`$.
Our main estimate is now
Proposition 7.12. There is a constant $`C>0`$ such that for sufficiently small $`\sigma >0`$ the solution $`(v_{c,n},v_{s,n},w_n)`$ of (7.6)--(7.8) satisfies for all $`n๐`$:
$$\begin{array}{ccc}\hfill |A_nA_{n1}|& Ce^{C\sigma ^n}R_n^w+C\sigma ^{n/2}(R_{cs,n}^u)^2,\hfill & (7.23)\hfill \\ \hfill \rho _n^r& \rho _{n1}^r/2+Ce^{C\sigma ^n}R_n^w+C\sigma ^{n/2}(R_{cs,n}^u)^2+C\sigma ^nR_{cs,n}^u,\hfill & (7.24)\hfill \\ \hfill \rho _n^w& Ce^{C\sigma ^{2n}}\rho _{n1}^w+C\sigma ^{n(1\epsilon ^{})}R_{cs,n}^uR_n^w.\hfill & (7.25)\hfill \end{array}$$
Proof. We begin by bounding the difference $`A_nA_{n1}`$ using (7.21). Since $`\widehat{f}`$ is in $`H^2`$ as a function of $`\mathrm{}`$ we obviously have
$$|\widehat{\mathrm{\Pi }}\widehat{f}|C\widehat{f}_{๐ฆ_{\sigma ^n}}.$$
$`(7.26)`$
Thus, it suffices to bound the norm of the integral in (7.21), but this has already been done in the proof of Lemma 7.7 and Lemma 7.8.
We next bound $`\widehat{r}_n`$ in terms of $`\widehat{r}_{n1}`$, using (7.22). The first term is the one where the projection is crucial: For $`\sigma >0`$ sufficiently small, $`\widehat{r}_{n1}๐ฆ_{\sigma ^{n1}}`$ with $`\widehat{r}_{n1}(0)=0`$ one has
$$(\varkappa ,x)e^{\sigma ^{2n}\widehat{}_{c,n}(1\sigma ^2)}\widehat{r}_{n1}(\sigma \varkappa ,x)_{๐ฆ_{\sigma ^n}}\frac{1}{2}\widehat{r}_{n1}_{๐ฆ_{\sigma ^{n1}}},$$
$`(7.27)`$
as in the proof of Proposition 4.5. This leads for the first term in (7.22) to a bound (in $`๐ฆ_{\sigma ^n}`$)
$$\rho _{n1}^r/2.$$
$`(7.28)`$
The second and third term have been bounded in the proof of Lemma 7.7 and Lemma 7.8 by
$$Ce^{C\sigma ^n}R_n^u+C\sigma ^{n/2}(R_n^u)^2.$$
$`(7.29)`$
Finally, the last term
$$\widehat{X}_n(\varkappa ,x)e^{\sigma ^{2n}\widehat{}_{c,n}(1\sigma ^2)}A_{n1}\stackrel{~}{\psi }(\sigma \varkappa )\phi _{\sigma ^n\varkappa }(x)A_n\stackrel{~}{\psi }(\varkappa )\phi _{\sigma ^n\varkappa }(x),$$
in (7.22) leads to a bound (in $`๐ฆ_{\sigma ^n}`$):
$$\widehat{X}_nCe^{C\sigma ^n}R_{n1}^w+C\sigma ^{n/2}(R_{cs,n}^u)^2+C\sigma ^nR_{cs,n}^u,$$
$`(7.30)`$
where the last term is due to $`\mu _1(\mathrm{})=c_1\mathrm{}^2+๐ช(\mathrm{}^3)`$ not being exactly a parabola. For details see \[Schn96\]. Collecting the bounds, the assertion (7.24) for $`\widehat{r}_n`$ follows. Finally, the bounds on $`\rho _n^w`$ follow the in the same way as those in Lemma 7.11. The proof of Proposition 7.12 is complete.
Proof of Theorem 7.1. As before the proof is just an induction argument, using repeatedly the above estimates. Again we write $`C`$ for constants which can be chosen independent of $`\sigma `$ and $`n`$. Assume that $`R=sup_{n๐}R_{cs,n}^u<\mathrm{}`$ exists. From Lemma 7.11 we observe for $`\sigma >0`$ sufficiently small,
$$\begin{array}{cc}\hfill R_n^w& \frac{C\sigma ^{5/2n\epsilon ^{}}\rho _{n1}^w}{1C\sigma ^{n(1\epsilon ^{})}R}C\sigma ^{5/2n\epsilon ^{}}\rho _{n1}^w,\hfill \\ \hfill R_{cs,n}^u& \frac{C\sigma ^4\rho _{cs,n1}^u+Ce^{C\sigma ^n}R_n^w}{1C\sigma ^{n/2}R}\hfill \\ & C\sigma ^4\rho _{cs,n1}^u+Ce^{C\sigma ^n}\rho _{n1}^w,\hfill \end{array}$$
$`(7.31)`$
with a constant $`C`$ which can be chosen independent of $`R`$. Using Proposition 7.12 we find
$$\begin{array}{cc}\hfill |A_nA_{n1}|& Ce^{C\sigma ^n}\rho _{n1}^w+C\sigma ^{n/2}\sigma ^4\rho _{cs,n1}^u,\hfill \\ \hfill \rho _n^r& \rho _{n1}^r/2+Ce^{C\sigma ^n}\rho _{n1}^w+C\sigma ^{n/2}\sigma ^4\rho _{cs,n1}^u,\hfill \\ \hfill \rho _{cs,n}^u& C(|A_n|+\rho _n^r),\hfill \\ \hfill \rho _n^w& Ce^{C\sigma ^{2n}}\rho _{n1}^w+C\sigma ^{n(1\epsilon ^{})}\sigma ^{5/2n\epsilon ^{}}\rho _{n1}^w.\hfill \end{array}$$
Therefore, we can choose $`\sigma >0`$ so small that for $`n>9`$:
$$\begin{array}{ccc}\hfill |A_nA_{n1}|& \rho _{n1}^w/10+\sigma ^{n9}(|A_{n1}|+\rho _n^r),\hfill & \\ \hfill \rho _n^r& 3\rho _{n1}^r/4+\rho _{n1}^w/10+\sigma ^{n9}|A_n|,\hfill & \\ \hfill \rho _n^w& \rho _{n1}^w/10.\hfill & \end{array}$$
Thus, the sequence of $`A_n`$ converges geometrically to a finite limit $`A_{}`$. Furthermore, we find that $`lim_n\mathrm{}\rho _n^r=0`$, and $`lim_n\mathrm{}\rho _n^w=0`$. Since the quantities $`|A_n|`$, $`\rho _n^r`$, $`\rho _n^w`$ increase only for at most 9 steps the term $`CR`$ in (7.31) stays less than $`1/2`$ if we choose $`|A_1|`$, $`\rho _1^r`$, $`\rho _1^w=๐ช(\sigma ^m)`$, for a sufficiently large $`m>0`$. From (7.31) the existence of a finite constant $`R=sup_{n๐}R_{cs,n}^u`$ follows . Finally, the scaling of $`w_n(,,\tau )`$ implies the exponential decay of $`w(t)`$. The proof of Theorem 7.1 is complete.
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# Ground-States of Two Directed Polymers
## I Introduction
The physics of disordered systems has attracted a lot of attention due to the discovery that the free energy of extended objects - lines, surfaces and so on \- has singular corrections because of the domination of zero-temperature or ground-state effects . The paradigm of such systems is a directed polymer in a random medium (DPRM). In this particular example the object minimizes its energy which is determined by two competing forces: the elastic energy cost of wandering on one hand and the energy gain using energetically favorable pins in the environment on the other hand. The result is super-diffusive behavior, and constrained energy fluctuations. The phase space of the DPRM problem is very rich depending on the nature of the correlations in the disorder and the dimensionality. In low enough dimensions the physics is (at arbitrary temperatures) governed by the so-called zero-temperature fixed point if the noise has weak enough correlations including the uncorrelated case. The case with one transverse dimension becomes exactly solvable in terms of the roughness and energy fluctuation exponents, due to a mapping to the Kardar-Parisi-Zhang equation . The values are $`\zeta _2=2/3`$ and $`\theta _2=1/3`$, which fulfill the exponent relation $`2\zeta _d1=\theta _d`$. In the 3(=2+1)-dimensional case the roughness exponent is approximately $`0.62`$.
In this paper we study the problem of two (not necessarily directed) polymers in a joint random medium (TPRM) with mutual interactions and focus on the repulsive strong coupling limit, i.e. hard core interaction. The work is related both to the question of the physics of flux-lines in high-$`T_c`$-semiconductors in the low field limit, and to the field-theoretical issues due to the importance of the DP interaction energy. The physics of the problem is in general very similar to that of the one-line case but shows interesting twists if one tries to understand the problem in the light of individual, independent objects. In particular, we are going to consider by numerical, exact min-cost flow optimization computations the difference in energy between the TPRM problem, the single-line ground-state and the โfirst excited stateโ. The last one is given by adhering to a hierarchical picture, in which the first polymer is first optimized given a disorder configuration, and then the next one is added by applying a hard-core repulsion to the bonds already taken up. The procedure gives us two energies to compare with the true TPRM ground state energy $`E_2`$: the single line ground-state energy doubled, $`2E_1`$, and the sum of the ground-state energy $`E_1`$ and the energy of the first excited state $`E_1^{}`$ in the single line problem. The two energy differences, $`E_22E_1`$ and $`E_2E_1E_1^{}`$ define an interaction energy of the two polymers. In an earlier paper Tang studied the TPRM in hierarchical lattices and in two dimensions with binary disorder. His main conclusion was, for the physically more relevant real-space case, that the probability for an interaction energy exactly equal to zero (with binary disorder) decayed much faster than expected, the exponent being -2/3 instead of the -1/3 expected based on single-DP geometric arguments. We study both the interaction energies discussed above. We also comment on the topology of the TPRM ground-state. One of the main conclusions of our paper is that the TPRM ground-state is non-separable at least in the particular geometry we use. This means that the optimization of the TPRM ground-state can not be done in two quasi-independent steps.
The structure of the paper is as follows. In section two we formulate the problem and outline the relevant scaling exponents to be studied later. Section three discusses the numerical method. In section four we give the numerical data concerning the scaling behavior. Finally section five finishes the paper with conclusions.
## II Two directed polymers in a random medium
The continuum Hamiltonian for the TPRM problem is written in all generality as
$$H=_0^t\mathrm{\Gamma }_1(h_1(x))^2+\mathrm{\Gamma }_2(h_2(x))^2+V_r(x,h_1)+V_r(x,h_2)+V_{int}dx.$$
(1)
The Hamiltonian describes the physics of two elastic lines (subscripts 1 and 2) in the presence of the random potential $`V_r`$ which is sample-to-sample the same for both lines. The longitudinal coordinate is labeled with $`x`$ while the transverse coordinate (which can be a vector) is $`h_1`$ or $`h_2`$. In the following we shall consider only two โidenticalโ lines, that is the line stiffnesses $`\mathrm{\Gamma }_i`$ are taken to be finite and equal. The random potential $`V_r`$ describes point disorder and therefore the correlator $`V_r(x,h)V_r(x^{},h^{})\delta (xx^{})\delta (hh^{})`$.
The interaction potential $`V_r`$ gives rise to a variety of phenomena. First, for ground-state problems the case of a attractive potential is obviously trivial: the two lines will localize to the same ground-state. In this paper we are going to deal with a hard-core interaction between the lines 1 and 2. This implies a delta-function-like $`V_rV_0\delta (x_1x_2)\delta (h_1h_2)`$ with $`V_0\mathrm{}`$ so that overlap between the lines is strictly excluded. Would one allow for e.g. a finite $`V_0`$ then the one-line ground-state would act as a pinning defect and the physics would slowly cross-over from the hard-core case to that of two independent lines as $`V_0`$ is decreased.
The simplest scaling picture for the TPRM in the presence of a hard-core interaction $`V_r`$ consists of two independent directed polymers one being in the one-line global minimum and the second being in the first local minimum or the first excited state. This picture implies that the TPRM ground-state would be separable, that is it could be constructed by a successive optimization procedure. This turns out to be false, but the construction gives a definition for the effective interaction energy
$$V_{int,eff}=E_1+E_1^{^{}}E_2L^{\theta _V}$$
(2)
where $`E_1`$ refers to the single-DP ground-state energy in a particular sample, $`E_1^{^{}}`$ to the first excited state, $`E_2`$ is the true TPRM ground-state energy and $`L`$ is the system size to be defined below in section IV. $`\theta _V`$ defines a scaling exponent for this particular form of the interaction energy. Recall that one has $`E_1AL+\overline{A}L_1^\theta +\mathrm{}`$ and that the same is expected of $`E_1^{^{}}`$ as well where $`A`$, $`\overline{A}`$ are disorder and dimension-dependent non-universal pre-factors. The argument is, however, essentially based on the claim that in the DPRM problem there is only one energy scale, that governed by the DPRM energy fluctuation exponent $`\theta `$ and is therefore only qualitative. For $`E_2`$ it is to be expected that the scaling is of the same form $`E_2BL+\overline{B}L^{\theta _2}`$ where the exponent $`\theta _2`$ measures the energy fluctuations of the TPRM ground-state. The ensemble-averaged $`V_{int,eff}`$ allows one to note that since the energy and its fluctuations have as an upper bound the separable trial ground-state $`\theta _V`$ should be limited from above by $`\theta _1`$.
Likewise, the interaction energy can be described by the energy of the TPRM ground-state minus twice the single line energy, i.e.
$$\delta E_2=E_22E_1L^{\theta _E}.$$
(3)
Here $`\theta _E`$ defines another scaling exponent characterising the TRPM groundstate. One has naturally $`\delta E_2+V_{int,eff}=E_1^{^{}}E_1>0`$ and in particular if the single-line problem has two geometrically independent, energetically degenerate solutions then the sum is zero. Since $`\delta E_2`$ is positive semi-definite sample-to-sample, a lower limit for $`\theta _2`$ is $`\theta _1`$ and therefore by this dual construction one would expect that $`\theta _2=\theta _1`$. In this work we do not consider the roughness properties of the two-line system but note that for it one would likewise expect that $`\zeta _2=\zeta _1`$. Figure (2) shows examples from two and three dimensions of situations in which the true TPRM ground-state is non-separable, i.e. it can not be constructed out of the states with energies $`E_1`$ and $`E_1^{^{}}`$ and has thus a non-zero $`V_{int,eff}`$.
## III Numerical method
Here we define the lattice version of the continuum model of two random polymers with hard core interactions in a random environment introduced in the preceeding section. We formulate it in such a way that the connection to a minimum cost flow problem becomes obvious , for which powerfull algorithms from combinatorial optimization exist that find exact ground states in polynomial time .
Consider the energy function
$$H(๐ฑ)=\underset{(ij)}{}e_{ij}x_{ij},$$
(4)
where $`_{(ij)}`$ is a sum over all bonds $`(ij)`$ joining site $`i`$ and $`j`$ of a $`d`$-dimensional lattice, e.g. a rectangular ($`L^{d1}\times H`$) lattice, with periodic boundary conditions (b.c.) in $`d1`$ space direction and free b.c. in one direction. The bond energies $`e_{ij}0`$ are quenched random variables that indicate how much energy it costs to put a segment of a polymer on a specific bond $`(ij)`$. The variables describing the two polymers are $`x_{ij}\{0,1\}`$ (for hard core interactions), $`x_{ij}=1`$ if there is a polymer passing bond $`(ij)`$ and zero otherwise. For the configuration to form lines on each site of the lattice all incoming flow should balance the outgoing flow, i.e. the flow is divergence free
$$๐ฑ=0,$$
(5)
where $``$ denotes the lattice divergence. Obviously the flux-line has to enter, and to leave, the system somewhere. We attach all sites of one free boundary to an extra site (via energetically neutral arcs, $`e=0`$), which we call the source $`s`$, and the other side to another extra site, the target, $`t`$ as indicated in fig. 1a. Now one can push one line through the system by inferring that $`s`$ has a source strength of $`+1`$ and that $`t`$ has a sink strength of $`1`$, i.e.
$$(๐ฑ)_s=+N\mathrm{and}(๐ฑ)_t=N,$$
(6)
with $`N=1`$. Thus, the $`1`$-line problem consists in minimizing the energy (4) by finding a flow $`๐ฑ`$ in the network (the lattice plus the two extra sites $`s`$ and $`t`$) fulfilling the constraints (5) and (6). Naively one would expect that the 2-line problem consists simply in adding a second line to the 1-line configuration, avoiding the bonds already occupied due to the hard core interaction we consider here. A glance at Fig. 1 convinces us that this is not correct and actually the main issue of the present paper is to provide evidence that the correct solution of the TPRM problem is significantly different from what one gets when assuming the separability of the ground state.
The first key ingredient to treat the two-line problem (and the $`N`$-line problem in general ) is that one does not work with the original network but with the residual network corresponding to the actual flux-line configuration, which contains also the information about possibilities to send flow backwards (now with energy $`e_{ij}`$ since one wins energy by reducing $`x_{ij}`$), i.e. to modify the actual flow. Suppose that we put one flux-line along a shortest path $`P(s,t)`$ from $`s`$ to $`t`$, which means that we set $`x_{ij}=1`$ for all arcs on the path $`P(s,t)`$. Then the residual network is obtained by reversing all arcs and inverting all energies along this path, indicating that here we cannot put any further flow in the forward direction (since we assume hard-core interaction, i.e. $`x_{ij}1`$), but can send flow backwards by reducing $`x_{ij}`$ on the forward arcs by one unit. This procedure is sketched in Figure 1.
The second key ingredience is the introduction of a so called potential $`\phi `$ that fulfills the relation
$$\phi (j)\phi (i)+e_{ij}$$
(7)
for all arcs $`(ij)`$ in the residual network, indicating how much energy $`\phi (j)`$ it would at least take to send one unit of flow from $`s`$ to site $`j`$, IF it would cost an energy $`\phi (i)`$ to send it to site $`i`$. With the help of these potentials one defines the reduced costs
$$c_{ij}^\phi =e_{ij}+\phi (i)\phi (j)0.$$
(8)
The last inequality, which follows from the properties of the potential $`\phi `$ (7) actually ensures that there is no loop $``$ in the current residual network (corresponding to a flow x) with negative total energy, since $`_{(ij)}e_{ij}=_{(ij)}c_{ij}^\phi `$, implying that the flow $`๐ฑ`$ is optimal.
The idea of the successive shortest path algorithm is to start with an empty network, i.e. $`๐ฑ^0=0`$, which is certainly an optimal flow for $`N=0`$, and set $`\phi =0`$, $`c_{ij}^\phi =e_{ij}`$. One now successively adds FL to the system using the following iteration: Suppose we have an optimal $`N1`$-line configuration corresponding to the flow $`๐ฑ^{N1}`$. The current potential is $`\phi ^{N1}`$, the reduced costs are $`c_{ij}^{N1}=e_{ij}+\phi ^{N1}(i)\phi ^{N1}(j)`$ and we consider the residual network $`G_c^{N1}`$ corresponding to the flow $`๐ฑ^{N1}`$ with the reduced costs $`c_{ij}^{N1}0`$. The iteration leading to an optimal $`N`$-line configuration $`x_{ij}^N`$ is
* Determine shortest distances $`d(i)`$ from $`s`$ to all other nodes $`i`$ with respect to the reduced costs $`c_{ij}^{N1}`$ in the residual network $`G_c^{N1}`$.
* For all nodes $`i`$ update the potential: $`\phi ^N(i)=\phi ^{N1}(i)+d(i)d(t)`$.
* Let $`P(s,t)`$ denote a shortest path from node $`s`$ to $`t`$. To obtain $`x_{ij}^N`$ increase (decrease) by one unit the flow variables $`x_{ij}^{N1}`$ on all forward (backward) arcs $`(ij)`$ along $`P(s,t)`$.
(see Fig. 1). Note that due to the the fact that the numbers $`d(i)`$ are shortest distances one has again $`c_{ij}^N0`$, i.e. the flow $`๐ฑ^N`$ is indeed optimal. To estimate the complexity of this algorithm it is important to note that it is not necessary to determine shortest paths from $`s`$ to all other nodes in the network; a shortest path from $`s`$ to $`t`$ is sufficient if one updates the potentials in a slightly different way . Thus, the complexity of each iteration is the same as that of Dijkstraโs algorithm for finding shortest paths in a network, which is $`๐ช(M^2)`$ for a naive implementation ($`M`$ is the number of nodes in the network). We find, however, for the cases we consider ($`d`$-dimensional lattices) it roughly scales linearly in $`M=L^d`$. Thus, for $`N`$ flux-lines the complexity of this algorithm is $`๐ช(NL^d)`$.
In Figure 2 we show the true ground state configuration for a specific disorder configuration in 2d and in 3d and compare it with the one-line ground state plus the first excited state (the latter defined as the ground state in the network that is left when the bonds occupied by the one-line ground state are excluded). This is a typical example in which the two two-line configuration in 2d and in 3d are distinct.
## IV Results
For the actual computations reported in the following we set the height of the system $`H`$ equal to its lateral size $`L`$, i.e. $`H=L`$, yielding a square geometry in 2d and a cubic one in 3d) and considered system sizes from $`L=16`$ to $`L=256`$ in 2d and from $`L=8`$ to $`L=64`$ in 3d. For each system size the results are averaged over $`N=12000`$ (2D) and $`N=8000`$ (3D) disorder configurations, and quantities like $`๐ช=E_1`$, $`E_2`$, $`\delta E_2`$, $`V_{int,eff}`$ denote disorder averages from now on.
We expect the various exponents that we estimate to be independent of the actual disorder we put in (as long it is uncorrelated and does not have algebraic tails), nevertheless we took two different probability distributions for the bond energies: 1) a uniform distribution for which $`P(e_{ij})=1`$ for $`e_{ij}[0,1]`$ and 0 otherwise; 2) a binary distribution in which $`e_{ij}`$ is 1 with probability $`p`$ and 0 with probability $`1p`$.
### A Two dimensions
Figure 3 shows the scaling of the two-line system energy and energy fluctuations for both a uniform distribution for the $`e_{ij}`$โs and a binary one with q$`p=0.8`$. As expected, the scaling of the total energy $`E_2`$ is linear and the fluctuations $`\delta E_2`$ scale with an exponent $`\theta _2`$ with $`\theta _2\theta _1`$, the one-line energy fluctuation exponent. This adheres to the picture that the energetics of the DP problem are in general dictated by the one-line exponent.
In Figure 4 we show the probability that $`\delta E_2=0`$ as a function of system size. This measures the true degeneracy of the two-line system as the joint ground-state can be obtained from two independent minima with the same energy. $`P(\delta E_2=0)L^{a_1}`$ with $`a_1=0.63\pm 0.03`$ which is compatible with to $`a_1=2/3`$ adhering thus to Tangโs result which indicated $`a_1=1\theta `$. One can compare this with the scaling of $`P(V_{int,eff}=0)`$, which scales with an exponent $`a_2=0.15\pm 0.02`$ for both distributions ($`PL^{a_2}`$). Similarly to Tangโs conjecture, we are left with a picture which explains the frequency of separable ground-states (with $`\delta E_2=0`$) by a picture in which the two lines belong to two neighboring trees in the energy landscape. This means that one considers an inverted structure in which the two lines end up next to each other but belonging to two different trees (starting from $`x=L`$) with the same energy. Meanwhile the interaction energy in general shows increasing entanglement with a probability for a separable GS that decays with a novel exponent $`a_2=0.15`$.
Figures 5 and 6 discuss further the scaling of the mean interaction energies $`\delta E_2`$ and $`V_{int,eff}`$ for the both distributions. We find the exponents $`\theta _E0.39\pm 0.03`$ and $`\theta _V0.39\pm 0.03`$, respectively. For both these quantities we seem to obtain that the effective scaling exponents are slightly higher than the one- or two-line energy fluctuation exponents as such. However, as shown in figure 7 we can collapse the energy probablity distributions for $`\delta E_2`$ and $`V_{int,eff}`$ by using a two-exponent collapse. Note that this is different from the simple collapse using $`\theta _E`$ and $`\theta _V`$, however the two exponents combined make it so that the averages scale with $`\theta _E`$ and $`\theta _V`$.
### B Three dimensions
Figure 8 shows the scaling of three-dimensional case again for both a uniform distribution for the $`e_{ij}`$โs and a binary one with $`p=0.8`$ for the case of the two-line system energy and energy fluctuations. As expected, the scaling of the total energy $`E_2`$ is linear and the fluctuations $`\delta E_2`$ scale with an exponent $`\theta _2`$ with $`\theta _2\theta _10.24`$, the one-line energy fluctuation exponent in three dimensions.
In Figure 9 we show the probability that $`\delta E_2=0`$ as a function of system size. In 3D, for binary disorder, $`P(\delta E_2=0)L^{a_1}`$ with $`a_1=0.25\theta _1`$ in contrast with the geometric picture valid in 2D. The scaling of $`P(V_{int,eff}=0)`$ can not be described with a unique exponent and we find $`a_2=0.11\pm 0.01`$ for binary, and $`a_2=0.05\pm 0.01`$ for continuous disorder ($`PL^{a_2}`$). Again the interaction energy in general shows increasing entanglement with a probability for a separable GS that decays with novel exponents $`a_1`$, $`a_2`$.
Figures 10 and 11 discuss further the scaling of the mean interaction energies $`\delta E_2`$ and $`V_{int,eff}`$ for the continous distributions. The 3D exponents become $`\theta _E=0.26\pm 0.02`$ and $`\theta _V=0.21\pm 0.02`$. As shown in figure 7 we can collapse the energy probablity distributions for $`\delta E_2`$ and $`V_{int,eff}`$ by using as in 2D a two-exponent collapse. For binary disorder the collapse of the data makes sense in both cases, for continuous we restrict ourselves to $`\delta E_2`$.
## V Conclusions
In this paper we have investigated the joint ground-state of two directed polymers in a random medium, the TPRM problem. The main questions addressed here are whether the scaling of the TPRM can be described with the one-line exponents and an associated picture of behavior and if not so when. Unsurprisingly it turns out that $`V_{int,eff}`$ as defined here seems to result in an independent exponent that can not be explained by the one-line scaling arguments. This is natural since it measures the difference of the true TPRM ground-state to the โAnsatzโ of two separable states and is thus the first non-analytic and non-trivial correction characterizing the unique nature of the TPRM problem. On the other hand some of the features of the TPRM energetics, like the degeneracy of $`\delta E_2`$ are clearly related to the single-line picture in two dimensions. In three dimensions this is no longer true. We lack a geometrical explanation for the scaling of the degeneracy exponent $`a_2`$ in this higher-dimensional case.
###### Acknowledgements.
This work has been financially supported by the Finnish Academy of Science (FAS) and the German Academic Exchange Service (DAAD) within a common exchange project. V.P. would like to acknowledge the hospitality of University of Cologne.
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# Untitled Document
Quantum fluctuation-dissipation theorem: a time domain formulation
Noรซlle POTTIER
Groupe de Physique des Solides<sup>1</sup> Laboratoire associรฉ au C.N.R.S. (U.M.R. n$`{}_{}{}^{0}7588`$) et aux Universitรฉs Paris 7 et Paris 6., Universitรฉ Paris 7,
Tour 23, 2 place Jussieu, 75251 Paris Cedex 05, France,
and
Alain MAUGER
Laboratoire des Milieux Dรฉsordonnรฉs et Hรฉtรฉrogรจnes<sup>2</sup> Laboratoire associรฉ au C.N.R.S. (U.M.R. n$`{}_{}{}^{0}7603`$) et ร lโUniversitรฉ Paris 6.,
Universitรฉ Paris 6, Tour 22, Case 86,
4 place Jussieu, 75252 Paris Cedex 05, France.
Abstract A time-domain formulation of the equilibrium quantum fluctuation-dissipation theorem (FDT) in the whole range of temperatures is presented. In the classical limit, the FDT establishes a proportionality relation between the dissipative part of the linear response function and the derivative of the corresponding equilibrium correlation function. At zero temperature, the FDT takes the form of Hilbert transform relations between the dissipative part of the response function and the corresponding symmetrized equilibrium correlation function, which allows to establish a connection with analytic signal theory. The time-domain formulation of the FDT is especially valuable when out-of-equilibrium dynamics is concerned, as it is for instance the case in the discussion of aging phenomena.
PACS numbers:
05.30.-d Quantum statistical mechanics.
KEYWORDS: Corresponding author:
Noรซlle POTTIER
Groupe de Physique des Solides, Universitรฉ Paris 7,
Tour 23, 2 place Jussieu, 75251 Paris Cedex 05, France
Fax number: +33 1 43 54 28 78. E-mail: pottier@gps.jussieu.fr
1. Introduction
The fluctuation-dissipation theorem (FDT), valid for dynamic variables in equilibrium, is usually written in a form which involves generalized susceptibilities and spectral densities, which are frequency-dependent quantities -. However, in order to discuss certain time-dependent properties, it may be more convenient to have at hand a formulation of the theorem in the time domain. This need is for instance well illustrated in the discussion of aging effects in response and/or correlation functions of out-of-equilibrium dynamic variables. Then, the equilibrium FDT is a priori not applicable and has to be modified by the introduction of a violation factor or of an effective temperature, which can conveniently be defined in terms of time-dependent quantities -.
Following arguments outlined in , we develop below in a direct and simple manner different ways in which the equilibrium quantum FDT can be formulated in the time domain. The corresponding expressions of the theorem, which are established in the whole range of temperatures, allow in particular for a discussion of both the classical limit and the zero-temperature case. In this latter situation, an interesting connection, which does not seem to have been put forward previously, is shown to exist with analytic signal theory -.
2. Time domain formulation of the equilibrium FDT
Let us consider here a system in equilibrium described in the absence of external perturbations by a time-independent hamiltonian $`H_0`$. In the following we will be concerned with equilibrium average values which we will denote as $`\mathrm{}`$, the symbol $`\mathrm{}`$ standing for $`\mathrm{Tr}\rho _0\mathrm{}`$, with $`\rho _0=e^{\beta H_0}/\mathrm{Tr}e^{\beta H_0}`$.
Since we intend to discuss about linear response functions and symmetrized equilibrium correlation functions generically denoted as $`\stackrel{~}{\chi }_{BA}(t,t^{})`$ and $`\stackrel{~}{C}_{BA}(t,t^{})`$, we shall assume that the observables of interest $`A`$ and $`B`$ do not commute with $`H_0`$ (were it the case, the response function $`\stackrel{~}{\chi }_{BA}(t,t^{})`$ would indeed be zero). This hypothesis implies in particular that $`A`$ and $`B`$ are centered : $`A=0`$, $`B=0`$.
Generally speaking, the time domain formulations of the equilibrium FDT establish the link between the linear response function $`\stackrel{~}{\chi }_{BA}(t,t^{})`$ and the symmetrized equilibrium correlation function $`\stackrel{~}{C}_{BA}(t,t^{})=\frac{1}{2}[A(t^{})B(t)+B(t)A(t^{})]`$ (or the derivative $`\stackrel{~}{C}_{BA}(t,t^{})/t^{}`$).
2.1. The response function in terms of the correlation function
Consider two quantum-mechanical observables $`A`$ and $`B`$ with thermal equilibrium correlation functions verifying the property
$$A(t^{}i\mathrm{}\beta )B(t)=B(t)A(t^{}),\beta =1/kT,$$
$`(2.1)`$
and compute the contour integral
$$I=_\mathrm{\Gamma }A(\tau )B(t)\frac{\pi }{\beta \mathrm{}}\frac{1}{\mathrm{sinh}\frac{\pi (\tau t^{})}{\beta \mathrm{}}}๐\tau $$
$`(2.2)`$
where $`t`$ is a real time and $`\mathrm{\Gamma }`$ the closed contour in the complex $`\tau `$-plane represented on Fig. 1. One checks easily that the integrand in $`I`$ does not present any singularities inside $`\mathrm{\Gamma }`$. Actually, denoting by $`|\lambda `$ and $`E_\lambda `$ the eigenstates and eigenenergies of the system hamiltonian $`H_0`$, one has
$$A(\tau )B(t)=\frac{1}{Z}\underset{\lambda ,\lambda ^{}}{}A_{\lambda \lambda ^{}}B_{\lambda ^{}\lambda }e^{\beta E_\lambda +i(\tau t)(E_\lambda E_\lambda ^{})},Z=\mathrm{Tr}e^{\beta H_0},$$
$`(2.3)`$
which displays the fact that the continuation to the region $`\beta \mathrm{}m\tau 0`$ of the complex $`\tau `$-plane of the correlation function $`A(\tau )B(t)`$ is analytic , .
According to the Cauchy theorem, the integral $`I`$ is thus equal to zero. In the limit $`R\mathrm{}`$, one obtains, by gathering the various contributions to $`I`$, the relation
$$\begin{array}{c}\text{ }i\pi [B(t)A(t^{})A(t^{})B(t)]=\text{ }\hfill \\ \text{ }\mathrm{vp}_{\mathrm{}}^{\mathrm{}}๐t^{\prime \prime }[A(t^{\prime \prime })B(t)+B(t)A(t^{\prime \prime })]\frac{\pi }{\beta \mathrm{}}\frac{1}{\mathrm{sinh}\frac{\pi (t^{\prime \prime }t^{})}{\beta \mathrm{}}},\text{(2.4)}\text{ }\hfill \end{array}$$
where the symbol $`\mathrm{vp}`$ denotes the Cauchy principal value. Taking into account the Kubo formula for the response function, one gets from Eq. (2.4) the expression
$$\stackrel{~}{\chi }_{BA}(t,t^{})=\frac{2}{\pi \mathrm{}}\mathrm{\Theta }(tt^{})\mathrm{vp}_{\mathrm{}}^{\mathrm{}}๐t^{\prime \prime }\stackrel{~}{C}_{BA}(t,t^{\prime \prime })\frac{\pi }{\beta \mathrm{}}\frac{1}{\mathrm{sinh}\frac{\pi (t^{\prime \prime }t^{})}{\beta \mathrm{}}},$$
$`(2.5)`$
where $`\mathrm{\Theta }(t)`$ denotes the unit step-function.
Eq. (2.5) allows to compute the response function $`\stackrel{~}{\chi }_{BA}`$ in terms of the symmetrized correlation function $`\stackrel{~}{C}_{BA}`$. Then, introducing the dissipative part $`\stackrel{~}{\xi }_{BA}`$ of $`\stackrel{~}{\chi }_{BA}`$, as defined by
$$\stackrel{~}{\chi }_{BA}(t,t^{})=2i\mathrm{\Theta }(tt^{})\stackrel{~}{\xi }_{BA}(t,t^{}),$$
$`(2.6)`$
one gets from Eq. (2.5):
$$i\mathrm{}\stackrel{~}{\xi }_{BA}(t,t^{})=\frac{1}{\pi }\mathrm{vp}_{\mathrm{}}^{\mathrm{}}๐t^{\prime \prime }\stackrel{~}{C}_{BA}(t,t^{\prime \prime })\frac{\pi }{\beta \mathrm{}}\frac{1}{\mathrm{sinh}\frac{\pi (t^{\prime \prime }t^{})}{\beta \mathrm{}}}.$$
$`(2.7)`$
Since the two-time equilibrium averages involved in $`\stackrel{~}{\xi }_{BA}`$ and $`\stackrel{~}{C}_{BA}`$ only depend on the time differences involved, Eq. (2.7) can be rewritten as a convolution product, that is
$$i\mathrm{}\stackrel{~}{\xi }_{BA}(t)=\frac{1}{\pi }\stackrel{~}{C}_{BA}(t)\mathrm{vp}\frac{\pi }{\beta \mathrm{}}\frac{1}{\mathrm{sinh}\frac{\pi t}{\beta \mathrm{}}},$$
$`(2.8)`$
the convolution in the r.h.s. being taken with respect to $`t`$. 2.2. The correlation function in terms of the response function
The expression of the correlation function in terms of the response function can be derived, either in the same way as above (i.e. by using contour integration), or by inverting the convolution product (2.8).
Compute on the contour $`\mathrm{\Gamma }`$ (Fig. 1) the integral
$$J=_\mathrm{\Gamma }A(\tau )B(t)\frac{\pi }{\beta \mathrm{}}\mathrm{coth}\frac{\pi (\tau t^{})}{\beta \mathrm{}}d\tau .$$
$`(2.9)`$
Using similar arguments as above (i.e. noticing that $`J=0`$ since there are no singularities of the integrand of $`J`$ inside $`\mathrm{\Gamma }`$), one obtains the relation
$$\begin{array}{c}\text{ }\frac{1}{2}[A(t^{})B(t)+B(t)A(t^{})]=\text{ }\hfill \\ \text{ }\frac{i}{2\pi }\mathrm{vp}_{\mathrm{}}^{\mathrm{}}๐t^{\prime \prime }[B(t)A(t^{\prime \prime })A(t^{\prime \prime })B(t)]\frac{\pi }{\beta \mathrm{}}\mathrm{coth}\frac{\pi (t^{\prime \prime }t^{})}{\beta \mathrm{}},\text{(2.10)}\text{ }\hfill \end{array}$$
that is
$$\stackrel{~}{C}_{BA}(t,t^{})=\frac{\mathrm{}}{2\pi }\mathrm{vp}_{\mathrm{}}^{\mathrm{}}๐t^{\prime \prime }\left[\stackrel{~}{\chi }_{BA}(t,t^{\prime \prime })\stackrel{~}{\chi }_{AB}(t^{\prime \prime },t)\right]\frac{\pi }{\beta \mathrm{}}\mathrm{coth}\frac{\pi (t^{\prime \prime }t^{})}{\beta \mathrm{}},$$
$`(2.11)`$
or
$$\stackrel{~}{C}_{BA}(t,t^{})=\frac{1}{\pi }\mathrm{vp}_{\mathrm{}}^{\mathrm{}}๐t^{\prime \prime }i\mathrm{}\stackrel{~}{\xi }_{BA}(t,t^{\prime \prime })\frac{\pi }{\beta \mathrm{}}\mathrm{coth}\frac{\pi (t^{\prime \prime }t^{})}{\beta \mathrm{}}.$$
$`(2.12)`$
Before going further, let us add a comment. The arguments which have previously been used in the computation of the integral $`I`$ must be refined in order to show, first, that the integrals in the r.h.s. of Eqs. (2.10)-(2.12) are properly defined, and, second, that the contributions to the integral $`J`$ (Eq. (2.9)) of the two vertical segments of abscissas $`R`$ and $`R`$ of the contour $`\mathrm{\Gamma }`$ (Fig. 1) do vanish in the limit $`R\mathrm{}`$. The question stems from the fact that the function $`\mathrm{coth}(\pi t/\beta \mathrm{})`$ tends towards a finite limit for large values of its argument, contrary to the function $`1/\mathrm{sinh}(\pi t/\beta \mathrm{})`$ involved in the computation of $`I`$, which tends towards zero (this latter property insuring that the integrals in the r.h.s. of Eqs. (2.4), (2.5) and (2.7) are properly defined and that the contribution to $`I`$ of the above-mentioned segments is actually zero in the limit $`R\mathrm{}`$).
A sufficient condition is $`lim_R\mathrm{}A(\pm Ri\mathrm{}y)B(t)=AB`$ ($`=0`$ since $`A`$ and $`B`$ are centered)<sup>1</sup> Note that for $`y=0`$ this condition amounts to $`lim_R\mathrm{}A(\pm R)B(t)=0`$ while for $`y=\beta `$ it amounts to $`lim_R\mathrm{}B(t)A(\pm R)=0`$.. Thus, when treating systems with a finite number of degrees of freedom, and oscillating response and correlation functions, in which case this limit does not even exist, it will be convenient to introduce a small damping which will be eventually let equal to zero, or, which amounts to the same, to treat the response and correlation functions as distributions. Further details will be provided when treating the harmonic oscillator example (Section 2.4).
Eq. (2.12) can be viewed as the reciprocal of Eq. (2.7), since it allows to compute the symmetrized correlation function $`\stackrel{~}{C}_{BA}`$ in terms of the dissipative part $`\stackrel{~}{\xi }_{BA}`$ of $`\stackrel{~}{\chi }_{BA}`$. It can be rewritten, using convolution product notations, as
$$\stackrel{~}{C}_{BA}(t)=\frac{1}{\pi }i\mathrm{}\stackrel{~}{\xi }_{BA}(t)\frac{\pi }{\beta \mathrm{}}\mathrm{vp}\mathrm{coth}\frac{\pi t}{\beta \mathrm{}}.$$
$`(2.13)`$
Note that this latter expression can also be obtained directly by inverting the convolution product (2.8), which is easily done by using the relation
$$\frac{\pi }{\beta \mathrm{}}\mathrm{vp}\frac{1}{\mathrm{sinh}\frac{\pi t}{\beta \mathrm{}}}\frac{\pi }{\beta \mathrm{}}\mathrm{vp}\mathrm{coth}\frac{\pi t}{\beta \mathrm{}}=\pi ^2\delta (t),$$
$`(2.14)`$
demonstrated in Appendix A.
Eq. (2.8) together with the inverse relation (2.13) constitute a formulation of the equilibrium FDT in the time domain.
2.3. Relation with the usual frequency domain formulation
Eqs. (2.8) and (2.13) just correspond by Fourier transformation to the usual fluctuation-dissipation relations between the dissipative part $`\xi _{BA}(๐)`$ of the susceptibility and the Fourier transform $`C_{BA}(๐)`$ of the symmetrized correlation function -:
$$\xi _{BA}(๐)=\frac{1}{\mathrm{}}\mathrm{tanh}\frac{\beta \mathrm{}๐}{2}C_{BA}(๐),C_{BA}(๐)=\mathrm{}\mathrm{coth}\frac{\beta \mathrm{}๐}{2}\xi _{BA}(๐).$$
$`(2.15)`$
Indeed, taking the Fourier transform of formulas (2.15), with the following definition of the Fourier transformation $`F(๐)=_{\mathrm{}}^{\mathrm{}}dt\stackrel{~}{F}(t)e^{i๐t}`$, $`\stackrel{~}{F}(t)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}d๐C_{BA}(๐)e^{i๐t}`$, and making use of the Fourier formulas ($`A`$.3) and ($`A`$.6), one obtains Eqs. (2.8) and (2.13), rewritten below for clarity:
$$i\mathrm{}\stackrel{~}{\xi }_{BA}(t)=\frac{1}{\pi }\stackrel{~}{C}_{BA}(t)\frac{\pi }{\beta \mathrm{}}\mathrm{vp}\frac{1}{\mathrm{sinh}\frac{\pi t}{\beta \mathrm{}}},\stackrel{~}{C}_{BA}(t)=\frac{1}{\pi }i\mathrm{}\stackrel{~}{\xi }_{BA}(t)\frac{\pi }{\beta \mathrm{}}\mathrm{vp}\mathrm{coth}\frac{\pi t}{\beta \mathrm{}}.$$
$`(2.16)`$
2.4. A basic example : the harmonic oscillator
Let us consider as a basic example a harmonic oscillator of mass $`m`$ and angular frequency $`๐_0`$, in thermal equilibrium at temperature $`T`$. The oscillator displacement being denoted by $`x`$, one has
$$x(t)x=\frac{\mathrm{}}{2m๐_0}\left[(1+n)e^{i๐_0t}+ne^{i๐_0t}\right]$$
$`(2.17)`$
and
$$xx(t)=\frac{\mathrm{}}{2m๐_0}\left[ne^{i๐_0t}+(1+n)e^{i๐_0t}\right],$$
$`(2.18)`$
where $`n=1/(e^{\beta \mathrm{}๐_0}1)`$ is the Bose-Einstein function at temperature $`T`$. One deduces from Eqs. (2.17) and (2.18) the expressions of $`\stackrel{~}{\xi }_{xx}(t)`$ and $`\stackrel{~}{C}_{xx}(t)`$ :
$$i\mathrm{}\stackrel{~}{\xi }_{xx}(t)=\frac{\mathrm{}}{2m๐_0}\mathrm{sin}๐_0t$$
$`(2.19)`$
and
$$\stackrel{~}{C}_{xx}(t)=\frac{\mathrm{}}{2m๐_0}\mathrm{coth}\frac{\beta \mathrm{}๐_0}{2}\mathrm{cos}๐_0t.$$
$`(2.20)`$
The fluctuation-dissipation relations (2.8) and (2.13) respectively read:
$$\mathrm{sin}๐_0t=\frac{1}{\pi }\mathrm{coth}\frac{\beta \mathrm{}๐_0}{2}\mathrm{cos}๐_0t\frac{\pi }{\beta \mathrm{}}\mathrm{vp}\frac{1}{\mathrm{sinh}\frac{\pi t}{\beta \mathrm{}}}$$
$`(2.21)`$
and
$$\mathrm{coth}\frac{\beta \mathrm{}๐_0}{2}\mathrm{cos}๐_0t=\frac{1}{\pi }\mathrm{sin}๐_0t\frac{\pi }{\beta \mathrm{}}\mathrm{vp}\mathrm{coth}\frac{\pi t}{\beta \mathrm{}}.$$
$`(2.22)`$
Both formulas can be easily checked by a direct calculation, which we report in Appendix B, together with supplementary details<sup>2</sup> See the remarks in Section 2.2. on the contour integration needed to compute the integral $`J`$ (Eq. (2.9)).
Now, coming back to the general case, let us discuss, first the classical limit, then the zero-temperature case.
3. The classical limit
Before entering the discussion of this limit, we shall propose another form of the first FDT relation (Eqs. (2.7) or (2.8)) in the time domain. It gives the expression of the linear response function in terms of the derivative of the equilibrium correlation function , and reveals to be especially useful when studying the classical limit.
3.1. Expression of the response function in terms of the derivative of the correlation function
Integrating by parts, one can recast Eq. (2.7) into the equivalent form
$$i\mathrm{}\stackrel{~}{\xi }_{BA}(t,t^{})=\frac{1}{\pi }_{\mathrm{}}^{\mathrm{}}๐t^{\prime \prime }\frac{\stackrel{~}{C}_{BA}(t,t^{\prime \prime })}{t^{\prime \prime }}\mathrm{log}\left|\mathrm{coth}\frac{\pi (t^{\prime \prime }t^{})}{2\beta \mathrm{}}\right|,$$
$`(3.1)`$
or, making use of convolution product notations since $`\stackrel{~}{\xi }_{BA}`$ and $`\stackrel{~}{C}_{BA}`$ only depend on the time differences involved,
$$i\mathrm{}\stackrel{~}{\xi }_{BA}(t)=\frac{1}{\pi }\frac{d\stackrel{~}{C}_{BA}(t)}{dt}\mathrm{log}\left|\mathrm{coth}\frac{\pi t}{2\beta \mathrm{}}\right|,$$
$`(3.2)`$
an expression equivalent to Eq. (2.8). Thus, at any temperature, the dissipative part of the response function (i.e. the function $`\stackrel{~}{\xi }_{BA}(t)`$) appears to be proportional to the convolution product taken with respect to $`t`$ of the functions $`d\stackrel{~}{C}_{BA}(t)/dt`$ and $`\mathrm{log}|\mathrm{coth}(\pi t/2\beta \mathrm{})|`$. This latter function is very peaked around $`t=0`$ at high temperature while it becomes more and more spread around this value as the temperature decreases.
3.2. The classical limit
In the classical limit, making use of the property ($`A`$.14), that is
$$\mathrm{log}|\mathrm{coth}ax|_{|a|\mathrm{}}\frac{\pi ^2}{4|a|}\delta (x),$$
$`(3.3)`$
with $`a=\pi /2\beta \mathrm{}`$, one shows that Eq. (3.2) reduces to
$$i\mathrm{}\stackrel{~}{\xi }_{BA}(t)=\frac{\beta \mathrm{}}{2}\frac{d\stackrel{~}{C}_{BA}(t)}{dt},$$
$`(3.4)`$
which yields for the associated response function $`\stackrel{~}{\chi }_{BA}(t,t^{})`$ the expression
$$\stackrel{~}{\chi }_{BA}(t,t^{})=\beta \mathrm{\Theta }(tt^{})\frac{\stackrel{~}{C}_{BA}(t,t^{})}{t^{}}.$$
$`(3.5)`$
Eq. (3.5) constitutes the expression of the classical equilibrium fluctuation-dissipation theorem in the time domain .
3.3. Illustration : the harmonic oscillator
One easily checks that Eq. (3.4) is actually verified by the functions $`\stackrel{~}{\xi }_{xx}(t)`$ as given by Eq. (2.19) and $`\stackrel{~}{C}_{xx}(t)`$ as given by the classical limit of Eq. (2.20), namely
$$\stackrel{~}{C}_{xx}(t)=\frac{kT}{m๐_0^2}\mathrm{cos}๐_0t.$$
$`(3.6)`$
4. The zero temperature case
4.1. The zero-temperature fluctuation-dissipation theorem
As the temperature decreases, the function $`\mathrm{log}|\mathrm{coth}(\pi t/2\beta \mathrm{})|`$ becomes more and more spread around $`t=0`$. At $`T=0`$, coming back to the formulation (2.16) of the FDT, one gets
$$i\mathrm{}\stackrel{~}{\xi }_{BA}(t)=\frac{1}{\pi }\stackrel{~}{C}_{BA}(t)\mathrm{vp}\frac{1}{t},\stackrel{~}{C}_{BA}(t)=\frac{1}{\pi }i\mathrm{}\stackrel{~}{\xi }_{BA}(t)\mathrm{vp}\frac{1}{t},$$
$`(4.1)`$
that is
$$i\mathrm{}\stackrel{~}{\xi }_{BA}(t)=\frac{1}{\pi }\mathrm{vp}_{\mathrm{}}^{\mathrm{}}\stackrel{~}{C}_{BA}(t^{})\frac{1}{t^{}t}๐t^{},$$
$`(4.2)`$
and
$$\stackrel{~}{C}_{BA}(t)=\frac{1}{\pi }\mathrm{vp}_{\mathrm{}}^{\mathrm{}}(i\mathrm{}\xi _{BA}(t^{}))\frac{1}{t^{}t}๐t^{}.$$
$`(4.3)`$
Interestingly enough, these Hilbert transformation relations, which constitute the formulation of the fluctuation-dissipation theorem in the time domain at zero temperature, are formally similar to the usual Kramers-Kronig relations between the real and imaginary parts of the generalized susceptibility, except for the evident fact that they hold in the time domain and not in the frequency domain. Otherwise stated, at $`T=0`$, the quantities $`\stackrel{~}{C}_{BA}(t)`$ and $`i\mathrm{}\stackrel{~}{\xi }_{BA}(t)`$ must constitute respectively the real and imaginary parts of an analytic signal $`\stackrel{~}{Z}_{BA}(t)`$ with only positive frequency Fourier components -.
4.2. The zero-temperature analytic signal
Following these lines, consider the signal $`\stackrel{~}{Z}_{BA}(t)=B(t)A`$. One has
$$\stackrel{~}{Z}_{BA}(t)=\stackrel{~}{C}_{BA}(t)+\mathrm{}\stackrel{~}{\xi }_{BA}(t),$$
$`(4.4)`$
which displays the fact that $`\stackrel{~}{Z}_{BA}(t)`$ has for real part $`\stackrel{~}{C}_{BA}(t)`$ and for imaginary part $`i\mathrm{}\stackrel{~}{\xi }_{BA}(t)`$. By Fourier transformation, one gets
$$Z_{BA}(๐)=C_{BA}(๐)+\mathrm{}\xi _{BA}(๐).$$
$`(4.5)`$
At $`T=0`$, the fluctuation-dissipation relations (2.15) reduce to
$$\xi _{BA}(๐)=\frac{1}{\mathrm{}}\mathrm{sgn}(๐)C_{BA}(๐),$$
$`(4.6)`$
with
$$\mathrm{sgn}(๐)=\{\begin{array}{cc}+1,\hfill & ๐>0\text{,}\hfill \\ 1,\hfill & ๐<0\text{,}\hfill \end{array}$$
$`(4.7)`$
so that one gets, as expected,
$$Z_{BA}(๐)=\{\begin{array}{cc}2C_{BA}(๐),\hfill & ๐>0\text{,}\hfill \\ 0,\hfill & ๐<0\text{.}\hfill \end{array}$$
$`(4.8)`$
Actually, at $`T=0`$, the function $`\stackrel{~}{Z}_{BA}(t)=B(t)A`$ has only positive frequency components and thus possesses the characteristics of an analytic signal -. This implies that the integral definition $`\stackrel{~}{Z}_{BA}(\tau )=_0^{\mathrm{}}Z_{BA}(๐)e^{i๐\tau }d๐/2\pi `$ can then be extended in the whole lower half of the complex $`\tau `$-plane<sup>3</sup> This is in accordance with the above noted fact that at finite temperature the prolongation to the region $`\beta \mathrm{}m\tau 0`$ of the complex $`\tau `$-plane of the correlation function $`B(\tau )A`$ is analytic. (i.e. $`\mathrm{}m\tau 0`$).
In the same way, consider the function $`\stackrel{~}{Y}_{BA}(t)=AB(t)`$. One has:
$$\stackrel{~}{Y}_{BA}(t)=\stackrel{~}{C}_{BA}(t)\mathrm{}\xi _{BA}(t).$$
$`(4.9)`$
At $`T=0`$, making use of the fluctuation-dissipation relations (2.15), one gets
$$Y_{BA}(๐)=\{\begin{array}{cc}0,\hfill & ๐>0\text{,}\hfill \\ 2C_{BA}(๐),\hfill & ๐<0\text{.}\hfill \end{array}$$
$`(4.10)`$
Thus, the function $`\stackrel{~}{Y}_{BA}(t)=AB(t)`$ possesses only negative frequency components. The integral definition $`\stackrel{~}{Y}_{BA}(\tau )=_0^{\mathrm{}}Y_{BA}(๐)e^{i๐\tau }d๐/2\pi `$ can be extended in the whole upper half of the complex $`\tau `$-plane (i.e. $`\mathrm{}m\tau 0`$).
4.3. Other representations of the analytic signal
Let us here focus on the analytic signal $`\stackrel{~}{Z}_{BA}(t)`$ of positive frequency components (similar considerations can be made for $`\stackrel{~}{Y}_{BA}(t)`$).
For $`\mathrm{}m\tau 0`$, one can write, taking advantage of Eqs. (4.6) and (4.8),
$$\stackrel{~}{Z}_{BA}(\tau )=\frac{1}{2\pi }_0^{\mathrm{}}d๐\mathrm{\hspace{0.17em}2}\mathrm{}\xi _{BA}(๐)e^{i๐\tau }.$$
$`(4.11)`$
This yields the following representation of $`\stackrel{~}{Z}_{BA}(\tau )`$ for $`\mathrm{}m\tau 0`$ in terms of the dissipative part $`\stackrel{~}{\xi }_{BA}(t)`$ of the response function:
$$\stackrel{~}{Z}_{BA}(\tau )=\frac{1}{\pi }_{\mathrm{}}^{\mathrm{}}๐t^{}(i\mathrm{}\stackrel{~}{\xi }_{BA}(t^{}))\frac{1}{\tau t^{}}.$$
$`(4.12)`$
Note that, when $`\mathrm{}m\tau =0`$, the integral in Eq. (4.12) must be understood as a principal value.
Eq. (4.12) can in turn be used as a definition of $`\stackrel{~}{Z}_{BA}(\tau )`$ in the upper half of the complex $`\tau `$-plane (i.e. $`\mathrm{}m\tau >0`$), where the integral definition $`\stackrel{~}{Z}_{BA}(\tau )=_0^{\mathrm{}}Z_{BA}(๐)e^{i๐\tau }d๐/2\pi `$ cannot be used. It verifies the property
$$Z_{BA}^{}(\tau )=Z_{BA}(\tau ^{}).$$
$`(4.13)`$
4.4. Illustration: the harmonic oscillator
Let us consider once again the harmonic oscillator of mass $`m`$, angular frequency $`๐_0`$ and displacement $`x`$, in thermal equilibrium at $`T=0`$.
At $`T=0`$, the equilibrium correlation functions $`\stackrel{~}{Z}_{xx}(t)=x(t)x`$ and $`\stackrel{~}{Y}_{xx}(t)=xx(t)`$ are given by
$$\stackrel{~}{Z}_{xx}(t)=\frac{\mathrm{}}{2m๐_0}e^{i๐_0t}$$
$`(4.14)`$
and
$$\stackrel{~}{Y}_{xx}(t)=\frac{\mathrm{}}{2m๐_0}e^{i๐_0t}.$$
$`(4.15)`$
Thus $`\stackrel{~}{Z}_{xx}(t)`$ is a monochromatic signal of angular frequency $`๐_0`$ and of Fourier spectrum
$$Z_{xx}(๐)=\frac{\mathrm{}}{m๐_0}\pi \delta (๐๐_0),$$
$`(4.16),`$
while, similarly, $`\stackrel{~}{Y}_{xx}(t)`$ is a monochromatic signal of angular frequency $`๐_0`$ and of Fourier spectrum
$$Y_{xx}(๐)=\frac{\mathrm{}}{m๐_0}\pi \delta (๐+๐_0).$$
$`(4.17)`$
The Hilbert transformation relations (4.1) between $`\stackrel{~}{C}_{xx}(t)`$ and $`i\mathrm{}\stackrel{~}{\xi }_{xx}(t)`$ read:
$$\mathrm{sin}๐_0t=\frac{1}{\pi }\mathrm{cos}๐_0t\mathrm{vp}\frac{1}{t},\mathrm{cos}๐_0t=\frac{1}{\pi }\mathrm{sin}๐_0t\mathrm{vp}\frac{1}{t}.$$
$`(4.18)`$
The representation (4.12) of $`\stackrel{~}{Z}_{xx}(\tau )`$ in the complex $`\tau `$-plane reads:
$$\stackrel{~}{Z}_{xx}(\tau )=\{\begin{array}{cc}\frac{\mathrm{}}{2m๐_0}e^{i๐_0\tau },\hfill & \mathrm{}m\tau >0\text{,}\hfill \\ \frac{\mathrm{}}{2m๐_0}e^{i๐_0\tau },\hfill & \mathrm{}m\tau 0\text{.}\hfill \end{array}$$
$`(4.19)`$
5. Discussion and conclusion
Clearly, the time domain formulation of the equilibrium fluctuation-dissipation theorem is completely equivalent to the widely used frequency form of the theorem. In the classical limit, the time domain formulation establishes a proportionality relation between the dissipative part of the response function and the derivative of the equilibrium correlation function. At zero temperature, it takes the form of Hilbert transformation relations between the dissipative part of the response function and the symmetrized equilibrium correlation function.
The time domain formulation is of considerable help in discussing out-of-equilibrium phenomena. A good illustration of that can be found in the discussion of aging effects. For instance, in a recent paper , we have studied these effects as displayed by the correlation function of the displacement $`x(t)x(t_0)`$ of a free quantum Brownian particle with respect to its position at a given time $`t_0`$. Indeed, since diffusion is going on, the variable $`x(t)x(t_0)`$ never attains equilibrium. For any times $`t`$ and $`t^{}`$ such that $`t_0tt^{}`$, the displacement correlation function $`C_{xx}(t,t^{};t_0)`$ depends both on the time difference $`tt^{}`$ and on the waiting time or age $`t_w=t^{}t_0`$. Since the particle displacement cannot be viewed as corresponding to a stationary stochastic process, Fourier analysis and the Wiener-Khintchine theorem cannot be used in order to compute $`C_{xx}(t,t^{};t_0)`$. This quantity must thus be obtained through a double time integration of the velocity correlation function $`C_{vv}(t_1,t_2)`$ (which only depends on the time difference $`t_1t_2`$ since the Brownian particle velocity thermalizes and does not age).
In this situation, for any temperature of the thermal bath, one can write a modified FDT relating the displacement response function $`\chi _{xx}`$ to the partial derivative $`C_{xx}(t,t^{};t_0)/t^{}`$, this latter quantity taking into account even those fluctuations of the particle displacement which take place during the waiting time (the FDT being valid with no modifications only when $`t_w=0`$, i.e. when one wants to relate $`\chi _{xx}`$ and $`C_{xx}(t,t^{};t_0)/t^{}|_{t_0=t^{}}`$). This is rendered possible through the introduction of an associated effective inverse temperature $`\beta _{\mathrm{eff}.}`$ (or, equivalently, of a violation factor $`X`$) depending on both time arguments $`tt^{}`$ and $`t_w`$ .
The above considerations, which solely rely on the consideration of time-dependent quantities, can be extended to other out-of-equilibrium dynamic variables of dissipative systems, classical or quantal -. Appendix A : some useful Fourier transforms and convolution relations
A.1. Fourier transform of $`\mathrm{๐ญ๐๐ง๐ก}\beta \mathrm{}๐/\mathit{2}`$
Let us set
$$I_1=_0^{\mathrm{}}d๐\mathrm{sin}๐t\mathrm{tanh}\frac{\beta \mathrm{}๐}{2}.$$
$`(A.1)`$
Using the expansion
$$\mathrm{tanh}\frac{\pi x}{2}=\frac{4x}{\pi }\underset{k=1}{\overset{\mathrm{}}{}}\frac{1}{(2k1)^2+x^2},$$
$`(A.2)`$
with $`๐=(\pi /\beta \mathrm{})x`$, one gets
$$I_1=\frac{2\pi }{\beta \mathrm{}}\underset{k=1}{\overset{\mathrm{}}{}}e^{(2k1)\pi t/\beta \mathrm{}},t>0,$$
$`(A.3)`$
which yields the final result, valid whatever the sign of $`t`$:
$$I_1=\{\begin{array}{cc}\frac{\pi }{\beta \mathrm{}}\frac{1}{\mathrm{sinh}\frac{\pi t}{\beta \mathrm{}}},\hfill & t0\text{,}\hfill \\ 0,\hfill & t=0\text{,}\hfill \end{array}$$
$`(A.4)`$
One thus has:
$$\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}d๐e^{i๐t}\mathrm{tanh}\frac{\beta \mathrm{}๐}{2}=\frac{i}{\pi }I_1.$$
$`(A.5)`$
A.2. Fourier transform of $`\mathrm{๐๐จ๐ญ๐ก}\beta \mathrm{}๐/\mathit{2}`$
Similarly, let us set
$$I_2=_0^{\mathrm{}}d๐\mathrm{sin}๐t\mathrm{coth}\frac{\beta \mathrm{}๐}{2}.$$
$`(A.6)`$
Using the expansion
$$\mathrm{coth}\frac{\pi x}{2}=\frac{2}{\pi x}+\frac{4x}{\pi }\underset{k=1}{\overset{\mathrm{}}{}}\frac{1}{(2k)^2+x^2},$$
$`(A.7)`$
with $`๐`$ defined as above, one gets
$$I_2=\frac{\pi }{\beta \mathrm{}}+\frac{2\pi }{\beta \mathrm{}}\underset{k=1}{\overset{\mathrm{}}{}}e^{2k\pi t/\beta \mathrm{}},t>0,$$
$`(A.8)`$
which yields the final result, valid whatever the sign of $`t`$:
$$I_2=\{\begin{array}{cc}\frac{\pi }{\beta \mathrm{}}\mathrm{coth}\frac{\pi t}{\beta \mathrm{}},\hfill & t0\text{,}\hfill \\ 0,\hfill & t=0\text{,}\hfill \end{array}$$
$`(A.9)`$
One thus has:
$$\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}d๐e^{i๐t}\mathrm{coth}\frac{\beta \mathrm{}๐}{2}=\frac{i}{\pi }I_2.$$
$`(A.10)`$
A.3.
From the relation
$$\mathrm{tanh}\frac{\beta \mathrm{}๐}{2}\mathrm{coth}\frac{\beta \mathrm{}๐}{2}=1,$$
$`(A.11)`$
one deduces, by Fourier transformation and use of the above Fourier formulas (Eqs. ($`A`$.5) and ($`A`$.10)), the convolution relation
$$\frac{\pi }{\beta \mathrm{}}\mathrm{vp}\frac{1}{\mathrm{sinh}\frac{\pi t}{\beta \mathrm{}}}\frac{\pi }{\beta \mathrm{}}\mathrm{vp}\mathrm{coth}\frac{\pi t}{\beta \mathrm{}}=\pi ^2\delta (t).$$
$`(A.12)`$
At $`T=0`$, Eq. ($`A`$.12) reduces to
$$\mathrm{vp}\frac{1}{t}\mathrm{vp}\frac{1}{t}=\pi ^2\delta (t).$$
$`(A.13)`$
A.4. Some useful relations
One has
$$\mathrm{log}|\mathrm{coth}ax|_{|a|\mathrm{}}\frac{\pi ^2}{4|a|}\delta (x)$$
$`(A.14)`$
and
$$\frac{a}{\mathrm{sinh}ax}_{|a|\mathrm{}}\frac{\pi ^2}{2|a|}\delta ^{}(x).$$
$`(A.15)`$
Formula ($`A`$.14) can be demonstrated in a standard fashion by considering $`\mathrm{log}|\mathrm{coth}ax|`$ as a distribution. Indeed, for any well-behaved function $`\varphi (x)`$, the integral $`_{\mathrm{}}^{\mathrm{}}\mathrm{log}|\mathrm{coth}ax|\varphi (x)๐x`$ tends towards $`(\pi ^2/4|a|)\varphi (0)`$ in the limit $`|a|\mathrm{}`$.
Formulas ($`A`$.14) and ($`A`$.15) can be used to study the classical limit of the convolution relation ($`A`$.12). Indeed, in the classical limit, using Eq. ($`A`$.15) with $`a=\pi /2\beta \mathrm{}`$, the l.h.s. of Eq. ($`A`$.12) is seen to reduce to $`(\pi ^2/2)\delta ^{}(t)\mathrm{sgn}(t)`$, that is, to $`\pi ^2\delta (t)`$, as it should. Appendix B : the harmonic oscillator case
B.1. The first fluctuation-dissipation relation
The first fluctuation-dissipation relation (2.21) expresses for the harmonic oscillator the displacement response function in terms of the displacement correlation function. The convolution product in the r.h.s. can be easily calculated โ and Eq. (2.22) easily checked โ by making use of the expansion
$$\frac{1}{\mathrm{sinh}\frac{\pi t}{\beta \mathrm{}}}=2\underset{k=1}{\overset{\mathrm{}}{}}e^{(2k1)\pi t/\beta \mathrm{}},t>0,$$
$`(B.1)`$
and computing separately each convolution product of the series.
In spite of their oscillating character, it is not necessary here to treat the oscillator displacement response and correlation functions as distributions. Correspondingly, due to the fact that the function $`1/\mathrm{sinh}(\pi t/\beta \mathrm{})`$ involved in the computation of the integral $`I`$ (Eq. (2.2)) tends towards zero for large values of its argument, the contour integration on the contour $`\mathrm{\Gamma }`$ described in Section 2.1 can be carried out without problems, even in the limit $`R\mathrm{}`$.
B.2. The second fluctuation-dissipation relation
The second fluctuation-dissipation relation (2.22) expresses for the harmonic oscillator the displacement correlation function in terms of the displacement response function. In order to compute the convolution product in the r.h.s., it is convenient to write
$$\mathrm{coth}\frac{\pi t}{\beta \mathrm{}}=\mathrm{sgn}(t)+\left(\mathrm{coth}\frac{\pi t}{\beta \mathrm{}}\mathrm{sgn}(t)\right),$$
$`(B.2)`$
with
$$\mathrm{sgn}(t)=\{\begin{array}{cc}+1,\hfill & t>0\text{,}\hfill \\ 1,\hfill & t<0\text{,}\hfill \end{array}$$
$`(B.3)`$
and to make use of the expansion
$$\mathrm{coth}\frac{\pi t}{\beta \mathrm{}}\mathrm{sgn}(t)=\{\begin{array}{cc}2\underset{k=1}{\overset{\mathrm{}}{}}e^{2k\pi t/\beta \mathrm{}},\hfill & t>0\text{,}\hfill \\ 2\underset{k=1}{\overset{\mathrm{}}{}}e^{2k\pi t/\beta \mathrm{}},\hfill & t<0\text{.}\hfill \end{array}$$
$`(B.4)`$
The first contribution to the r.h.s., namely the convolution product
$$\frac{1}{\pi }\mathrm{sin}๐_0t\frac{\pi }{\beta \mathrm{}}\mathrm{sgn}(t),$$
$`(B.5)`$
only makes sense as a relation between distributions<sup>4</sup> This amounts to say that the oscillating functions $`\mathrm{sin}๐_0t`$ and $`\mathrm{cos}๐_0t`$ have to be defined through the usual limiting procedures, namely
$$\mathrm{sin}๐_0t=\underset{ฯต0^+}{lim}\mathrm{sin}๐_0te^{ฯต|t|},\mathrm{cos}๐_0t=\underset{ฯต0^+}{lim}\mathrm{cos}๐_0te^{ฯต|t|}.$$
. One has:
$$\frac{1}{\pi }\mathrm{sin}๐_0t\mathrm{sgn}(t)=\frac{2}{\beta \mathrm{}๐_0}\mathrm{cos}๐_0t.$$
$`(B.6)`$
As for the second contribution to the r.h.s., namely the convolution product
$$\frac{1}{\pi }\mathrm{sin}๐_0t\frac{\pi }{\beta \mathrm{}}\left(\mathrm{coth}\frac{\pi t}{\beta \mathrm{}}\mathrm{sgn}(t)\right),$$
$`(B.7)`$
it can be easily calculated by making use of the expansion ($`B`$.4) and computing separately each convolution product of the series. One thus gets:
$$\frac{1}{\pi }\mathrm{sin}๐_0t\frac{\pi }{\beta \mathrm{}}\left(\mathrm{coth}\frac{\pi t}{\beta \mathrm{}}\mathrm{sgn}(t)\right)=\left(\mathrm{coth}\frac{\beta \mathrm{}๐_0}{2}\frac{2}{\beta \mathrm{}๐_0}\right)\mathrm{cos}๐_0t.$$
$`(B.8)`$
Gathering together results ($`B`$.6) and ($`B`$.8), one obtains Eq. (2.22). Note that, interestingly enough, it is only in the computation of the first contribution to the r.h.s. of Eq. (2.22), that is, of the convolution product ($`B`$.5), that the consideration of the oscillator displacement response and correlation functions as distributions is required.
Coming back to the computation of the contour integral $`J`$ (Eq. 2.9)), one writes, for finite $`R`$,
$$J=2i\pi \stackrel{~}{C}_{xx}(tt^{})+J_a+J_b.$$
$`(B.9)`$
In Eq. ($`B`$.9), $`2i\pi \stackrel{~}{C}_{xx}(tt^{})`$ is the contribution of the two small semicircles centered in $`t^{}`$ and $`t^{}i\mathrm{}\beta `$, and $`J_a`$ denotes the contribution to $`J`$ of the two vertical segments of abscissas $`R`$ and $`R`$ (Fig. 1). As for $`J_b`$, it is defined by
$$J_b=\mathrm{vp}_R^R๐t^{\prime \prime }\left[x(t^{\prime \prime })x(t)x(t)x(t^{\prime \prime })\right]\frac{\pi }{\beta \mathrm{}}\mathrm{coth}\frac{\pi (t^{\prime \prime }t^{})}{\beta \mathrm{}}.$$
$`(B.10)`$
Interestingly enough, while $`J_a`$ and $`J_b`$, considered separately, do not tend towards a limit when $`R\mathrm{}`$ but display instead an oscillatory behaviour, the sum $`J_a+J_b`$ possesses a well defined limit. Indeed one has, for $`R`$ finite but such that $`Rt^{},\beta \mathrm{}`$,
$$J_a\frac{2i\pi }{m๐_0^2\beta }\mathrm{cos}๐_0R\mathrm{cos}๐_0t,$$
$`(B.11)`$
and
$$\begin{array}{c}\text{ }J_b\frac{2i\pi }{m๐_0^2\beta }\mathrm{cos}๐_0R\mathrm{cos}๐_0t\frac{2i\pi }{m๐_0^2\beta }\mathrm{cos}๐_0(tt^{})\text{ }\hfill \\ \text{ }+i\frac{\mathrm{}}{m๐_0}\mathrm{vp}_R^R\mathrm{sin}๐_0(tt^{\prime \prime })\frac{\pi }{\beta \mathrm{}}\left(\mathrm{coth}\frac{\pi (t^{\prime \prime }t^{})}{\beta \mathrm{}}\mathrm{sgn}(t^{\prime \prime }t^{})\right).(B.12)\text{ }\hfill \end{array}$$
When $`R\mathrm{}`$, the sum $`J_a+J_b`$ possesses a well-defined limit, namely
$$\begin{array}{c}\text{ }J_a+J_b=\frac{2i\pi }{m๐_0^2\beta }\mathrm{cos}๐_0(tt^{})\text{ }\hfill \\ \text{ }+i\frac{\mathrm{}}{m๐_0}\mathrm{vp}_{\mathrm{}}^{\mathrm{}}\mathrm{sin}๐_0(tt^{\prime \prime })\frac{\pi }{\beta \mathrm{}}\left(\mathrm{coth}\frac{\pi (t^{\prime \prime }t^{})}{\beta \mathrm{}}\mathrm{sgn}(t^{\prime \prime }t^{})\right).(B.13)\text{ }\hfill \end{array}$$
Using then formula ($`B`$.5), and the fact that $`J=0`$, together with the expression (2.20) for $`\stackrel{~}{C}_{xx}(t)`$, one checks again, as expected, the fluctuation-dissipation relation (2.22). Figure caption
Fig. 1
Integration contour for the calculation of the integrals $`I`$ (Eq. (2.2)) and $`J`$(Eq. (2.9)). References
1. H.B. Callen and T.A. Welton, Phys. Rev. 83, 34 (1951).
2. H.B. Callen and R.F. Greene, Phys. Rev. 86, 702 (1952).
3. R. Kubo, J. Phys. Soc. Japan 12, 570 (1957).
4. R. Kubo, Rep. Prog. Phys. 29, 255 (1966).
5. L.F. Cugliandolo, J. Kurchan and G. Parisi, J. Phys. 4, 1641 (1994).
6. J.-P. Bouchaud, L.F. Cugliandolo, J. Kurchan and M. Mรฉzard, in Spin-glasses and random fields, A.P. Young Ed. (World Scientific, 1997).
7. L.F. Cugliandolo and G. Lozano, Phys. Rev. Lett. 80, 4979 (1998);Phys. Rev. B 59, 915 (1999).
8. N. Pottier and A. Mauger, preprint cond-mat/9912028, to appear in Physica A.
9. J.W. Goodman, Statistical optics, Wiley (1985).
10. L. Mandel and E. Wolf, Optical coherence and quantum optics, Cambridge University Press (1995).
11. S.W. Lovesey, Condensed matter physics: dynamic correlations, The Benjamin/Cummings Publishing Company (1980).
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# The Stellar Population Histories of Early-Type Galaxies. II. Controlling Parameters of the Stellar Populations
## 1. Introduction
The star formation histories of elliptical galaxies, once thought to be very simpleโold and metal-rich (Baade (1963))โhave come under increasing scrutiny in the last three decades (e.g., Spinrad & Taylor (1971); Faber (1973), 1977; OโConnell (1976), 1980; Pickles (1985); Peletier (1989); Schweizer & Seitzer (1992); Gonzรกlez (1993); Worthey (1994); Lee (1994); Renzini (1995), 1998; Tantalo, Chiosi & Bressan 1998a ; Kuntschner (1998); Jรธrgensen (1999)). Currently there are two basic models for elliptical galaxy formation: hierarchical clustering of small objects into larger galaxy-sized units with accompanying star formation over time (e.g., Blumenthal et al. (1984); Kauffmann, White & Guiderdoni (1993)), versus monolithic collapse and star formation in a nearly coeval single early burst (e.g., Eggen, Lynden-Bell & Sandage (1962); Larson (1974); Arimoto & Yoshii (1987)). Measurements of the spectral energy distributions (SEDs) and spectral features of elliptical galaxies can provide a test of these scenarios. For example, evidence for substantial intermediate-age stellar populations (between 1 and 10 Gyr) might favor hierarchical models, which more naturally have extended star formation over time. A goal of the present series is to assess the evidence for such intermediate-age populations.
The first paper of this series (Trager et al. (2000), hereafter Paper I) used Lick absorption-line strengths for a sample of local elliptical galaxies observed by Gonzรกlez (1993, hereafter G93) to derive single-stellar-population (SSP) equivalent parameters $`t`$ (age), $`[\mathrm{Z}/\mathrm{H}]`$ (metallicity), and $`[\mathrm{E}/\mathrm{Fe}]`$ (โenhancement ratio,โ see below). Single-burst model line-strengths by Worthey (1994, hereafter W94) were corrected for the effect of non-solar abundance ratios using theoretical spectral calculations by Tripicco & Bell (1995, hereafter TB95). The resultant SSP ages cover a range of 1 to 18 Gyr (including observational errors), while the ranges in $`[\mathrm{Z}/\mathrm{H}]`$ and $`[\mathrm{E}/\mathrm{Fe}]`$ are fairly narrow. These parameters, particularly the ages, are based on the assumption that $`\mathrm{H}\beta `$ faithfully traces the mean temperature of the main-sequence turnoff and is not seriously affected by other hot stellar populations. Evidence supporting this assumption was presented in Paper I.
In deriving single-burst SSP parameters for elliptical galaxies, we do not mean to imply that their star formation histories were actually single bursts. In fact, our favored โfrostingโ model (Section 7) involves adding a minority of young stars to an older base population. Our use of SSP parameters is simply a convenient way of condensing all the presently measured line strength data into just three numbers: light-weighted age, $`[\mathrm{Z}/\mathrm{H}]`$, and $`[\mathrm{E}/\mathrm{Fe}]`$. For the moment, that is all the observations allow. It is our hope that SSP parameters will be adopted by those who model the full evolutionary history of elliptical galaxies (e.g., Arimoto & Yoshii (1987); Vazdekis et al. (1996); Tantalo et al. 1998b ) and that they will serve as as a convenient meeting ground between models and data. We show below that, even though SSP parameters are heavily influenced by the light of any young stars that may be present, modeling them still places important constraints on the total history of star formation in ellipticals.
This paper explores the central stellar populations of a sample of local elliptical galaxies and develops correlations among them and with parent-galaxy structural parameters. Many previous works have studied such correlations, but most have focused on *raw* line strengths. Only three other studies, to our knowledge, have measured ages (using Balmer lines) and developed correlations based on underlying stellar populations. Tantalo, Chiosi & Bressan (1998) studied the G93 galaxies using models based on the โPaduaโ isochrones. Their correction for non-solar abundance ratios was approximate, however, leading to systematic errors in derived age, $`[\mathrm{Z}/\mathrm{H}]`$, and $`[\mathrm{E}/\mathrm{Fe}]`$ (Paper I). Kuntschner (1999) studied ellipticals in Fornax using high-quality data, which we add to our sample here. He found that Fornax ellipticals were mainly old, and also discovered a strong relation between $`[\mathrm{E}/\mathrm{Fe}]`$ and $`\sigma `$, which we confirm. Jรธrgensen (1999) studied Coma ellipticals using line-strength models by Vazdekis et al. (1996). Her conclusions foreshadow ours in many respects, but some seem in retrospect to be the product of observational errors. All three of these papers are discussed in Section 3.6.
The outline of this paper is as follows. A brief review of the G93 and Kuntschner (1999) samples, line-strength data, SSP-equivalent stellar population parameters, and structural parameters is given in Section 2. Section 3 presents the sample distribution in the four-dimensional space spanned by $`[\mathrm{Z}/\mathrm{H}]`$, $`\mathrm{log}t`$, $`\mathrm{log}\sigma `$, and $`[\mathrm{E}/\mathrm{Fe}]`$; this proves to be a highly flattened, two-dimensional โhyperplaneโ that in turn consists of two sub-relations, a โ$`\mathrm{Z}`$-plane,โ plus a linear $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation. Section 4 shows how projections of this hyperplane depend on the distribution of points within it, and thus how the appearance of two-dimensional scaling laws can vary depending on this distribution. Section 5 illustrates these effects using two classic scaling lawsโthe mass-metallicity relation and the Mgโ$`\sigma `$ relation. Possible evidence for environmental variation in the former is presented. Sections 6 and 7 investigate the origins of the hyperplane. The $`\mathrm{Z}`$-plane in particular appears difficult to explain and, if it proves general, will place very tight constraints on the history of star formation in local elliptical galaxies. Section 8 summarizes our findings and conclusions.
## 2. Data and derived parameters
This section briefly describes the G93 and Fornax samples, the Lick/IDS line-strength system, the models used to transform line strengths into SSP-equivalent parameters, and final population parameters for the central ($`r_e/8`$) aperture observations of G93 and Fornax ellipticals. A complete description of the data and their transformation into stellar population parameters was given in Paper I. Structural parameters drawn from the literature for these galaxies are also given.
### 2.1. Sample
Trager (1997) showed that deriving SSP parameters from Balmer and metal lines requires line-strength data of very high quality, with errors preferably $`<0.1`$ร
. Only three published samples approach this level of accuracy: Gonzรกlez (1993), Kuntschner (1998), and Fisher, Franx, and Illingworth (1995). The original G93 sample consists of 41 early-type galaxies, of which 40 are included in the present study (NGC 4278 is discarded because of its strong emission). All G93 galaxies used here have been classified as elliptical (or compact elliptical) in the RC3 (de Vaucouleurs et al. (1991)) or the RSA (Sandage & Tammann (1987)) and Carnegie Atlas (Sandage & Bedke (1994)), except for NGC 507 and NGC 6703, both classified as SA0 in the RC3 but not included in the RSA or Carnegie Atlas, and NGC 224, the bulge of the Sb galaxy Messier 31.
The environmental distribution of the G93 sample is skewed toward relatively low-density environments. As discussed in Paper I, most of the galaxies are in small groups of varying richness, many are relatively isolated, and six are members of the Virgo Cluster. Only one is in a rich cluster (NGC 547 in Abell 194). Environmental effects on the stellar populations of ellipticals are discussed in Sections 4 and 5 below.
The G93 sample is augmented here with data from Kuntschner (1999, hereafter K98; cf. Kuntschner & Davies (1998)) on early-type galaxies in the Fornax cluster. These data have been carefully transformed to the Lick line-strength system. Eleven of the 22 galaxies in K98 are ellipticals. SSP parameters have been derived for them following the method below, after correcting the central line strengths (Table 3.4 of K98) to the $`r_e/8`$ aperture using the gradients presented in Table 7.2 of K98.
The high-accuracy elliptical galaxy sub-sample of Fisher et al. (1995) repeats galaxies in G93 and agrees well with it. These data have therefore not been used here.
### 2.2. Ages, metallicities, and enhancement ratios
Paper I describes our technique for inverting line strengths to determine SSP parameters. Ages, metallicities, and enhancement ratios of old stellar populations are determined by comparing observed absorption-line strengths to the *single-burst stellar population (SSP)* models of W94, which depend on metallicity and age. The line-strengths of the Worthey models correspond to solar abundance ratios; these have been corrected for non-solar abundance ratios as described in Paper I using the theoretical spectral calculations of TB95, who tabulated the response of the Lick/IDS indices to changes in the abundance ratios of important elements. SSP-equivalent $`t`$, $`[\mathrm{Z}/\mathrm{H}]`$, and $`[\mathrm{E}/\mathrm{Fe}]`$ are derived for each galaxy by searching a finely-spaced grid of points in $`(\mathrm{H}\beta ,\mathrm{Mg}b,\mathrm{Fe})`$ space. Central line strengths corrected to the $`r_e/8`$ aperture are presented in Figure 1 for the G93 and K98 samples.
Table 1 presents derived SSP parameters $`(t,[\mathrm{Z}/\mathrm{H}],[\mathrm{E}/\mathrm{Fe}])`$ and their uncertainties through the $`r_e/8`$ aperture under the preferred enrichment model 4 of Paper I. The quantity $`[\mathrm{E}/\mathrm{Fe}]`$ is similar to the quantity $`[\alpha /\mathrm{Fe}]`$ used by other authors, but we have fine-tuned the elements in the โEโ group based on current knowledge. The E group in model 4 contains Ne, Na, Mg, Si, S, as well as C and O; the abundance of these elements is slightly enhanced relative to the mean. A โdepressed groupโ contains the Feโpeak elements, while all other elements are held constant (at fixed $`[\mathrm{Z}/\mathrm{H}]`$). See Paper I for further details on element grouping and notation.
The above grouping of elements is based partly on observed elliptical line-strengths and partly on current nucleosynthetic theory. The observed strength of Mg (and Na) in ellipticals strongly implies the enhancement of O and other $`\alpha `$-elements, as these elements are nucleosynthetically linked (Woosley & Weaver (1995)). (Note that the nominal $`\alpha `$-element Ca seems to belong with the Feโpeak elements in ellipticals based on its line strengths \[Worthey (1998); Trager et al. (1998)\]; this anomaly is unexplained.) The element C is also clearly strong in giant ellipticals and is placed in the E group for that reason (Worthey (1998); Paper I). On the other hand, the weak Fe lines of ellipticals suggest a reduction in Feโpeak elements (Worthey (1998)). All remaining elements have been left unchanged for lack of information, although in retrospect N should probably have been grouped in the E group, but this makes little difference to the final results (see Paper I).
Paper I argued that it is actually incorrect to think of the E elements as being enhanced in elliptical galaxies; since they dominate $`[\mathrm{Z}/\mathrm{H}]`$ by mass, their abundance essentially *is* $`[\mathrm{Z}/\mathrm{H}]`$. If $`[\mathrm{E}/\mathrm{Fe}]`$ is $`>0`$, it must rather be that the Feโpeak elements are *depressed* (relative to the average element). The Feโpeak elements contribute so little to the overall metallicity (only 8% at solar abundance) that changing their abundance by large amounts does not significantly affect either $`[\mathrm{E}/\mathrm{H}]`$ or $`[\mathrm{Z}/\mathrm{H}]`$. Thus, in what follows we think consistently of the relative depression of the Feโpeak elements rather than the relative enhancement of the E elements. Specifically, if $`[\mathrm{E}/\mathrm{Fe}]0`$, then \[E/Z\] is very slightly positive while \[Fe/Z\] is nearly equal to $`[\mathrm{E}/\mathrm{Fe}]`$.
Table 1 also presents the further quantities $`[\mathrm{Fe}/\mathrm{H}]`$ and $`[\mathrm{E}/\mathrm{H}]`$. These are computed using the equations
$$[\mathrm{Fe}/\mathrm{H}]=[\mathrm{Z}/\mathrm{H}]A[\mathrm{E}/\mathrm{Fe}]$$
(1)
and
$$[\mathrm{E}/\mathrm{H}]=[\mathrm{Z}/\mathrm{H}]+(1A)[\mathrm{E}/\mathrm{Fe}],$$
(2)
where $`A=0.929`$ for enrichment model 4 (see Paper I for details).
### 2.3. Global parameters
Structural parameters are presented in Tables 2a and 2b. Table 2a gives distance-independent quantities: velocity dispersions (from G93 and K98), $`B_T^O`$ magnitudes (Section 2.4), mean ellipticities and effective radii in arc seconds (collected from the literature and homogenized by G93), mean effective surface brightnesses, isophotal shape parameters $`a_4/a`$, rotation parameters $`(v/\sigma _0)^{}`$, morphological disturbance parameters $`\mathrm{\Sigma }_{\mathrm{SS}}`$ (Schweizer et al. (1990), Schweizer & Seitzer (1992)), nuclear profile shapes (power-law or core; Faber et al. (1997)), and presence and type of AGN activity, if any. Table 2b presents distance-dependent quantities: redshifts (repeated from Table 1 of Paper I), distance moduli from SBF measurements (Tonry et al., in prep.) or flow-corrected distances from Tonry et al. (priv. comm.), absolute magnitudes using SBF distances, effective radii in parsecs, mean effective surface brightnesses in solar units (not distance-dependent but needed in the computation of mass-to-light ratios), galaxy masses in solar masses, and mass-to-(blue)-light ratios in solar units. Many of these quantities will be used in future papers. Details and references are given in the footnotes to the tables.
### 2.4. Magnitudes and colors
Table 3 presents $`B_T^O`$, $`(UV)`$, and $`(BV)`$ in various apertures for all galaxies except NGC 7052, for which no published global photometry was found. These values are corrected for Galactic absorption and redshift (but not internal extinction) following the precepts of the RC3. โTotalโ and โeffectiveโ colors are drawn from the RC3, Poulain (1988), or Poulain & Nieto (1994) as appropriate. A โcentralโ color through $`r_e/8`$ is computed by taking effective colors and correcting them inward using the average color gradients of early-type galaxies from Peletier et al. (1990) and Goudfrooij et al. (1994). The mean $`(BV)`$ color gradient is taken from Goudfrooij et al. (1994):
$$\frac{\mathrm{\Delta }(BV)}{\mathrm{\Delta }(\mathrm{log}r)}=0.06\pm 0.01\mathrm{mag}/\mathrm{dex}$$
(3)
(using 53 galaxies). The mean $`(UB)`$ gradient is from Peletier et al. (1990):
$$\frac{\mathrm{\Delta }(UB)}{\mathrm{\Delta }(\mathrm{log}r)}=0.11\pm 0.03\mathrm{mag}/\mathrm{dex},$$
(4)
for a mean $`(UV)`$ gradient of
$$\frac{\mathrm{\Delta }(UV)}{\mathrm{\Delta }(\mathrm{log}r)}=0.17\pm 0.03\mathrm{mag}/\mathrm{dex}.$$
(5)
This is consistent with estimates by Peletier, Valentijn & Jameson (1990) and the combined results of Franx, Illingworth & Heckman (1989) and Goudfrooij et al. (1994). The $`r_e/8`$ colors are then computed as
$$(UV)_{r_e/8}^O=(UV)_e^O+0.15$$
(6)
and
$$(BV)_{r_e/8}^O=(BV)_e^O+0.05.$$
(7)
## 3. The manifold of stellar populations of local elliptical galaxies
### 3.1. Principal component analysis
This section explores the general landscape of correlations among central SSP-equivalent population parameters (age, metallicity, enhancement ratio, and iron abundance) and the corresponding structural parameters of the parent galaxies. We show below that, among the structural variables, only velocity dispersion correlates significantly with the stellar populations. Furthermore, $`[\mathrm{Fe}/\mathrm{H}]`$ can be derived from $`[\mathrm{Z}/\mathrm{H}]`$ and $`[\mathrm{E}/\mathrm{Fe}]`$. Hence, this section explores the space of the four remaining significant variables $`t`$, $`[\mathrm{Z}/\mathrm{H}]`$, $`[\mathrm{E}/\mathrm{Fe}]`$, and $`\sigma `$.
As an exploratory means of finding the number of independent parameters in this four-dimensional space, we have performed a principal component analysis (PCA; see, e.g., Faber (1973)) on the four variables $`\mathrm{log}t`$, $`[\mathrm{Z}/\mathrm{H}]`$, $`[\mathrm{E}/\mathrm{Fe}]`$, and $`\mathrm{log}\sigma `$. The results are presented in Table 4, where it is shown that the first two principal components contain 91% of the variance. Thus, to high accuracy, these local ellipticals are confined to a *two-dimensional surface*, which we propose to call the โmetallicity hyperplane.โ Figure 2 shows edge-on and face-on views of this plane; $`\mathrm{log}\sigma `$ and $`[\mathrm{E}/\mathrm{Fe}]`$ are the primary contributors to the first principal component, while $`t`$ and $`[\mathrm{Z}/\mathrm{H}]`$ drive the second principal component.
The face-on view of the plane is instructive. First, $`[\mathrm{E}/\mathrm{Fe}]`$ and $`\sigma `$ are nearly coincident. This is equivalent to saying that one can substitute for the other, i.e., that they are highly correlated. Second, $`t`$, $`\sigma `$, and $`[\mathrm{Z}/\mathrm{H}]`$ are all moderately orthogonal to one another, and therefore any one of them can be reasonably well represented by a linear combination of the other two. We choose to regard $`\sigma `$ and $`t`$ as independent (see below) and to express $`[\mathrm{Z}/\mathrm{H}]`$ and $`[\mathrm{E}/\mathrm{Fe}]`$ in terms of them. Hence, to the extent that the thickness of the plane can be ignored, we predict the following linear relations: $`[\mathrm{Z}/\mathrm{H}]=f(\mathrm{log}t,\mathrm{log}\sigma )`$ and $`[\mathrm{E}/\mathrm{Fe}]=g(\mathrm{log}\sigma )`$. These are confirmed below. In summary, to present accuracy and based on $`\mathrm{H}\beta `$, $`\mathrm{Mg}b`$, and $`\mathrm{Fe}`$ alone, the stellar populations of these local ellipticals are basically a *two-parameter family* determined mainly by velocity dispersion, $`\sigma `$, and SSP-equivalent age, $`t`$.
The choice of $`\sigma `$ and $`t`$ as independent variables is not mandated by principal components, which only reveals correlations but cannot show which parameters are fundamental. The dispersion $`\sigma `$ was chosen as one independent parameter because it is external to the stellar populations and might plausibly play a causal role in their formation. The selection of $`t`$ as the second parameter is less obvious. However, since $`[\mathrm{Z}/\mathrm{H}]`$ and $`[\mathrm{E}/\mathrm{Fe}]`$ evolve as stars form, it seems natural to specify them as functions of time rather than the other way round. In the end, the choice of $`\sigma `$ and $`t`$ as the physically meaningful, โindependentโ variables is somewhat arbitrary.
### 3.2. The $`\mathrm{Z}`$-plane
Fitting directly now for the planar function $`[\mathrm{Z}/\mathrm{H}]=f(\mathrm{log}t,\mathrm{log}\sigma )`$, we find:
$`[\mathrm{Z}/\mathrm{H}]`$ $`=`$ $`0.76\mathrm{log}\sigma 0.73\mathrm{log}t0.87,`$
$`\pm 0.13\pm 0.06\pm 0.30`$
with an RMS residual of 0.09 dex in $`[\mathrm{Z}/\mathrm{H}]`$. (The coefficients have been determined using the โorthogonal fitโ procedure of Jรธergensen, Franx & Kjaergaard 1996, as coded by D. Kelson; the errors have been estimated using a bootstrap of 1000 replacement samples.) A similar plane was found previously by Trager (1997) for the G93 sample using an older version of SSP parameters that solved for $`[\mathrm{E}/\mathrm{Fe}]`$ rather crudely; essentially the same results were obtained. An edge-on view of this plane is shown in Figure 3, and the face-on view is shown in Figure 4. We call this plane the โ$`\mathrm{Z}`$-plane.โ
We stated above that $`\sigma `$ is the only structural variable that correlates with stellar population parameters. More precisely, we mean that adding more structural parameters to fits of the form $`[\mathrm{Z}/\mathrm{H}]=f(\mathrm{log}t,\mathrm{log}\sigma ,\mathrm{log}r_e,\mathrm{log}I_e)`$ (where $`r_e`$ is effective radius and $`I_e`$ is effective surface brightness) does not significantly reduce the scatter in $`[\mathrm{Z}/\mathrm{H}]`$. While $`[\mathrm{Z}/\mathrm{H}]`$ should correlate with mass or luminosity through its correlation with $`\sigma `$, substituting mass or luminosity for ($`\mathrm{log}\sigma `$,$`\mathrm{log}r_e`$) and $`(\mathrm{log}\sigma ,\mathrm{log}r_e,\mathrm{log}I_e)`$ respectively in the fits actually increases the scatter in $`[\mathrm{Z}/\mathrm{H}]`$. This implies that the basic correlation is through $`\sigma `$.
The existence of the $`\mathrm{Z}`$-plane says that there exists an *ageโmetallicity relation* for each value of $`\sigma `$. Contours of constant $`\sigma `$ are shown in Figure 4 and have slope $`\mathrm{\Delta }\mathrm{log}t=1.4\mathrm{\Delta }[\mathrm{Z}/\mathrm{H}]`$. This is very close to the โ3/2 relationโ of Worthey (1992, 1994), which expresses trajectories in $`\mathrm{log}t`$$`[\mathrm{Z}/\mathrm{H}]`$ space along which colors and line strengths remain roughly constant. Thus, following Trager (1997), we predict that line strengths should be constant along trajectories of constant $`\sigma `$ in the $`\mathrm{Z}`$-plane, an important conclusion to which we will return in Section 5.2.
### 3.3. The $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation
PCA analysis indicates that the enhancement ratio, $`[\mathrm{E}/\mathrm{Fe}]`$, is closely coupled to the velocity dispersion, with $`[\mathrm{E}/\mathrm{Fe}]`$ increasing as $`\sigma `$. Figure 5 confirms this close relationship. The dashed line is a linear least-squares fit of the form
$`[\mathrm{E}/\mathrm{Fe}]`$ $`=`$ $`0.33\mathrm{log}\sigma 0.58,`$
$`\pm 0.01\pm 0.01`$
with an RMS residual of 0.05 dex. Adding other structural parameters ($`\mathrm{log}r_e`$ and $`\mathrm{log}I_e`$) to the fit again does not reduce the scatter significantly, nor does replacing ($`\mathrm{log}\sigma `$,$`\mathrm{log}r_e`$) with mass. Replacing ($`\mathrm{log}\sigma `$,$`\mathrm{log}r_e`$,$`\mathrm{log}I_e`$) with luminosityโi.e., fits of the form $`[\mathrm{E}/\mathrm{Fe}]=f(\mathrm{log}L)`$โactually increases the scatter slightly. Thus, although $`[\mathrm{E}/\mathrm{Fe}]`$ obviously correlates loosely with other structural variables such as mass and luminosity, the basic correlation is through $`\sigma `$. It will be noted that outlying galaxies from the $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation also lie off the plane in the upper panel of Figure 2. Hence, from Table 4, scatter in the $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation must reflect the role of PC3 in thickening the hyperplane. The scatter is larger than the error bar in Figure 5, indicating that $`[\mathrm{E}/\mathrm{Fe}]`$ does not correlate perfectly with $`\sigma `$; the same point was made also by Kuntschner (1998). Clearly, the hyperlane has some finite thickness, and the statement that the galaxies are a two-dimensional manifold is only approximate.
### 3.4. The Fe-plane
For completeness we also plot $`[\mathrm{Fe}/\mathrm{H}]`$ as a function of $`t`$ and $`\sigma `$ in Figure 6. Since $`[\mathrm{Fe}/\mathrm{H}]`$ is closely equal to $`[\mathrm{Z}/\mathrm{H}][\mathrm{E}/\mathrm{Fe}]`$ and $`[\mathrm{E}/\mathrm{Fe}]`$ is a function of $`\sigma `$ only, we predict a plane analogous to the $`\mathrm{Z}`$-plane, but with different slope. Indeed, such a plane is found, with equation:
$`[\mathrm{Fe}/\mathrm{H}]`$ $`=`$ $`0.48\mathrm{log}\sigma 0.74\mathrm{log}t0.40,`$
$`\pm 0.12\pm 0.09\pm 0.25`$
and with an RMS residual of 0.08 dex. $`[\mathrm{Fe}/\mathrm{H}]`$ is even tighter vs. age than $`[\mathrm{Z}/\mathrm{H}]`$ (compare Figure 6 with Figure 4). This tightness is due to the dependence of $`[\mathrm{E}/\mathrm{Fe}]`$ on $`\sigma `$, which causes Fe to rise more slowly than $`[\mathrm{Z}/\mathrm{H}]`$ vs. $`\sigma `$, and thus compresses the spread in Fe at fixed time. Mathematically, the Fe-plane is โflatterโ in velocity dispersion than the $`\mathrm{Z}`$-plane.
### 3.5. The effect of observational errors
It is important to examine the role that observational errors play in creating the above correlations, particularly the $`\mathrm{Z}`$\- and Fe-planes. From Figure 1, it is evident that an error in any one of the observed quantities $`\mathrm{Mg}b`$, $`\mathrm{Fe}`$, or $`\mathrm{H}\beta `$ will cause correlated errors in the output quantities $`[\mathrm{Z}/\mathrm{H}]`$, $`[\mathrm{E}/\mathrm{Fe}]`$, and $`t`$. However, $`\mathrm{H}\beta `$ is the most critical index, and errors in it are the most dangerous. Moving $`\mathrm{H}\beta `$ up in Figure 1 causes age to decline and $`[\mathrm{Z}/\mathrm{H}]`$ to increase ($`[\mathrm{E}/\mathrm{Fe}]`$ is less affected). This correlated error is responsible for the long axis of the tilted error ellipses in the two plane diagrams, Figures 4 and 6. Note that these ellipses point almost directly parallel to the claimed trends in age at fixed $`\sigma `$. Note further that the error ellipse in Figure 3 is parallel to the edge-on view of the $`\mathrm{Z}`$-plane, indicating that errors do not significantly broaden the plane (the same is true of the Fe-plane though no edge-on view is shown). Hence, it is possible for errors, if they are big enough, to create the *impression* of planes by broadening a distribution that is intrinsically merely a one-dimensional line. For example, all ellipticals might be the same age, obey the $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation (a line), and be broadened by large $`\mathrm{H}\beta `$ errors to fill apparent โplanesโ just like those observed.
The only defense against such an error is to know from independent measurements that the observational errors are small. That is why we use only the G93 and Kuntschner (1998) samples, whose errors are small and well understood. The rms error of $`\mathrm{H}\beta `$ in G93 is 0.060 ร
, and in Kuntschner (1998) is 0.089 ร
, with errors in the other indices being comparable. As shown by the error ellipses in the figures, these errors are small enough that the observed planes cannot be artifacts. Much larger errors, however, would be disastrous. For example, Figure 4 also shows the error ellipse for a typical galaxy in the IDS sample of TWFBG98 ($`\sigma _{\mathrm{H}\beta }=0.191`$ ร
for the 150 highest-quality galaxies). Monte Carlo simulations of this sample (Trager (1997)) have shown that the observed $`[\mathrm{Z}/\mathrm{H}]`$\- and Fe-planes were largely artifacts caused by observational errors; this is consistent with the large size of the IDS error ellipse in Figure 4. A reasonable guide is that $`\mathrm{H}\beta `$ must be accurate to $`0.1`$ ร
to measure reliable ages and metallicities.
### 3.6. Comparison with previous studies
We compare next to other studies using Balmer-line data to determine stellar population parameters. The study by Kuntschner (1998) on Fornax ellipticals is quite consistent with ours, which is not surprising since we use the same data and similar models. Kuntschnerโs conclusions were limited by the fact that his corrections for non-solar abundance ratios were only approximate. Nevertheless, his findings that the Fornax ellipticals are mainly old and that they show a strong $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation are confirmed here.
The study by Jรธrgensen (1999) of 71 early-type galaxies in Coma is similar in both approach and conclusions to the present work. Jรธrgensen (1999) analyzed newly obtained long-slit and multi-fiber spectra and derived stellar population parameters using line-strength models by Vazdekis et al. (1996). Overall her findings are similar to ours, including a $`\mathrm{log}\sigma `$โ\[Mg/Fe\] relation like that in Figure 5, an ageโ$`[\mathrm{Mg}/\mathrm{H}]`$ relation rather like that in Figure 4, and a tight ageโ$`[\mathrm{Fe}/\mathrm{H}]`$ relation nearly identical to that in Figure 6.
However, the typical error of $`\mathrm{H}\beta `$ in the Jรธrgensen data is $`0.22`$ ร
, with a long tail to larger errors. Overall, her data are comparable in accuracy to the IDS data of TWFBG98, which were found to be inadequate for age determination by Trager (1997). Given our present understanding of the pernicious effects of errors (Section 3.5), we suspect that some of the trends found by Jรธrgensen are real but that others may be largely artifacts caused by errors. Specifically, the $`\mathrm{log}\sigma `$โ\[Mg/Fe\] relation found by Jรธrgensen is almost certainly correct, whereas any of the relations involving age (including both the $`\mathrm{Z}`$-plane and the Fe-plane) are likely to be heavily contaminated. A high-accuracy line-strength survey of Coma ellipticals is badly needed.
The study of Tantalo, Chiosi & Bressan (1998a) analyzed G93 data and is thus relatively unaffected by observational errors. A detailed comparison to this work was made in Paper I. The methodology of these authors is very similar to ours except that only $`\mathrm{Mg}b`$ is corrected for non-solar ratios whereas $`\mathrm{Fe}`$ is unchanged. Their method essentially measures $`[\mathrm{Z}/\mathrm{H}]`$ based on $`\mathrm{Fe}`$ alone, and metallicities are consequently underestimated and enhancements overestimated, by amounts that increase with $`[\mathrm{E}/\mathrm{Fe}]`$.
Systematic errors increasing with $`[\mathrm{E}/\mathrm{Fe}]`$ introduce slope errors into most correlations. For example, TCB98 find a strong $`[\mathrm{E}/\mathrm{Fe}]`$โage relation, which seems to be our $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation lensed through correlated errors. The importance of this discussion is to show that the factors used to correct line strengths for non-solar abundance ratiosโin particular the *relative amplitudes* of the corrections to $`\mathrm{Mg}b`$ and $`\mathrm{Fe}`$โhave far-reaching consequences for parameter correlation studies. Our corrections are based self-consistently on the TB95 response functions, but independent checks of those functions would be welcome.
## 4. Other projections of the metallicity hyperplane
The notion that the stellar-population manifold of elliptical galaxies is inherently two-dimensional is key to understanding many two-parameter relationships involving these galaxies. Most such relationships are either projections of this higher-dimensional space or are close relatives of such projections. The slope and scatter of points in such projections are not fundamental, but rather depend on the distribution of points within the hyperplane. The question of sample selection thus enters acutely, as that may govern the distribution of points in the plane.
### 4.1. The velocity dispersionโage projection
Figure 7 shows several examples of how two-dimensional projections are affected by the distribution of points in the hyperplane. Points are coded by the environment of each galaxy in preparation for the discussion of environmental effects in the next section.
Figure 7a (upper left panel) shows the independent variables $`\sigma `$ vs. $`t`$. Since the $`(\sigma ,t)`$ distribution governs the appearance of all other projections, it is interesting to compare the distributions within it of galaxy subsamples classed by environment; isolated, group, and cluster ellipticals are shown by open circles, small dots, and large dots respectively. These distributions look rather different; cluster Eโs (large filled circles) are grouped near the top of the plot, except for three young outliers shown by the labeled points: NGC 1373 is a bona fide member of Fornax based on position and velocity yet is conspicuously young, the only young Fornax elliptical; NGC 4489 is 4 degrees from the center of Virgo but is a member by radial velocity. It, too, is rather young, as is NGC 4478, which is right near the center of Virgo and is clearly a cluster member. Within the errors, however, the bulk of cluster galaxies is consistent with being old and coeval.
Group and isolated objects (which we collectively term โfieldโ ellipticals; small dots and open circles) are distributed differently from cluster ellipticals in the hyperplane. They cover a larger age range, and there is a weak trend in $`t`$ vs. $`\sigma `$ in the sense that low-$`\sigma `$ galaxies tend to be younger; the clump of old, low-$`\sigma `$ galaxies that is prominent among the cluster galaxies is also missing.
We conclude that the $`(\sigma ,t)`$ distributions of local field and cluster ellipticals differ in the present sample, and that their two-parameter projections may also differ on that account. That prediction is explored in the following panels.
### 4.2. The $`\sigma `$$`\mathrm{Z}`$ projection
Figure 7b (lower left panel) plots $`[\mathrm{Z}/\mathrm{H}]`$ vs. $`\sigma `$. A velocity dispersionโmetallicity relation appears to exist for old cluster galaxies, but the three young cluster galaxies NGC 1373, NGC 4489, and NGC 4478 lie at higher $`[\mathrm{Z}/\mathrm{H}]`$ at given $`\sigma `$. No comparable relation appears to exist for field ellipticals. This difference is a natural consequence of the differences in the $`(\sigma ,t)`$ distributions above. This projection is a close relative of the classic mass-metallicity relation and is discussed further in Section 5.1.
### 4.3. The $`t`$$`[\mathrm{E}/\mathrm{Fe}]`$ projection
Figure 7c (upper right panel) shows the distribution of $`[\mathrm{E}/\mathrm{Fe}]`$ as a function of age. There is no apparent trend in $`[\mathrm{E}/\mathrm{Fe}]`$ with $`t`$ in any sample. This is as expected, since we found earlier that $`[\mathrm{E}/\mathrm{Fe}]`$ depends only on $`\sigma `$ and not on $`t`$.
### 4.4. The $`\mathrm{Z}`$$`[\mathrm{E}/\mathrm{Fe}]`$ projection
Figure 7d (lower right panel) shows the distribution of $`[\mathrm{E}/\mathrm{Fe}]`$ as a function of metallicity $`[\mathrm{Z}/\mathrm{H}]`$. There is a weak tendency for $`[\mathrm{E}/\mathrm{Fe}]`$ to increase with $`[\mathrm{Z}/\mathrm{H}]`$, especially among old cluster ellipticals, suggesting higher SNe II/SNe Ia enhancement ratios in higher-metallicity galaxies. This trend among old cluster Eโs is again expected from their narrow age distribution in Figure 4โin a narrow age range, $`[\mathrm{Z}/\mathrm{H}]`$ increases with increasing $`\sigma `$, and therefore $`[\mathrm{E}/\mathrm{Fe}]`$ should increase with $`[\mathrm{Z}/\mathrm{H}]`$ at fixed $`t`$.
### 4.5. Summary of results
Our results so far can be summarized as follows. A principal component analysis demonstrates that central stellar populations in the present sample of local elliptical galaxies can be largely specified using just two independent variables; we take these to be SSP-equivalent age, $`t`$, and velocity dispersion, $`\sigma `$. Velocity dispersion is the only structural parameter that appears to play a role in modulating the stellar populations of these galaxies.
This two-dimensional โmetallicity hyperplaneโ is in turn comprised of two sub-relations: metallicity is a linear function of both $`t`$ and $`\sigma `$, which we call the โ$`\mathrm{Z}`$-plane,โ and enhancement ratio, $`[\mathrm{E}/\mathrm{Fe}]`$, is a linear function of $`\sigma `$, increasing towards high-$`\sigma `$ galaxies. Together these two subrelations comprise the hyperplane.
Several caveats are necessary. First, the thickness of the hyperplane appears to be at least partly real and is associated mainly with scatter in the $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation. Thus, the populations are not perfectly two-dimensional, and at least one more factor must play a role. Second, the present SSP parameters are based on only three spectral indices ($`\mathrm{Mg}b`$, $`\mathrm{Fe}`$, and $`\mathrm{H}\beta `$), and adding more indices (or colors) might reveal more principal components; we will be investigating this in future papers. Third, coverage of the hyperplane needs to be improved by adding more young populations, which are relatively scarce here. Fourth, the present data refer to only 51 galaxies; a larger sample is needed to confirm that the present trends in fact apply to local elliptical galaxies generally. Fifth, we must remember that the hyperplane refers to *SSP-equivalent* population parameters, which are disproportionately influenced by young stars (see Appendix). However, despite the fact that SSP-parameters are not true mass-weighted averages, they still place very tight constraints on the history of star formation in ellipticals, as shown below in Sections 6 and 7.
Finally, the present analysis delineates the position and orientation of the hyperplane in hyperspace but says little about the distribution of galaxies within it. That is because our sample does not constitute an unbiased *volume-limited* sample of local ellipticals. This places severe limits on our conclusions. For example, we cannot conclude that the wide range of of SSP ages seen in our field galaxies is typical of local field ellipticals generally. However, there is a strong suggestion in our data that the $`(\sigma ,t)`$ distributions of field and cluster galaxies may differ, with cluster ellipticals in the present sample being generally older. This difference is expected to generate environmental differences in the two-dimensional projected scaling laws of these galaxies, as explored in the next section.
## 5. Two classical scaling laws
This section investigates two classical scaling laws for elliptical galaxies: the mass-metallicity relation and the Mgโ$`\sigma `$ relation. Both can be understood as two-dimensional projections of the metallicity hyperplane.
### 5.1. The mass-metallicity relation: environmental effects
Environmental differences among elliptical galaxies have generated intense interest (e.g., de Carvalho & Djorgovski (1992); Burstein, Faber & Dressler (1990); Gรบzman et al. (1992); Bernardi et al. (1998)). We consider here their impact on a question of major importance, the mass-metallicity relation of elliptical galaxies, widely regarded as a key clue to their nucleosynthetic histories (e.g., Aaronson & Mould (1985)). The relation comes in several guises: $`[\mathrm{Z}/\mathrm{H}]`$ vs. mass, $`[\mathrm{Z}/\mathrm{H}]`$ vs. luminosity, and $`[\mathrm{Z}/\mathrm{H}]`$ vs. $`\sigma `$โthis last also counts as a mass-metallicity relation since mass and $`\sigma `$ are so closely correlated.
These three projections are compared in Figure 8. The $`[\mathrm{Z}/\mathrm{H}]`$$`\sigma `$ projection (panel a) is repeated here from Figure 7. We have already observed that any relation in this panel is weak; old cluster galaxies (large filled circles) show a trend in the classic sense that high-$`\sigma `$ galaxies are more metal rich, but this trend is not shared by field galaxies (open circles and small dots). Panels b and c show $`[\mathrm{Z}/\mathrm{H}]`$ vs. mass and $`[\mathrm{Z}/\mathrm{H}]`$ vs. absolute magnitude (the latter quantities are taken from Table 2b). These relations show even more scatter than $`[\mathrm{Z}/\mathrm{H}]`$ vs. $`\sigma `$, and the real mass-metallicity relation (panel b) is worst of all.
It is not our purpose to argue here that there is *no* mass-metallicity relation. Rather, like many two-dimensional correlations claimed for elliptical galaxies, the mass-metallicity relation is actually a projection of a higher-dimensional space. As such, it may be both environmentally and sample dependent, and its accurate determination will require a larger and more carefully controlled sample than we have here.
### 5.2. The $`\mathrm{Mg}`$$`\sigma `$ relations
The Mgโ$`\sigma `$ relations present a major challenge to the hyperplane model. The tightness of these relations has often been taken as evidence that all ellipticals have nearly coeval stellar populations to of order 15% in age (Bender, Burstein & Faber (1993); Bernardi et al. (1998)), in strong contradiction to the spread of about a factor of 10 in SSP ages found in this work. We are planning a separate paper on this important issue but include a short section here in order to address pressing questions that will occur to knowledgeable readers.
Our picture is that the Mgโ$`\sigma `$ relations look narrow because they are edge-on (or nearly edge-on) projections of the metallicity hyperplane. The germ of this idea is contained in Figure 4, which shows the $`\mathrm{Z}`$-plane face on. Imagine rotating this plane about an axis running perpendicular to the contours of constant $`\sigma `$ and viewing the resultant projection edge-on. Suppose further that SSP-equivalent age and metallicity โconspireโ to cause $`\mathrm{Mg}b`$ (or $`\mathrm{Mg}_2`$) to remain sensibly constant along a $`\sigma `$โcontour. This would occur if $`\mathrm{\Delta }\mathrm{log}t/\mathrm{\Delta }[\mathrm{Z}/\mathrm{H}]=1.7`$ or $`1.8`$ (W94), and indeed the $`\mathrm{Z}`$-plane at fixed $`\sigma `$ (Equation 3.2) has slope very close to this: $`\mathrm{\Delta }\mathrm{log}t/\mathrm{\Delta }[\mathrm{Z}/\mathrm{H}]=1.4`$. In other words, lines of constant $`\sigma `$ closely obey the 3/2 rule, and line-strength along them should be nearly constant. In projection, $`\mathrm{Mg}b`$ and $`\mathrm{Mg}_2`$ should therefore be tight functions of $`\sigma `$, yielding the Mgโ$`\sigma `$ relations.
To illustrate this graphically, we have performed Monte Carlo simulations to produce $`\mathrm{Mg}b`$ and $`\sigma `$ values for roughly 500 โfakeโ elliptical galaxies realistically distributed in the metallicity hyperplane. Random values of the first two principal components in Table 4 were drawn from the distribution of galaxies in the face-on view of the plane (Figure 2), and the third and fourth components were set identically to zero. These four PCA eigenvectors were then inverted to determine $`t`$, $`[\mathrm{Z}/\mathrm{H}]`$, $`[\mathrm{E}/\mathrm{Fe}]`$, and $`\sigma `$ for each realization, and the first three parameters were used to generate line strengths using the formalism described in Paper I, with typical observational errors added. The resulting simulated $`\mathrm{Mg}b`$$`\sigma `$ relation is shown in Figure 9a. The derived relation (dotted line) has the form
$`\mathrm{log}\mathrm{Mg}b`$ $`=`$ $`0.312\mathrm{log}\sigma 0.054,`$
$`\pm 0.002\pm 0.001`$
with an RMS scatter of only 0.007. The $`\mathrm{Mg}b`$$`\sigma `$ relation for the present sample of local elliptical galaxies (dashed line, panel b) has the form
$`\mathrm{log}\mathrm{Mg}b`$ $`=`$ $`0.294\mathrm{log}\sigma 0.016,`$
$`\pm 0.005\pm 0.001`$
with an RMS scatter of 0.032 (51 galaxies). The good agreement between the simulated relation and the real one confirms that a large age spread of stellar populations in the hyperplane can indeed be masked by the tendency of $`[\mathrm{Z}/\mathrm{H}]`$ to rise at low ages, precisely compensating the effect of age differences.
We briefly mention a few important points, saving details for our future paper:
(1) The idea that the tightness of the Mgโ$`\sigma `$ relations might conceal large age variations was first proposed by Worthey et al. (1996) and was re-proposed by Jรธrgensen (1999). In both cases, the actual age spreads were probably somewhat overestimated, as Worthey et al. used the Lick/IDS data while Jรธrgensen used her Coma sample, both of which contain significant observational errors (Sections 3.5 and 3.6). Nevertheless, the basic correctness of the idea is confirmed here.
(2) While the slopes of the real and simulated $`\mathrm{Mg}b`$$`\sigma `$ relations match well, the scatter in the simulated relation is too small even though observational errors have been included. That is because the third and fourth principal components were neglected, i.e., the hyperplane was taken to be infinitely thin. This was done deliberately to make any residual tilt of the hyperplane more visible. Even with this, the simulated relation is still extremely narrow, showing that any deviation from an edge-on orientation must be small. The larger scatter of the real $`\mathrm{Mg}b`$$`\sigma `$ relation must be due to the presence of PC3 and PC4, which were not included in the simulation. PC3, in particular, reflects real scatter in the $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation, as noted in Section 3.3.
(3) Although the Mgโ$`\sigma `$ relations are generally tight, morphologically disturbed ellipticals tend to show lower Mg values than expected, and this has been convincingly interpreted as due to recent star formation by Schweizer et al. (1990) and Schweizer & Seitzer (1992). Comparably young stellar populations are present in some of our galaxies here (e.g., NGC 6702, NGC 5831, NGC 1700), yet none of these shows any significant deviation from $`\mathrm{Mg}b`$$`\sigma `$ in Figure 9. Is this a disagreement?
A full discussion of this point is reserved to our future paper, but we can sketch the answer briefly here. First, the Mg relations used by Schweizer et al. (1990) and Schweizer & Seitzer (1992) actually plotted Mg vs. luminosity, $`L`$, not $`\sigma `$. Recent star formation would increase $`L`$ while depressing Mg, thus amplifying any Mg residual. Second, a handful of low-lying points can be seen in the simulated $`\mathrm{Mg}b`$$`\sigma `$ relation in Figure 9. These turn out to be the youngest galaxies, demonstrating that slight curvature in the transformations back to raw $`\mathrm{Mg}b`$ can cause objects to lie low if they are extremely young. Finally, essentially all previous investigations of Mgโ$`\sigma `$ have used $`\mathrm{Mg}_2`$, whereas we chose $`\mathrm{Mg}b`$ because it was more accurately measured by G93. This decision proves to be important, as separate other work now shows that $`\mathrm{Mg}_2`$$`\sigma `$ is not as tight as $`\mathrm{Mg}b`$$`\sigma `$ and does indeed show small but systematic negative residuals for younger stellar populations. This is evident both in the present sample and in the larger Lick/IDS sample of TWFBG98.
Thus, it appears that both views are correct: the basic tightness of the Mgโ$`\sigma `$ relations conceals large age spreads, but $`\mathrm{Mg}_2`$ in particular deviates systematically in the sense that young stellar populations lie low. Further discussion of these and other aspects of the Mgโ$`\sigma `$ relations will be provided in our future paper.
## 6. The origin of the $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation
We have seen that there are two major correlations involving the stellar populations of the present sample: the $`\mathrm{Z}`$-plane linking $`[\mathrm{Z}/\mathrm{H}]`$, $`t`$, and $`\sigma `$; and the $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation linking $`[\mathrm{E}/\mathrm{Fe}]`$ and $`\sigma `$. Assuming that these relations are in fact a good description of local ellipticals generally, we attempt to deduce the implications for their star formation histories. To anticipate, we find a number of plausible explanations for $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$; the relation is interesting and useful but in retrospect not very surprising. The existence of the $`\mathrm{Z}`$-plane on the other hand turns out to be very puzzling and may emerge as one of the most telling constraints on the history of star formation in ellipticals. This section focuses on the simpler $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation; theories for the $`\mathrm{Z}`$-plane are explored in the next section.
Six scenarios for $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ are considered; findings are summarized as a truth table in Table 5. Each scenario is compared to three observed trends in a binary, yes-no wayโdoes the scenario account for the observed trend or not? The first trend is the $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation itself, which is given highest weight. We also add two additional โtrends,โ that $`[\mathrm{Z}/\mathrm{H}]`$ and $`[\mathrm{Fe}/\mathrm{H}]`$ both increase with $`\sigma `$. These trends are true strictly speaking only at fixed $`t`$ (Equations 8 and 10), and thus apply only to populations with a narrow range of SSP ages, e.g., cluster galaxies. Since all ellipticals are clearly *not* the same SSP age, using these extra trends may be unwarranted. However, adding them narrows the possibilities greatly, and it is perhaps reasonable to require that any successful scenario for the $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation must separately explain old cluster galaxies. Most of the ideas below have been discussed in the literature before, but the present information on $`[\mathrm{E}/\mathrm{Fe}]`$, $`[\mathrm{Z}/\mathrm{H}]`$, and $`[\mathrm{Fe}/\mathrm{H}]`$ separately sheds new light.
Strictly speaking, our measurements refer to SSP values of $`[\mathrm{E}/\mathrm{Fe}]`$, which are heavily weighted by young stars. However, experiments in Section 7 suggest that mixed-age โfrostingโ models must have rather constant values of $`[\mathrm{E}/\mathrm{Fe}]`$ in all sub-populations in order for composite galaxies to match the $`\mathrm{Z}`$-plane. In such cases, SSP values of $`[\mathrm{E}/\mathrm{Fe}]`$ are a good mass-weighted mean for the whole population.
The scenarios are as follows:
(1) *The number of stellar generations (i.e., total astration) increases with increasing $`\sigma `$.* This scenario has roots in the classic closed box model and envisions that star-formation and cosmic recycling go further at higher $`\sigma `$ (assuming that the relative yields from Type Ia and Type II SNe do not change). This scenario can account for higher $`[\mathrm{Z}/\mathrm{H}]`$ and $`[\mathrm{Fe}/\mathrm{H}]`$ with higher $`\sigma `$ but clearly does not predict any change in $`[\mathrm{E}/\mathrm{Fe}]`$. It is included for completeness only.
(2) *The duration of star formation is shorter with increasing $`\sigma `$.* This scenario envisions that the total duration of star formation (in years, not in stellar generations) is reduced at high $`\sigma `$ (e.g., Worthey, Faber & Gonzรกlez (1992)). Such shortening would reduce the amount of Feโpeak elements because star formation would be over before SNe Ia exploded and their Feโpeak products became available for incorporation into new stars. In this scenario, total astration through SNe II remains the same, but elements from SNe Ia are reduced. This matches the observed increase in $`[\mathrm{E}/\mathrm{Fe}]`$ with $`\sigma `$, but, because total element production is also reduced, it cannot match either the increase in $`[\mathrm{Z}/\mathrm{H}]`$ or $`[\mathrm{Fe}/\mathrm{H}]`$ with higher $`\sigma `$.
Scenarios 1 and 2 were designed to separate the notion of the *number of generations* of element building (astration) from the *number of years* needed to form those generations (duration). Since the two scenarios have complementary failings in Table 5, one may wonder whether combining them (shorter formation time plus more astration at high $`\sigma `$) might match all the data. This is a quantitative question whose answer depends on detailed model parameters and calculations. Our impression is that such a model could likely match the increase in $`[\mathrm{E}/\mathrm{Fe}]`$ and $`[\mathrm{Z}/\mathrm{H}]`$ with $`\sigma `$ but would probably have flat or falling $`[\mathrm{Fe}/\mathrm{H}]`$ vs. $`\sigma `$, contrary to the data. Even more difficult is the fact that, in nature, astration and duration are naturally positively coupledโlonger star formation means there is time for more astrationโnot anti-coupled as in this hybrid model. Such coupling is seen, for example, in the models of Larson (1974), Arimoto & Yoshii (1987), and Thomas, Greggio & Bender (1999). Moreover, in all these cases, as star formation proceeds, recycling of material through SNe Ia causes $`[\mathrm{E}/\mathrm{Fe}]`$ to decrease and metallicity and $`[\mathrm{Fe}/\mathrm{H}]`$ to rise. $`[\mathrm{E}/\mathrm{Fe}]`$ is therefore naturally *anti*-correlated with the others, unlike the data. For both reasons, combining scenarios 1 and 2 does not seem promising.
(3) *Late winds are stronger with increasing $`\sigma `$.* This scenario is essentially a carbon-copy of scenario 2 in that both serve to reduce the amount of SN Ia-enriched material retained by the galaxy while leaving SN II products unchanged. Like scenario 2, it matches the increase in $`[\mathrm{E}/\mathrm{Fe}]`$ with $`\sigma `$ but predicts a fall in both $`[\mathrm{Z}/\mathrm{H}]`$ and $`[\mathrm{Fe}/\mathrm{H}]`$ at high $`\sigma `$, contrary to observations. Moreover, it is inherently implausible that galactic outflows should be *higher* in high-$`\sigma `$ galaxies, which have deeper potential wells.
(4) *The number of Type Ia SNe decreases with increasing $`\sigma `$.* If SNe Ia are explosions of double-degenerate systems as is generally assumed (e.g., Wheeler & Harkness (1990)), their progenitors are tight binaries. It may be that, in a high-$`\sigma `$ environment, glancing cloud-cloud collisions impart enough angular momentum to form only very wide binaries, and thus suppress the formation of SNe Ia progenitors. Intriguing as this speculation is, the net result of this proposal is again not very different from the previous two scenarios, which reduce elements from SNe Ia while leaving those from SNe II unchanged. It fails for the same reasons.
The next two scenarios *increase* element yields from SNe II while leaving leaving those from SNe Ia unchanged. These are more successful.
(5) *IMF flattens with increasing $`\sigma `$.* In this scenario, more high-mass stars are born and more SNe II are produced in high-$`\sigma `$ galaxies, increasing the effective yield and thus the overall mean metal abundance of the stellar population (Tinsley (1980)). The quantitites $`[\mathrm{E}/\mathrm{Fe}]`$, $`[\mathrm{Z}/\mathrm{H}]`$, and $`[\mathrm{Fe}/\mathrm{H}]`$ all increase with $`\sigma `$ (this last because Type II SNe produce at least some Fe; Woosley & Weaver (1995)). However, the increase in $`[\mathrm{Fe}/\mathrm{H}]`$ should be weaker than in $`[\mathrm{Z}/\mathrm{H}]`$, as is observed (compare Equations 3.2 and 3.4). Although this scenario matches all the data, no physical mechanism for it is as yet known. Perhaps massive star-formation is enhanced at high cloud-cloud collision velocities, which in turn would scale in rough proportion to stellar velocity dispersion (Faber, Worthey & Gonzรกlez (1992)). <sup>1</sup><sup>1</sup>1This is the place to clarify a potentially confusing aspect of our terminology. Earlier we stressed that high values of $`[\mathrm{E}/\mathrm{Fe}]`$ do not reflect an โenhancementโ of the E elements but rather a depression of the Feโpeak elements, yet here scenario 5 accounts for high $`[\mathrm{E}/\mathrm{Fe}]`$ by โincreasingโ the effective yield of Type II elements. We seem to be saying simultaneously that the E elements are enhanced and not enhanced. Actually, these two statements are not in contradiction. The non-enhancement mentioned earlier refers to \[E/Z\], which is always near zero since E effectively *is* Z. Scenario 5 deals on the other hand with $`[\mathrm{E}/\mathrm{Fe}]`$, which clearly *can* be increased by raising the absolute yield of Type II elements over Type Ia. The quantities \[E/Z\] and the yield of the E elements are not the same, and one can be โenhancedโ and not the other.
(6) *Early winds are stronger with decreasing $`\sigma `$.* In this scenario, all ellipticals produce SN Ia and SN II products at the same rate, but low-$`\sigma `$ galaxies lose their early, SN II-enriched gas more readily than high-$`\sigma `$ galaxies (see Vader (1986), 1987 for an early discussion of this process). High-$`\sigma `$ galaxies would have a higher effective yield of Type II SNe products, resulting in a positive $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation and, because of their higher retention of Type II SNe products, higher overall metallicities as well. Since Type II SNe make *some* Fe (see above), $`[\mathrm{Fe}/\mathrm{H}]`$ should also increase weakly with $`\sigma `$, as is seen. Observationally, abundance trends in this scenario are similar to those of scenario 5, in which the IMF is modulated by $`\sigma `$.
From hydrodynamic simulations of the mechanical effects of supernovae-driven superbubbles on the gas and metal content of dwarf galaxies, Mac Low & Ferrara (1998) have shown that moderate starburst events (SN II rates of $`>3\mathrm{Myr}^1`$) in even massive dwarf galaxies ($`10^9M_{}`$) can blow out a substantial fraction ($`70\%`$) of metal-enriched gas without losing a significant amount of primordial gas ($`<0.001\%`$). This process might be more important for SNe II, which are highly spatially and temporally correlated, than for SNe Ia, which seem to be relatively isolated in both time and position within a galaxy. This may enable low-$`\sigma `$ galaxies to lose their SN II products preferentially without losing gas that can later be enriched by SNe Ia and recycled into new stars.
Although scenarios 5 and 6 predict similar abundance *trends* with $`\sigma `$, they appear to differ in their absolute abundance ratios. With โnormalโ yields, the early winds in scenario 6 would result in lower-than-normal abundances of Type II products in low-$`\sigma `$ galaxies, but normal abundances in high-$`\sigma `$ galaxies, where all products are retained. This is not as observed; $`[\mathrm{E}/\mathrm{Fe}]`$ is solar in low-$`\sigma `$ galaxies and enhanced in high-$`\sigma `$ galaxies (Figure 5). To work, scenario 6 may therefore have to be โtweakedโ by a blanket upward adjustment of the Type II yield in *all* elliptical galaxies, designed to return $`[\mathrm{E}/\mathrm{Fe}]`$ in low-$`\sigma `$ galaxies to the solar value. Such a tweak might be achived, for example, by boosting the upper end of the IMF in all ellipticals by a similar amount. This requirement would constitute an additional burden on scenario 6.
In summary, there appear to be two viable scenarios that can currently account for all three observational trends with $`\sigma `$: (1) a flatter top end of the IMF that produces more massive stars at high $`\sigma `$, and (2) weaker early winds, less mass loss, and greater retention of SN II products at higher $`\sigma `$. Although we cannot tell which hypothesis is better, it is interesting, and a significant step forward, that the data seem to prefer scenarios in which it is the number or effectiveness of Type II SNe that are modulated, not the number of Type Iaโs. A further new clue is that $`[\mathrm{E}/\mathrm{Fe}]`$ correlates most tightly with $`\sigma `$ and not with other related structural parameters, such as mass or radius. This tells us that the processes modulating Type II SNe depend directly on the actual speeds of gas clouds, or possibly on the escape velocity from the galaxy. Finally, it is necessary to restate the disclaimer that to reach these firmer conclusions required using all three observational tests, including the two less universal correlations involving $`[\mathrm{Z}/\mathrm{H}]`$ and $`[\mathrm{Fe}/\mathrm{H}]`$. If these were thrown out, five out of the six scenarios would still be viable.
## 7. The origin of the $`\mathrm{Z}`$-plane
The origin of the $`\mathrm{Z}`$-plane proves to be more telling and more difficult to explain than the $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation. Two basic star-formation scenarios for ellipticals are considered: (1) a pure single-burst population having the measured SSP age and composition, and (2) a double-burst population consisting of an old โbaseโ population with a โfrostingโ of young stars. More complex scenarios can be inferred by extrapolating the results of the two-burst model.
### 7.1. Single-burst stellar populations and their evolution
Under the single-burst hypothesis, we observe that the $`\mathrm{Z}`$-plane is in place at the present time (Figure 4) and ask how it evolved in the past and how it will evolve in the future. The evolution of the $`\mathrm{Z}`$-plane under pure single-burst SSP populations is simple: galaxies move horizontally in $`t`$ as they age but stay constant in both $`[\mathrm{Z}/\mathrm{H}]`$ and $`\sigma `$. Figure 10 shows this behavior. Note that since the ordinate is $`\mathrm{log}t`$ and not (linear) $`t`$, old objects move less per unit time today than young objects. Lines of constant $`\sigma `$ therefore *steepen* into the future, and after enough time they actually curve upwards. This curvature becomes pronounced after 5 Gyr, as shown in Figure 10c. Similarly, lines of constant $`\sigma `$ curve *downwards* in the past, as seen in Figure 10a. Under the single-burst hypothesis, we must therefore live at the special time when the $`[\mathrm{Z}/\mathrm{H}]`$$`t`$$`\sigma `$ surface is planarโi.e., lines of constant $`\sigma `$ are straight only at the present time. This seems improbable.
There are two additional problems with the single-burst scenario. In the rather recent past, many young galaxies seen today would not exist at all if their populations really are pure SSPs. For example, 12 of 51 galaxies (24%) in the present sample would not have existed just 5 Gyrs ago (note how they have disappeared from Figure 10a). Second, if the monotonically rising ageโmetallicity relation at constant $`\sigma `$ that is seen today is not special to this moment but will persist in future, the metallicities of newly formed young galaxies must be rising very rapidly at the present time. In a few Gyr from now, new populations will have to have metallicities in excess of $`[\mathrm{Z}/\mathrm{H}]+1`$ (ten times solar)! Both of these problems illustrate again that the $`\mathrm{Z}`$-plane is a short-lived, ephemeral phenomenon under the single-burst hypothesis, and that our present epoch would have to be very special.
### 7.2. Frosting models and their evolution
The second scenario is the simplest composite stellar population model, a double-starburst model in which a small โfrostingโ of young stars forms on top of an old, โbaseโ population. Examples of such models and their behavior are discussed in the Appendix. To a first approximation, SSPs add vectorially (when weighted by light) in the $`\mathrm{H}\beta `$$`\mathrm{Mg}b`$ and $`\mathrm{H}\beta `$$`\mathrm{Fe}`$ diagrams if the populations are not very far apart, but trajectories between widely separated populations are curved and must be calculated explicitly. We do this by computing light-weighted mean values of $`\mathrm{H}\beta `$, $`\mathrm{Mg}b`$, and $`\mathrm{Fe}`$, from which the SSP-equivalent parameters are computed using the formalism described in Paper I.
Four illustrative frosting models are shown in Figure 11 and Table 6. We begin by choosing two base populations (lower right) that would fall on the metallicity hyperplane at age 15 Gyr if they were pure SSPs, one at $`250\mathrm{km}\mathrm{s}^1`$ (the โgiantโ model) and one at $`100\mathrm{km}\mathrm{s}^1`$ (the โdwarfโ model). At an age of 9.5 Gyr in each model, we turn on a frosting population of 20% by mass and allow the composite population to age for a further 5.5 Gyr after this burst, which we identify as the present time. Two frosting populations are employed, a solar-composition model with solar abundance ratios, and a metal-rich model with $`[\mathrm{Z}/\mathrm{H}]=0.5`$ and $`[\mathrm{E}/\mathrm{Fe}]=0.25`$. Each frosting is combined with each base, making four models in all.
The evolution of these populations is shown in Figure 11. Initially the composite populations jump to very young SSP-equivalent ages, moderate-to-high metallicities, and relatively high $`[\mathrm{E}/\mathrm{Fe}]`$ (long arrows to upper left of diagram). As the populations age, the SSP-equivalent ages become rapidly older while $`[\mathrm{Z}/\mathrm{H}]`$ and $`[\mathrm{E}/\mathrm{Fe}]`$ decrease. Finally, after several Gyr, the populations have drifted back close to their starting points, executing a large loop.
In order to match the data, this scenario must place galaxies back on the $`\mathrm{Z}`$-plane at the present time. Since $`\sigma `$ does not change in this simple model, this means that galaxies must come back to the correct $`\sigma `$ contour, allowing for the fact that some galaxies of their type may not have suffered a star burst and thus continued to evolve passively to the right. These evolved points are shown by the large dots; their corresponding $`\sigma `$ contours are the two grey bands, each $`\pm 1\sigma _{[\mathrm{Z}/\mathrm{H}]}`$ wide, where $`\sigma _{[\mathrm{Z}/\mathrm{H}]}`$ is the rms residual of $`[\mathrm{Z}/\mathrm{H}]`$ about the plane, i.e., 0.09 dex (Sec. 3.2). If a frosting galaxy winds up in the appropriate grey band after 5.5 Gyr, we will count it as lying in the $`\mathrm{Z}`$-plane, and the model is a success.
Whether or not this will happen depends on a proper match between the metallicity of the base population and that of the frosting. The giant base ($`[\mathrm{Z}/\mathrm{H}]=+0.1`$) plus metal-rich frosting ($`[\mathrm{Z}/\mathrm{H}]=+0.5`$) is an example of a successful combination; it falls exactly in the middle of the allowed grey band at the present time (upper solid model). The same base enriched with a *solar*-metallicity frosting is less successful because the combination falls *below* the allowed grey band (upper dotted model). From these two models, it can be seen that the metal abundance of a successful frosting must be between 0.1 and 0.6 dex more metal rich than the giant base population to which it is added. Similar reasoning implies that the same windowโ0.1โ0.6 dex more metal richโapplies to dwarf bases, too.
The width of these windows depends on the age of the starburst. Turning on the starburst 5.5 Gyr ago was arbitrary and resulted in fairly red, old-looking models at the present time. Since many SSPs are observed to be quite young, matching them requires more recent starbursts. Metallicity constraints then get tighterโit may be shown that the allowed $`[\mathrm{Z}/\mathrm{H}]`$ window shrinks in width and the frosting population must be considerably *more* metal-rich than the base.
Apparent $`[\mathrm{E}/\mathrm{Fe}]`$ values must also stay constant during this process, since by hypothesis $`\sigma `$ is assumed not to change (Eq. 3.3; Fig. 5). This further requires that $`[\mathrm{E}/\mathrm{Fe}]`$ for the frosting population be nearly equal to that of the base population, as composite SSP enhancement ratio is close to the mean of the frosting and base populations at moderate burst strength (this point was also made by Jรธrgensen 1999).
The close coordination required for both $`[\mathrm{Z}/\mathrm{H}]`$ and $`[\mathrm{E}/\mathrm{Fe}]`$ in frosting models may place tight constraints on star formation scenarios for elliptical galaxies. In particular, it seems hard to meet the necessary tight limits on $`[\mathrm{Z}/\mathrm{H}]`$ and $`[\mathrm{E}/\mathrm{Fe}]`$ if young populations form from unrelated, โforeignโ gas acquired in a merger. Such coordination would seem more natural if the frosting gas were pre-enriched *within the parent galaxy itself*. An example of such a model might be low-mass star formation in gas re-accreted in a galactic cooling flow (Mathews & Brighenti 1999).
Several questions remain about the frosting scenario:
(1) The frosting model as presented here consists of only two bursts. More realistic scenarios would contain extended star formation over time.
(2) Some of the most extreme young populations in the present sample are clearly in disturbed galaxies: NGC 6702 (Davoust et al. (1987); Tonry et al., priv. comm.), NGC 1700, NGC 584, and NGC 5831 (Schweizer & Seitzer (1992)), which are excellent candidates for recent star formation in mergers. We have argued that such star formation would likely disobey the hyperplane, yet these objects fall nicely on it (Figures 2, 4). Their agreement with the hyperplane suggests that the previous argument against foreign gas captured in mergers may not be fully correct.
(3) The stellar population parameters considered here are only central values ($`r_e/8`$). The global stellar populations ($`r_e/2`$) are generally older by $`25\%`$ and more metal-poor by $`0.20`$ dex, while $`[\mathrm{E}/\mathrm{Fe}]`$ is basically the same (Paper I). We believe that global populations also obey a hyperplane but have not yet examined it in detail. Radial gradients and global stellar populations will be discussed in a future paper.
## 8. Conclusions
The centers of local elliptical galaxies appear to contain quite complex stellar populations. The present sample of local ellipticals spans a wide range of stellar population parameters, most notably a large range in SSP-equivalent age (especially in, but not limited to, field ellipticals).
Despite their diversity, the central stellar populations of these galaxies are described by a few simple scaling relations. (1) Abundance parameters $`[\mathrm{Z}/\mathrm{H}]`$ and $`[\mathrm{E}/\mathrm{Fe}]`$ are specified to high accuracy by SSP-equivalent age, $`t`$, and central velocity dispersion $`\sigma `$; ellipticals thus occupy a โmetallicity hyperplaneโ in $`([\mathrm{Z}/\mathrm{H}],\mathrm{log}t,\mathrm{log}\sigma ,[\mathrm{E}/\mathrm{Fe}])`$-space. (2) SSP-equivalent metallicity, $`[\mathrm{Z}/\mathrm{H}]`$, is a function of both $`t`$ and $`\sigma `$ (the โ$`\mathrm{Z}`$-planeโ). At fixed $`t`$, $`[\mathrm{Z}/\mathrm{H}]`$ increases with $`\sigma `$; at fixed $`\sigma `$, $`[\mathrm{Z}/\mathrm{H}]`$ is larger at younger age. (3) SSP-equivalent enhancement ratio, $`[\mathrm{E}/\mathrm{Fe}]`$, is found to be a monotonically increasing function of $`\sigma `$ only, in the sense that adding other structural parameters such as $`I_e`$ or $`r_e`$ does not predict either $`[\mathrm{E}/\mathrm{Fe}]`$ or $`[\mathrm{Z}/\mathrm{H}]`$ more accurately.
Our use of SSP-equivalent parameters is not meant to imply a single-burst origin for elliptical galaxies; in fact, the existence of the $`\mathrm{Z}`$-plane seems to imply that the populations are largely old with a โfrostingโ extending to younger ages. However, despite the fact that SSP-parameters are not true means but rather likely to be influenced by the light of younger stars, they still place very important constraints on the history of star formation in elliptical galaxies (see below).
We take $`\sigma `$ and $`t`$ as the independent parameters that specify the distribution of galaxies in the hyperplane. Any variation in this distribution will influence all other two-dimensional projections of SSP parameters, and thus many of the common scaling laws for elliptical galaxies. Our sample shows a possible difference in the ($`\sigma ,t`$) distribution with environmentโour field ellipticals span a wide range in SSP age, while the Fornax and Virgo ellipticals are generally old. This results in a significant mass-metallicity trend for the cluster galaxies but not for the field galaxies. Other correlations between stellar population parameters and structural parameters may also turn out to vary with environment.
The Mgโ$`\sigma `$ relations are edge-on projections of the metallicity hyperplane. At a given $`\sigma `$, young age is offset by a correspondingly high metallicity, preserving line strength. The narrowness of the observed Mgโ$`\sigma `$ relations therefore does not imply a narrow range of ages at fixed velocity dispersion. A more detailed look at the Mgโ$`\sigma `$ relations is the subject of a future paper.
Physical models to account for the hyperplane have been considered. The rise in $`[\mathrm{E}/\mathrm{Fe}]`$ with $`\sigma `$ and the mass-metallicity relation (at fixed $`t`$) is consistent with a higher effective yield of Type II SNe products at high $`\sigma `$. This trend has several possible explanations, for example, greater retention of outflow-driven gas or a flatter IMF at high $`\sigma `$.
The existence of the $`\mathrm{Z}`$-plane is more challenging. A โfrostingโ scenario is favored, in which young stars are added to an old base population, resulting in a range of SSP-equivalent ages. With a suitable choice of burst populations, the composite populations can be engineered to lie on lines of constant $`\sigma `$ in the $`\mathrm{Z}`$-plane after a few Gyr. However, to preserve both the $`\mathrm{Z}`$-plane and the $`[\mathrm{E}/\mathrm{Fe}]`$$`\sigma `$ relation requires that abundances in the frosting population must be closely coupled to that of the base populationโthe metallicity, $`[\mathrm{Z}/\mathrm{H}]`$, of the frosting must be somewhat higher than that of the base population, while the enhancement ratio, $`[\mathrm{E}/\mathrm{Fe}]`$, must be nearly equal. The frosting scenario therefore seems to favor star formation from gas that was pre-enriched in the same parent galaxy rather than from gas that was accreted in an unrelated merger. However, several merger remnants in the sample do indeed lie nicely on the $`\mathrm{Z}`$-plane, in defiance of this logic.
The present picture of the hyperplane is preliminary and needs to be checked against a better local sample and a wide array of other data. For example, SSP mass-to-light ratios should be compared to dynamical $`M/L`$ measurements, and *global* SSP parameters should be analyzed, as they are more indicative of the global star formation history than the central SSP parameters used here. A further interesting question is whether the color-magnitude relation and other scaling laws might also be near-edge-on projections of the hyperplane, like Mgโ$`\sigma `$.
Most important, the implications of the frosting model must be developed for lookback observations of distant elliptical galaxies. Many observations of distant cluster ellipticals suggest that their stellar populations formed very early, and this may be consistent with the generally old ages for cluster galaxies found here. Our field ellipticals do show a wide spread of SSP ages, but we have noted that the sample is not volume-limited, and thus predictions for the evolution of distant field ellipticals cannot yet be drawn. In short, a great deal more data must be gathered and reconciled before we can claim a solid understanding of the star formation histories of elliptical galaxies.
It is a pleasure to thank a great number of our colleagues for interesting discussions. Drs. R. Bender, M. Bolte, D. Burstein, R. Carlberg, J. Dalcanton, R. Davies, A. Dressler, R, Ellis, W. Freedman, G. Illingworth, D. Kelson, I. King, R. Marzke, W. Mathews, A. McWilliam, J. Mould, J. Mulchaey, A. Oemler, A. Renzini, M. Rich, P. Schechter, F. Schweizer, T. Smecker-Hane, P. Stetson, S. Yi, and A. Zabludoff have all provided hours of stimulating conversations. We are indebted to Dr. M. Tripicco for sending us electronic versions of his and Dr. Bellโs results on the response of the Lick/IDS indices to abundance variations, to Dr. H. Kuntschner for providing his data on Fornax early-type galaxies in advance of publication, to Dr. D. Kelson for plane-fitting software, and to Drs. J. Tonry, J. Blakeslee, and A. Dressler for providing SBF distances to local ellipticals in advance of publication and for allowing S. C. T. to examine their images of NGC 6702. The comments of an anonymous referee helped greatly to improve the presentation. Support for this work was provided by NASA through Hubble Fellowship grant HF-01125.01-99A to SCT awarded by the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., for NASA under contract NAS 5-26555, by a Starr Fellowship to SCT, by a Flintridge Foundation Fellowship to SCT, and by NSF grant AST-9529098 to SMF.
## Appendix A Models of composite stellar populations
In this section we discuss simple models of composite stellar populations based on double bursts. Our approach is similar to the โisochrone synthesisโ method of Bruzual & Charlot (1993), in which composite populations are built up from single stellar populations (SSPs) treated as $`\delta `$-functions.
At present, it is not our intent to create grids of models with multiple populations drawn from galaxy formation and evolution models including the effects of winds, blowout, and other processes (see Arimoto & Yoshii (1987) and Tantalo et al. 1998b for two examples of this approach). Rather, we are interested in determining rough rules of thumb for adding multiple populations in the $`\mathrm{H}\beta `$-metallicity diagrams. Specifically we ask how mixtures of two bursts or multiple metallicities combine to mimic a single SSP of a given age and metallicity.
We begin by describing the method used to combine the W94 SSPs to derive line strengths. We then discuss two models of composite populations: galaxies with multiple (here, two) bursts of star formation, and a model with a single age but a dispersion in metallicity based on the metallicity spread of M32 as determined by Grillmair et al. (1996). We show that line strengths add as vectors in the diagrams to first order (when weighted by light). There is thus an infinite number of ways of decomposing a given population into single-burst components. Determining the detailed star formation histories of old stellar populations from the present data is highly underconstrained.
### A.1. Method
The line strength for a single stellar population (when expressed as an equivalent width in ร
) can be written
$$\mathrm{EW}=w\left(1\frac{F_I}{F_C}\right),$$
(A1)
where $`w`$ is the width of the feature bandpass in ร
, $`F_I`$ is the observed flux (per unit mass) integrated over the feature bandpass, and $`F_C`$ represents the observed flux (per unit mass) of the straight line connecting the midpoints of the blue and red pseudocontinuum levels, integrated over the feature bandpass (Worthey et al. (1994); Trager et al. (1998); Paper I). In a composite population, the fluxes become sums over populations and therefore
$$\mathrm{EW}=w\left(1\frac{_if_iF_{I,i}}{_if_iF_{C,i}}\right),$$
(A2)
where $`i`$ represents each individual population, $`f_i`$ is the fraction by mass of each population ($`_if_i=1`$), and $`F_{I,i}`$ and $`F_{C,i}`$ are the integrated fluxes in the feature bandpass and in the โcontinuumโ of each population $`i`$.
We assume that $`F_{C,i}`$ is independent of $`[\mathrm{E}/\mathrm{Fe}]0`$, which is consistent with the tracks of Salaris & Weiss (1998), in which the turnoff and RGB move horizontally but do not change luminosity. For each population we can then write
$$F_{I,i}=F_{C,i}\left(1\frac{I_i(t,[\mathrm{Z}/\mathrm{H}],[\mathrm{E}/\mathrm{Fe}])}{w}\right),$$
(A3)
where $`I_i(t,[\mathrm{Z}/\mathrm{H}],[\mathrm{E}/\mathrm{Fe}])`$ is the line strength of population $`i`$ for the index in question at age $`t`$, metallicity $`[\mathrm{Z}/\mathrm{H}]`$, and enhancement ratio $`[\mathrm{E}/\mathrm{Fe}]`$. The model values $`F_{I,i}`$ and $`F_{C,i}`$ values are then inserted into Equation A2 to determine the line strength of the composite population for each index of interest.
### A.2. Models
#### A.2.1 Double starbursts
Three double-starburst models are developed, chosen illustratively such that their composite line strengths cover the observed loci of the G93 galaxies. Model A covers giant ellipticals with $`\sigma 200\mathrm{km}\mathrm{s}^1`$; its old component has ($`t`$,$`[\mathrm{Z}/\mathrm{H}]`$,$`[\mathrm{E}/\mathrm{Fe}]`$) = (17 Gyr, +0.15, +0.25), similar to the oldest galaxies in the sample, mixed with a young burst having parameters (1 Gyr, +0.75, 0.0). Model B covers small ellipticals with $`\sigma 200\mathrm{km}\mathrm{s}^1`$. Its old population has (17 Gyr, $`0.25`$, 0.0), mixed with a young population of (1 Gyr, +0.5, 0.0). Model C is an alternative to model B in which metal-enriched winds are imagined to selectively blow out SN II products but not those from SN Ia (Mac Low & Ferrara (1999)). Its old population has (17 Gyr, $``$0.25, +0.25), and its young burst has (1 Gyr, +0.5, $``$0.25) (highly enriched in SN Ia products). In all models, the young burst is allowed to vary in strength from 10%โ100% of the final mass.
The models are summarized in Table 1 and illustrated in Figure 1, which shows the weights expressed as percentage of *mass*, and in Figure 2, which shows the weights expressed as percentage of *light*. The latter figure demonstrates the useful rule of thumb that composite, two-burst populations add roughly as light-weighted vectors in the Balmerโmetal line strength diagrams. This is shown by the relatively straight lines linking the endpoint populations in Figure 2 and the relatively uniform tickmark spacing along the lines. Taking model C as an example, we can compare the light-weighted vector rule for predicting the 50/50 population, versus its actual location in the diagrams. For model C, the real composite 50/50 population (50% old, 50% young by light) is at (1.9 Gyr, $`+0.23`$, $`+0.02`$) while the vector-added point midway between the two endpoints is at (2.5 Gyr, 0.0, $`0.05`$). For an 80/20 model (80% old, 20% young by light), the real population is at (7.3 Gyr, $`0.04`$, +0.15) compared to the vector-added population at (9.5 Gyr, $`0.15`$, +0.15). Thus, vector weighting by light tends to overestimate the age by about 25%, underestimate $`[\mathrm{Z}/\mathrm{H}]`$ by 0.1โ0.25, and underestimate $`[\mathrm{E}/\mathrm{Fe}]`$ by less than about 0.1. These are extreme cases, and the errors for mixing two populations closer in the diagrams would be smaller.
In the past, we have stated that the best-fitting SSP-equivalent age (as derived here) is close to the โlight-weightedโ age (Faber et al. (1995)). This was a mis-statement. The light-weighted age of the 50/50 model is simply the average of 1 Gyr and 17 Gyr, or 9 Gyr, much larger than the SSP-equivalent age, of 1.8 Gyr. What we meant to say is that composite populations add in the diagrams *like light-weighted vectors*. As noted, the age agreement is much better, within 50%, when computed this way. However, valuable as such rules of thumb may be for cultivating intuition, the only proper way to compare models to data is to add up the fractional index contributions using Equation A2.
The light-weighted vector rule cannot be taken too far and does better for $`\mathrm{Fe}`$ than for $`\mathrm{Mg}b`$, whose trajectories are not as straight in the grid diagrams. This may prove to be a boon in accounting for the very high $`\mathrm{Mg}b`$ strengths of galaxies like NGC 507, NGC 6702, and NGC 720, whose $`\mathrm{Mg}b`$ indices lie high up and to the right in Figure 1. Such populations might be modeled as recent starbursts, as suggested independently by their high morphological disturbance parameters (Faber et al. (1995)).
#### A.2.2 Metallicity spreads
Yet a fourth model (not shown) explores the effect of a spread in metallicities at a single age. This model is based on the metallicity distribution in an outer field of M32 determined by Grillmair et al. (1996; their Figure 10), which has a strong peak at $`[\mathrm{Fe}/\mathrm{H}]=[\mathrm{Z}/\mathrm{H}]=0.20`$, FWHM of about 0.5, a weak tail to low metallicities down to $``$1.2, and a light-weighted mean metallicity of $`0.25`$ (note that $`[\mathrm{E}/\mathrm{Fe}]0.00`$ for M32). For an assumed single age of 8.5 Gyr, the composite model yields $`\mathrm{H}\beta =2.02`$ ร
, $`\mathrm{Mg}b=2.89`$ ร
, and $`\mathrm{Fe}=2.29`$ ร
, in good agreement with the outwardly extrapolated data from G93 of $`\mathrm{H}\beta =1.92`$ ร
, $`\mathrm{Mg}b=2.99`$ ร
, and $`\mathrm{Fe}=2.42`$ ร
(Grillmair et al. 1996).
The SSP-equivalent stellar population parameters of the composite model are $`t=8.2`$ Gyr, $`[\mathrm{Z}/\mathrm{H}]=0.32`$, and $`[\mathrm{E}/\mathrm{Fe}]=0.00`$. These results show that the integrated light from a uniform-age population with a strongly peaked metallicity distribution resembles a population of nearly the same age (or slightly younger if metal-poor stars are present) and of very similar $`[\mathrm{Z}/\mathrm{H}]`$ to the true light-weighted metallicity ($`[\mathrm{Z}/\mathrm{H}]=0.25`$). These results agree with composite multi-metallicity populations by Greggio (1997), who found that shifts of SSP-equivalent metallicities in mixed-metallicity populations were not large in the absence of large metal-poor tails.
To summarize, the results in this Appendix suggest that metallicity spreads (and, by extension, spreads in $`[\mathrm{E}/\mathrm{Fe}]`$) at fixed age do not seriously skew the indices, but that even small populations of recently-formed (within $`1`$ Gyr) stars can significantly reduce the inferred age. A burst of only 10% by mass 1 Gyr ago on top of a 17 Gyr old population gives an SSP-equivalent age of only $`1.8`$ Gyr. Because line strengths add as vectors (weighted by the luminosity of each population), the ages and metallicities of each burst in a composite population are not separable using the present data.
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# Une ๐ - spรฉcialisation pour les fonctions symรฉtriques monomiales
## 1 Introduction
Dans lโรฉtude des fonctions symรฉtriques, la thรฉorie des $`\lambda `$-anneaux est une mรฉthode particuliรจrement efficace, et pourtant peu utilisรฉe. On trouvera une illustration de cette thรฉorie dans . Le but de cet article est dโen prรฉsenter une nouvelle application.
Nous considรฉrons le problรจme suivant : si $`f`$ est une fonction symรฉtrique et $`q`$ une indรฉterminรฉe, quelle est la valeur de $`f(1,q,q^2,\mathrm{},q^{N1})`$ ? Pour la plupart des fonctions symรฉtriques classiques cette spรฉcialisation est connue depuis trรจs longtemps .
Cโest le cas par exemple pour les fonctions de Schur, les sommes de puissances, les fonctions complรจtes ou les fonctions รฉlรฉmentaires. Dans ces deux derniers cas cette spรฉcialisation est classique : ce sont les polynรดmes de Gauss.
Le but de cet article est de donner la spรฉcialisation $`f(1,q,q^2,\mathrm{},q^{N1})`$ lorsque $`f`$ est une fonction symรฉtrique monomiale. Ce rรฉsultat nโรฉtait pas encore connu. Plus gรฉnรฉralement nous donnons la spรฉcialisation des fonctions symรฉtriques monomiales sur lโalphabet $`(ab)/(1q)`$.
Il faut souligner que nous pouvons donner *deux formulations* distinctes pour cette spรฉcialisation. Lโรฉquivalence de ces deux expressions produit une identitรฉ algรฉbrique multivariรฉe qui est difficile ร dรฉmontrer directement. On a ainsi un nouvel exemple dโune situation oรน la thรฉorie des $`\lambda `$-anneaux permet de dรฉmontrer rapidement une identitรฉ algรฉbrique remarquable.
Nos deux rรฉsultats et leurs dรฉmonstrations sโexpriment uniquement en termes de $`\lambda `$-anneaux. Mais ils possรจdent des rapports รฉtroits avec la thรฉorie des polynรดmes de Macdonald .
Soient $`q`$ et $`t`$ deux indรฉterminรฉes, et considรฉrons lโalgรจbre des fonctions symรฉtriques ร coefficients rationnels en $`q`$ et $`t`$. Les polynรดmes de Macdonald forment une base de cette algรจbre, indexรฉe par les partitions.
Notre rรฉsultat principal permet dโobtenir quatre nouveaux dรฉveloppements explicites pour le polynรดme de Macdonald $`P_{(n)}(q,t)`$ associรฉ a une partition-ligne $`(n)`$. Pour cela nous introduisons deux bases naturelles de fonctions symรฉtriques โdรฉformรฉesโ, qui sont restรฉes jusquโici peu รฉtudiรฉes.
Enfin nous montrons que la spรฉcialisation dโune fonction symรฉtrique monomiale sur lโalphabet $`(1t)/(1q)`$ est essentiellement un polynรดme en $`q`$ et $`t`$ ร coefficients entiers positifs. Il est possible que ce rรฉsultat โร la Macdonaldโ ait dโintรฉressantes consรฉquences.
Donnons maintenant le plan de cet article. La Section 2 prรฉsente nos notations, et la Section 3 les รฉlรฉments de thรฉorie des $`\lambda `$-anneaux dont nous aurons besoin. Ces sections sont presque intรฉgralement reprises de . La Section 4 รฉnonce la premiรจre formulation de notre rรฉsultat principal, qui est dรฉmontrรฉe ร la Section 5. La Section 6 donne et dรฉmontre la seconde formulation. La Section 7 met en รฉvidence une identitรฉ algรฉbrique remarquable et prรฉsente quelques unes de ses consรฉquences. La Section 8 explicite un polynรดme en $`q`$ et $`t`$ ร coefficients entiers positifs. La Section 9 introduit les polynรดmes de Macdonald en mettant lโaccent sur une prรฉsentation en termes de $`\lambda `$-anneaux. La Section 10 donne les nouveaux dรฉveloppements de $`P_{(n)}(q,t)`$ annoncรฉs.
Lโauteur remercie Alain Lascoux pour son aide amicale.
## 2 Notations
Une partition $`\lambda `$ est une suite dรฉcroissante finie dโentiers positifs. On dit que le nombre $`n`$ dโentiers non nuls est la longueur de $`\lambda `$. On note $`\lambda =(\lambda _1,\mathrm{},\lambda _n)`$ et $`n=l(\lambda )`$. On dit que $`|\lambda |=_{i=1}^n\lambda _i`$ est le poids de $`\lambda `$, et pour tout entier $`i1`$ que $`m_i(\lambda )=\text{card}\{j:\lambda _j=i\}`$ est la multiplicitรฉ de $`i`$ dans $`\lambda `$. On appelle part de $`\lambda `$ tout entier $`i`$ tel que $`m_i(\lambda )0`$. On pose
$$z_\lambda =\underset{i1}{}i^{m_i(\lambda )}m_i(\lambda )!.$$
Soit $`\mathrm{๐๐ฒ๐ฆ}`$ lโalgรจbre des fonctions symรฉtriques. Nous choisissons les notations les plus rรฉpandues, cโest-ร -dire celles de , et non celles de , bien que celles de soient plus adaptรฉes aux $`\lambda `$-anneaux.
Soit $`A=\{a_1,a_2,a_3,\mathrm{}\}`$ un ensemble de variables, qui peut รชtre infini (nous dirons que $`A`$ est un alphabet). On introduit les fonctions gรฉnรฉratrices
$$E_u(A)=\underset{aA}{}(1+ua),H_u(A)=\underset{aA}{}\frac{1}{1ua},P_u(A)=\underset{aA}{}\frac{a}{1ua}$$
dont le dรฉveloppement dรฉfinit les fonctions symรฉtriques รฉlรฉmentaires $`e_k(A)`$, les fonctions complรจtes $`h_k(A)`$ et les sommes de puissances $`p_k(A)`$:
$$E_u(A)=\underset{k0}{}u^ke_k(A),H_u(A)=\underset{k0}{}u^kh_k(A),P_u(A)=\underset{k1}{}u^{k1}p_k(A).$$
Lorsque lโalphabet $`A`$ est infini, chacun de ces trois ensembles de fonctions forme une base algรฉbrique de $`\mathrm{๐๐ฒ๐ฆ}[A]`$, lโalgรจbre des fonctions symรฉtriques sur $`A`$ (cโest-ร -dire que ses รฉlรฉments sont algรฉbriquement indรฉpendants).
On peut donc dรฉfinir lโalgรจbre $`\mathrm{๐๐ฒ๐ฆ}`$ des fonctions symรฉtriques, sans rรฉfรฉrence ร lโalphabet $`A`$, comme lโalgรจbre sur $`๐`$ engendrรฉe par les fonctions $`e_k`$, $`h_k`$ ou $`p_k`$.
Pour toute partition $`\mu `$, on dรฉfinit les fonctions $`e_\mu `$, $`h_\mu `$ ou $`p_\mu `$ en posant
$$f_\mu =\underset{i=1}{\overset{l(\mu )}{}}f_{\mu _i}=\underset{k1}{}f_k^{m_k(\mu )},$$
$`f_i`$ dรฉsigne respectivement $`e_i`$, $`h_i`$ ou $`p_i`$. Les fonctions $`e_\mu `$, $`h_\mu `$, $`p_\mu `$ forment une base linรฉaire de lโalgรจbre $`\mathrm{๐๐ฒ๐ฆ}`$.
On a la formule de Cauchy
$$e_n=\underset{\left|\mu \right|=n}{}(1)^{nl(\mu )}\frac{p_\mu }{z_\mu }$$
soit encore
$$h_n=\underset{\left|\mu \right|=n}{}\frac{p_\mu }{z_\mu }.$$
Pour toute partition $`\mu `$, on peut dรฉfinir les fonctions symรฉtriques monomiales $`m_\mu `$ et les fonctions de Schur $`s_\mu `$, qui forment รฉgalement une base linรฉaire de lโalgรจbre $`\mathrm{๐๐ฒ๐ฆ}`$. La fonction symรฉtrique monomiale $`m_\mu `$ est la somme de tous les monรดmes diffรฉrents ayant pour exposant une permutation de $`\mu `$.
Si $`A`$ et $`B`$ sont deux alphabets, on dรฉfinit la somme $`A+B`$ et la diffรฉrence $`AB`$ de ces deux alphabets en posant
$$\begin{array}{cc}\hfill H_u(A+B)=H_u(A)H_u(B)& ,E_u(A+B)=E_u(A)E_u(B)\hfill \\ \hfill H_u(AB)=H_u(A)H_u(B)^1& ,E_u(AB)=E_u(A)E_u(B)^1.\hfill \end{array}$$
(1)
## 3 $`\lambda `$-anneaux
Nous allons utiliser le fait que lโanneau des polynรดmes possรจde une structure de $`\lambda `$-anneau. Un $`\lambda `$-anneau est un anneau commutatif avec unitรฉ muni dโopรฉrateurs qui vรฉrifient certains axiomes. Nous renvoyons le lecteur ร pour la thรฉorie gรฉnรฉrale, et au chapitre 2 de pour son application ร lโanalyse multivariรฉe.
Nous nโutiliserons cette thรฉorie que dans le cadre รฉlรฉmentaire suivant. Soit $`A=\{a_1,a_2,a_3,\mathrm{}\}`$ un alphabet quelconque. On considรจre lโanneau $`๐[A]`$ des polynรดmes en $`A`$ ร coefficients rรฉels. La structure de $`\lambda `$-anneau de $`๐[A]`$ consiste ร dรฉfinir une action de $`\mathrm{๐๐ฒ๐ฆ}`$ sur $`๐[A]`$.
### 3.1 Action de $`\mathrm{๐๐ฒ๐ฆ}`$
Les fonctions $`p_k`$ formant un systรจme de gรฉnรฉrateurs algรฉbriques de $`\mathrm{๐๐ฒ๐ฆ}`$, รฉcrivant tout polynรดme sous la forme $`_{c,U}cU`$, avec $`c`$ constante rรฉelle et $`U`$ un monรดme en $`(a_1,a_2,a_3,\mathrm{})`$, on dรฉfinit une action de $`\mathrm{๐๐ฒ๐ฆ}`$ sur $`๐[A]`$, notรฉe $`[.]`$, en posant
$$p_k[\underset{c,U}{}cU]=\underset{c,U}{}cU^k.$$
Pour tous polynรดmes $`P,Q๐[A]`$ on en dรฉduit immรฉdiatement $`p_k[PQ]=p_k[P]p_k[Q]`$ et $`p_\mu [PQ]=p_\mu [P]p_\mu [Q]`$.
Lโaction ainsi dรฉfinie sโรฉtend ร tout รฉlรฉment de $`\mathrm{๐๐ฒ๐ฆ}`$. Ainsi on a
$$E_u[\underset{c,U}{}cU]=\underset{c,U}{}(1+uU)^c,H_u[\underset{c,U}{}cU]=\underset{c,U}{}(1uU)^c,$$
et aussi
$$h_k[P]=(1)^ke_k[P].$$
(2)
On notera le comportement diffรฉrent des constantes $`c๐`$ et des monรดmes $`U`$ :
$$\begin{array}{c}\hfill p_k[c]=c,h_k[c]=\left(\genfrac{}{}{0pt}{}{c+k1}{k}\right),e_k[c]=\left(\genfrac{}{}{0pt}{}{c}{k}\right)\\ \hfill p_k[U]=U^k=h_k[U],e_k[U]=0,i>1,e_1[U]=U.\end{array}$$
(3)
Il est plus correct de caractรฉriser les โmonรดmesโ $`U`$ comme รฉlรฉments de rang 1 (i.e. les $`U0,1`$ tels que $`e_k[U]=0k>1`$), et les โconstantesโ $`c๐`$ comme les รฉlรฉments invariants par les $`p_k`$ (on dira aussi รฉlรฉment de type binomial).
Lorsquโon utilise la thรฉorie des $`\lambda `$-anneaux pour dรฉmontrer une identitรฉ algรฉbrique, il est donc toujours nรฉcessaire de prรฉciser le statut de chaque รฉlรฉment. Dans cet article nous nโutiliserons que des รฉlรฉments de rang 1.
### 3.2 Extension aux sรฉries formelles
On remarquera que si $`a_1,a_2,\mathrm{},a_N`$ sont des รฉlรฉments de rang 1, alors
$$p_k[a_1+a_2+\mathrm{}+a_N]=a_1^k+a_2^k+\mathrm{}+a_N^k$$
est la valeur de la somme de puissances $`p_k(a_1,a_2,\mathrm{},a_N)`$.
Pour tout alphabet $`A=\{a_1,a_2,a_3,\mathrm{}\}`$, on note $`A^{}=_ia_i`$ la somme de ses รฉlรฉments. Lorsque $`A`$ est formรฉ dโรฉlรฉments de rang 1, on a ainsi pour toute fonction symรฉtrique $`f`$,
$$f[A^{}]=f(A).$$
(4)
En particulier si $`q`$ est de rang 1, on a
$$p_k(1,q,q^2,q^3,\mathrm{},q^{N1})=p_k[\underset{i=0}{\overset{N1}{}}q^i].$$
Il est naturel de vouloir รฉcrire
$$\underset{i=0}{\overset{N1}{}}q^i=\frac{1q^N}{1q},$$
et dโรฉtendre ainsi lโaction de $`\mathrm{๐๐ฒ๐ฆ}`$ aux fonctions rationnelles. Il est รฉgalement naturel de considรฉrer un alphabet infini $`(1,q,q^2,q^3,\mathrm{})`$, de vouloir sommer la sรฉrie
$$\underset{i0}{}q^i=\frac{1}{1q},$$
et dโรฉtendre ainsi lโaction de $`\mathrm{๐๐ฒ๐ฆ}`$ aux sรฉries formelles ร coefficients rรฉels.
Pour cela on pose
$$p_k\left(\frac{cU}{dV}\right)=\frac{cU^k}{dV^k},$$
avec $`c,d`$ constantes rรฉelles et $`U,V`$ des monรดmes en $`(a_1,a_2,a_3,\mathrm{})`$.
Lโaction ainsi dรฉfinie sโรฉtend ร tout รฉlรฉment de $`\mathrm{๐๐ฒ๐ฆ}`$. On munit ainsi lโanneau des sรฉries formelles ร coefficients rรฉels dโune structure de $`\lambda `$-anneau.
### 3.3 Formulaire
Les relations fondamentales suivantes sont des consรฉquences directes des relations (3). Pour tous $`P,Q`$ on a dโabord
$$\begin{array}{cc}\hfill h_n[P+Q]& =\underset{k=0}{\overset{n}{}}h_{nk}[P]h_k[Q]\hfill \\ \hfill e_n[P+Q]& =\underset{k=0}{\overset{n}{}}e_{nk}[P]e_k[Q].\hfill \end{array}$$
Soit de maniรจre รฉquivalente
$$\begin{array}{cc}\hfill H_u[P+Q]=H_u[P]H_u[Q]& ,E_u[P+Q]=E_u[P]E_u[Q]\hfill \\ \hfill H_u[PQ]=H_u[P]H_u[Q]^1& ,E_u[PQ]=E_u[P]E_u[Q]^1.\hfill \end{array}$$
(5)
Ces relations gรฉnรฉralisent les dรฉfinitions (1).
Si $`P`$ est de rang 1 et $`Q`$ arbitraire, on a
$$e_n[PQ]=P^ne_n[Q].$$
Si $`P`$ et $`Q`$ sont de rang 1, $`PQ`$ est donc de rang 1, et on a
$$E_u[PQ]=1+uPQ.$$
(6)
Pour tous $`P,Q`$ on a les formules de Cauchy suivantes
$$\begin{array}{cc}\hfill h_n[PQ]& =\underset{\left|\mu \right|=n}{}\frac{1}{z_\mu }p_\mu [P]p_\mu [Q]\hfill \\ & =\underset{\left|\mu \right|=n}{}m_\mu [P]h_\mu [Q]\hfill \\ & =\underset{\left|\mu \right|=n}{}s_\mu [P]s_\mu [Q].\hfill \end{array}$$
(7)
Ou de maniรจre รฉquivalente :
$$\begin{array}{cc}\hfill e_n[PQ]& =\underset{\left|\mu \right|=n}{}\frac{(1)^{nl(\mu )}}{z_\mu }p_\mu [P]p_\mu [Q]\hfill \\ & =\underset{\left|\mu \right|=n}{}m_\mu [P]e_\mu [Q]\hfill \\ & =\underset{\left|\mu \right|=n}{}s_\mu [P]s_\mu ^{}[Q],\hfill \end{array}$$
(8)
$`\mu ^{}`$ dรฉsigne la partition transposรฉe de $`\mu `$.
### 3.4 $`q`$-calcul
Pour toute indรฉterminรฉe $`a`$ on note
$$(a;q)_n=\underset{i=0}{\overset{n1}{}}(1aq^i),(a;q)_{\mathrm{}}=\underset{i0}{}(1aq^i)$$
quโon considรจre comme sรฉrie formelle en $`a`$ et $`q`$.
Soient trois รฉlรฉments $`a,b,q`$ et un alphabet $`X=\{x_1,x_2,\mathrm{},x_N\}`$. On suppose tous ces elรฉments de rang 1. Les relation (5) et (6) impliquent
$$\begin{array}{cc}\hfill E_u\left[\frac{aX^{}}{1q}\right]& =\underset{i0}{}E_u[aq^iX^{}]=\underset{k=1}{\overset{N}{}}\underset{i0}{}E_u[aq^ix_k]\hfill \\ & =\underset{k=1}{\overset{N}{}}\underset{i0}{}(1+uaq^ix_k)=\underset{k=1}{\overset{N}{}}(uax_k;q)_{\mathrm{}}.\hfill \end{array}$$
De mรชme on a
$$\begin{array}{cc}\hfill H_u\left[\frac{aX^{}}{1q}\right]& =\underset{i0}{}H_u[aq^iX^{}]=\underset{k=1}{\overset{N}{}}\underset{i0}{}H_u[aq^ix_k]\hfill \\ & =\underset{k=1}{\overset{N}{}}\underset{i0}{}\frac{1}{1uaq^ix_k}=\underset{k=1}{\overset{N}{}}\frac{1}{(uax_k;q)_{\mathrm{}}}.\hfill \end{array}$$
On en dรฉduit
$$H_1\left[\frac{ab}{1q}X^{}\right]=H_1\left[\frac{aX^{}}{1q}\right]\left(H_1\left[\frac{bX^{}}{1q}\right]\right)^1=\underset{k=1}{\overset{N}{}}\frac{(bx_k;q)_{\mathrm{}}}{(ax_k;q)_{\mathrm{}}}.$$
Pour tout entier $`n0`$ on note dรฉsormais
$$g_n(X;q,t)=h_n\left[\frac{1t}{1q}X^{}\right].$$
(9)
On a la sรฉrie gรฉnรฉratrice
$$H_1\left[\frac{1t}{1q}X^{}\right]=\underset{n0}{}g_n(X;q,t)=\underset{i=1}{\overset{N}{}}\frac{(tx_i;q)_{\mathrm{}}}{(x_i;q)_{\mathrm{}}}.$$
(10)
Les deux propriรฉtรฉs suivantes sont des consรฉquences immรฉdiates de ce qui prรฉcรจde. Cependant nous en donnons une dรฉmonstration directe ร titre dโexemple.
###### Proposition 1.
On a
$$\underset{n0}{}q^ng_n(X;q,t)=H_1\left[q\frac{1t}{1q}X^{}\right]=\left(\underset{i=1}{\overset{N}{}}\frac{1x_i}{1tx_i}\right)H_1\left[\frac{1t}{1q}X^{}\right].$$
###### Preuve.
On peut รฉcrire
$$H_1\left[q\frac{1t}{1q}X^{}\right]=H_1\left[\frac{1t}{1q}X^{}+(t1)X^{}\right].$$
En appliquant (4) ceci devient
$$H_1\left[q\frac{1t}{1q}X^{}\right]=H_1[(t1)X^{}]H_1\left[\frac{1t}{1q}X^{}\right].$$
Mais on a
$$H_1[(t1)X^{}]=H_1[tX^{}]H_1[X^{}]^1=\underset{i=1}{\overset{N}{}}\frac{1x_i}{1tx_i}.$$
###### Proposition 2.
On a
$$H_1\left[\frac{qt}{1q}X^{}\right]=\underset{i=1}{\overset{N}{}}(1x_i)H_1\left[\frac{1t}{1q}X^{}\right].$$
###### Preuve.
On peut รฉcrire
$$H_1\left[\frac{qt}{1q}X^{}\right]=H_1\left[\frac{1t}{1q}X^{}X^{}\right]$$
En appliquant (4) ceci devient
$$H_1\left[\frac{qt}{1q}X^{}\right]=H_1\left[\frac{1t}{1q}X^{}\right]H_1[X^{}]^1.$$
## 4 Notre rรฉsultat principal
Etant donnรฉe une partition $`\mu `$, on note $`C_\mu `$ lโensemble des multi-entiers distincts obtenus par permutation des parts de $`\mu `$. On dit รฉgalement que $`cC_\mu `$ est un โdรฉrangementโ de $`\mu `$. Pour tout multi-entier $`c=(c_1,\mathrm{},c_{l(\mu )})C_\mu `$, on note $`[c_i]=_{ki}c_k`$ la somme partielle dโordre $`i`$.
Soient $`a,b,q`$ trois รฉlรฉments de rang $`1`$. Nous considรฉrons lโalphabet $`A`$ tel que
$$A^{}=\frac{ab}{1q}.$$
Lโalphabet $`A`$ est la diffรฉrence, au sens de (1), des deux alphabets infinis $`\{a,aq,aq^2,\mathrm{}\}`$ et $`\{b,bq,bq^2,\mathrm{}\}`$.
Soit $`m_\mu `$ la fonction symรฉtrique monomiale associรฉe ร la partition $`\mu `$. Nous explicitons la valeur de $`m_\mu [A^{}]`$. En particulier pour $`a=1`$ et $`b=q^N`$, compte-tenu de (4), notre rรฉsultat donne la valeur de
$$m_\mu \left[\frac{1q^N}{1q}\right]=m_\mu (1,q,\mathrm{},q^{N1}).$$
Et pour $`a=1`$ et $`b=0`$ celle de
$$m_\mu \left[\frac{1}{1q}\right]=m_\mu (1,q,q^2,q^3,\mathrm{}).$$
###### Thรฉorรจme 1.
Soient $`a,b,q`$ trois รฉlรฉments de rang 1. Pour toute partition $`\mu `$ on a
$$m_\mu \left[\frac{ab}{1q}\right]=\underset{cC_\mu }{}\underset{i=1}{\overset{l(\mu )}{}}\frac{a^{c_i}q^{[c_{i1}]}b^{c_i}}{1q^{[c_i]}}.$$
(11)
Le corollaire suivant รฉtait connu : voir , chapitre 2, et lโexemple 1.2.5 de . Compte-tenu de (10), il sโagit du โthรฉorรจme de Heineโ classique
$$H_1\left[\frac{1t}{1q}x\right]=\frac{(tx;q)_{\mathrm{}}}{(x;q)_{\mathrm{}}}=\underset{n0}{}\frac{(t;q)_n}{(q;q)_n}x^n.$$
###### Corollaire.
Pour tout entier $`n`$ on a
$$\begin{array}{cc}\hfill e_n\left[\frac{ab}{1q}\right]& =\underset{i=1}{\overset{n}{}}\frac{aq^{i1}b}{1q^i}\hfill \\ \hfill h_n\left[\frac{ab}{1q}\right]& =\underset{i=1}{\overset{n}{}}\frac{abq^{i1}}{1q^i}.\hfill \end{array}$$
###### Preuve du corollaire.
La premiรจre relation est la transcription du thรฉorรจme pour la partition-colonne $`\mu =1^n`$. On a alors $`m_{1^n}=e_n`$ . Il nโy a quโun seul dรฉrangement de $`\mu `$, avec $`c_i=1`$ et $`[c_i]=i`$. La seconde relation sโen dรฉduit par (2), en รฉchangeant $`a`$ et $`b`$. โ
On remarquera que le Thรฉorรจme 1 est vรฉrifiรฉ lorsque $`\mu `$ est une partition-ligne $`(n)`$. On a alors $`m_{(n)}=p_n`$. Il nโy a quโun seul dรฉrangement de $`\mu `$, avec $`c_1=[c_1]=n`$. Le Thรฉorรจme 1 redonne dans ce cas la relation
$$p_n\left[\frac{ab}{1q}\right]=\frac{a^nb^n}{1q^n},$$
ce qui est prรฉcisรฉment la dรฉfinition de lโaction de $`p_n`$.
On note dรฉsormais
$$Z_\mu (a,b,q)=\underset{cC_\mu }{}\underset{i=1}{\overset{l(\mu )}{}}\frac{a^{c_i}q^{[c_{i1}]}b^{c_i}}{1q^{[c_i]}}.$$
Pour toute part $`i`$ de $`\mu `$, on note $`\mu \backslash \{i\}`$ la partition de longueur $`l(\mu )1`$ obtenue de $`\mu `$ par soustraction de $`i`$.
###### Proposition 3.
Pour toute partition $`\mu `$ on a
$$(1q^{|\mu |})Z_\mu (a,b,q)=\underset{\begin{array}{c}i\\ m_i(\mu )0\end{array}}{}(a^iq^{|\mu |i}b^i)Z_{\mu \backslash \{i\}}(a,b,q).$$
(12)
###### Preuve.
On considรจre tous les dรฉrangements de $`\mu `$ dont la derniรจre composante est $`c_{l(\mu )}=i`$. On a alors $`[c_{l(\mu )1}]=|\mu |i`$ et $`[c_{l(\mu )}]=|\mu |`$. Par construction la somme de toutes ces contributions est exactement
$$Z_{\mu \backslash \{i\}}(a,b,q)\frac{(a^iq^{|\mu |i}b^i)}{1q^{|\mu |}}.$$
Partant du cas initial $`\mu =(n)`$ la relation (12) dรฉtermine uniquement $`Z_\mu `$ par rรฉcurrence sur la longueur $`l(\mu )`$. Le Thรฉorรจme 1 sera donc dรฉmontrรฉ si lโon รฉtablit que le membre de gauche de (11) satisfait la mรชme relation de rรฉcurrence.
Les deux membres de (11) รฉtant clairement homogรจnes de degrรฉ $`|\mu |`$, il suffit de dรฉmontrer le thรฉorรจme dans le cas particulier $`a=1`$, ce que nous supposerons dรฉsormais.
## 5 Dรฉmonstration
Nous sommes ainsi conduits ร dรฉmontrer le Thรฉorรจme 1 sous la forme suivante.
###### Thรฉorรจme 2.
Soient $`q`$ et $`t`$ deux รฉlรฉments de rang 1. Pour toute partition $`\mu `$ on a
$$(1q^{|\mu |})m_\mu \left[\frac{1t}{1q}\right]=\underset{\begin{array}{c}i\\ m_i(\mu )0\end{array}}{}(q^{|\mu |i}t^i)m_{\mu \backslash \{i\}}\left[\frac{1t}{1q}\right].$$
###### Preuve.
Soit $`X=\{x_1,x_2,\mathrm{},x_N\}`$ un alphabet de cardinal $`N`$ dont les รฉlรฉments sont de rang 1. Compte-tenu de la relation (4), de la dรฉfinition (9) et de la formule de Cauchy (7), on a immรฉdiatement
$$g_n(X;q,t)=h_n\left[\frac{1t}{1q}X^{}\right]=\underset{\left|\mu \right|=n}{}m_\mu \left[\frac{1t}{1q}\right]h_\mu (X).$$
En identifiant les parties homogรจnes de chaque membre, le Thรฉorรจme 2 est donc รฉquivalent ร la relation suivante
$$\begin{array}{c}\underset{n0}{}(1q^n)g_n(X;q,t)=\hfill \\ \hfill \left(\underset{r1}{}h_r(X)\right)\left(\underset{n0}{}q^ng_n(X;q,t)\right)\left(\underset{r1}{}t^rh_r(X)\right)\left(\underset{n0}{}g_n(X;q,t)\right).\end{array}$$
Soit encore
$$\begin{array}{c}\underset{n0}{}(1q^n)g_n(X;q,t)=\hfill \\ \hfill \left(\underset{i=1}{\overset{N}{}}\frac{1}{1x_i}1\right)\left(\underset{n0}{}q^ng_n(X;q,t)\right)\left(\underset{i=1}{\overset{N}{}}\frac{1}{1tx_i}1\right)\left(\underset{n0}{}g_n(X;q,t)\right).\end{array}$$
On applique alors la Proposition 1. Le membre de gauche peut sโรฉcrire
$$\left(1\underset{i=1}{\overset{N}{}}\frac{1x_i}{1tx_i}\right)H_1\left[\frac{1t}{1q}X^{}\right].$$
Et le membre de droite sโรฉcrit
$$\left[\left(\underset{i=1}{\overset{N}{}}\frac{1}{1x_i}1\right)\left(\underset{i=1}{\overset{N}{}}\frac{1x_i}{1tx_i}\right)\left(\underset{i=1}{\overset{N}{}}\frac{1}{1tx_i}1\right)\right]H_1\left[\frac{1t}{1q}X^{}\right].$$
Dโoรน lโassertion. โ
## 6 Seconde formulation
Il est remarquable que nous puissions donner une seconde formulation de notre rรฉsultat principal.
###### Thรฉorรจme 3.
Soient $`a,b,q`$ trois รฉlรฉments de rang 1. Pour toute partition $`\mu `$ on a
$$m_\mu \left[\frac{ab}{1q}\right]=\underset{cC_\mu }{}\underset{i=1}{\overset{l(\mu )}{}}\frac{a^{c_i}q^{(l(\mu )i)c_i}b^{c_i}}{1q^{[c_i]}}.$$
Notre dรฉmonstration du Thรฉorรจme 3 est exactement parallรจle ร celle du Thรฉorรจme 1. On note
$$W_\mu (a,b,q)=\underset{cC_\mu }{}\underset{i=1}{\overset{l(\mu )}{}}\frac{a^{c_i}q^{(l(\mu )i)c_i}b^{c_i}}{1q^{[c_i]}}.$$
###### Proposition 4.
Pour toute partition $`\mu `$ on a
$$(1q^{|\mu |})W_\mu (a,b,q)=\underset{\begin{array}{c}i\\ m_i(\mu )0\end{array}}{}(a^ib^i)W_{\mu \backslash \{i\}}(qa,b,q).$$
###### Preuve.
On considรจre tous les dรฉrangements de $`\mu `$ dont la derniรจre composante est $`c_{l(\mu )}=i`$. On a alors $`[c_{l(\mu )}]=|\mu |`$. Par construction la somme de toutes ces contributions est exactement
$$W_{\mu \backslash \{i\}}(qa,b,q)\frac{(a^ib^i)}{1q^{|\mu |}}.$$
Partant du cas initial รฉvident $`\mu =(n)`$, la Proposition 4 dรฉtermine uniquement $`W_\mu `$ par rรฉcurrence sur la longueur $`l(\mu )`$. Le Thรฉorรจme 3 sera donc dรฉmontrรฉ si lโon รฉtablit que $`m_\mu [(ab)/(1q)]`$ satisfait la mรชme relation de rรฉcurrence. Par homogรฉneitรฉ il suffit de le dรฉmontrer dans le cas particulier $`a=1`$, ce que nous supposerons dรฉsormais.
Nous pouvons donc dรฉmontrer le Thรฉorรจme 3 sous la forme suivante.
###### Thรฉorรจme 4.
Soient $`q`$ et $`t`$ deux รฉlรฉments de rang 1. Pour toute partition $`\mu `$ on a
$$(1q^{|\mu |})m_\mu \left[\frac{1t}{1q}\right]=\underset{\begin{array}{c}i\\ m_i(\mu )0\end{array}}{}(1t^i)m_{\mu \backslash \{i\}}\left[\frac{qt}{1q}\right].$$
###### Preuve.
Soit $`X=\{x_1,x_2,\mathrm{},x_N\}`$ un alphabet de cardinal $`N`$ dont les รฉlรฉments sont de rang 1. Compte-tenu de (4) la formule de Cauchy (7) sโรฉcrit
$$h_n\left[\frac{ut}{1q}X^{}\right]=\underset{\left|\mu \right|=n}{}m_\mu \left[\frac{ut}{1q}\right]h_\mu (X).$$
On va choisir $`u=1`$ et $`u=q`$.
En identifiant les parties homogรจnes de chaque membre, le Thรฉorรจme 3 est รฉquivalent ร la relation suivante
$$\begin{array}{c}\underset{n0}{}(1q^n)h_n\left[\frac{1t}{1q}X^{}\right]=\hfill \\ \hfill \left(\underset{r1}{}h_r(X)\underset{r1}{}t^rh_r(X)\right)\left(\underset{n0}{}h_n\left[\frac{qt}{1q}X^{}\right]\right).\end{array}$$
Soit encore
$$\begin{array}{c}\underset{n0}{}(1q^n)g_n(X;q,t)=\hfill \\ \hfill \left(\underset{i=1}{\overset{N}{}}\frac{1}{1x_i}\underset{i=1}{\overset{N}{}}\frac{1}{1tx_i}\right)\left(\underset{n0}{}h_n\left[\frac{qt}{1q}X^{}\right]\right).\end{array}$$
Par la Proposition 1 le membre de gauche peut sโรฉcrire
$$\left(1\underset{i=1}{\overset{N}{}}\frac{1x_i}{1tx_i}\right)H_1\left[\frac{1t}{1q}X^{}\right].$$
Et par la Proposition 2 le membre de droite peut sโรฉcrire
$$\left(\underset{i=1}{\overset{N}{}}\frac{1}{1x_i}\underset{i=1}{\overset{N}{}}\frac{1}{1tx_i}\right)\underset{i=1}{\overset{N}{}}(1x_i)H_1\left[\frac{1t}{1q}X^{}\right].$$
Dโoรน lโassertion. โ
## 7 Une identitรฉ remarquable
La comparaison des Thรฉorรจmes 1 et 3 produit lโidentitรฉ remarquable suivante.
###### Thรฉorรจme 5.
Pour toute partition $`\mu `$ on a
$$\underset{cC_\mu }{}\underset{i=1}{\overset{l(\mu )}{}}\frac{a^{c_i}q^{[c_{i1}]}b^{c_i}}{1q^{[c_i]}}=\underset{cC_\mu }{}\underset{i=1}{\overset{l(\mu )}{}}\frac{a^{c_i}q^{(l(\mu )i)c_i}b^{c_i}}{1q^{[c_i]}}.$$
Un cas particulier intรฉressant est obtenu en faisant $`a=q`$ et $`b=1`$.
###### Proposition 5.
Pour toute partition $`\mu `$ on a
$$\underset{cC_\mu }{}\underset{i=1}{\overset{l(\mu )}{}}\frac{1q^{(l(\mu )i+1)c_i}}{1q^{[c_i]}}=\frac{l(\mu )!}{_im_i(\mu )!}.$$
On peut prendre la limite de ce rรฉsultat lorsque $`q`$ tend vers $`1`$.
###### Proposition 6.
Pour toute partition $`\mu `$ on a
$$\frac{1}{z_\mu }=\underset{cC_\mu }{}\underset{i=1}{\overset{l(\mu )}{}}\frac{1}{[c_i]}.$$
Nous retrouvons ainsi un รฉnoncรฉ de Littlewood (, p. 85) qui lโa dรฉmontrรฉ par rรฉcurrence.
Soient $`X=\{x_1,x_2,\mathrm{},x_n\}`$ et $`Y=\{y_1,y_2,\mathrm{},y_n\}`$ deux alphabets de cardinal $`n`$. On note $`S_n`$ le groupe des permutations de $`n`$ lettres. Le groupe $`S_n`$ opรจre sur les fonctions rationnelles en $`X`$ et $`Y`$ par lโaction diagonale
$$f^\sigma (x_1,\mathrm{},x_n,y_1,\mathrm{},y_n)=f(x_{\sigma (1)},\mathrm{},x_{\sigma (n)},y_{\sigma (1)},\mathrm{},y_{\sigma (n)}).$$
Par homogรฉnรฉitรฉ et parce que les indรฉterminรฉes $`x_i=q^{\mu _i}`$, $`y_i=(bq/a)^{\mu _i}`$ sont indรฉpendantes, lโรฉgalitรฉ du Thรฉorรจme 5 est en fait *รฉquivalente* ร lโidentitรฉ multivariรฉe suivante, qui est une propriรฉtรฉ des fonctions rationnelles.
###### Thรฉorรจme 6.
On a
$$\begin{array}{c}\underset{\sigma S_n}{}\left(\frac{y_1x_1}{1x_1}\frac{y_2x_1x_2}{1x_1x_2}\frac{y_3x_1x_2x_3}{1x_1x_2x_3}\mathrm{}\frac{y_nx_1x_2\mathrm{}x_n}{1x_1x_2\mathrm{}x_n}\right)^\sigma =\hfill \\ \hfill \underset{\sigma S_n}{}\left(\frac{y_1x_{1}^{}{}_{}{}^{n}}{1x_1}\frac{y_2x_{2}^{}{}_{}{}^{n1}}{1x_1x_2}\frac{y_3x_{3}^{}{}_{}{}^{n2}}{1x_1x_2x_3}\mathrm{}\frac{y_nx_n}{1x_1x_2\mathrm{}x_n}\right)^\sigma .\end{array}$$
Le caractรจre remarquable de cette identitรฉ est dรฉjร apparent sur le cas particulier $`Y=(1,1,\mathrm{},1)`$.
###### Proposition 7.
Pour tout alphabet $`X=\{x_1,x_2,\mathrm{},x_n\}`$ on a
$$\underset{\sigma S_n}{}\left(\frac{1x_{1}^{}{}_{}{}^{n}}{1x_1}\frac{1x_{2}^{}{}_{}{}^{n1}}{1x_1x_2}\frac{1x_{3}^{}{}_{}{}^{n2}}{1x_1x_2x_3}\mathrm{}\frac{1x_n}{1x_1x_2\mathrm{}x_n}\right)^\sigma =n!.$$
On en dรฉduit la propriรฉtรฉ suivante.
###### Proposition 8.
Pour tout alphabet $`X=\{x_1,x_2,\mathrm{},x_n\}`$ on a
$$\underset{\sigma S_n}{}\left(\frac{1}{x_1(x_1+x_2)\mathrm{}(x_1+x_2+\mathrm{}+x_n)}\right)^\sigma =\underset{i=1}{\overset{n}{}}\frac{1}{x_i}.$$
###### Preuve.
On considรจre lโidentitรฉ de la Proposition 7, dans laquelle on substitute $`q^{x_i}`$ ร $`x_i`$. Elle devient
$$\underset{\sigma S_n}{}\left(\frac{1q^{nx_1}}{1q^{x_1}}\frac{1q^{(n1)x_2}}{1q^{x_1+x_2}}\frac{1q^{(n2)x_3}}{1q^{x_1+x_2+x_3}}\mathrm{}\frac{1q^{x_n}}{1q^{x_1+x_2\mathrm{}+x_n}}\right)^\sigma =n!.$$
On obtient lโรฉnoncรฉ en prenant la limite $`q1`$. โ
Alain Lascoux a obtenu une preuve directe de cette identitรฉ multivariรฉe, en utilisant les diffรฉrences divisรฉes. Il nous a รฉgalement montrรฉ que le Thรฉorรจme 6 รฉnonce lโรฉgalitรฉ de deux statistiques sur le groupe des permutations. Nous prรฉsentons maintenant lโessentiel de ses remarques.
Etant donnรฉe une permutation de $`n`$ lettres $`\sigma S_n`$, soit $`\mathrm{\Gamma }(\sigma )`$ lโensemble de ses cycles. Pour tout cycle $`\gamma =(\gamma _1,\mathrm{},\gamma _k)\{1,2,\mathrm{},n\}`$, notons $`|\gamma |=_{i=1}^k\gamma _i`$. Alors on sait (, ยง1.2.7) que pour toute partition $`\mu `$ on a
$$(\underset{i1}{}m_i(\mu )!)m_\mu =\underset{\sigma S_{l(\mu )}}{}(1)^{l(\mu )\text{card}(\mathrm{\Gamma }(\sigma ))}\underset{\gamma \mathrm{\Gamma }(\sigma )}{}p_{|\gamma |}.$$
Par exemple on a $`m_{kl}=p_kp_lp_{k+l}`$, chacun des termes correspondant aux deux cycles $`\{k\},\{l\}`$ de $`\{k,l\}`$ et au cycle $`\{k,l\}`$ de $`\{l,k\}`$. On en dรฉduit immรฉdiatement
$$(\underset{i1}{}m_i(\mu )!)m_\mu \left[\frac{ab}{1q}\right]=\underset{\sigma S_{l(\mu )}}{}(1)^{l(\mu )\text{card}(\mathrm{\Gamma }(\sigma ))}\underset{\gamma \mathrm{\Gamma }(\sigma )}{}\frac{a^{|\gamma |}b^{|\gamma |}}{1q^{|\gamma |}}.$$
Par homogรฉnรฉitรฉ et parce que les indรฉterminรฉes $`x_i=q^{\mu _i}`$, $`y_i=(bq/a)^{\mu _i}`$ sont indรฉpendantes, ceci implique immรฉdiatement le rรฉsultat suivant.
###### Thรฉorรจme 7.
Soient $`X=\{x_1,x_2,\mathrm{},x_n\}`$ et $`Y=\{y_1,y_2,\mathrm{},y_n\}`$ deux alphabets de cardinal $`n`$. On a
$$\begin{array}{c}\underset{\sigma S_n}{}\left(\frac{y_1x_1}{1x_1}\frac{y_2x_1x_2}{1x_1x_2}\frac{y_3x_1x_2x_3}{1x_1x_2x_3}\mathrm{}\frac{y_nx_1x_2\mathrm{}x_n}{1x_1x_2\mathrm{}x_n}\right)^\sigma =\hfill \\ \hfill \underset{\sigma S_n}{}\underset{\begin{array}{c}\gamma \mathrm{\Gamma }(\sigma )\\ \gamma =(\gamma _1,\mathrm{},\gamma _k)\end{array}}{}\frac{y_{\gamma _1}y_{\gamma _2}\mathrm{}y_{\gamma _k}x_{\gamma _1}x_{\gamma _2}\mathrm{}x_{\gamma _k}}{1x_{\gamma _1}x_{\gamma _2}\mathrm{}x_{\gamma _k}}.\end{array}$$
Tandis que le Thรฉorรจme 6 concerne la symรฉtrisation de deux fonctions rationnelles, le Thรฉorรจme 7 fait intervenir la structure des cycles dโune permutation, ce qui est une information non immรฉdiate sur cette permutation.
Nous donnons en Appendice une preuve directe du Thรฉorรจme 7, par rรฉcurrence sur lโentier $`n`$. Nous ne connaissons pas de preuve directe du Thรฉorรจme 6.
*Exemple :* Le cas $`n=1`$ est trivial. Dans le cas $`n=2`$, les deux identitรฉs des Thรฉorรจmes 6 et 7 sโรฉcrivent
$$\begin{array}{c}\frac{y_1x_1}{1x_1}\frac{y_2x_1x_2}{1x_1x_2}+\frac{y_2x_2}{1x_2}\frac{y_1x_1x_2}{1x_1x_2}=\hfill \\ \hfill \frac{y_1x_{1}^{}{}_{}{}^{2}}{1x_1}\frac{y_2x_2}{1x_1x_2}+\frac{y_2x_{2}^{}{}_{}{}^{2}}{1x_2}\frac{y_1x_1}{1x_1x_2}=\\ \hfill \frac{y_1x_1}{1x_1}\frac{y_2x_2}{1x_2}+\frac{y_1y_2x_1x_2}{1x_1x_2}.\end{array}$$
## 8 Coefficients entiers positifs
Nous allons voir que dans lโรฉnoncรฉ du Thรฉorรจme 3,
$$m_\mu \left[\frac{1t}{1q}\right]==\underset{cC_\mu }{}\underset{i=1}{\overset{l(\mu )}{}}\frac{q^{(l(\mu )i)c_i}t^{c_i}}{1q^{[c_i]}}$$
le membre de droite met en รฉvidence un polynรดme en $`q`$ et $`t`$ ร coefficients entiers positifs.
###### Thรฉorรจme 8.
Pour toute partition $`\mu `$ on a
$$m_\mu \left[\frac{1t}{1q}\right]=\frac{l(\mu )!}{_im_i(\mu )!}\left(\underset{i=1}{\overset{l(\mu )}{}}\frac{q^{i1}t}{1q^i}\right)\frac{H_\mu (q,t)}{q^{|\mu |l(\mu )}H_\mu (q,1/q)}.$$
$`H_\mu (q,t)`$ est un polynรดme en $`q`$ et $`t`$, et $`q^{|\mu |l(\mu )}H_\mu (q,1/q)`$ un polynรดme en $`q`$. Les coefficients de $`H_\mu (q,t)`$ sont entiers positifs.
###### Preuve.
Considรฉrons le polynรดme $`P_\mu (q)`$ dรฉfini par
$$P_\mu (q)=\underset{k=1}{\overset{l(\mu )}{}}\underset{1i_1<i_2<\mathrm{}<i_kl(\mu )}{}\frac{1q^{{\scriptscriptstyle \mu _{i_j}}}}{1q}.$$
Cโest รฉvidemment un polynรดme en $`q`$ ร coefficients entiers positifs. Posons
$$H_\mu (q,t)=P_\mu (q)\underset{cC_\mu }{}\underset{i=1}{\overset{l(\mu )}{}}\frac{q^{(l(\mu )i)c_i}t^{c_i}}{q^{l(\mu )i}t}\frac{1q}{1q^{[c_i]}}.$$
Il est clair quโon dรฉfinit ainsi un polynรดme en $`q`$ et $`t`$ ร coefficients entiers positifs. On a immรฉdiatement
$$q^{|\mu |l(\mu )}H_\mu (q,1/q)=P_\mu (q)\underset{cC_\mu }{}\underset{i=1}{\overset{l(\mu )}{}}\frac{1q^{(l(\mu )i+1)c_i}}{1q^{l(\mu )i+1}}\frac{1q}{1q^{[c_i]}}.$$
On en dรฉduit que $`q^{|\mu |l(\mu )}H_\mu (q,1/q)`$ est un polynรดme en $`q`$. Dโautre part on a
$$H_\mu (q,t)=P_\mu (q)\left(\underset{i=1}{\overset{l(\mu )}{}}\frac{1q}{q^{i1}t}\right)\underset{cC_\mu }{}\underset{i=1}{\overset{l(\mu )}{}}\frac{q^{(l(\mu )i)c_i}t^{c_i}}{1q^{[c_i]}}.$$
Mais en appliquant la Proposition 5 on a aussi
$$\frac{l(\mu )!}{_im_i(\mu )!}P_\mu (q)=q^{|\mu |l(\mu )}\left(\underset{i=1}{\overset{l(\mu )}{}}\frac{1q^i}{1q}\right)H_\mu (q,1/q).$$
Dโoรน lโรฉnoncรฉ. โ
*Exemple :* Dans le cas particulier dโune partition $`\mu =(n,k)`$, avec deux parts distinctes $`nk`$, on a
$$P_{n,k}(q)=\frac{1q^n}{1q}\frac{1q^k}{1q}\frac{1q^{n+k}}{1q}.$$
Le polynรดme $`H_{n,k}(q,t)`$ est donnรฉ par
$$H_{n,k}(q,t)=\frac{q^nt^n}{qt}\frac{1t^k}{1t}\frac{1q^k}{1q}+\frac{q^kt^k}{qt}\frac{1t^n}{1t}\frac{1q^n}{1q}.$$
Dans le cas gรฉnรฉral, il serait intรฉressant de disposer dโune interprรฉtation combinatoire de $`H_\mu (q,t)`$.
## 9 Polynรดmes de Macdonald
La rรฉfรฉrence pour les polynรดmes de Macdonald est le Chapitre 6 de . Nous rappelons seulement ici les รฉlรฉments dont nous aurons besoin, en mettant lโaccent sur une prรฉsentation en termes de $`\lambda `$-anneaux.
Soient deux รฉlรฉments $`q,t`$ et un alphabet $`X=\{x_1,x_2,\mathrm{},x_N\}`$. On suppose tous ces รฉlรฉments de rang 1. Pour tout $`1iN`$, on pose
$$A_i(X;t)=\underset{\begin{array}{c}j=1\\ ji\end{array}}{\overset{N}{}}\frac{tx_ix_j}{x_ix_j}.$$
On note $`T_{x_i}`$ lโopรฉrateur de $`q`$-dรฉformation dรฉfini par
$$T_{x_i}f(x_1,\mathrm{},x_N)=f(x_1,\mathrm{},qx_i,\mathrm{},x_N).$$
Les polynรดmes de Macdonald $`P_\lambda (X;q,t)`$ sont les vecteurs propres de lโopรฉrateur aux diffรฉrences
$$D(X;q,t)=\underset{i=1}{\overset{N}{}}A_i(X;t)T_{x_i}.$$
On a
$$D(X;q,t)P_\lambda (X;q,t)=\left(\underset{i=1}{\overset{N}{}}q^{\lambda _i}t^{Ni}\right)P_\lambda (X;q,t).$$
On peut munir lโalgรจbre des fonctions symรฉtriques ร coefficients rationnels en $`q`$ et $`t`$ dโun produit scalaire $`<,>_{q,t}`$ dรฉfini par
$$<p_\lambda ,p_\mu >_{q,t}=\delta _{\lambda \mu }z_\lambda p_\lambda \left[\frac{1q}{1t}\right].$$
Les polynรดmes de Macdonald $`P_\lambda (X;q,t)`$ forment une base orthogonale pour ce produit scalaire. Si on note $`Q_\lambda (X;q,t)`$ la base duale on a
$$\begin{array}{cc}\hfill H_1\left[\frac{1t}{1q}X^{}Y^{}\right]& =\underset{\lambda }{}P_\lambda (X;q,t)Q_\lambda (Y;q,t)\hfill \\ & =\underset{\lambda }{}h_\lambda \left[\frac{1t}{1q}X^{}\right]m_\lambda (Y)\hfill \\ & =\underset{\lambda }{}s_\lambda [(1t)X^{}]s_\lambda \left[\frac{Y^{}}{1q}\right].\hfill \end{array}$$
oรน les deux derniรจres relations rรฉsultent de la formule de Cauchy (7).
On sait (, relation (4.9), p. 323) que le polynรดme de Macdonald $`P_{(n)}(X;q,t)`$ est proportionnel ร $`g_n(X;q,t)`$. Cependant dans ce rรฉsultat nโest pas dรฉmontrรฉ directement. Il nous parait intรฉressant dโen prรฉsenter une dรฉmonstration directe dans le cadre des $`\lambda `$-anneaux.
###### Thรฉorรจme 9.
On a
$$D(X;q,t)g_n(X;q,t)=\left(q^nt^{N1}+\frac{1t^{N1}}{1t}\right)g_n(X;q,t).$$
###### Preuve.
Nous donnons une preuve รฉlรฉmentaire, mais il sโagit dโun cas particulier du Thรฉorรจme 2.1 de , qui est beaucoup plus gรฉnรฉral. Compte-tenu de la dรฉfinition (9), il faut prouver
$$D(X;q,t)H_1\left[\frac{1t}{1q}X^{}\right]=t^{N1}\underset{n0}{}q^ng_n(X;q,t)+\frac{1t^{N1}}{1t}H_1\left[\frac{1t}{1q}X^{}\right].$$
Compte-tenu de la Proposition 1, ceci est รฉquivalent ร
$$D(X;q,t)H_1\left[\frac{1t}{1q}X^{}\right]=\left(t^{N1}\underset{i=1}{\overset{N}{}}\frac{1x_i}{1tx_i}+\frac{1t^{N1}}{1t}\right)H_1\left[\frac{1t}{1q}X^{}\right].$$
Mais on voit facilement que
$$T_{x_i}h_n\left[\frac{1t}{1q}X^{}\right]=h_n\left[\frac{1t}{1q}(X^{}+(q1)x_i)\right]=h_n\left[\frac{1t}{1q}X^{}+(t1)x_i\right].$$
En appliquant (5) ceci sโรฉcrit
$$\begin{array}{cc}\hfill T_{x_i}H_1\left[\frac{1t}{1q}X^{}\right]& =H_1\left[\frac{1t}{1q}X^{}+(t1)x_i\right]\hfill \\ & =H_1\left[\frac{1t}{1q}X^{}\right]H_1[(t1)x_i]\hfill \\ & =H_1\left[\frac{1t}{1q}X^{}\right]\frac{1x_i}{1tx_i}.\hfill \end{array}$$
Lโassertion est alors une consรฉquence immรฉdiate de la proposition suivante. โ
###### Proposition 9.
On a
$$\underset{i=1}{\overset{N}{}}A_i(X;t)=\frac{1t^N}{1t}$$
$$\underset{i=1}{\overset{N}{}}\frac{x_i}{1tx_i}A_i(X;t)=\frac{t^{N1}}{1t}\left(1\underset{i=1}{\overset{N}{}}\frac{1x_i}{1tx_i}\right).$$
###### Preuve.
Le principe est celui donnรฉ dans lโexemple 6.3.2 (a) de . Il suffit de choisir $`u=0`$ et $`u=1/t`$ dans lโidentitรฉ de dรฉcomposition en รฉlรฉments simples suivante
$$\underset{i=1}{\overset{N}{}}\frac{tux_i}{ux_i}=(t1)\underset{i=1}{\overset{N}{}}\frac{x_iA_i(X;t)}{ux_i}+t^N.$$
Cette relation est une interpolation de Lagrange. Dรฉfinissons le rรฉsultant de deux alphabets $`A`$ et $`B`$ par
$$R(A,B)=\underset{aA,bB}{}(ab).$$
On rappelle que si $`f(a)`$ est un polynรดme ayant $`a^N`$ comme terme de plus haut degrรฉ, on a
$$\underset{aA}{}\frac{f(a)}{R(a,Aa)}=1$$
pour tout alphabet $`A`$ de cardinal $`N+1`$. La relation prรฉcรฉdente nโest autre que cette identitรฉ รฉcrite pour $`A=X+u`$ et $`f(a)=R(a,X/t)`$, cโest-ร -dire
$$\underset{i=1}{\overset{N}{}}\frac{x_ix_i/t}{x_iu}\underset{\begin{array}{c}j=1\\ ji\end{array}}{\overset{N}{}}\frac{x_ix_j/t}{x_ix_j}+\underset{i=1}{\overset{N}{}}\frac{ux_i/t}{ux_i}=1.$$
## 10 Dรฉveloppements
Les Thรฉorรจmes 1 et 3 permettent dโรฉcrire plusieurs dรฉveloppements explicites pour le polynรดme de Macdonald $`g_n(X;q,t)`$. A chaque fois, il sโagit dโune application รฉlรฉmentaire de la relation (4), de la dรฉfinition (9) et des formules de Cauchy (7โ8).
### 10.1 Bases classiques
Nous redonnons dโabord deux rรฉsultats connus. Le premier est lโexemple 6.8.8(a) de . On a
$$\begin{array}{cc}\hfill g_n(X;q,t)& =\underset{|\mu |=n}{}\frac{1}{z_\mu }p_\mu \left[\frac{1t}{1q}\right]p_\mu [X^{}]\hfill \\ & =\underset{|\mu |=n}{}\frac{1}{z_\mu }\underset{i=1}{\overset{l(\mu )}{}}\frac{1t^{\mu _i}}{1q^{\mu _i}}p_\mu (X).\hfill \end{array}$$
Le second est lโexemple 6.2.1 de . On a
$$\begin{array}{cc}\hfill g_n(X;q,t)& =\underset{|\mu |=n}{}h_\mu \left[\frac{1t}{1q}\right]m_\mu [X^{}]\hfill \\ & =\underset{|\mu |=n}{}\underset{i=1}{\overset{l(\mu )}{}}\frac{(t;q)_{\mu _i}}{(q;q)_{\mu _i}}m_\mu (X)\hfill \end{array}$$
oรน la derniรจre รฉgalitรฉ rรฉsulte du Corollaire du Thรฉorรจme 1.
Les relations suivantes sont nouvelles. On a
$$\begin{array}{cc}\hfill g_n(X;q,t)& =\underset{|\mu |=n}{}m_\mu \left[\frac{1t}{1q}\right]h_\mu [X^{}]\hfill \\ & =\underset{|\mu |=n}{}Z_\mu (1,t,q)h_\mu (X).\hfill \end{array}$$
Et de mรชme
$$\begin{array}{cc}\hfill g_n(X;q,t)& =(1)^n\underset{|\mu |=n}{}m_\mu \left[\frac{t1}{1q}\right]e_\mu [X^{}]\hfill \\ & =(1)^n\underset{|\mu |=n}{}Z_\mu (t,1,q)e_\mu (X).\hfill \end{array}$$
### 10.2 Bases โdรฉformรฉesโ
Pour toute partition $`\mu `$ on pose
$$E_\mu (X;t)=e_\mu [(1t)X^{}],H_\mu (X;t)=h_\mu [(1t)X^{}].$$
En appliquant les formules de Cauchy (7โ8), nous obtenons le dรฉveloppement explicite de $`g_n(X;q,t)`$ sur ces bases
$$\begin{array}{cc}\hfill g_n(X;q,t)& =\underset{|\mu |=n}{}m_\mu \left[\frac{1}{1q}\right]h_\mu [(1t)X^{}]\hfill \\ & =\underset{|\mu |=n}{}Z_\mu (1,0,q)H_\mu (X;t)\hfill \end{array}$$
$$\begin{array}{cc}\hfill g_n(X;q,t)& =(1)^n\underset{|\mu |=n}{}m_\mu \left[\frac{1}{q1}\right]e_\mu [(1t)X^{}]\hfill \\ & =(1)^n\underset{|\mu |=n}{}Z_\mu (0,1,q)E_\mu (X;t).\hfill \end{array}$$
Considรฉrons lโendomorphisme $`\omega _{q,t}:f\omega _{q,t}(f)`$ dรฉfini sur toute fonction symรฉtrique homogรจne par
$$\omega _{q,t}(f)[X]=(1)^{\mathrm{deg}(f)}f\left[\frac{q1}{1t}X\right].$$
Compte-tenu de (2) on a immรฉdiatement
$$\omega _{q,t}(g_n(X;q,t))=e_n(X)$$
$$\omega _{q,t}(E_\mu (X;t))=H_\mu (X;q),\omega _{q,t}(H_\mu (X;t))=E_\mu (X;q).$$
### 10.3 Formulaire
Les fonctions $`E_n(X;t)`$ et $`H_n(X;t)`$, et donc les bases $`E_\mu (X;t)`$ et $`H_\mu (X;t)`$, sont explicitement connues.
###### Proposition 10.
Pour tout entier $`n1`$ on a
$$\begin{array}{cc}\hfill E_n(X;t)& =(t)^ng_n(X;0,1/t)=(1)^nt^{nN}(t1)\underset{i=1}{\overset{N}{}}A_i(X;t)x_i^n\hfill \\ \hfill H_n(X;t)& =g_n(X;0,t)=t^{N1}(1t)\underset{i=1}{\overset{N}{}}A_i(X;1/t)x_i^n.\hfill \end{array}$$
###### Preuve.
Les premiรจres รฉgalitรฉs sont รฉvidentes. Les secondes rรฉsultent de lโexemple 6.3.2 (a) de , qui se dรฉmontre comme la Proposition 9. โ
On en dรฉduit le dรฉveloppement des fonctions $`E_n(X;t)`$ ou $`H_n(X;t)`$ sur les bases classiques. En effet les formules de Cauchy de la Section 10.1 impliquent immรฉdiatement
$$\begin{array}{cc}\hfill E_n(X;t)& =\underset{|\mu |=n}{}\frac{(1)^{nl(\mu )}}{z_\mu }\underset{i=1}{\overset{l(\mu )}{}}(1t^{\mu _i})p_\mu (X)\hfill \\ & =(1)^n\underset{|\mu |=n}{}Z_\mu (t,1,0)h_\mu (X)\hfill \\ & =\underset{|\mu |=n}{}Z_\mu (1,t,0)e_\mu (X)\hfill \\ & =\underset{|\mu |=n}{}(t)^{nl(\mu )}(1t)^{l(\mu )}m_\mu (X).\hfill \end{array}$$
Et de mรชme
$$\begin{array}{cc}\hfill H_n(X;t)& =\underset{|\mu |=n}{}\frac{1}{z_\mu }\underset{i=1}{\overset{l(\mu )}{}}(1t^{\mu _i})p_\mu (X)\hfill \\ & =\underset{|\mu |=n}{}Z_\mu (1,t,0)h_\mu (X)\hfill \\ & =(1)^n\underset{|\mu |=n}{}Z_\mu (t,1,0)e_\mu (X)\hfill \\ & =\underset{|\mu |=n}{}(1t)^{l(\mu )}m_\mu (X).\hfill \end{array}$$
Inversement on a
$$\begin{array}{cc}\hfill h_n(X)& =g_n(X;q,q)\hfill \\ & =\underset{|\mu |=n}{}Z_\mu (1,0,q)H_\mu (X;q)\hfill \\ & =(1)^n\underset{|\mu |=n}{}Z_\mu (0,1,q)E_\mu (X;q).\hfill \end{array}$$
Et de mรชme
$$\begin{array}{cc}\hfill e_n(X)& =\underset{|\mu |=n}{}Z_\mu (1,0,q)E_\mu (X;q)\hfill \\ & =(1)^n\underset{|\mu |=n}{}Z_\mu (0,1,q)H_\mu (X;q).\hfill \end{array}$$
## 11 Appendice
Nous donnons ici une preuve directe du Thรฉorรจme 7.
###### Thรฉorรจme.
Soient $`X=\{x_1,x_2,\mathrm{},x_n\}`$ et $`Y=\{y_1,y_2,\mathrm{},y_n\}`$ deux alphabets de cardinal $`n`$. On a
$$\begin{array}{c}\underset{\sigma S_n}{}\left(\frac{y_1x_1}{1x_1}\frac{y_2x_1x_2}{1x_1x_2}\frac{y_3x_1x_2x_3}{1x_1x_2x_3}\mathrm{}\frac{y_nx_1x_2\mathrm{}x_n}{1x_1x_2\mathrm{}x_n}\right)^\sigma =\hfill \\ \hfill \underset{\sigma S_n}{}\underset{\begin{array}{c}\gamma \mathrm{\Gamma }(\sigma )\\ \gamma =(\gamma _1,\mathrm{},\gamma _k)\end{array}}{}\frac{y_{\gamma _1}y_{\gamma _2}\mathrm{}y_{\gamma _k}x_{\gamma _1}x_{\gamma _2}\mathrm{}x_{\gamma _k}}{1x_{\gamma _1}x_{\gamma _2}\mathrm{}x_{\gamma _k}}.\end{array}$$
###### Preuve.
Les deux membres de lโidentitรฉ sont linรฉaires en $`y_n`$. Il suffit donc de la dรฉmontrer pour $`y_n=1`$ et $`y_n=x_n`$.
Soit $`L_n`$ (resp. $`R_n`$) le membre de gauche (resp. de droite). Par rรฉcurrence sur lโentier $`n`$, il suffit de dรฉmontrer que pour $`f_n=L_n`$ et $`f_n=R_n`$, on a les deux relations
$$\begin{array}{c}f_n(x_1,\mathrm{},x_n;y_1,\mathrm{},y_{n1},x_n)=\hfill \\ \hfill \underset{i=1}{\overset{n1}{}}f_{n1}(x_1,\mathrm{},x_ix_n,\mathrm{},x_{n1};y_1,\mathrm{},y_ix_n,\mathrm{},y_{n1})\end{array}$$
(13)
$$\begin{array}{c}f_n(x_1,\mathrm{},x_n;y_1,\mathrm{},y_{n1},1)=f_{n1}(x_1,\mathrm{},x_{n1};y_1,\mathrm{},y_{n1})+\hfill \\ \hfill \underset{i=1}{\overset{n1}{}}f_{n1}(x_1,\mathrm{},x_ix_n,\mathrm{},x_{n1};y_1,\mathrm{},y_i,\mathrm{},y_{n1}).\end{array}$$
(14)
A titre dโexemple, nous montrons (13) pour $`L_n`$ et (14) pour $`R_n`$. La vรฉrification de (13) pour $`R_n`$ et (14) pour $`L_n`$ est exactement identique. Nous la laissons au lecteur.
Pour $`y_n=x_n`$ seules les permutations avec $`\sigma (1)n`$ contribuent au membre de gauche. Supposons quโon a $`\sigma (i)=n`$ avec $`i1`$. Le terme
$$\frac{y_{\sigma (i1)}x_{\sigma (1)}\mathrm{}x_{\sigma (i1)}}{1x_{\sigma (1)}\mathrm{}x_{\sigma (i1)}}\frac{y_{\sigma (i)}x_{\sigma (1)}\mathrm{}x_{\sigma (i)}}{1x_{\sigma (1)}\mathrm{}x_{\sigma (i)}}$$
devient
$$\frac{y_{\sigma (i1)}x_{\sigma (1)}\mathrm{}x_{\sigma (i1)}}{1x_{\sigma (1)}\mathrm{}x_{\sigma (i1)}}\frac{x_n(1x_{\sigma (1)}\mathrm{}x_{\sigma (i1)})}{1x_{\sigma (1)}\mathrm{}x_{\sigma (i)}}=\frac{y_{\sigma (i1)}x_nx_{\sigma (1)}\mathrm{}x_{\sigma (i1)}x_n}{1x_{\sigma (1)}\mathrm{}x_{\sigma (i1)}x_n}.$$
Ce qui prouve (13) pour le membre de gauche.
Pour $`y_n=1`$ toutes les permutations contenant le cycle $`(n)`$ contribuent au terme $`R_{n1}(x_1,\mathrm{},x_{n1};y_1,\mathrm{},y_{n1})`$. Toutes les autres permutations ont un cycle $`\gamma =(\gamma _1,\mathrm{},\gamma _k)`$ de la forme $`(\delta n)`$, avec $`\delta =(\gamma _1,\mathrm{},\gamma _{k1})`$. La contribution de ce cycle est
$$\frac{y_{\gamma _1}y_{\gamma _2}\mathrm{}y_{\gamma _k}x_{\gamma _1}x_{\gamma _2}\mathrm{}x_{\gamma _k}}{1x_{\gamma _1}x_{\gamma _2}\mathrm{}x_{\gamma _k}}=\frac{y_{\gamma _1}y_{\gamma _2}\mathrm{}y_{\gamma _{k1}}x_{\gamma _1}x_{\gamma _2}\mathrm{}x_{\gamma _{k1}}x_n}{1x_{\gamma _1}x_{\gamma _2}\mathrm{}x_{\gamma _{k1}}x_n}.$$
Ce qui dรฉmontre (14) pour le membre de droite. โ
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# 1 Introduction
## 1 Introduction
Since its first application to the spacing of nuclear resonances , Random Matrix Theories (RMT) have been very successful in explaining the statistical properties of spectra. Originally, the so called Wigner-Dyson ensembles of matrices with independently distributed Gaussian matrix elements were introduced to replace the unknown nuclear Hamiltonian. More recently, the applicability of RMT has been related to the chaotic dynamics of the corresponding classical system and spectra of many chaotic systems with only a few degrees of freedom have been successfully described by RMT . The successes of RMT has raised the question whether the statistical properties of spectra are universal. This question has been investigated in great detail within the context of RMT. The idea is to show that large deformations of the probability distribution of the random matrix elements leave the properly rescaled spectral correlations unaffected, whereas the average spectral density changes on a macroscopic scale. This program has been carried out most completely for the Hermitian random matrix ensembles (denoted by the Dyson index $`\beta =2`$; for recent reviews see ) which are mathematically much simpler than real or quaternion-real random matrix ensembles (with Dyson index $`\beta =1`$ and $`\beta =4`$, respectively). Nevertheless, several universality proofs are available for these ensembles as well .
In addition to the Wigner-Dyson ensembles there are seven other classes of Random Matrix Theories. They can be classified according to the Cartan classification of symmetric spaces . In this article we are interested in chiral Random Matrix Theories (chRMT). These are ensembles of random matrices with the chiral symmetry of the QCD Dirac operator . The nonzero eigenvalues of these ensembles occur in pairs $`\pm \lambda `$. Therefore, $`\lambda =0`$ is a special point, and the average spectral density on the scale of the average level spacing shows universal properties. With the average spacing of the eigenvalues given by $`\pi /\mathrm{\Sigma }N`$ (with $`N`$ the total number of eigenvalues and $`\mathrm{\Sigma }`$ a parameter known as the chiral condensate), the microscopic spectral density is defined as
$`\rho _s\left(u\right)=\underset{N\mathrm{}}{lim}{\displaystyle \frac{1}{\mathrm{\Sigma }N}}\rho \left({\displaystyle \frac{u}{\mathrm{\Sigma }N}}\right).`$ (1)
Both $`\rho _s\left(u\right)`$ and the microscopic $`k`$-point correlation functions are universal. This has been shown in great detail for the chiral Unitary Ensemble (chUE), which is the ensemble of Hermitian chiral random matrices with no anti-unitary symmetries . The chiral ensembles with real or quaternion real matrix elements (known as the chiral Orthogonal Ensemble (chOE) and the chiral Symplectic Ensemble (chSE), respectively) are mathematically much more complicated. The general result for the microscopic spectral density of the chiral Gaussian Orthogonal Ensemble (chGOE) and the of the chiral Gaussian Symplectic Ensemble (chGSE) was first obtained by an explicit construction of the corresponding skew-orthogonal polynomials (several special cases were analyzed in ). This method does not seem to be easy generalizable to non-Gaussian probability potentials.
Recent progress was made by relating the kernel for the correlation functions of the chOE to the universal kernel of the chUE . This method was based on a generalization of an operator construction of skew-orthogonal polynomials for the Wigner-Dyson ensembles to the chiral ensembles. Remarkably, the skew-orthogonal polynomials do not enter in the relation between the kernels. Indeed, an elegant construction of the correlation functions relying only on operator relations was recently given in . The operator method was successfully applied to Gaussian Orthogonal and Gaussian Symplectic Ensembles with an additional fermion determinant . Universality for the so called massive chiral ensembles for $`\beta =1`$ and $`\beta =4`$ was shown by relating them to the corresponding massless ensembles . In this way analytical results for the massive spectral correlators could be obtained .
The universality proof based on the relations between kernels given in is incomplete for $`\beta =1`$. The reason is that the correlation functions for $`\beta =1`$ depend on a integral over the positive real axis of a derivative of the kernel for $`\beta =2`$. Naively, one would expect that the presence of such nonlocal contributions would lead to nonuniversal behavior. The resolution of this puzzle, and thus the completion of the universality proof for $`\beta =1`$, is the primary objective of this paper. As was already discussed in , for $`\beta =4`$ there is no such problem. As secondary objective, we illustrate some of the arguments given in by the analysis of the asymptotic behavior of the skew-orthogonal polynomials for a quartic probability potential.
The results of this article are relevant for Dirac spectra of QCD with two colors in the fundamental representations (or for Dirac spectra of QCD with staggered fermions in the adjoint representation). Indeed, the microscopic spectral density of the chGOE has been observed in lattice QCD and in instanton liquid simulations . Many more results justifying the chiral Random Matrix description of the microscopic spectral density in lattice QCD have been obtained for $`\beta =2`$ and $`\beta =4`$ (for a recent review and a complete list of references see ). Our results also apply to the superconducting ensembles with Dyson index $`\beta =1`$ (with joint eigenvalue density given by a special case of the chiral ensembles) as well as to two-sublattice models .
This paper is organized as follows. Chiral Random Matrix Theory is introduced in section 2. In section 3 we discuss the relation between the kernels for $`\beta =1`$ and $`\beta =2`$. Most of this section already appeared in . Two examples, the Gaussian case and the quartic probability potential are worked out in detail in section 4. In section 5 we derive a novel asymptotic property of the skew-orthogonal polynomials, allowing us to complete the proof of . This is the most important result of this paper. Universality of the microscopic correlations is shown in section 6. In this section we also give the explicit universal expressions for the microscopic spectral density and the microscopic kernel which allows to calculate all correlation functions. In section 7 the skew-orthogonal polynomials for a quartic probability potential are studied numerically and concluding remarks are made in section 8.
## 2 Chiral Random Matrix Theory
In this section we introduce a Random Matrix Theory with the global symmetries of the QCD partition function. We first define the Dyson index $`\beta `$ of a Dirac operator. Its value is equal to the number independent degrees of freedom per matrix element and is determined by the anti-unitary symmetries of the Dirac operator. Any anti-unitary symmetry operator can be written as $`U=AK`$ with $`A`$ unitary and $`K`$ the complex conjugation operator. The operator $`U^2`$ is unitary and is thus proportional to the identity in an irreducible subspace of the unitary symmetries of the Dirac operator. One can easily convince one-self that the only two possibilities are $`A^2=1`$ and $`A^2=1`$ in this subspace. These two cases are denoted by the Dyson index $`\beta =1`$ and $`\beta =4`$, respectively. If there are no anti-unitary symmetries, the Dyson index of the Dirac operator is $`\beta =2`$. For $`\beta =1`$ it is possible to find a basis for which the Dirac matrix is real for all gauge field configurations. For $`\beta =4`$ it is possible to construct a basis for which the Dirac matrix is quaternion real for all gauge field configurations. For $`\beta =2`$ the matrix elements of the Dirac operator do not have any reality properties and are given by complex numbers. The Dyson index of the Dirac operator depends on the representation of the gauge fields and may be different for the discretized and continuum versions of the Dirac operator . For example, the continuum Dirac operator for $`N_c=2`$ and fermions in the fundamental representation is in the class $`\beta =1`$, whereas the corresponding staggered Dirac operator is in the class $`\beta =4`$. For gauge fields in the adjoint representation the Dyson index of the continuum Dirac operator is $`\beta =4`$, whereas the Dyson index of the staggered lattice discretization is $`\beta =1`$.
In a chiral basis in the sector of topological charge $`\nu `$ the Dirac matrix has the block structure
$`D=\left(\begin{array}{cc}0& C\\ C^{}& 0\end{array}\right),`$ (4)
where $`C`$ is an $`n\times \left(n+\nu \right)`$ matrix with reality properties given by the Dyson index. For generic values of its matrix elements D has exactly $`\nu `$ zero eigenvalues. In QCD, the matrix elements of $`D`$ depend in a complicated way on the gauge fields, which are distributed according to the QCD partition function. In chiral Random Matrix Theory (chRMT) we replace the matrix elements of the Dirac operator by space-time independent random numbers with probability distribution given by the partition function
$`Z\left(m\right)=m^\nu {\displaystyle ๐C\stackrel{N_f}{det}\left(D+m\right)e^{\frac{n\beta }{2}\mathrm{Tr}V\left(C^{}C\right)}}.`$ (5)
Here, $`N_f`$ is the number of quark flavors with mass $`m`$ (below we only consider the massless case $`m=0`$). The integral is over the independent degrees of freedom of the matrix elements of $`C`$. The probability potential $`V\left(x\right)`$ is in general an arbitrary polynomial $`V\left(x\right)=_{k=1}^pa_kx^k`$ (with $`a_p>0`$). For the Gaussian chiral ensembles, which are mathematically much simpler, the potential is $`V\left(x\right)=\mathrm{\Sigma }^2x`$. In that case the parameter $`\mathrm{\Sigma }`$ is related to the average spectral density
$`\rho \left(\lambda \right)={\displaystyle \underset{k=1}{\overset{N}{}}}\delta \left(\lambda \lambda _k\right)`$ (6)
by the Banks-Casher formula
$`\mathrm{\Sigma }=\underset{N\mathrm{}}{lim}{\displaystyle \frac{\pi \rho \left(0^{}\right)}{N}}.`$ (7)
The prime indicates that the argument of $`\rho \left(\lambda \right)`$ should be near zero but much larger than the smallest eigenvalue. For this reason $`\mathrm{\Sigma }`$ is interpreted as the chiral condensate, the order parameter of the chiral phase transition. The integrals in (5) can be easily evaluated in the thermodynamic limit. The result coincides with so called finite volume partition functions which were first derived on the basis of chiral symmetry .
In this paper we will study the chiral Orthogonal Ensemble (chOE) and show that the microscopic spectral density does not depend on the coefficients of the probability potential. Our starting point is the joint probability distribution of the eigenvalues of the Dirac operator. It can be obtained form the partition function by making a polar decomposition of $`C`$
$`C=U\mathrm{\Lambda }V^1,`$ (8)
with $`U`$ and $`V`$ orthogonal, unitary or symplectic matrices for $`\beta =1`$, $`\beta =2`$ and $`\beta =4`$, respectively, and $`\mathrm{\Lambda }`$ a semi-positive definite diagonal matrix. For the massless case the joint probability distribution in terms of the squares of the eigenvalues, $`x_k=\mathrm{\Lambda }_k^2`$, is given by
$`\rho (x_1,\mathrm{},x_n)=\left|\mathrm{\Delta }\left(\left\{x_i\right\}\right)\right|^\beta {\displaystyle \underset{k}{}}x_k^{N_f1+\beta \left|\nu \right|/2+\beta /2}e^{\frac{n\beta }{2}_kV\left(x_k\right)}`$ (9)
where the Vandermonde determinant is defined by
$`\mathrm{\Delta }\left(\left\{x_i\right\}\right)={\displaystyle \underset{k<l}{}}\left(x_kx_l\right).`$ (10)
The exponent of the $`x_k`$ for $`\beta =1`$ will be denoted by
$`a=N_f1+\left|\nu \right|/2+1/2,`$ (11)
and below we consider the joint probability density
$`\rho (x_1,\mathrm{},x_n)=\left|\mathrm{\Delta }\left(\left\{x_i\right\}\right)\right|^\beta {\displaystyle \underset{k}{}}e^{\beta \varphi _a\left(x_k\right)}.`$ (12)
with probability potential given by
$`\varphi _a={\displaystyle \frac{n}{2}}V\left(x\right)a\mathrm{log}x.`$ (13)
For technical reason we will restrict ourselves to even $`n`$ and use the notation $`n=2\overline{n}`$.
The spectral density, and in general the $`k`$-point correlation functions, can be obtained from the joint eigenvalue density by integrating over all but $`k`$ eigenvalues. For $`\beta =2`$ this can be simply done by exploiting the orthogonality of the polynomials
$`{\displaystyle _0^{\mathrm{}}}๐xe^{2\varphi _a\left(x\right)}P_k^{2a}\left(x\right)P_l^{2a}\left(x\right)=\delta _{kl}.`$ (14)
The resulting spectral correlation functions can be expressed in terms of the kernel<sup>1</sup><sup>1</sup>1For later convenience we do not follow the usual convention to include the weight functions in the kernel.
$`K_n^{2a}(x,y)={\displaystyle \underset{k=0}{\overset{n1}{}}}P_k^{2a}\left(x\right)P_k^{2a}\left(y\right).`$ (15)
Universality can be established by showing that in the microscopic limit the so called wave functions $`P_k^{2a}\left(x\right)\mathrm{exp}\left(\varphi _a\left(x\right)\right)`$ depend only on the potential through a scale factor determined by the average spectral density . With $`\mathrm{\Sigma }=\pi \rho \left(0\right)/2n`$ the microscopic limit of the kernel for the chUE is given by (a factor $`2\sqrt{uv}`$ from the integration measure has been included)
$`\underset{N=2n\mathrm{}}{lim}{\displaystyle \frac{2}{\mathrm{\Sigma }N}}\left({\displaystyle \frac{uv}{\mathrm{\Sigma }^2N^2}}\right)^{2a+1/2}K_n^{2a}({\displaystyle \frac{u^2}{\mathrm{\Sigma }^2N^2}},{\displaystyle \frac{v^2}{\mathrm{\Sigma }^2N^2}})`$ $`=`$ $`\sqrt{uv}{\displaystyle \frac{uJ_{2a+1}\left(u\right)J_{2a}\left(v\right)vJ_{2a}\left(u\right)J_{2a+1}\left(v\right)}{u^2v^2}}`$
$``$ $`B^{2a}(u,v).`$
This kernel is known as the Bessel kernel . Sometimes it is simpler to use an integral representation of the Bessel kernel given by
$`B^{2a}(u,v)=\sqrt{uv}{\displaystyle _0^1}t๐tJ_{2a}\left(ut\right)J_{2a}\left(vt\right).`$ (17)
## 3 Relation between the kernel for $`\beta =1`$ and $`\beta =2`$
For the orthogonal ensembles the integrations over the eigenvalues can be performed by means of orthogonality relations for the skew-orthogonal polynomials of the second kind . These polynomials are defined by the scalar products
$`R_k,R_l_R=J_{kl},`$ (18)
with the nonzero matrix elements of $`J_{kl}`$ given by $`J_{2k,2k+1}=J_{2k+1,2k}=1`$. The skew-scalar product is defined by
$`f,g_R={\displaystyle _0^{\mathrm{}}}๐xe^{2\varphi _a\left(x\right)}f\left(x\right)\widehat{Z}g\left(x\right),`$ (19)
where we have introduced the operator $`\widehat{Z}`$ by ,
$`\widehat{Z}g\left(x\right)={\displaystyle _0^{\mathrm{}}}๐ye^{\varphi _a\left(x\right)}ฯต\left(xy\right)e^{\varphi _a\left(y\right)}g\left(y\right).`$ (20)
As usual, $`ฯต\left(x\right)=x/2\left|x\right|`$. All correlation functions can be expressed in terms of the kernel
$`K_R^a(x,y)={\displaystyle _0^x}๐ze^{\varphi _a\left(z\right)}k_R^a(y,z)e^{\varphi _a\left(y\right)},`$ (21)
with the pre-kernel defined by
$`k_R^a(y,z)={\displaystyle \underset{i,j=0}{\overset{2\overline{n}1}{}}}R_i^a\left(y\right)J_{ij}R_j^a\left(z\right).`$ (22)
For example, the spectral density is given by
$`\rho \left(x\right)=K_R^a(x,x){\displaystyle \frac{1}{2}}K_R^a(\mathrm{},x).`$ (23)
We construct the skew-orthogonal polynomials for the chUE by a generalization of an operator method introduced by Brรฉzin and Neuberger . The skew-orthogonal polynomials are expressed in terms of orthogonal polynomials $`P_k^{2a+b}`$ with weight function $`x^{2a+b}\mathrm{exp}\left(nV\left(x\right)/2\right)`$,
$`R_i^a\left(x\right)={\displaystyle \underset{j=0}{\overset{i}{}}}T_{ij}P_j^{2a+b}\left(x\right).`$ (24)
We will derive recursion relations for the expansion coefficients $`T_{ij}`$. It is useful to introduce the operators
$`\widehat{X},\widehat{X}^b\widehat{},\widehat{X}^b\widehat{Z},`$ (25)
and the operator
$`\widehat{L}=\widehat{X}^b\widehat{}\widehat{X}^b\varphi ^{}\left(\widehat{X}\right)+b\widehat{X}^{b1}.`$ (26)
The coordinate operator and the derivative operator are defined by $`\widehat{X}f\left(x\right)=xf\left(x\right)`$ and $`\widehat{}f\left(x\right)=f^{}\left(x\right)`$, respectively, and the operator $`\widehat{L}`$ is the inverse of $`\widehat{X}^b\widehat{Z}`$, i.e.,
$`\widehat{L}\widehat{X}^b\widehat{Z}g\left(x\right)=g\left(x\right).`$ (27)
The matrix elements of the operators in (25) and (26) with respect to the basis $`P_k^{2a+b}\left(x\right)`$ will be denoted by $`X_{kl}`$, $`D_{kl}`$, $`Y_{kl}`$ and $`L_{kl}`$, in this order. For an operator $`\widehat{A}`$ the matrix elements are defined by
$`A_{kl}={\displaystyle _0^{\mathrm{}}}๐xe^{2\varphi _a\left(x\right)+b\mathrm{log}x}P_l^{2a+b}\left(x\right)\widehat{A}P_k^{2a+b}\left(x\right).`$ (28)
By partial integration it can be shown that $`L`$ and $`D`$ are related by
$`L_{kl}={\displaystyle \frac{1}{2}}\left(D_{kl}D_{lk}\right).`$ (29)
For integer values of <sup>2</sup><sup>2</sup>2For $`2a=0`$ the matrix $`L`$ remains a band matrix even for $`b=0`$. $`b1`$ the matrix elements of $`L`$ thus vanish for $`\left|kl\right|>\mathrm{max}(b1,b+p1)`$ (where $`p`$ is the order of the polynomial probability potential). The optimum value of $`b`$ is thus $`b=1`$ which will be our choice in the remainder of this article.
The orthogonality relation (18) can be written as
$`TYT^T=J.`$ (30)
By acting with $`L`$ and $`T^TJT`$ on $`YT^T`$ it follows that
$`L=T^TJT.`$ (31)
In matrix form this equation can be rewritten as
$`L_{kl}={\displaystyle \underset{p=0}{\overset{\mathrm{}}{}}}\left[T_{2p+1,k}T_{2p,l}T_{2p,k}T_{2p+1,l}\right].`$ (32)
For known $`L_{kl}`$ the coefficients $`T_{ik}`$ can be determined recursively from this relation. If the $`L_{kl}`$ vanish outside a band $`\left|kl\right|>p`$ (as is the case for $`V\left(x\right)`$ given by a polynomial of order $`p`$), the coefficients $`T_{ik}`$ are nonzero only inside a band $`ik<M<2p`$.
The pre-kernel can be written as
$`k_R^a(x,y)`$ $`=`$ $`{\displaystyle \underset{i,j=0}{\overset{2\overline{n}1}{}}}{\displaystyle \underset{ki}{}}{\displaystyle \underset{lj}{}}P_k^{2a+1}\left(x\right)T_{ki}^TJ_{ij}T_{jl}P_l^{2a+1}\left(y\right)`$ (33)
$`=`$ $`{\displaystyle \underset{k,l=0}{\overset{2\overline{n}1}{}}}{\displaystyle \underset{i,j}{}}P_k^{2a+1}\left(x\right)T_{ki}^TJ_{ij}T_{jl}P_l^{2a+1}\left(y\right)R(x,y),`$
where remainder term is given by
$`R(x,y)={\displaystyle \underset{i,j=2\overline{n}}{\overset{2\overline{n}+M2}{}}}{\displaystyle \underset{ki}{}}{\displaystyle \underset{lj}{}}P_k^{2a+1}\left(x\right)T_{ki}^TJ_{ij}T_{jl}P_l^{2a+1}\left(y\right).`$ (34)
There are now no restrictions on the summation over $`i`$ and $`j`$ in the last line of (33) and the relation (31) can be used to simplify the expressions. For finite $`M`$ and a smooth dependence of the coefficients $`T_{ij}`$ on the order of the skew-orthogonal polynomials the number of terms in $`R(x,y)`$, and thus the contribution of $`R(x,y)`$ to the pre-kernel, is subleading in $`1/n`$. In the next section, this will be shown explicitly both for a Gaussian and a quartic probability potential. To leading order in $`1/n`$ we thus find
$`k_R^a(x,y)`$ $`=`$ $`{\displaystyle \underset{k,l=0}{\overset{2\overline{n}1}{}}}P_k^{2a+1}\left(x\right)L_{kl}P_l^{2a+1}\left(y\right)`$ (35)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{k,l=0}{\overset{2\overline{n}1}{}}}P_k^{2a+1}\left(x\right)\left[D_{kl}D_{lk}\right]P_l^{2a+1}\left(y\right).`$
By re-expressing the matrix elements of $`D`$ in terms of the operators $`x_x`$ and $`y_y`$ we find the following relation between the kernel for the chiral Orthogonal Ensemble and the kernel for the chiral Unitary Ensemble
$`k_R(x,y)={\displaystyle \frac{1}{2}}\left(y_yx_x\right)K_n^{2a+1}(x,y).`$ (36)
This relation was first obtained for the Gaussian case in . Since it has been shown that $`K_n^{2a+1}(x,y)`$ is universal , we thus have proved that the pre-kernel is universal . The only problem is that an integral of the pre-kernel over the complete spectrum contributes to the spectral density and the spectral correlators. Even in the microscopic limit this results in contributions from non-universal regions. Before going to the general case, we first analyze in detail the chGOE and the case of a quartic probability potential.
## 4 Two Examples
In this section we study the quadratic and the quartic probability potential. In the first case, the matrix elements of $`L`$ and the skew-orthogonal polynomials will be derived exactly, whereas in the second case only asymptotic results for large order polynomials will be obtained.
### 4.1 The chiral Gaussian Orthogonal Ensemble
In this section we study the chiral Gaussian Orthogonal Ensemble by means of the operator construction discussed in the previous section. The weight function is given by $`w\left(x\right)=x^{2a+1}e^{nx}`$, and the corresponding orthonormal polynomials are the Laguerre polynomials,
$`P_k^{2a+1}\left(x\right)={\displaystyle \frac{1}{\sqrt{s_k^{2a+1}}}}L_k^{2a+1}\left(nx\right),`$ (37)
with normalization constants
$`s_k^\alpha ={\displaystyle \frac{h_k^\alpha }{n^{\alpha +1}}}\mathrm{and}h_k^\alpha ={\displaystyle \frac{\mathrm{\Gamma }\left(k+\alpha +1\right)}{k!}}.`$ (38)
The matrix elements of $`L`$ follow immediately from the recursion relation
$`x_xL_k^{2a+1}\left(x\right)=kL_k^{2a+1}\left(x\right)\left(k+2a+1\right)L_{k1}^{2a+1}\left(x\right),`$ (39)
and are given by
$`L_{kl}={\displaystyle \frac{1}{2}}\left[\left(l+2a+1\right)\sqrt{{\displaystyle \frac{h_k^{2a+1}}{h_l^{2a+1}}}}\delta _{k,l1}\left(k+2a+1\right)\sqrt{{\displaystyle \frac{h_l^{2a+1}}{h_k^{2a+1}}}}\delta _{l,k1}\right].`$ (40)
One easily verifies that the recursion relation (32) does not have a solution for diagonal matrices $`T_{kl}`$. A solution is obtained by taking $`T_{2k,2k},T_{2k+1,2k+1},T_{2k+1,2k}`$ and $`T_{2k+1,2k1}`$ as the only nonzero coefficients. In the normalization $`R_{2k}\left(x\right)=L_{2k}^{2a+1}\left(nx\right)/\sqrt{s_{2k}^{2a+1}}`$ (i.e. $`T_{2k,2k}=1`$) the recursion relations (31) simply read
$`T_{2k+1,2k+1}=L_{2k+1,2k},T_{2k+1,2k1}=L_{2k,2k1},`$ (41)
and the skew-orthogonal polynomials are thus given by
$`R_{2k}^a\left(x\right)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{s_{2k}^{2a+1}}}}L_{2k}^{2a+1}\left(nx\right),`$
$`R_{2k+1}^a\left(x\right)`$ $`=`$ $`{\displaystyle \frac{\left(2k+2a+2\right)}{2}}{\displaystyle \frac{\sqrt{s_{2k}^{2a+1}}}{s_{2k+1}^{2a+1}}}L_{2k+1}^{2a+1}\left(nx\right)+{\displaystyle \frac{\left(2k+1+2a\right)}{2}}{\displaystyle \frac{1}{\sqrt{s_{2k}^{2a+1}}}}L_{2k1}^{2a+1}\left(nx\right)`$ (42)
$`+`$ $`T_{2k+1,2k}L_{2k}^{2a+1}\left(x\right).`$
The coefficients $`T_{2k+1,2k}`$ are not fixed by the orthogonality relations. Indeed, this is the well-known property that the odd order skew-orthogonal polynomials are only determined up to a multiple of the even order polynomials of one degree lower. One can verify that these polynomials are normalized according to $`R_{2k+1}^{2a+1},R_{2k}^{2a+1}=1`$, and, with an adjustment of the normalization, they coincide with the polynomials obtained in for a specific choice of coefficient $`T_{2k+1,2k}`$.
In fact, we can calculate the pre-kernel directly from (33) using the matrix elements of $`T^TJT`$ without relying on explicit expressions for the skew-orthogonal polynomials. Because only one term contributes to $`R_{2k}\left(x\right)`$, there are no terms in (32) that are outside the summation range in (33). We thus have
$`k_R(x,y)^a={\displaystyle \underset{k,l=0}{\overset{2\overline{n}1}{}}}{\displaystyle \frac{1}{\sqrt{s_k^{2a+1}s_l^{2a+1}}}}L_k^{2a+1}\left(nx\right)L_{kl}L_l^{2a+1}\left(ny\right)={\displaystyle \frac{1}{2}}\left(y_yx_x\right)K_n^{2a+1}(x,y),`$ (43)
which was first obtained in from the explicit properties of the skew-orthogonal polynomials. Using recursion relations for the Laguerre polynomials the pre-kernel can be rewritten as
$`{\displaystyle \frac{1}{2}}\left(y_yx_x\right)K_n^\alpha (x,y)`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{2\overline{n}1}{}}}{\displaystyle \frac{\left(k+\alpha \right)}{2s_k^\alpha }}\left(L_{k1}^\alpha \left(nx\right)L_k^{\alpha 1}\left(ny\right)L_{k1}^\alpha \left(ny\right)L_k^{\alpha 1}\left(nx\right)\right)`$ (44)
$`=`$ $`{\displaystyle \frac{1}{2}}\left(_y_x\right)K_n^{\alpha 1}(x,y),`$
where the factor $`k+\alpha `$ has been absorbed in the normalization of the orthogonal polynomials.
According to (23), the spectral density is given by
$`{\displaystyle \frac{1}{2}}{\displaystyle _0^x}๐ze^{\varphi _a\left(z\right)\varphi _a\left(x\right)}\left(_z_x\right)K_n^{2a}(x,z){\displaystyle \frac{1}{4}}{\displaystyle _0^{\mathrm{}}}๐ze^{\varphi _a\left(z\right)\varphi _a\left(x\right)}\left(_z_x\right)K_n^{2a}(x,z)`$ (45)
The microscopic limit of the first term results in an integral over the universal Bessel kernel. However, it is not possible to the interchange the integral and the microscopic limit in the second term. To see this we return to the definition of the pre-kernel. Then the second term is given by
$`{\displaystyle \frac{1}{4}}{\displaystyle _0^{\mathrm{}}}๐ze^{\varphi _a\left(z\right)}{\displaystyle \underset{i,j=0}{\overset{2\overline{n}1}{}}}R_i^a\left(x\right)J_{ij}R_j^a\left(z\right)e^{\varphi _a\left(x\right)}.`$ (46)
We thus consider the integral
$`{\displaystyle _0^{\mathrm{}}}๐ze^{\varphi _a\left(z\right)}R_i^a\left(z\right)={\displaystyle _0^{\mathrm{}}}๐zz^ae^{nz/2}R_i^a\left(z\right).`$ (47)
By using the explicit expressions for the skew-orthogonal polynomials and the relation
$`L_n^{2a+1}\left(2x\right)={\displaystyle \underset{m=0}{\overset{n}{}}}L_{nm}^a\left(x\right)L_m^a\left(x\right),`$ (48)
it follows that the integral over the odd order skew-orthogonal polynomials vanishes. The integral over the even order skew-orthogonal polynomials is up to a normalization constant given by
$`{\displaystyle \frac{\left(n/2\right)^{a+1}}{h_p^a}}{\displaystyle _0^{\mathrm{}}}๐zz^ae^{nz/2}L_{2p}^{2a+1}\left(nz\right)=1.`$ (49)
Let us now calculate the integral by interchanging the integration and the microscopic limit. Using the asymptotic relation relation between Laguerre polynomials and Bessel functions
$`L_n^\alpha \left(nx\right)x^{\alpha /2}J_\alpha \left(2n\sqrt{x}\right)`$ (50)
the microscopic limit of the integral is given by
$`{\displaystyle _0^{\mathrm{}}}\underset{\begin{array}{c}p\mathrm{}\\ p/n=fixed\end{array}}{lim}dzz^ae^{nz/2}{\displaystyle \frac{\left(n/2\right)^{a+1}}{h_p^a}}L_{2p}^{2a+1}\left(nz\right)={\displaystyle _0^{\mathrm{}}}๐wJ_{2a+1}\left(2w\right)={\displaystyle \frac{1}{2}}.`$ (53)
Exactly half of the integral is missing. In the next section we will argue that this is a general feature of the skew-orthogonal polynomials. However, the integral over the odd-order polynomials does not vanish in general. The result for the microscopic spectral density is thus given by
$`\rho _s\left(u\right)={\displaystyle \frac{1}{2}}{\displaystyle _0^u}๐w\left(_w_u\right)B^{2a}(u,w){\displaystyle \frac{1}{2}}{\displaystyle _0^{\mathrm{}}}๐w\left(_w_u\right)B^{2a}(u,w),`$ (54)
where an additional factor of 2 has been included in the second term and the Bessel kernel is defined in (LABEL:besselkern).
### 4.2 Chiral Orthogonal Ensemble with Quartic Potential
In order to construct the skew-orthogonal polynomials using the Brรฉzin-Neuberger formalism , we need an expression for the derivative of orthogonal polynomials. To derive such relation we start from the recursion relation
$`xP_k\left(x\right)=r_k\left(P_{k+1}P_k\right)+s_k\left(P_kP_{k1}\right)..`$ (55)
The coefficients $`r_k`$ and $`s_k`$ are related by
$`s_k={\displaystyle \frac{h_kr_{k1}}{h_{k1}}},`$ (56)
and $`h_k=_0^{\mathrm{}}๐xw\left(x\right)P_k^2\left(x\right)`$ is the normalization integral. The recursion relation (55) is valid for orthogonal polynomials normalized according to $`P_k\left(0\right)=1`$. To make contact with the analysis of we will use this normalization in this section.
The derivative of the polynomials for arbitrary weight function is given by
$`yP_k^{}\left(y\right)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}๐xw\left(x\right){\displaystyle \underset{l=0}{\overset{k}{}}}{\displaystyle \frac{P_l\left(x\right)P_l\left(y\right)}{h_l}}xP_k^{}\left(x\right)`$ (57)
$`=`$ $`kP_k\left(y\right)+{\displaystyle _0^{\mathrm{}}}๐xw\left(x\right){\displaystyle \underset{l=0}{\overset{k1}{}}}{\displaystyle \frac{P_l\left(x\right)P_l\left(y\right)}{h_l}}xP_k^{}\left(x\right)`$
$`=`$ $`kP_k\left(y\right){\displaystyle _0^{\mathrm{}}}๐xw^{}\left(x\right){\displaystyle \underset{l=0}{\overset{k1}{}}}{\displaystyle \frac{P_l\left(x\right)P_l\left(y\right)}{h_l}}xP_k\left(x\right).`$
where the terms following the last equal sign have been obtained by partial integration.
Next we derive the asymptotic form of large order skew-orthogonal polynomials for a quartic probability potential. In terms of the $`x_k=\lambda _k^2`$ the weight function is given by $`w\left(x\right)=x^{2a+1}e^{nx^2/2}`$. Only the terms $`l=k1`$ and $`l=k2`$ are nonvanishing in the last sum in (57). Using the recursion relation (55) to calculate the integrals we find
$`yP_k^{}\left(y\right)=kP_k\left(y\right)ns_k\left[r_k+s_k+r_{k1}+s_{k1}\right]P_{k1}\left(y\right)+ns_ks_{k1}P_{k2}\left(y\right).`$ (58)
Taking into account the normalization of the orthogonal polynomials the matrix elements of $`L`$ are given by
$`L_{kl}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^{\mathrm{}}}๐xw\left(x\right){\displaystyle \frac{1}{\sqrt{h_kh_l}}}\left[P_l\left(x\right)xP_k^{}\left(x\right)P_k\left(x\right)xP_l^{}\left(x\right)\right]`$
$`=`$ $`\delta _{l,k2}{\displaystyle \frac{n}{2}}\sqrt{{\displaystyle \frac{h_{k2}}{h_k}}}s_ks_{k1}\delta _{l,k1}{\displaystyle \frac{n}{2}}\sqrt{{\displaystyle \frac{h_{k1}}{h_k}}}s_k\left[r_k+s_k+r_{k1}+s_{k1}\right]`$
$`+`$ $`\delta _{k,l1}{\displaystyle \frac{n}{2}}\sqrt{{\displaystyle \frac{h_{l1}}{h_l}}}s_l\left[r_l+s_l+r_{l1}+s_{l1}\right]\delta _{k,l2}{\displaystyle \frac{n}{2}}\sqrt{{\displaystyle \frac{h_{l2}}{h_l}}}s_ls_{l1}.`$
As expected, the $`L_{kl}`$ vanish for $`\left|kl\right|>2`$.
In the limit $`n\mathrm{}`$ the leading order contributions to the kernel are for terms with large values of $`k`$ and $`l`$. The large-$`k`$ asymptotic behavior of the coefficients in the recursion relation (55) was obtained in for an arbitrary polynomial probability potential (but for integer values of $`2a`$). For fixed $`tk/n`$, the continuum limit of the coefficients can be parameterized as
$`h_k={\displaystyle \frac{1}{n^{4a+3}}}h\left(t\right),s_k=s\left(t\right),\mathrm{and}r_k=r\left(t\right).`$ (60)
For $`k\mathrm{}`$, only $`s_k`$ and $`r_k`$ enter in the matrix elements of $`L`$. They are given by
$`r\left(t\right)=s\left(t\right)=\sqrt{{\displaystyle \frac{t}{3}}}.`$ (61)
The leading order asymptotic result for the matrix elements of $`L`$ thus reads
$`L_{kl}=\delta _{l,k2}{\displaystyle \frac{nt}{6}}\delta _{l,k1}{\displaystyle \frac{4nt}{6}}+\delta _{k,l1}{\displaystyle \frac{4nt}{6}}\delta _{k,l2}{\displaystyle \frac{nt}{6}}.`$ (62)
By inspection of the recursion relation (31) one easily finds that for a quartic potential (i.e. $`p=2`$) the skew-orthogonal polynomials can be expressed as
$`R_{2k}\left(x\right)`$ $`=`$ $`\stackrel{~}{P}_{2k}\left(x\right)+T_{2k,2k1}\stackrel{~}{P}_{2k1}\left(x\right),`$ (63)
$`R_{2k+1}\left(x\right)`$ $`=`$ $`T_{2k+1,2k+1}\stackrel{~}{P}_{2k+1}\left(x\right)+T_{2k+1,2k}\stackrel{~}{P}_{2k}\left(x\right)+T_{2k+1,2k1}\stackrel{~}{P}_{2k1}\left(x\right)+T_{2k+1,2k2}\stackrel{~}{P}_{2k2}\left(x\right),`$
where the orthonormal polynomials have been denoted by $`\stackrel{~}{P}_k\left(x\right)P_k\left(x\right)/\sqrt{h}_k`$. The coefficients $`T_{i,k}`$ obey the recursion relations
$`T_{2k1,2k1}T_{2k,2k1}T_{2k+1,2k2}=L_{2k1,2k2},`$ $`T_{2k+1,2k2}=L_{2k,2k2},`$
$`T_{2k,2k1}T_{2k+1,2k}T_{2k+1,2k1}=L_{2k,2k1},`$ $`T_{2k,2k1}T_{2k+1,2k+1}=L_{2k+1,2k1}.`$ (65)
Using the asymptotic values for the matrix elements of $`L`$ we find a recursive equation for the coefficients $`T_{2p,2p1}`$,
$`T_{2k,2k1}T_{2k2,2k3}+4T_{2k2,2k3}+1=0.`$ (66)
This recursion relation has two fixed points given by the roots of
$`x^2+4x+1=0.`$ (67)
For large $`k`$ the coefficients $`T_{2k,2k1}`$ should depend smoothly on $`k`$ and are thus given by one of the fixed points. The polynomial corresponding to the stable fixed point, $`x=2\sqrt{3}`$, given by $`\stackrel{~}{P}_{2k}\left(x\right)\left(2+\sqrt{3}\right)\stackrel{~}{P}_{2k1}\left(x\right)`$, is negative for $`x=0`$ (we work in the convention $`P_l\left(0\right)=1`$, and $`\stackrel{~}{P}_{2k}\left(0\right)`$ and $`\stackrel{~}{P}_{2k1}\left(0\right)`$ are equal to leading order in $`1/k`$) and positive for $`x\mathrm{}`$ and thus has an odd number of zeros. Since even orthogonal polynomials should have an even number of zeros, the relevant solution is thus given by the unstable fixed point $`x=2+\sqrt{3}`$. This counter-intuitive result is a reflection of the numerical instability of the iterative construction of orthogonal polynomials. A numerical confirmation will be given in section 7. All other coefficients simply follow from the relations (65) resulting in the polynomials
$`R_{2k}\left(x\right)`$ $`=`$ $`\stackrel{~}{P}_{2k}\left(x\right)\left(2\sqrt{3}\right)\stackrel{~}{P}_{2k1}\left(x\right),`$
$`R_{2k+1}\left(x\right)`$ $`=`$ $`{\displaystyle \frac{nt}{6\left(2\sqrt{3}\right)}}\stackrel{~}{P}_{2k+1}\left(x\right)+{\displaystyle \frac{4nt}{6}}\stackrel{~}{P}_{2k1}\left(x\right){\displaystyle \frac{nt}{6}}\stackrel{~}{P}_{2k2}\left(x\right)`$ (68)
$`+`$ $`T_{2k+1,2k}\left(\stackrel{~}{P}_{2k}\left(x\right)\left(2\sqrt{3}\right)\stackrel{~}{P}_{2k1}\left(x\right)\right).`$
However, we do not need the explicit expressions for the skew-orthogonal polynomials. The pre-kernel can be expressed directly in the matrix elements of $`L`$ and two additional terms that are outside the summation range in (33),
$`k_R(x,y)`$ $`=`$ $`{\displaystyle \underset{k,l=0}{\overset{2\overline{n}1}{}}}{\displaystyle \frac{1}{\sqrt{h_kh_l}}}P_k\left(x\right)L_{kl}P_l\left(y\right)`$
$`+`$ $`{\displaystyle \frac{T_{2\overline{n},2\overline{n}1}T_{2\overline{n}+1,2\overline{n}2}}{\sqrt{h_{2\overline{n}1}h_{2\overline{n}2}}}}\left[P_{2\overline{n}1}\left(x\right)P_{2\overline{n}2}\left(y\right)P_{2\overline{n}1}\left(y\right)P_{2\overline{n}2}\left(x\right)\right].`$
Because $`lim_n\mathrm{}T_{2n,2n1}=2+\sqrt{3}`$, the additional terms are of the same order of magnitude as each of the terms in the sum. Therefore, to leading order in $`1/n`$ the relation between the pre-kernel for $`\beta =1`$ and the kernel for $`\beta =2`$ is the same as for the Gaussian case. However, it is not clear whether the interchange of the integral and the microscopic limit in $`K_R(\mathrm{},x)`$ also proceeds in the same way. This question will be analyzed in the next section for an arbitrary probability potential.
## 5 A property of large order skew-orthogonal polynomials
In this section we will derive an asymptotic relation for large order skew-orthogonal polynomials. Our starting point is the skew-orthogonality relation
$`R_k,R_0_R={\displaystyle _0^{\mathrm{}}}๐x{\displaystyle _0^{\mathrm{}}}๐yR_k\left(x\right)e^{\varphi _a\left(x\right)\varphi _a\left(y\right)}ฯต\left(xy\right)=0.`$ (70)
For asymptotically large $`k`$ we can distinguish three different domains in the integration over $`x`$. The region near $`x=0`$, the region around the largest zero of $`R_k\left(x\right)`$, and the oscillatory region which is in between these two regions. We split the integration over $`x`$ into two parts separated by $`M`$ chosen to be inside the oscillatory region. In our normalization the spacing of the smallest eigenvalues scales as $`\mathrm{\Delta }x1/n^2`$. The main contribution to the integral over $`[0,M]`$ is from the region around the smallest eigenvalues $`x1/n^2`$, whereas the $`y`$-integral has contributions up to $`nV\left(y\right)1`$. If the potential behaves as $`y^p`$ with $`p>1/2`$ near $`y=0`$, to leading order in $`1/n`$ the contribution to the $`y`$integral is from the region with $`y>x`$ and $`ฯต\left(xy\right)=1/2`$. The main contribution to the integral over $`[M,\mathrm{}`$ is from the region near the largest zero of $`R_k\left(x\right)`$. To leading order in $`1/n`$ we can then replace $`ฯต\left(xy\right)1/2`$. The integrals over $`x`$ and $`y`$ factorize and we obtain the following asymptotic relation
$`{\displaystyle _0^M}๐xR_k^a\left(x\right)e^{\varphi _a\left(x\right)}๐x={\displaystyle _M^{\mathrm{}}}๐xR_k^a\left(x\right)e^{\varphi _a\left(x\right)}๐x.`$ (71)
This implies that
$`{\displaystyle _0^{\mathrm{}}}๐xR_k^a\left(x\right)e^{\varphi _a\left(x\right)}๐x=2{\displaystyle _0^M}๐xR_k^a\left(x\right)e^{\varphi _a\left(x\right)}๐x,`$ (72)
which is valid for $`k\mathrm{}`$ provided that the r.h.s. is independent of $`M`$ in the oscillatory region.
In our derivation we have made the assumption that the skew-orthogonal polynomials show the same oscillatory behavior as the regular orthogonal polynomials. This is certainly true if they can be expressed in a finite number of regular orthogonal polynomials which is the case for a finite order polynomial probability potential . Of course, a different oscillatory behavior is possible if the leading order asymptotic terms in the skew-orthogonal polynomials cancel. This results in contributions that are subleading in $`1/n`$. A priori, it cannot be excluded that the skew-orthogonal polynomials near zero and the l.h.s. of (72) are of the same order in $`1/n`$ and thus both contribute to the kernel. For example, this is the case for the odd-order skew-Laguerre polynomials (42) with $`T_{2k+1,2k}=0`$. However, in this case the l.h.s. of (72) vanishes, and we do not have to worry about the asymptotic behavior of the r.h.s. of (72). In general, there is no reason to expect that the leading order asymptotic expansion of the $`P_k^{2a+1}`$ cancels. For example, the asymptotic behavior of $`P_k^{2a+1}`$ in the oscillatory region depends smoothly on $`k`$, and from the explicit expressions for the even order skew-orthogonal polynomials in (68) it then follows that the leading order asymptotic behavior does not cancel. For the odd order skew-orthogonal polynomials a cancellation can only be achieved by fine tuning the coefficient $`T_{2k+1,2k}`$.
For a finite order probability potential, the generic asymptotic behavior of the $`R_k^a\left(x\right)`$ is thus the same as that of $`e^{\varphi _a\left(x\right)}P_k^{2a+1}\left(x\right)`$. In the region near zero and in the oscillatory region, it is given by $`J_{2a+1}\left(c\sqrt{kx}\right)/\sqrt{x}`$ (with $`c`$ a constant that can be obtained from the recursion relations). If the integral (72) is nonvanishing to leading order in $`1/n`$, we thus find from the asymptotic behavior of $`e^{\varphi _a\left(x\right)}P_k^{2a+1}\left(x\right)`$ that the integral converges for $`k\mathrm{}`$ and $`M`$ inside the oscillatory region.
As will be shown below, the even order skew-orthogonal polynomials are determined up to a multiplicative constant. From the orthogonality relations it is clear that the odd order polynomials $`R_{2k+1}\left(x\right)`$ are only determined up to the addition of a multiple of $`R_{2k}\left(x\right)`$. We may use this freedom to chose a normalization such that
$`{\displaystyle _0^{\mathrm{}}}๐xe^{\varphi _a\left(x\right)}R_{2k+1}^a\left(x\right)=0.`$ (73)
In this way we avoid the ambiguity in the asymptotic behavior of the odd order skew-orthogonal polynomials.
The main contributions to the integral in the r.h.s. of (72) are from the region close to $`x=0`$ and the integrand can be replaced by its microscopic limit. Our final result is
$`\underset{\begin{array}{c}n\mathrm{}\\ k/n=const.\end{array}}{lim}{\displaystyle _0^{\mathrm{}}}R_{2k}^a\left(x\right)e^{\varphi _a\left(x\right)}๐x=2{\displaystyle _0^{\mathrm{}}}\underset{\begin{array}{c}n\mathrm{}\\ xn^2=z^2\\ k/n=const.\end{array}}{lim}R_{2k}^a\left(x\right)e^{\varphi _a\left(x\right)}dx.`$ (79)
(80)
Interchanging the microscopic limit and the integral gives rise to an extra factor two. If the integrand in the kernel $`K_R^a(\mathrm{},x)`$ is replaced by its microscopic limit, the same extra factor two has to be included,
$`\underset{\begin{array}{c}n\mathrm{}\\ xn^2=z\end{array}}{lim}K_R^a(\mathrm{},x)=2{\displaystyle _0^{\mathrm{}}}\underset{\begin{array}{c}n\mathrm{}\\ xn^2=z\end{array}}{lim}dwe^{\varphi _a\left(w/n^2\right)\varphi _a\left(z/n^2\right)}{\displaystyle \frac{1}{n^2}}k_R^a({\displaystyle \frac{w}{n^2}},{\displaystyle \frac{z}{n^2}}).`$ (85)
We emphasize that this relation is based on the asymptotic properties of the even order skew-orthogonal polynomials only.
## 6 Universality of the Chiral Orthogonal Ensemble
The proof of universality of microscopic spectral correlation functions for the chiral orthogonal ensemble for a finite polynomial probability potential is now straightforward. It is an immediate consequence of the following three results. i) The relation between the pre-kernel for the chOE and the chUE kernel is independent of the probability potential to leading order in $`1/n`$ . ii) The microscopic limit of the chUE kernel is universal if the eigenvalues are expressed in units of the average level spacing . iii) Because of a novel asymptotic property of large order skew-orthogonal polynomials, the microscopic limit and the integrals that occur in the spectral correlation functions can be interchanged at the expense of a factor of 2.
All $`k`$-point correlation functions of the chOE can be expressed compactly as quaternion determinants of quaternions
$`S(x_k,x_l)=\left(\begin{array}{cc}K_{R,n}^a(x_k,x_l)\frac{1}{2}K_{R,n}^a(\mathrm{},x_l)& _{x_l}^{x_k}๐z\left[K_{R,n}^a(x_k,z)\frac{1}{2}K_{R,n}^a(\mathrm{},z)\right]ฯต\left(xy\right)\\ _{x_k}K_{R,n}^a(x_k,x_l)& K_{R,n}^a(x_l,x_k)\frac{1}{2}K_{R,n}^a(\mathrm{},x_k)\end{array}\right)`$ (88)
where $`K_R^a(x,y)`$ is defined in (21). We already noticed that the spectral density is given by $`\rho \left(x\right)=K_{R,n}^a(x,x)\frac{1}{2}K_{R,n}^a(\mathrm{},x)`$. The two-point cluster function is given by
$`T(x,y)={\displaystyle \frac{1}{2}}\mathrm{Tr}S(x,y)S(y,x).`$ (90)
The universal microscopic kernel for the chOE is obtained by taking the microscopic limit of the integrands and replacing the factors $`1/21`$,
$`S(u,v)`$ $`=`$ $`\underset{N=2n\mathrm{}}{lim}{\displaystyle \frac{2\sqrt{uv}}{\mathrm{\Sigma }^2N^2}}S\left({\displaystyle \frac{u^2}{\mathrm{\Sigma }^2N^2,}}{\displaystyle \frac{v^2}{\mathrm{\Sigma }^2N^2}}\right)`$ (93)
$`=`$ $`2\sqrt{uv}\left(\begin{array}{cc}Q^a(u,v)Q^a(\mathrm{},v)& \mathrm{\Sigma }^2N^2_{v^2}^{u^2}๐w^2\left[Q^a(u,w)Q^a(\mathrm{},w)\right]\\ \frac{1}{\mathrm{\Sigma }^2N^2}_{u^2}Q^a(u,v)& Q^a(v,u)Q^a(\mathrm{},u)\end{array}\right),`$
where $`Q^a(u,v)`$ is the microscopic limit of the kernel $`K_{R,n}^a(x,y)`$. Universality then follows from the relation between the microscopic kernels for $`\beta =1`$ and $`\beta =2`$ and the universality of the microscopic limit of the kernel for $`\beta =2`$. The universal microscopic result for $`Q^a(u,v)`$ is given by
$`Q^a(u,v)`$ $``$ $`\underset{N=2n\mathrm{}}{lim}{\displaystyle \frac{1}{\mathrm{\Sigma }^2N^2}}K_{R,n}^{2a}({\displaystyle \frac{u^2}{\mathrm{\Sigma }^2N^2}},{\displaystyle \frac{v^2}{\mathrm{\Sigma }^2N^2}})`$ (95)
$`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle _0^{u^2}}d\left[w^2\right]\left(wv\right)^{2a}\left(_{w^2}_{v^2}\right)\left(wv\right)^{2a1/2}B^{2a}(v,w).`$
By using the integral representation (17) of the Bessel kernel we find the following explicit representation of the kernel
$`Q^a(u,v)={\displaystyle \frac{u}{4}}{\displaystyle _0^1}๐w{\displaystyle _0^1}t^2๐t\left[{\displaystyle \frac{uw}{v}}J_{2a}\left(uwt\right)J_{2a+1}\left(vt\right)J_{2a+1}\left(uwt\right)J_{2a}\left(vt\right)\right].`$ (96)
One of the integrals can be performed analytically. By using identities for Bessel functions one ultimately finds the result
$`2\sqrt{uv}Q^a(u,v)`$ $`=`$ $`B^{2a+1}(u,v)\sqrt{uv}{\displaystyle \frac{J_{2a+1}\left(v\right)}{2v}}\left({\displaystyle _0^u}๐wJ_{2a+1}\left(w\right)1\right)`$ (97)
$`=`$ $`B^{2a}(u,v)\sqrt{uv}{\displaystyle \frac{J_{2a+1}\left(v\right)}{2v}}\left({\displaystyle _0^u}๐wJ_{2a1}\left(w\right)1\right).`$
The microscopic spectral density for the chOE is given by $`\rho _s\left(u\right)=2u\left(Q^a(u,u)Q^a(\mathrm{},u)\right)`$. For its universal form we thus obtain
$`\rho _s\left(u\right)`$ $`=`$ $`{\displaystyle \frac{u^2}{2}}{\displaystyle _0^1}t^2๐t{\displaystyle _0^1}๐w\left[wJ_{2a}\left(uwt\right)J_{2a+1}\left(ut\right)J_{2a+1}\left(uwt\right)J_{2a}\left(ut\right)\right]+{\displaystyle \frac{1}{2}}J_{2a+1}\left(u\right).`$
This expression for the microscopic spectral density can be simplified to
$`\rho _s\left(u\right)`$ $`=`$ $`{\displaystyle \frac{u}{2}}\left[J_{2a+1}^2\left(u\right)J_{2a+2}\left(u\right)J_{2a}\left(u\right)\right]{\displaystyle \frac{1}{2}}J_{2a+1}\left(u\right)\left({\displaystyle _0^u}๐wJ_{2a+1}\left(w\right)1\right)`$ (99)
$`=`$ $`{\displaystyle \frac{u}{2}}\left[J_{2a}^2\left(u\right)J_{2a+1}\left(u\right)J_{2a1}\left(u\right)\right]{\displaystyle \frac{1}{2}}J_{2a+1}\left(u\right)\left({\displaystyle _0^u}๐wJ_{2a1}\left(w\right)1\right).`$
The simplified results for $`\rho _s\left(u\right)`$ and the kernel were first obtained in and was derived independently in (with a typo, see also ). The first term can be recognized as the microscopic spectral density for the chGUE . The microscopic limit of the two-point correlation function follows immediately from (90) and the microscopic limit of the kernel.
Recently, universal results for massive spectral correlators at $`\beta =1`$ and $`\beta =4`$ have been obtained by relating the kernels for the massive correlators to the corresponding massless kernel . Similar relations have been derived for the Gaussian case .
## 7 Numerical study of the $`x^4`$-potential
In this section we explicitly construct the skew-orthogonal polynomials for an $`x^4`$ potential and test the asymptotic results obtained in previous sections. We consider the distribution of the squared eigenvalues $`x_k=\lambda _k^2`$ on $`[0,\mathrm{}`$ with weight function $`\varphi _a\left(x\right)=x^2/2a\mathrm{log}x`$. For reasons of numerical accuracy we only consider integer values of $`a`$.
The skew-orthogonal polynomials can be expanded in terms of monomials $`x^k`$ as
$`R_k^a\left(x\right)=r_{kk}^ax^k+r_{k,k1}^ax^{k1}+\mathrm{}+r_{k0}^a.`$ (100)
The coefficients are determined from the orthogonality relations (18). They can be reduced to a system of linear equations. For the polynomials of even order, $`R_{2k}^{\left(a\right)}`$, one finds
$`\begin{array}{ccccc}\hfill t_{00}^ar_{2k,0}^a+& \hfill t_{01}^ar_{2k,1}^a+& \hfill \mathrm{}+& \hfill t_{0,2k}^ar_{2k,2k}^a=& 0,\\ \hfill t_{10}^ar_{2k,0}^a+& \hfill t_{11}^ar_{2k,1}^a+& \hfill \mathrm{}+& \hfill t_{1,2k}^ar_{2k,2k}^a=& 0,\\ \hfill t_{20}^ar_{2k,0}^a+& \hfill t_{21}^ar_{2k,1}^a+& \hfill \mathrm{}+& \hfill t_{2,2k}^ar_{2k,2k}^a=& 0,\\ \multicolumn{5}{c}{}\\ \hfill t_{2k1,0}^ar_{2k,0}^a+& \hfill t_{2k1,1}^ar_{2k,1}^a+& \hfill \mathrm{}+& \hfill t_{2k1,2k}^ar_{2k,2k}^a=& 0.\end{array}`$ (106)
For the polynomials of odd order $`2k+1`$, the first $`2k1`$ equations have one more term, $`t_{i,2k+1}^ar_{2k+1,2k+1}^a`$, and the $`r_{2k,i}^a`$ are replaced by $`r_{2k+1,i}^a`$. The normalization equation $`R_{2k+1},R_{2k}_R=1`$ reads
$`r_{2k,2k}^a\left[t_{2k,0}^ar_{2k+1,0}^a+t_{2k,1}^ar_{2k+1,1}^a+\mathrm{}+t_{2k,2k+1}^ar_{2k+1,2k+1}^a\right]=1.`$ (107)
The $`t_{i,j}^a=x^i,x^j_R`$ are the skew-scalar products of the monomials. By partial integration, it is possible to derive a recursion relation relating $`t_{i,j}^a`$ and $`t_{i,j2}^a`$,
$`t_{k,l}^a`$ $`=`$ $`x^k,x^l_R`$ (108)
$`=`$ $`{\displaystyle _0^{\mathrm{}}}๐xx^kx^ae^{x^2/2}{\displaystyle _0^{\mathrm{}}}๐yy^ly^ae^{y^2/2}ฯต\left(xy\right)`$
$`=`$ $`\left(l+a1\right)t_{k,l2}^a{\displaystyle \frac{1}{2}}\mathrm{\Gamma }\left({\displaystyle \frac{k+l+2a}{2}}\right).`$
Using the antisymmetry of $`t_{i,j}^a=t_{j,i}^a`$, all skew-scalar products can then be easily calculated from $`t_{0,0}^a=t_{1,1}^a=0`$ and $`t_{0,1}^a`$. For a weight function with positive integer parameter $`a`$, the skew-scalar products are related to the case $`a=0`$ by $`t_{i,j}^a=t_{i+a,j+a}^0`$. Because of the antisymmetry of the skew-scalar product, $`R_i^a,R_i^a=0`$, but this relation does not impose an additional condition on the coefficients.
We construct the skew-orthogonal polynomials from the homogeneous equations (106). They can be easily normalized later by multiplying the even or odd order polynomials by a suitable scale factor. For the coefficients of the even order polynomials, the number of equations is one less than the number of coefficients, whereas for the odd order ones we lack two equations. To determine the polynomials, we fix $`r_{2k,2k}^a=1`$, $`r_{2k+1,2k+1}^a=1`$ and $`r_{2k+1,2k}^a=0`$ (the latter condition can be imposed because $`R_{2k+1}`$ is determined only up to a multiple of $`R_{2k}`$). In this way the polynomials can be determined accurately to about order 30. The skew-orthogonal polynomials for the Gaussian case can be derived in a similar way.
To illustrate the asymptotic behavior of the skew-orthogonal polynomials we show in Fig. 1 the $`M`$-dependence of the ratio $`I_k\left(M\right)/I_k\left(\mathrm{}\right)`$ (full curves) for a Gaussian (left) and a quartic (right) probability potential both with parameter $`a=0`$ . The integral $`I_k\left(M\right)`$ is defined by
$`I_k\left(M\right)={\displaystyle _0^{\left(M/\pi \rho \left(0\right)\right)^2}}๐xe^{\varphi _a\left(x\right)}R_k\left(x\right).`$ (109)
The weight function is given by $`\varphi _a\left(x\right)=x/2`$ for the Gaussian case and by $`\varphi _a\left(x\right)=x^2/2`$ for the quartic case. We have redefined $`M`$ in units of $`\pi \rho \left(0\right)`$, with $`\rho \left(0\right)`$ the the average spectral density near zero (notice that with our convention for the weight function $`\rho \left(0\right)`$ has a nontrivial $`k`$-dependence). This figure shows that in the intermediate domain the integral $`I_k\left(M\right)`$ oscillates around $`I_k\left(\mathrm{}\right)/2`$. For even $`k`$, the integral appears to converge in the oscillatory region. For odd $`k`$ we show results for monic polynomials with normalizations $`r_{2k+1,2k}=0`$ (middle figures) and by $`R_{2k+1}\left(0\right)=0`$ (lower figures). In the first case, the odd order polynomials behave similarly to the even order ones, whereas in the second case the behavior is quite different, because the leading order asymptotic contributions cancel. The oscillations in the lower figures are still exactly about $`I_k\left(\mathrm{}\right)/2`$ which in this case is close to zero. The even order skew-orthogonal polynomials always have as many positive zeros as the order of the polynomial. The odd order polynomials in the normalization $`r_{2k+1,2k}=0`$ are not very different from the preceding even order polynomials (see middle figure). However, typically one of their zeros is located on the negative real axis. For the normalization $`R_{2k+1}\left(0\right)=0`$, the total number of zeros is equal to $`2k+1`$, with one zero at $`x=0`$. Fortunately, as we have seen in the previous section, the integral (73) over the odd order polynomials can always be tuned to zero so that we do not have to worry about the ambiguity of the asymptotic properties of the odd order skew-orthogonal polynomials.
In Figure 2, we show the $`k`$-dependence of the coefficients $`T_{2k,2k1}`$ as defined in equation (68). Also shown is the analytical result for the asymptotic value of $`2+\sqrt{3}`$. The convergence to the asymptotic result is better illustrated by extrapolating to second order in $`1/k`$. The values of $`T_{2k,2k1}`$ at $`k=10,\mathrm{\hspace{0.17em}\hspace{0.17em}20}`$ and 30 extrapolate to $`0.26787`$ to be compared to $`2+\sqrt{3}=0.26795`$.
In Figure 3, we show the average spectral density calculated from the quartic skew-orthogonal polynomials (full curve) and the analytical result (dashed curve) given by
$`{\displaystyle \frac{\rho \left(u/\pi \rho \left(0\right)\right)}{\pi \rho \left(0\right)}}={\displaystyle \frac{1}{\pi }}\left(1+{\displaystyle \frac{3}{4n}}u^2\right)\left(1{\displaystyle \frac{3}{8n}}u^2\right)^{1/2}.`$ (110)
For comparison we also show the semicircular distribution obtained for a Gaussian potential (dotted curve).
In Fig. 4 we show the microscopic spectral density calculated from the first 30 skew-orthogonal polynomials for a quartic potential and $`a=0`$. In the same figure we also show the result for a Gaussian potential. Clearly, the microscopic spectral density converges to the asymptotic result for $`n\mathrm{}`$. Both in Fig. 3 and Fig. 4, the average spectral density $`\rho \left(0\right)`$ depends on $`n`$ because of the normalization of our weight function.
## 8 Conclusions
We have shown universality for the chiral Orthogonal Ensembles. Our proof is based on a relation between the kernels for $`\beta =1`$ and $`\beta =2`$ and the universality of the kernel for $`\beta =2`$. In this article we have completed the proof outlined in by deriving an asymptotic property of the skew-orthogonal polynomials which relates an integral over the region near the largest zero to an integral in the microscopic region. Universality now has been shown for all three chiral ensembles.
An alternative method for ensembles with $`\beta =1`$ and $`\beta =4`$ was recently proposed in . This method does not rely on the construction of the skew-orthogonal polynomials at all, but it is our point of view is that both methods are equivalent. For example, the matrix elements of some of the operators in our construction are also required in the method proposed by Widom. The advantage of our method is best illustrated by the result of this article in which universality has been proved by means of an asymptotic relation of skew-orthogonal polynomials. It would be interesting to identify this relation within Widomโs approach.
Finally, we wish to mention an alternative way of looking at universality. For theories with broken chiral symmetry and a mass gap we have two types of modes, the soft modes and the hard modes. An effective partition function is obtained by integrating out the hard modes. If the Goldstone bosons corresponding to the spontaneous breaking of chiral symmetry are the only soft modes, there is no need to do this calculation. The effective partition function can be written down solely on the basis of the symmetries of the theory and is thus the same for all partition functions with the same global symmetries. The equivalence of the effective theory for the Goldstone modes and chiral Random Matrix Theory has been demonstrated nonperturbatively for the chiral Unitary Ensemble . For the the other two values of the Dyson index this has only been shown perturbatively .
The mass of the relevant Goldstone modes in the generating function of the spectrum is proportional to the square root of the distance to $`\lambda =0`$. Universal behavior is thus immanent in the microscopic limit. However, proving universality is equivalent to showing that the theory has a mass gap and that the Goldstone modes are the only soft modes. In QCD this is equivalent to proving confinement.
Acknowledgements
This work was partially supported by the US DOE grant DE-FG-88ER40388. Denis Dalmazi, Poul Damgaard, Melih ลener, Dominique Toublan and Tilo Wettig are thanked for useful discussions. J.J.M.V. is grateful to the Institute for Nuclear Theory at the University of Washington for its hospitality and partial support during the completion of this work.
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# Quasirotational Motions and Stability Problem in Dynamics of String Hadron Models
## Introduction
The string hadron models use the striking analogy between the QCD confinement mechanism at large interquark distances and the relativistic string with linearly growing energy connecting two material points. Such a string with massive ends may be regarded as the meson string model .
String models of the baryon were suggested in the following four variants (Fig. 1) differing from each other in the topology of spatial junction of three massive points (quarks) by relativistic strings: (a) the quark-diquark model $`q`$-$`qq`$ (on the classic level it coincides with the meson model ); (b) the linear configuration $`q`$-$`q`$-$`q`$; (c) the โthree-stringโ model or Y-configuration and (d) the โtriangleโ model or $`\mathrm{\Delta }`$-configuration .
The problem of choosing the most adequate string baryon model among the four mentioned ones has not been solved yet. Investigation of this problem from the point of view of the QCD limit at large distances has not been completed. In particular, the QCD-motivated baryon Wilson loop operator approach gives some arguments in favour of the Y-configuration or the โtriangleโ model . Leaving the Wilson loop analysis outside this paper we concentrate on the classical dynamics of these configurations.
For all mentioned string hadron models the classical solutions describing the rotational motion (planar uniform rotations of the system) are known and widely used for modeling the orbitally excited hadron states on the main Regge trajectories . The rotational motion of the meson model or the baryon configuration $`q`$-$`qq`$ is a rotation of the rectilinear string segment . For the model $`q`$-$`q`$-$`q`$ the motion is the same but with the middle quark at the rotational center. The form of rotating three-string configuration is three rectilinear string segments joined in a plane at the angles 120 . For the model โtriangleโ this form is the rotating closed curve consisting of segments of a hypocycloid .
In this paper we consider the motions of all these systems which are close to rotational ones. They are interesting due to the following two reasons: (a) we are to search the motions describing the hadron states, which are usually interpreted as higher radially excited states in the potential models , in other words, we are to describe the daughter Regge trajectories; (b) the important problem of stability of rotational motions has not been solved yet for all mentioned string models. For the meson string model the quasirotational motions of slightly curved string with massive ends were searched in Ref. . But some simplifying assumptions in these papers oblige us in Sect. I to verify the solutions numerically and to suggest another approach for obtaining the quasirotational solutions in the form of stationary waves and solving the stability problem. In the following Sects. II, III and IV the stability problem for the string baryon configurations $`\mathrm{\Delta }`$, $`q`$-$`q`$-$`q`$ and Y (Fig. 1) is tested with using the suggested method of solving the initial-boundary value problem for these systems.
## I String with massive ends
The relativistic string with the tension $`\gamma `$ and the masses $`m_1`$, $`m_2`$ at the ends (the meson or $`q`$-$`qq`$ baryon model) is described by the action
$$S=\gamma \underset{\mathrm{\Omega }}{}\sqrt{g}๐\tau ๐\sigma \underset{i=1}{\overset{N}{}}m_i\sqrt{\dot{x}_i^2(\tau )}๐\tau ,$$
(1)
written here in the general form with $`N`$ material points for all mentioned hadron models. For the string with massive ends $`N=2`$, $`X^\mu (\tau ,\sigma )`$ are coordinates of a string point in $`D`$-dimensional Minkowski space $`R^{1,D1}`$ with signature $`+,,,\mathrm{}`$, $`g=\dot{X}^2X^{}{}_{}{}^{2}(\dot{X},X^{})^2`$, $`(a,b)=a^\mu b_\mu `$ is the (pseudo)scalar product, $`\dot{X}^\mu =_\tau X^\mu `$, $`X^\mu =_\sigma X^\mu `$, $`\mathrm{\Omega }=\{(\tau ,\sigma ):\tau _1<\tau <\tau _2,\sigma _1(\tau )<\sigma <\sigma _2(\tau )\}`$, $`\sigma _i(\tau )`$ are inner coordinates of the quark<sup>*</sup><sup>*</sup>*We use the term โquarkโ for brevity, here and below quarks, antiquarks and diquarks are material points on the classic level. world lines, their coordinates in $`R^{1,D1}`$ are $`x_i^\mu (\tau )=X^\mu (\tau ,\sigma _i(\tau ))`$, $`\dot{x}_i^\mu =\frac{d}{d\tau }x_i^\mu (\tau )`$; the speed of light $`c=1`$. The first summand in Eq. (1) is proportional to the world surface area and may be rewritten in the equivalent form .
The equations of motion
$$\frac{}{\tau }\frac{\sqrt{g}}{\dot{X}^\mu }+\frac{}{\sigma }\frac{\sqrt{g}}{X^\mu }=0,$$
(2)
and the boundary conditions for the quark trajectories
$$\frac{d}{d\tau }\frac{\dot{x}_{i\mu }}{\sqrt{\dot{x}_i^2}}\frac{(1)^i\gamma }{m_i}\left[\frac{\sqrt{g}}{X^\mu }\sigma _i^{}(\tau )\frac{\sqrt{g}}{\dot{X}^\mu }\right]|_{\sigma =\sigma _i}=0$$
(3)
are deduced from action (1) .
The exact solution of Eq. (2) satisfying conditions (3) and describing the rotational motion of the rectilinear string is well known and may be represented as
$$X^0t=b\tau ,X^1+iX^2=\omega ^1\mathrm{sin}(\omega b\sigma )e^{i\omega t}.$$
(4)
Here $`\omega `$ is the angular velocity, $`\sigma [\sigma _1,\sigma _2]`$, $`\sigma _i=`$const, $`\sigma _10<\sigma _2`$; the substitution $`\stackrel{~}{\sigma }=\mathrm{sin}(\omega b\sigma )`$ can be made.
The authors of Refs. search motions of this system close to the rotational one (4) in the form
$$X^0=t,X^1+iX^2=\sigma R(t)e^{i[\omega t+\varphi (t)+f(\sigma )]},$$
(5)
where $`\varphi (t)`$, $`f(\sigma )`$, $`\dot{R}(t)`$ are assumed to be small. After substituting this formula into Eq. (2) and dropping the second order terms they obtain the expression for $`f(\sigma )`$
$$f(\sigma )=\ddot{\varphi }(t)\omega ^3R^1(t)\left[f_1(\sigma ,v_{})f_1(1,v_{})\right],$$
(6)
where $`f_1(\sigma ,v_{})=(\frac{1}{2}v_{}A+\sigma ^1\sqrt{1\sigma ^2v_{}^2})A`$, $`A=\mathrm{arcsin}\sigma v_{}`$, $`v_{}=\omega R(t)`$, $`\sigma _1=0\sigma 1=\sigma _2`$, the first heavy quark with $`m_1\mathrm{}`$ is at rest.
Deducing Eq. (6) the authors of Refs. ignore that (a) the obtained function $`f(\sigma )`$ (6) depends on $`t`$ essentially \[one may assume the dependencies $`R(t)`$, $`v_{}(t)`$ weak but this can not be valid for the multiplier $`\ddot{\varphi }(t)`$\] so all previous calculations appear to be wrong; (b) expression (5), (6) does not satisfy the boundary condition (3) for the moving quark. The dependencies $`\varphi (t)`$, $`f`$, $`R(t)R`$ on time should also be analyzed. In particular, the following important question remains without answer: do these disturbances grow with growing time, in other words, is the rotational motion (4) stable?
In our opinion, the better way of searching quasirotational motions and solving the stability problem includes the choice of the coordinates $`\tau ,\sigma `$ on the world surface (that can always be made ), in which the orthonormality conditions
$$\dot{X}^2+X^{}{}_{}{}^{2}=0,(\dot{X},X^{})=0,$$
(7)
are satisfied. Under restrictions (7) the equations of motion (2) become linear
$$\ddot{X}^\mu +X^{\prime \prime }{}_{}{}^{\mu }=0,$$
(8)
and the boundary conditions (3) take the simplest form
$$m_i\frac{d}{d\tau }U_i^\mu (\tau )+(1)^i\gamma X^\mu (\tau ,\sigma _i)=0,i=1,2,$$
(9)
where $`U_i^\mu (\tau )=\dot{x}_i^\mu (\tau )/\sqrt{\dot{x}_i^2}`$ is the unit $`R^{1,D1}`$-velocity vector of $`i`$-th quark.
In Eqs. (9) the functions $`\sigma _i(\tau )`$ are chosen in the form $`\sigma _i(\tau )=`$const. One can always fix them, in particular, as
$$\sigma _1=0,\sigma _2=\pi $$
(10)
with the help of the reparametrizations
$$\stackrel{~}{\tau }\pm \stackrel{~}{\sigma }=f_\pm (\tau \pm \sigma )$$
(11)
($`f_\pm `$ are arbitrary smooth monotone functions), which keep invariance of Eqs. (7) and (8).
Using the general solution of Eq. (8)
$$X^\mu (\tau ,\sigma )=\frac{1}{2}\left[\mathrm{\Psi }_+^\mu (\tau +\sigma )+\mathrm{\Psi }_{}^\mu (\tau \sigma )\right],$$
(12)
we can reduce the problem in a natural way to solving ordinary differential equations. In particular, this approach is fruitful for considering the initial-boundary value problem (IBVP) for the string with massive ends . This problem implies obtaining the motion of the string on the base of two given initial conditions: an initial position of the system in Minkowski space and initial velocities of string points. In other words, we are to determine the solution of Eq. (8) $`X^\mu (\tau ,\sigma )`$ satisfying the orthonormality (7), boundary (9) and initial conditions.
An initial position of the string can be given as the parametric curve in Minkowski space
$$x^\mu =\rho ^\mu (\lambda ),\lambda [\lambda _1,\lambda _2],\rho _{}^{}{}_{}{}^{2}<0.$$
(13)
Initial velocity of a string point is a time-like vector on this curve $`v^\mu (\lambda )`$, $`\lambda [\lambda _1,\lambda _2]`$, $`v^\mu (\lambda )`$ may be multiplied by an arbitrary scalar function $`\chi (\lambda )>0`$.
To solve the problem we set parametrically the initial curve on the world sheet
$$\tau =\stackrel{ห}{\tau }(\lambda ),\sigma =\stackrel{ห}{\sigma }(\lambda ),\lambda [\lambda _1,\lambda _2],$$
(14)
and use the following general form for the initial position of the string :
$$X^\mu (\stackrel{ห}{\tau }(\lambda ),\stackrel{ห}{\sigma }(\lambda ))=\rho ^\mu (\lambda ),\lambda [\lambda _1,\lambda _2].$$
(15)
Here $`|\stackrel{ห}{\tau }^{}|<\stackrel{ห}{\sigma }^{}`$, $`\stackrel{ห}{\tau }(\lambda _1)=\stackrel{ห}{\sigma }(\lambda _1)=0`$, $`\stackrel{ห}{\sigma }(\lambda _2)=\pi `$. There is the freedom in choosing the functions $`\stackrel{ห}{\tau }(\lambda )`$, $`\stackrel{ห}{\sigma }(\lambda )`$ connected with the invariance of Eqs. (7), (8), (9) and (10) with respect to the substitutions (11) where
$$f_+(\xi )=f_{}(\xi )=f(\xi ),f(\xi +2\pi )=f(\xi )+2\pi $$
(16)
and $`f^{}(\xi )>0`$.
Using the formulas
$$\frac{d}{d\lambda }\mathrm{\Psi }_\pm ^\mu \left(\stackrel{ห}{\tau }(\lambda )\pm \stackrel{ห}{\sigma }(\lambda )\right)=\left[1\pm \frac{(v,\rho ^{})}{\mathrm{\Delta }}\right]\rho ^\mu \frac{\rho ^2}{\mathrm{\Delta }}v^\mu ,$$
(17)
where $`\mathrm{\Delta }(\lambda )=\sqrt{(v,\rho ^{})^2v^2\rho ^2}`$, we can determine from the initial data the function $`\mathrm{\Psi }_+^\mu `$ in the initial segment $`[0,\stackrel{ห}{\tau }(\lambda _2)+\pi ]`$ and the function $`\mathrm{\Psi }_{}^\mu `$ in the segment $`[\stackrel{ห}{\tau }(\lambda _2)\pi ,0]`$. The constants of integration are fixed from the initial condition (15).
The functions $`\mathrm{\Psi }_\pm ^\mu `$ are to be continued beyond the initial segments with the help of boundary conditions (9) which may be reduced to the equations
$`U_1^\mu (\tau )`$ $`=`$ $`\gamma m_1^1\left[\delta _\nu ^\mu U_1^\mu (\tau )U_{1\nu }(\tau )\right]\mathrm{\Psi }_+^\nu (\tau ),`$ (18)
$`U_2^\mu (\tau )`$ $`=`$ $`\gamma m_2^1\left[\delta _\nu ^\mu U_2^\mu (\tau )U_{2\nu }(\tau )\right]\mathrm{\Psi }_{}^\nu (\tau \pi ),`$ (19)
$`\mathrm{\Psi }_{}^\mu (\tau )`$ $`=`$ $`\mathrm{\Psi }_+^\mu (\tau )2m_1\gamma ^1U_1^\mu (\tau ),`$ (20)
$`\mathrm{\Psi }_+^\mu (\tau +\pi )`$ $`=`$ $`\mathrm{\Psi }_{}^\mu (\tau \pi )2m_2\gamma ^1U_2^\mu (\tau ).`$ (21)
where $`\delta _\nu ^\mu =\{\begin{array}{cc}1,& \mu =\nu \hfill \\ 0,& \mu \nu .\hfill \end{array}`$ Solving the systems of Eqs. (18), (19) with the initial conditions
$$U_i^\mu \left(\stackrel{ห}{\tau }(\lambda _i)\right)=v^\mu (\lambda _i)/\sqrt{v^2(\lambda _i)},i=1,2,$$
(22)
we obtain the velocities $`U_i^\mu (\tau )`$ on the base of the functions $`\mathrm{\Psi }_\pm ^\mu (\tau )`$ known from Eqs. (17) in the initial segments. Simultaneously we continue (with no limit) the functions $`\mathrm{\Psi }_\pm ^\mu `$ outside these segments with the help of Eqs. (20), (21) and determine the world surface (12).
The above described procedure of solving the IBVP for the string with the fixed end (the infinitely heavy quark with $`m_1\mathrm{}`$ is at rest) and $`m_2=1`$, $`\gamma =1`$ is illustrated with Fig. 2. This is a typical example of a slightly disturbed motion close to the rotational one (4). In the case $`m_1\mathrm{}`$ Eqs. (18), (20) are to be substituted for the equations $`U_1^\mu (\tau )=U_1^\mu =`$const (the infinite mass moves at a constant velocity) and
$$\mathrm{\Psi }_{}^\mu (\tau )=\left[2U_1^\mu U_{1\nu }\delta _\nu ^\mu \right]\mathrm{\Psi }_+^\nu (\tau ),m_1\mathrm{}.$$
(23)
Eq. (19) with initial condition (22), $`i=2`$ was solved numerically.
For the motion in Fig. 2 the initial distance between the quarks is $`R(0)=1`$, the initial string shape (the curve 1 in Figs. 2a and c) is determined by Eq. (6) with the amplitude multiplier $`\beta _0=\ddot{\varphi }(0)\omega ^3R^1(0)=1`$. The initial velocities of string points correspond to rotating in $`xy`$-plane at the angular velocity $`\stackrel{}{\omega }=\{0;0;\omega \}`$, $`\omega =1/\sqrt{2}`$:
$$v^\mu (\lambda )=\{1;\stackrel{}{v}(\lambda )\},\stackrel{}{v}(\lambda )=\left[\stackrel{}{\omega }\times \stackrel{}{\rho }(\lambda )\right]$$
(24)
The initial speed of the moving end $`|\stackrel{}{v}(\lambda _2)|=v_{}=\omega R(0)=1/\sqrt{2}`$ satisfies the relation
$$v_{}^2+\omega v_{}m_i/\gamma =1$$
(25)
$`(i=2)`$, that is valid for the rotational motion (4)
In Figs. 2a, b the positions of the string in $`xy`$-plane (sections $`t=`$const of the world surface) are shown. They are numbered in order of increasing $`t`$ with the step in time $`\mathrm{\Delta }t=0.2`$ and these numbers are near the position of the moving quark marked by the small circle. The first turn of the string is shown in Fig. 2a and the fourth one (after the missed time interval) is represented in Fig. 2b. We can see that main features of the motion are kept: the string rotates and its shape (slightly deviating from straightness) changes quasiperiodically.
The evolution of this shape is shown in details in Fig. 2c, where the first 9 curves from Fig. 2a (with the same step $`\mathrm{\Delta }t=0.2`$) are turned in $`xy`$-plane so that the 2-nd end of each curve lies on the axis of abscissas. In other words the curves in Fig. 2c are the string positions in the frame of reference rotating with the string. One may conclude that the shape (6) of the string is not conserved with growing time. Changing the shape looks like spreading waves along the string (that uniformly rotates). Drawing other curves in this manner we see that the disturbances of the shape do not grow with growing time $`t`$. This also concerns of the distance $`R(t)`$ between the quarks shown in Fig. 2d. The distance $`R(t)`$ vary quasiperiodically near the initial value $`R(0)=1`$. It is interesting that the period $`T_R4.75`$ of varying $`R`$ does not coincide with the rotational period $`T=2\pi /\omega 8.886`$ and the period $`T_s2`$ of changing the string shape. This hierarchy of the periods or frequencies and the graphs in Fig. 2e will be clarified below.
The picture of motion (including the behavior of $`R`$ and the string shape) is similar for various values of $`\omega `$, $`R(0)`$, $`m_2`$ connected by Eq. (25), and for various amplitudes $`\beta _0`$ of the disturbance (6). If $`\beta _0`$ is small enough the string motion is visually identical with the pure rotational one. But the disturbance of the string shape does not keep its form. So we may conclude that the expressions (5), (6) from Ref. do not describe a motion of the curved string during an appreciable time interval.
The problem of searching the quasirotational motions of the curved string, for which the string shape behaves like stationary waves is solved in this paper with the more convenient (in comparison with Ref. ) analytical approach. This method also confirms analytically the numerical investigation of the stability problem for the rotational motions.
For this purpose we consider the string with the infinitely heavy end $`m_2\mathrm{}`$ (or with the fixed end in the frame of reference moving at the velocity $`U_2^\mu =`$const) for the sake of simplicity. It is convenient to use the unit velocity vector of the moving end
$$U_1^\mu (\tau )U^\mu (\tau ),U^2(\tau )=1$$
(26)
for describing the string motion because the world surface is totally determined from the given function $`U^\mu (\tau )`$ and the value $`\gamma /m_1`$ with using the formulas
$$\mathrm{\Psi }_\pm ^\mu (\tau )=m_1\gamma ^1\left[\sqrt{U^2(\tau )}U^\mu (\tau )\pm U^\mu (\tau )\right].$$
(27)
If we substitute the analog of Eq. (23) for the second end
$$\mathrm{\Psi }_+^\mu (\tau )=P_\nu ^\mu \mathrm{\Psi }_{()}^\nu ,P_\nu ^\mu =2U_2^\mu U_{2\nu }\delta _\nu ^\mu ,m_2\mathrm{}$$
and Eq. (27) into Eq. (18), we get the relation
$$U^\mu (\tau )=(\delta _\nu ^\mu U^\mu U_\nu )P_\kappa ^\nu \left[\sqrt{U_{()}^2}U_{()}^\kappa U_{()}^\kappa \right].$$
(28)
Here and below $`{}_{()}{}^{}(\tau 2\pi )`$, the argument $`(\tau )`$ may be omitted.
The vector-function $`U^\mu (\tau )`$ given in a segment with the length $`2\pi `$ (if $`\gamma /m_1`$, $`U_2^\mu `$ are also given) contains all information about this motion of the system . Indeed, the system of ordinary differential equations with shifted argument (28) let us continue $`U^\mu (\tau )`$ beyond the given initial segment and obtain the world surface with using Eqs. (27) and (12).
For the rotational motion (4) the velocity of the moving quark satisfying Eq. (28) may be written in the form
$$\overline{U}^\mu (\tau )=\mathrm{\Gamma }\left[e_0^\mu +v_0\stackrel{ยด}{e}^\mu (\tau )\right],\mathrm{\Gamma }=(1v_0^2)^{1/2}.$$
(29)
Here $`v_0=v_{}=\mathrm{sin}\pi \theta `$ is the constant speed of this quark; $`\stackrel{ยด}{e}^\mu =\theta ^1\frac{d}{d\tau }e^\mu (\tau )`$, $`e^\mu =e_1^\mu \mathrm{cos}\theta \tau +e_2^\mu \mathrm{sin}\theta \tau `$ are unit space-like rotating vectors, $`\theta =\omega b=\pi ^1\mathrm{arcsin}v_0=`$const is the โfrequencyโ with respect to $`\tau `$, the ends are renumerated in comparison with Eq. (4). The 2-nd quark in this frame of reference is at rest: $`U_2^\mu =e_0^\mu `$.
To study the stability of the rotational motion (4) we consider arbitrary small disturbances of this motion or of the vector (29) in the form
$$U^\mu (\tau )=\overline{U}^\mu (\tau )+u^\mu (\tau ).$$
(30)
The disturbance $`u^\mu (\tau )`$ is given in the initial segment, for example, $`I=[2\pi ,0]`$; it is to be small $`|u^\mu |1`$ (we neglect the second order terms) and satisfies the condition
$$(\overline{U}(\tau ),u(\tau ))=0,$$
(31)
resulting from Eq. (26) for both $`U^\mu `$ and $`\overline{U}^\mu `$.
Substituting expressions (30), (29) into Eq. (28) we obtain the equation describing the evolution of $`u^\mu `$
$`u^\mu `$ $`+`$ $`Qu^\mu +\overline{U}^\mu (\overline{U}^{},u)=(\delta _\nu ^\mu \overline{U}^\mu \overline{U}_\nu )P_\kappa ^\nu \left[Qu_{()}^\kappa u_{()}^\kappa \right]`$ (32)
$`+`$ $`Q^1\left[(1+2v_0^2)\overline{U}^\mu P_\nu ^\mu \overline{U}_{()}^\nu \right](\overline{U}_{()}^{},u_{()}^{}),`$ (33)
where
$$Q=\sqrt{\overline{U}^2}=\mathrm{\Gamma }\theta v_0=\frac{v_0\mathrm{arcsin}v_0}{\pi \sqrt{1v_0^2}}=\text{const}.$$
Projecting the disturbance $`u^\mu `$ onto the basic vectors $`e_0^\mu `$, $`e^\mu (\tau )`$, $`\stackrel{ยด}{e}^\mu (\tau )`$, $`e_3^\mu `$ we denote its three independent components in the following manner:
$$u_0(\tau )=(e_0,u),u_e(\tau )=(e,u),u_z(\tau )=(e_3,u).$$
The fourth component is expressed due to Eq. (31): $`(\stackrel{ยด}{e},u)=v_0^1u_0`$. Considering corresponding projections one can transform the system (33) into the following one:
$`u_0^{}+Qu_0\mathrm{\Gamma }Qu_e`$ $`=`$ $`u_{0()}^{}Qu_{0()}\mathrm{\Gamma }Qu_{e()},`$ (34)
$`u_e^{}+Qu_e+\theta v_0^1u_0`$ $`=`$ $`u_{e()}^{}+Qu_{e()}+F(u_{0()}),`$ (35)
$`u_z^{}+Qu_z`$ $`=`$ $`u_{z()}^{}Qu_{z()},`$ (36)
where $`F(u_{0()})=\theta (v_0^1+2v_0)u_{0()}2\sqrt{1v_0^2}u_{0()}^{}`$.
Eq. (36) for $`z`$-axial disturbances is independent on others and may be easily solved: if $`u_z(\tau )`$ is given in the initial segment $`I=[2\pi ,0]`$, the continuation of this function for $`\tau >0`$ is \[here $`\mathrm{\Delta }u_z=u_z(0)u_z(2\pi )`$\]:
$$u_z(\tau )=u_{z()}+e^{Q\tau }\left[\mathrm{\Delta }u_z2Q_0^\tau e^{Q\stackrel{~}{\tau }}u_{z()}๐\stackrel{~}{\tau }\right].$$
(37)
The pure harmonic solutions (37) $`u_z(\tau )=e^{i\vartheta \tau }`$ exist if the โfrequencyโ $`\vartheta `$ satisfies the relation
$$\vartheta /Q=\mathrm{cot}\pi \vartheta ,$$
(38)
resulting from substitution $`u_z=e^{i\vartheta \tau }`$ into Eq. (36). The transcendental Eq. (38) has the countable set of roots $`\vartheta _n`$, $`n1<\vartheta _n<n`$, the minimal positive root $`\vartheta _1=\theta =\pi ^1\mathrm{arcsin}v_0`$. These pure harmonic $`z`$-disturbances corresponding to various $`\vartheta _n`$ result in the following correction to the motion (4) \[due to Eqs. (27), (12) there is only $`z`$ or $`e_3^\mu `$ component of the correction\]:
$$X^3(\tau ,\sigma )=B\mathrm{sin}\vartheta _n\sigma \mathrm{cos}(\vartheta _n\tau +\phi _0).$$
(39)
Here the string ends have been again renumerated so $`\sigma =0`$ corresponds to the fixed end as in Eq. (4). The amplitude $`B`$ is to be small in comparison with $`\omega ^1`$.
Expression (39) describes oscillating string in the form of orthogonal (with respect to the rotational plane) stationary waves with $`n1`$ nodes in the interval $`0<\sigma <\pi `$. Note that the moving quark is not in a node, it oscillates along $`z`$-axis at the frequency $`\omega _n=\omega \vartheta _n/\theta `$. The shape $`F=B\mathrm{sin}\vartheta _n\sigma `$ of the $`z`$-oscillation (39) is not pure sinusoidal with respect to the distance $`s=\omega ^1\stackrel{~}{\sigma }=\omega ^1\mathrm{sin}\theta \sigma `$ from the center to a point โ$`\sigma `$โ:
$$F(s)=B\mathrm{sin}(\vartheta _n\theta ^1\mathrm{arcsin}\omega s),0sv_0/\omega .$$
(40)
If $`n=1`$ this dependence is linear. In this trivial case the motion is pure rotational (4) with a small tilt of the rotational plane. But the motions (39) with excited higher harmonics $`n=2,3,\mathrm{}`$ are non-trivial.
Eq. (36), its harmonic solutions, the โfrequenciesโ $`\vartheta _n`$ as roots of Eq. (38) were investigated in Refs. where the motions of the meson string with linearizable boundary conditions (9) were studied and classified. Those solutions (in $`3+1`$ \- dimensional Minkowski space) with $`\vartheta _n`$, $`n2`$ described the exotic motions of the $`n1`$ times folded rectilinear string with $`n1`$ points moving at the speed of light. But in Eq. (39) these higher harmonics became apparent as (much more physical) excitations of the rotating string.
It was shown in Ref. that any smooth function $`u(\tau )`$ in a segment $`I`$ with the length $`2\pi `$ may be expanded in the series
$$u(\tau )=\underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}u_n\mathrm{exp}(i\vartheta _n\tau ),\tau I=[\tau _0,\tau _0+2\pi ].$$
(41)
So if we expand any given disturbance $`u_z(\tau )`$ in the initial segment $`I`$, we obtain the solution (37) of Eq. (36) in the form (41) for all $`\tau R`$. If the initial function $`u_z(\tau )`$ satisfies Eq. (36) at the ends of $`I`$, $`u_z(\tau )C^2(I)`$, this series converges absolutely in $`I`$, hence its sum (41) is a limited function for all $`\tau R`$. This is the proof of stability of the rotational motions (4) for the string with fixed end with respect to the $`z`$-oscillations.
In Fig. 2 we observe another type of oscillations. These planar disturbances are described by Eqs. (34), (35). Their solutions in the form $`u_0=\beta _0e^{i\mathrm{\Theta }\tau }`$, $`u_e=\beta _1e^{i\mathrm{\Theta }\tau }`$ exist only if the โfrequencyโ $`\mathrm{\Theta }`$ satisfies the equation
$$\mathrm{\Theta }^2Q^2(1+v_0^2)=2Q\mathrm{\Theta }\mathrm{cot}\pi \mathrm{\Theta },$$
(42)
The roots of Eq. (42) $`\mathrm{\Theta }_n(n1,n)`$, $`n1`$ behave like the roots $`\vartheta _n`$ of Eq. (38) but $`\mathrm{\Theta }_n>\vartheta _n`$. The disturbances (30) $`u^\mu =\beta ^\mu \mathrm{exp}(i\mathrm{\Theta }_n\tau )`$ correspond to the following small ($`B\omega ^1`$) harmonic planar oscillations or planar stationary waves:
$`X^\mu `$ $`=`$ $`e_0^\mu t+e^\mu (\tau )\left[\omega ^1\mathrm{sin}\theta \sigma +Bf_r(\sigma )\mathrm{cos}\mathrm{\Theta }_n\tau \right]`$ (43)
$`+`$ $`B\left[e_0^\mu f_0(\sigma )+\stackrel{ยด}{e}^\mu (\tau )f_s(\sigma )\right]\mathrm{sin}\mathrm{\Theta }_n\tau ,`$ (44)
$`f_0`$ $`=`$ $`2(\theta ^2\mathrm{\Theta }_n^2)\mathrm{cos}\mathrm{\Theta }_n\sigma ,B={\displaystyle \frac{m_i\beta _0}{2\gamma (\mathrm{\Theta }_n^2\theta ^2)\mathrm{sin}\pi \mathrm{\Theta }_n}},`$ (45)
$`f_s`$ $`=`$ $`(\mathrm{\Theta }_n+\theta )^2\mathrm{sin}(\mathrm{\Theta }_n\theta )\sigma (\mathrm{\Theta }_n\theta )^2\mathrm{sin}(\mathrm{\Theta }_n+\theta )\sigma ,`$ (46)
$`f_r`$ $`=`$ $`(\mathrm{\Theta }_n+\theta )^2\mathrm{sin}(\theta \mathrm{\Theta }_n)\sigma (\mathrm{\Theta }_n\theta )^2\mathrm{sin}(\mathrm{\Theta }_n+\theta )\sigma .`$ (47)
The shape of these stationary waves in the co-rotating frame of reference (where the axes $`x`$ and $`y`$ are directed along $`e^\mu `$ and $`\stackrel{ยด}{e}^\mu `$) is approximately described by the function $`B\left[f_s(\sigma )f_0(\sigma )\mathrm{sin}\theta \sigma \right]`$ if the deflection is maximal. These shapes $`F=F_n(s)`$ for $`n=1,2,3,4`$ are shown in Fig. 2e with indicated numbers $`n`$. For each $`n`$ this curved string oscillates at the frequency $`\omega _n=\omega \mathrm{\Theta }_n/\theta `$, it has $`n1`$ nodes in $`(0,\pi )`$ (which are not strictly fixed because $`f_0`$ and $`f_r`$ are non-zero) and the moving quark is not in a node, especially for the main mode with $`n=1`$. The latter feature \[similar to the motion (39)\] radically differs from that in expression (6) where the disturbance in this endpoint is forcedly nullified. Note that Eq. (44) describes both the deflection of this endpoint $`B\stackrel{ยด}{e}^\mu f_s(\pi )\mathrm{sin}\mathrm{\Theta }_n\tau `$ and its radial motion $`Be^\mu f_r(\pi )\mathrm{cos}\mathrm{\Theta }_n\tau `$.
Any smooth disturbance $`u(\tau )`$ may be expanded in the series similar to Eq. (41) with the roots $`\mathrm{\Theta }_n`$ of Eq. (42) . So any quasirotational motion of this sting, in particular, the motion in Fig. 2 is the superposition of the stationary waves (44) and (for nonplanar motions) (39). This fact let us conclude, that the rotational motions (4) for the considered model are stable, and explain the above mentioned problem with the โhierarchy of the periodsโ for the example in Fig. 2. Now, when we expand this solution in the combination of expressions (44), it becomes obvious that the radial period $`T_R`$ (Fig. 2e) corresponds the main โfrequencyโ $`\mathrm{\Theta }_10.463`$ with the background of higher harmonics, whereas the โshapeโ period $`T_s`$ is connected mainly with the following โfrequencyโ $`\mathrm{\Theta }_21.149`$, because the string shape for the mode $`\mathrm{\Theta }_1`$ is more close to rectilinear one (Fig. 2e) and it is โnot observableโ in Fig. 2c. Remind that $`T_R\mathrm{\Theta }_1=T_s\mathrm{\Theta }_2=T\theta `$ where $`T`$ is the rotational period and $`\theta =0.25`$.
The obtained results are generalized for the string with both finite masses $`0m_1,m_2<\mathrm{}`$ at the ends. For this purpose we are to substitute the disturbed expression (30) into Eqs. (18) โ (21), (27) and deduce the equations generalizing Eqs. (33). The search of their oscillatory solutions $`u^3=B_z\mathrm{exp}(i\vartheta \tau )`$, $`u^\mu =B^\mu \mathrm{exp}(i\mathrm{\Theta }\tau )`$ results in the following generalizations of Eqs. (38) and (42):
$`(\vartheta Q_1Q_2/\vartheta )/(Q_1+Q_2)`$ $`=`$ $`\mathrm{cot}\pi \vartheta ,`$ (48)
$`{\displaystyle \frac{\mathrm{\Phi }_1(\mathrm{\Theta })\mathrm{\Phi }_2(\mathrm{\Theta })4Q_1Q_2\mathrm{\Theta }^2}{2\mathrm{\Theta }\left[Q_1\mathrm{\Phi }_2(\mathrm{\Theta })+Q_2\mathrm{\Phi }_1(\mathrm{\Theta })\right]}}`$ $`=`$ $`\mathrm{cot}\pi \mathrm{\Theta },`$ (49)
where $`Q_i=\theta v_i/\sqrt{1v_i^2}`$, $`v_i`$ are the constant speeds of the ends for Eq. (4), $`\mathrm{\Phi }_i(\mathrm{\Theta })=\mathrm{\Theta }^2Q_i^2(1+v_i^2)`$. Corresponding disturbances of the rotational motion (4) are the stationary waves behaving similar to Eqs. (39), (44). In particular, in Eq. (39) one should substitute $`\mathrm{sin}\vartheta _n\sigma `$ for $`\mathrm{cos}(\vartheta _n\sigma +\varphi _n)`$. In this case the endpoints also oscillate at satisfying Eqs. (48), (49) โfrequenciesโ $`\vartheta _n`$ or $`\mathrm{\Theta }_n`$.
All roots of Eqs. (48), (49) are real numbers. Hence, amplitudes of these harmonics are not increasing (and not decreasing) and the quasirotational motions constructed as combinations of these harmonics are stable (but they are not asymptotically stable). Note that the minimal positive root of both Eqs. (48) and (49) equals $`\theta =\omega b`$. In both cases the corresponding solutions are trivial: they describe a small tilt of the rotational plane or a small shift of the rotational center in this plane.
The obtained oscillatory motions may be simulated numerically when we solve the IBVP with the initial data corresponding to the excitation only one mode. Such an example for the string with the masses $`m_1=2`$, $`m_2=1`$ at the ends and $`\gamma =1`$, $`\mathrm{\Delta }t=0.1`$ is represented in Fig. 3: the first 20 positions of the string are in Fig. 3a and the following ones after 3 turns of the system are in Fig. 3b. The first quark is marked by the point. Here the initial position is close to the rectilinear segment with the lengths of its two parts $`R_10.179`$, $`R_2=0.3`$ connected with $`\omega 1.6`$ by Eq. (25) where $`v_{}=v_i=\omega R_i`$. The corresponding value $`\theta 0.252`$ is the first positive root of Eq. (48). These roots may be seen in Fig. 3c, where the l. h. s. of Eq. (48) is shown as dash line, its analog for Eq. (49) is the blue full line and the graph of $`\mathrm{cot}\pi \mathrm{\Theta }`$ is the red line.
The initial string position (the curve 1 in Fig. 3a) is the rectilinear segment but the initial velocities are disturbed in comparison with Eq. (24): $`\stackrel{}{v}=\left[\stackrel{}{\omega }\times \stackrel{}{\rho }\right]+\delta \stackrel{}{v}(\lambda )`$. The disturbance $`\delta \stackrel{}{v}`$ corresponds to the form of the second planar oscillatory harmonic connected with the root $`\mathrm{\Theta }_21.1277`$ of Eq. (49). The shapes of these harmonics for $`\mathrm{\Theta }_10.4458`$, $`\mathrm{\Theta }_2`$, $`\mathrm{\Theta }_32.0669`$, $`\mathrm{\Theta }_43.045`$ with indicated numbers are shown in Fig. 3d. Fig. 3e illustrates the shapes of the curved string with the step $`\mathrm{\Delta }t=0.05`$ in the co-rotating (at the frequency $`\omega `$) frame of reference, the initial shape is the rectilinear red dash line. In Fig. 3f the deflection $`\delta (t)`$ of the string shape from rectilinear one (measured in the middle of the string) is shown and also the distance $`R(t)`$ between the quarks (the red dash line).
Arbitrary slightly disturbed rotational motions may also be obtained as solutions of the IBVP with certain initial data. Numerical experiments show their stability and that they are always superpositions of the above described stationary waves.
The stability problem for the rotational motions for the string baryon models $`q`$-$`q`$-$`q`$, Y and $`\mathrm{\Delta }`$ (Fig. 1) is more complicated one in comparison with that for the meson string model. We shall consider all string baryon configurations in turn starting from the model โtriangleโ .
## II โTriangleโ baryon model
This configuration may be regarded as a closed relativistic string with the tension $`\gamma `$ carrying three pointlike masses $`m_1`$, $`m_2`$, $`m_3`$ . In action (1) for the โtriangleโ model $`N=3`$ and the domain $`\mathrm{\Omega }`$ is divided by the quark trajectories into three domains: $`\mathrm{\Omega }=\mathrm{\Omega }_0\overline{\mathrm{\Omega }}_1\mathrm{\Omega }_2`$, $`\mathrm{\Omega }_i=\{(\tau ,\sigma ):\sigma _i(\tau )<\sigma <\sigma _{i+1}(\tau )\}`$ (Fig. 4). The equations $`\sigma =\sigma _0(\tau )`$ and $`\sigma =\sigma _3(\tau )`$ determine the trajectory of the same (third) quark. It is connected with the fact that string is closed (so the world surface is tube-like) and may be written in the following general form :
$$X^\mu (\tau ,\sigma _0(\tau ))=X^\mu (\tau ^{},\sigma _3(\tau ^{})).$$
(50)
The parameters $`\tau `$ and $`\tau ^{}`$ in these two parametrizations of just the same line are not equal in general.
The equations of string motion and the boundary conditions at three quark trajectories result from action (1) . Derivatives of $`X^\mu `$ can have discontinuities on the lines $`\sigma =\sigma _i(\tau )`$ (except for tangential). However, by choosing coordinates $`\tau `$, $`\sigma `$ the induced metric on all the world surface may be made continuous and conformally flat , i.e. satisfying the orthonormality conditions (7). Under these conditions the equations of motion for all $`\mathrm{\Omega }_i`$ take the form (8) and the boundary conditions are
$`m_i{\displaystyle \frac{d}{d\tau }}U_i^\mu (\tau )`$ $``$ $`\gamma \left[X^{}{}_{}{}^{\mu }+\sigma _i^{}(\tau )\dot{X}^\mu \right]|_{\sigma =\sigma _i+0}`$ (51)
$`+`$ $`\gamma \left[X^{}{}_{}{}^{\mu }+\sigma _i^{}(\tau )\dot{X}^\mu \right]|_{\sigma =\sigma _i0}=0,`$ (52)
where the same notation $`U_i^\mu `$ for the unit velocity vector of $`i`$-th quark is used. In accordance with Eq. (50) for the 3-rd quark one should put $`\sigma =\sigma _0(\tau )`$ in the second term of Eq. (52) and replace $`\tau `$ by $`\tau ^{}`$ in the last term.
At this stage we have five undetermined functions in this model: $`\tau ^{}(\tau )`$ in the closure condition (50) and four trajectories $`\sigma _i(\tau )`$, $`i=0,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}2},\mathrm{\hspace{0.17em}3}`$. Using the invariance of Eqs. (7), (8), (52) with respect to the reparametrizations (11) we fix two of these functions as follows (Fig. 4):
$$\sigma _0(\tau )=0,\tau ^{}(\tau )=\tau .$$
(53)
The remaining three functions will be calculated with solving the IBVP.
The first Eq. (53) may be obtained by the substitution (11) with the required $`f_+`$ and $`f_{}(\eta )=\eta `$. At the second step one can get the equality $`\tau ^{}=\tau `$ by repeating the procedure (11) with the function $`f_+=f_{}f`$ that satisfies the condition
$$2f(\tau )=f\left(\tau ^{}(\tau )+\sigma _3(\tau )\right)+f\left(\tau ^{}(\tau )\sigma _3(\tau )\right).$$
The constraint $`\tau ^{}(\tau )=\tau `$ (that is the closure of any coordinate line $`\tau =`$const on the world surface) was not fulfilled in Refs. .
Because of discontinuities of $`X^\mu `$ at $`\sigma =\sigma _i(\tau )`$ the general solutions of Eq. (8) in three domains $`\mathrm{\Omega }_i`$ are described by three different functions ($`i=0,1,2`$)
$$X^\mu (\tau ,\sigma )=\frac{1}{2}\left[\mathrm{\Psi }_{i+}^\mu (\tau +\sigma )+\mathrm{\Psi }_i^\mu (\tau \sigma )\right],(\tau ,\sigma )\mathrm{\Omega }_i.$$
(54)
Nevertheless, the function $`X^\mu `$ (with the tangential derivatives) is continuous in $`\mathrm{\Omega }`$.
The initial-boundary value problem (IBVP) for the โtriangleโ string configuration is stated similarly to that for the meson model in Sect. I. The procedure of its solving is briefly described below. One can find the details in e-print .
An initial position of the string can be given as the curve (13) in Minkowski space but for the $`\mathrm{\Delta }`$-model $`\lambda [\lambda _0,\lambda _3]`$ and this curve is closed: $`\rho ^\mu (\lambda _0)=\rho ^\mu (\lambda _3)`$. The function $`\rho ^\mu (\lambda )`$ is piecewise smooth, $`\rho ^\mu `$ may have discontinuities at the quark positions $`\lambda =\lambda _1,\lambda _2`$.
Initial velocities on the initial curve can be given as a time-like vector $`v^\mu (\lambda )`$, $`\lambda [\lambda _0,\lambda _3]`$, $`v^\mu (\lambda )`$ may be multiplied by an arbitrary scalar function $`\varphi (\lambda )>0`$. The condition $`v^\mu (\lambda _0)=v^\mu (\lambda _3)`$const is fulfilled.
To solve the problem we use the parametrization (14), (15), $`\lambda [\lambda _0,\lambda _3]`$ of the initial curve on the world surface (Fig. 4) and the formulas (17) for determining the functions $`\mathrm{\Psi }_{i\pm }^\mu `$ from the initial data in the finite segments
$`\mathrm{\Psi }_{i+}^\mu (\xi ),`$ $`\xi [\stackrel{ห}{\tau }(\lambda _i)+\stackrel{ห}{\sigma }(\lambda _i),\stackrel{ห}{\tau }(\lambda _{i+1})+\stackrel{ห}{\sigma }(\lambda _{i+1})],`$ (55)
$`\mathrm{\Psi }_i^\mu (\xi ),`$ $`\xi [\stackrel{ห}{\tau }(\lambda _{i+1})\stackrel{ห}{\sigma }(\lambda _{i+1}),\stackrel{ห}{\tau }(\lambda _i)\stackrel{ห}{\sigma }(\lambda _i)],`$ (56)
that lets us find the solution of the problem in the form (54) in the zones $`D_i`$ shown in Fig. 4. In these zones bounded by the initial curve and the characteristic lines $`\tau \sigma \stackrel{ห}{\tau }(\lambda _i)\stackrel{ห}{\sigma }(\lambda _i)`$, $`\tau +\sigma \stackrel{ห}{\tau }(\lambda _{i+1})+\stackrel{ห}{\sigma }(\lambda _{i+1})`$ the solution depends only on initial data without influence of the boundaries. In others parts of the domains $`\mathrm{\Omega }_i`$ the solution is obtained with the help of the boundary conditions (52) which may be reduced to the form
$`U_i^\mu `$ $`=`$ $`\gamma m_i^1\left[\delta _\nu ^\mu U_i^\mu (\tau )U_{i\nu }(\tau )\right]`$ (57)
$`\times `$ $`{\displaystyle \frac{d}{d\tau }}\left[\mathrm{\Psi }_{i+}^\nu (\tau +\sigma _i)+\mathrm{\Psi }_{(i1)}^\nu (\tau \sigma _i)\right].`$ (58)
For $`i=3`$ in Eq. (58) one should replace $`\mathrm{\Psi }_{3+}^\mu (\tau +\sigma _3)`$ by $`\mathrm{\Psi }_{0+}^\mu (\tau )`$ in accordance with Eqs. (50) and (53).
Integrating systems (58) with the initial conditions (22), $`i=1,2,3`$ we can determine unknown vector functions $`U_i^\mu (\tau )`$ for $`\tau [\stackrel{ห}{\tau }(\lambda _i),\tau _i^c]`$ with the help of the functions $`\mathrm{\Psi }_{i\pm }^\mu `$ known in the segments (56) from the initial data. Here $`\tau _i^c`$ are (minimal) ordinates of the points in which the trajectories $`\sigma =\sigma _i(\tau )`$ cross the characteristic lines $`\tau \pm \sigma =`$const (Fig. 4). However we can continue this procedure for $`\tau >\tau _i^c`$ if for every value of $`\tau `$ \[after calculating $`U_i^\mu `$ from Eq. (58)\] we determine $`\mathrm{\Psi }_{i\pm }^\mu `$ outside segments (56) from the equations ($`i=1,2`$)
$`\mathrm{\Psi }_{(i1)+}^\mu (\tau +\sigma _i)=\mathrm{\Psi }_{i+}^\mu (\tau +\sigma _i)`$ $`{\displaystyle \frac{m_i}{\gamma }}U_i^\mu (\tau )+`$ $`C_i^+,`$ (59)
$`\mathrm{\Psi }_i^\mu (\tau \sigma _i)=\mathrm{\Psi }_{(i1)}^\mu (\tau \sigma _i)`$ $`{\displaystyle \frac{m_i}{\gamma }}U_i^\mu (\tau )+`$ $`C_i^{}.`$ (60)
They are obtained from Eqs. (52), (54) and from continuity of $`X^\mu `$ . The similar relations for $`i=3`$ are
$`\mathrm{\Psi }_{2+}^\mu (\tau +\sigma _3)=\mathrm{\Psi }_{0+}^\mu (\tau )m_3\gamma ^1U_3^\mu (\tau )+C_3^+,`$
$`\mathrm{\Psi }_0^\mu (\tau )=\mathrm{\Psi }_2^\mu (\tau \sigma _3)m_3\gamma ^1U_3^\mu (\tau )+C_3^{}.`$
The constants of integration $`C_i^\pm `$ are fixed from Eq. (15).
For solving the system (58) we are to determine the functions $`\sigma _i(\tau )`$ for $`\tau >\stackrel{ห}{\tau }(\lambda _i)`$. Multiplying $`U_i^\mu (\tau )`$ by $`\frac{d}{d\tau }\mathrm{\Psi }_{j\pm }^\mu (\tau \pm \sigma _i)`$ we obtain the equalities
$$(1\sigma _i^{})(U_i,\mathrm{\Psi }_{(i1)}^{}(\tau \sigma _i))=(1+\sigma _i^{})(U_i,\mathrm{\Psi }_{i+}^{}(\tau +\sigma _i))$$
which let us express $`\sigma _i^{}`$ in the following way (separately for $`i=1,2`$ and $`i=3`$):
$`{\displaystyle \frac{d\sigma _i}{d\tau }}`$ $`=`$ $`{\displaystyle \frac{(U_i,[\mathrm{\Psi }_{(i1)}^{}(\tau \sigma _i)\mathrm{\Psi }_{i+}^{}(\tau +\sigma _i)])}{(U_i,[\mathrm{\Psi }_{(i1)}^{}(\tau \sigma _i)+\mathrm{\Psi }_{i+}^{}(\tau +\sigma _i)])}},`$ (61)
$`{\displaystyle \frac{d\sigma _3}{d\tau }}`$ $`=`$ $`1{\displaystyle \frac{(U_3,\mathrm{\Psi }_{0+}^{}(\tau ))}{(U_3,\mathrm{\Psi }_2^{}(\tau \sigma _3))}}.`$ (62)
Here $`U_i^\mu U_i^\mu (\tau )`$.
Eqs. (58) โ (61) allow us to continue the functions $`\mathrm{\Psi }_{i\pm }^\mu `$ unambiguously beyond the segments (56). This algorithm solves (numerically in general) the considered IBVP with arbitrary initial conditions $`\rho ^\mu (\lambda )`$, $`v^\mu (\lambda )`$.
For the model โtriangleโ the exact solutions of Eqs. (8), (7), (50), (52) describing rotational motions of the system (with hypocycloidal segments of the strings between the quarks) are obtained in Refs. . World surfaces with the parametrization $`\sigma _i(\tau )=\sigma _i=`$const and the form of closure condition (50) $`\tau ^{}\tau =T=`$const may be represented as follows ($`X^1x`$, $`X^2y`$):
$$X^0=\tau \alpha \sigma ,X^1+iX^2=w(\sigma )e^{i\omega \tau }.$$
(63)
Here $`w(\sigma )=A_i\mathrm{cos}\omega \sigma +B_i\mathrm{sin}\omega \sigma `$, $`\sigma [\sigma _i,\sigma _{i+1}]`$; $`\alpha =T/(\sigma _3\sigma _0)=`$const, $`\omega `$ is the angular frequency of this rotation. Real ($`\sigma _i`$, $`T`$, $`\omega `$, $`m_i/\gamma `$) and complex ($`A_i`$, $`B_i`$) constants are connected by certain relations . There are many topologically different typesThe so called exotic states contain string points moving at the speed of light. of solutions (63) but we shall consider motions close to the simple states in which three quarks are connected by smooth segments of hypocycloids.
The simple motions (63) may be obtained by solving the IBVP with corresponding initial data. To research the stability of these motions we consider here the disturbed initial conditions $`\rho ^\mu (\lambda )`$ and $`v^\mu (\lambda )`$. With an illustrative view in Fig. 5 the example of such a motion \[close to the simple state (63)\] of the โtriangleโ configuration is represented. Here the initial string position is the rectilinear equilateral triangle with the base $`a=0.5`$ and the altitude $`h=0.33`$ in the $`xy`$-plain (position 1 in Fig. 5a). The initial velocities $`v^\mu (\lambda )`$ in the form (24) correspond to the uniform rotation of the system at the frequency $`\stackrel{}{\omega }=\{0;0;\omega \}`$, $`\omega =2`$ about the origin of coordinates. The quarks with masses $`m_1=1`$, $`m_2=1.5`$, $`m_3=1.2`$, $`\gamma =1`$ are placed at the corners of the triangle.
The results of computing are represented as projections of the world surface level lines $`t=X^0(\tau ,\sigma )=`$const onto the $`xy`$ plain as in Figs 2, 3 and numbered with the time step $`\mathrm{\Delta }t=0.15`$. The values $`\rho ^\mu (\lambda )`$ and $`v^\mu (\lambda )`$ are close to those which give the exact hypocycloidal solution (63) for this system (with the same $`m_i`$, $`\gamma `$ and $`\omega =2`$) describing the uniform rotation of the system with the string shape that is x-marked in Fig. 5a. The positions of the third quark with $`m_3=1.2`$ are marked by circles.
The further evolution of the system after one turn of the triangle is represented in Fig. 5b (one can find the omitted phases of this motion in Ref. ). In Fig. 5c the dependence of three mutual distances $`R_{ij}`$ between the three quarks on time $`t`$ is shown, in particular, $`R_{12}(t)`$ is denoted by the full line. In Fig. 5d the deflection $`\delta (t)`$ from rectilinearity of the string segment with $`R_{13}(t)`$ is shown. We see that when the system rotates the distances between the quarks and the configuration of the string segments fluctuate near the values corresponding to the motion (63) (x-marks in Fig. 5a).
This situation is typical for slightly disturbed rotational motions of the string baryon model โtriangleโ. Numerous tests (with various values $`m_i`$, the energy, $`\rho ^\mu (\lambda )`$, $`v^\mu (\lambda )`$ and various types of disturbances ) show that the simple rotational motions (63) are stable. That is small disturbances of the motions (initial conditions) do not grow with growing time.
Emphasize that the simple motions (63) are stable with respect to transforming into the โquark-diquarkโ states of the $`\mathrm{\Delta }`$ string configuration with merging two quarks into the diquark. It is shown in Ref. that such a transformation may be obtained only through very strong disturbances of the initial conditions, for example, by essential reducing one of the sides of the initial triangle. However, in this case the two nearest quarks do not merge but revolve with respect to each other.
When one of the quark masses $`m_i`$ is larger than the sum of two others the shape of the triangle configuration for the simple rotational motion (63) tends to a rectilinear segment with the position of the heaviest mass at the rotational center when the energy of the system decreases . In other words the $`\mathrm{\Delta }`$ configuration tends to the $`q`$-$`q`$-$`q`$ one. But the motion of the โtriangleโ model remains stable unlike that of the $`q`$-$`q`$-$`q`$ model described in the next section.
## III Linear string configuration
The dynamics of the linear ($`q`$-$`q`$-$`q`$) string baryon model is described by action (1) where $`N=3`$ and the domain $`\mathrm{\Omega }`$ is divided by the middle quark trajectory into two parts $`\mathrm{\Omega }_1`$ and $`\mathrm{\Omega }_2`$: $`\mathrm{\Omega }_i=\{(\tau ,\sigma ):\sigma _i(\tau )<\sigma <\sigma _{i+1}(\tau )\}`$, $`\sigma _1(\tau )<\sigma _2(\tau )<\sigma _3(\tau )`$ . The equations of string motion under conditions (7) may be reduced to the same form (8). The boundary conditions at the ends $`\sigma =\sigma _1`$ and $`\sigma =\sigma _3`$ look like Eqs. (9) but for the middle quark they take the form (52), $`i=2`$. At this line the derivatives of $`X^\mu `$ are not continuous in general.
Using the reparametrizations (11) we fix two (from three) functions $`\sigma _i(\tau )`$ in the form similar to (10): $`\sigma _1=0`$, $`\sigma _3=\pi `$. The third function $`\sigma _2(\tau )`$ is obtained from Eq. (61) with solving IBVP that is described in details in in Ref. . The main stages of this procedure are the same as in Sects. I, II: determining the functions $`\mathrm{\Psi }_{i\pm }^\mu `$, $`i=1,2`$ in Eq. (54) with the help of given $`\rho ^\mu (\lambda )`$, $`v^\mu (\lambda )`$ and Eq. (17) in the initial segments (56). The further continuation of $`\mathrm{\Psi }_{i\pm }^\mu `$ beyond (56) includes the equations similar to (18) - (21) for the endpoints (here $`i=3`$ for the second end) and Eqs. (58), (60) for the middle quark.
The rotational motion of the $`q`$-$`q`$-$`q`$ system is described by Eq. (4) but with the middle quark at the center of rotation. The authors of Ref. assumed that motion is unstable with respect to centrifugal moving away of the middle quark and transforming this configuration into the quark-diquark one. The numerical experiments were made in Ref. in accordance with the above scheme of solving the IBVP. They showed that the rotational motion of the $`q`$-$`q`$-$`q`$ system is unstable indeed. Any arbitrarily small disturbances of the initial data result in the complicated motion of the middle quark including its centrifugal moving away but the material points never merge and the configuration never transforms into $`q`$-$`qq`$ one on the classic level.
In Fig. 6 the example of such a motion of the $`q`$-$`q`$-$`q`$ system is represented (Figs. 6a โ 6d) in comparison with the similar motion of the model โtriangleโ (Figs. 6e โ 6g). For both models the quark masses are $`m_1=m_3=1`$, $`m_2=3`$, $`\mathrm{\Delta }t=0.15`$ the tension is $`\gamma _\mathrm{\Delta }=1`$ in the โtriangleโ and $`\gamma =2`$ in the $`q`$-$`q`$-$`q`$ configuration. The initial shape of the string is the rectilinear segment, for the $`\mathrm{\Delta }`$ configuration it is a particular case of the hypocycloidal motion (63). The initial velocities satisfies Eqs. (24), (25) where $`v_{}=v_0=0.5`$. The position of the middle quark (marked by the square) is slightly displaced with respect to the center of rotation so it uniformly moves at the initial stage (Figs. 6a, 6e) where the behavior if both systems practically coincides.
Further (starting with position 17 in Fig. 6b) one can see that in the $`q`$-$`q`$-$`q`$ model the middle heavy quark moves to the string end, while in the โtriangleโ model (Figs. 6f, 6g) it remains in the vicinity of the rotational center. The latter configuration is stable unlike the $`q`$-$`q`$-$`q`$ one. The axes are omitted here for saving in space.
But the minimal distance between the nearest two quarks for the $`q`$-$`q`$-$`q`$ system never equals zero. The middle quark begins to play a role of rotational center for this string segment (Fig. 6c) and then it returns to the center of the system (Fig. 6d) and the process recurs. Such a quasiperiodic motion of the $`q`$-$`q`$-$`q`$ system is the qualitatively universal result of the evolution for motions (4) with various types of disturbances .
## IV Three-string model
In the three-string baryon model or Y-configuration three world sheets (swept up by three segments of the relativistic string) are parametrized with three different functions $`X_i^\mu (\tau _i,\sigma )`$. It is convenient to use the different notations $`\tau _1`$, $`\tau _2`$, $`\tau _3`$ for the โtime-likeโ parameters . But the โspace-likeโ parameters are denoted here by the same symbol $`\sigma `$. These three world sheets are joined along the world line of the junction that may be set as $`\sigma =0`$ for all sheets without loss of generality (see below and Ref. ).
Under these notations the action of the three-string is close to (1):
$$S=\underset{i=1}{\overset{3}{}}๐\tau _i\left[\gamma \underset{0}{\overset{\sigma _i(\tau _i)}{}}\sqrt{g_i}๐\sigma +m_i\sqrt{\dot{x}_i^2(\tau _i)}\right].$$
(64)
This action with different $`\tau _i`$ generalizes the similar expressions in Refs. (where $`m_i=0`$) and in Ref. , where $`m_i0`$ but the class of motions is limited.
There is the additional boundary condition at the junction taking the form
$$X_1^\mu (\tau ,0)=X_2^\mu (\tau _2(\tau ),0)=X_3^\mu (\tau _3(\tau ),0),$$
(65)
if the parameters $`\tau _i`$ on the three world sheets are connected at this line in the following manner:
$$\tau _2=\tau _2(\tau ),\tau _3=\tau _3(\tau ),\tau _1\tau .$$
The equations of motion (2) and the boundary conditions for the junction and the quark trajectories are deduced from action (64). Using its invariance one may choose the coordinates in which the orthonormality conditions (7) are satisfied and string equations of motion for all $`X_i^\mu `$ take the form (8). The junction condition (65) unlike more rigid condition with $`\tau _1=\tau _2=\tau _3`$ on the junction line let us choose these coordinates independently on each world sheet. After this substitution (new coordinates are also denoted $`\tau _i,\sigma `$) the inner equations of the junction line will be more general $`\sigma =\sigma _{0i}(\tau _i)`$ (in comparison with the previous ones $`\sigma =0`$) and the boundary conditions in the junction and on the quark trajectories $`\sigma =\sigma _i(\tau _i)`$ will take the following form:
$`{\displaystyle \underset{i=1}{\overset{3}{}}}\left[X_i^\mu (\tau _i,\sigma _{0i})+\sigma _{0i}^{}(\tau _i)\dot{X}_i^\mu (\tau _i,\sigma _{0i})\right]\tau _i^{}(\tau )`$ $`=`$ $`0,`$ (66)
$`m_iU_i^\mu (\tau _i)+\gamma \left[X_i^\mu +\sigma _i^{}(\tau _i)\dot{X}_i^\mu \right]|_{\sigma =\sigma _i(\tau _i)}`$ $`=`$ $`0.`$ (67)
Here in Eq. (66) $`\tau _i=\tau _i(\tau )`$, $`\sigma _{0i}=\sigma _{0i}\left(\tau _i(\tau )\right)`$.
The reparametrizations similar to (11)
$$\stackrel{~}{\tau }_i\pm \stackrel{~}{\sigma }=f_{i\pm }(\tau _i\pm \sigma ),i=1,2,3$$
(68)
(with six arbitrary smooth monotone functions $`f_{i\pm }`$) keep invariance of Eqs. (7), (8), (66), (67). Choosing the functions $`f_{i\pm }`$ we can fix the equations of the junction and quark trajectories on each world sheet independently in the form (10)
$$\sigma _{0i}(\tau _i)=0,\sigma _i(\tau )=\pi ,i=1,2,3,$$
(69)
One can obtain the first Eq. (69) like that in Eq. (53) and the equalities $`\sigma _i=\pi `$ through the substitution (68) with $`f_{i+}=f_i`$ keeping invariance of the equation $`\sigma =0`$.
In this paper the parametrization satisfies the conditions (69) and (7). But the โtime parametersโ $`\tau _1`$, $`\tau _2`$ and $`\tau _3`$ in Eq. (65) are not equal in general. The possible alternative approach implies introducing the condition $`\tau _2(\tau )=\tau _3(\tau )=\tau `$ on the junction line (65) in conjunction with the condition $`\sigma _{0i}=0`$ (or $`\sigma _{0i}=`$const). But under these restrictions two of the functions $`\sigma _i(\tau )`$ on the quark trajectories are not equal to constants in general.
If under orthonormal gauge (7) we demand satisfying as conditions (69), as the equalities $`\tau _1=\tau _2=\tau _3`$ on the junction line (65) (as, for example, in Ref. ), then we actually restrict the class of motions of the system, which the model describes. In other words, not all physically possible motions satisfy the above mentioned conditions.
The proof of these statements in Ref. uses the fact that under restrictions (7) only reparametrizations (68) with the functions $`f_{i+}=f_i=f_i`$ satisfying the condition (16) keep Eqs. (69) . These functions have the properties: if $`f(\xi )`$ and $`g(\xi )`$ satisfy the conditions (16), then the inverse function $`f^1(\xi )`$ and the superposition $`f\left(g(\xi )\right)`$ also satisfy (16). To obtain the equalities $`\stackrel{~}{\tau }_2=\stackrel{~}{\tau }_3=\stackrel{~}{\tau }_1`$ on the junction line $`\sigma =0`$, we have to use transformations (68), (16) satisfying the relations $`\tau _i(\tau )=f_i^1\left(f_1(\tau )\right)`$, $`i=2,3`$. This is possible only if the functions $`\tau _2(\tau )`$, $`\tau _3(\tau )`$ satisfy conditions (16), which are not fulfilled for an arbitrary motion in general .
For describing an arbitrary motion of the three-string in the suggested approach the unknown functions $`\tau _i(\tau )`$ are determined from dynamic equations with solving the IBVP for this system. This approach is similar to the above-formulated one for other string models. In particular, for the Y configuration we have the general solution (54) where the index $`i`$ in $`\mathrm{\Psi }_{i\pm }^\mu `$ numerates the world sheets. Using the given initial position of the three-string in the form of three joined curves in Minkowski space
$$x^\mu =\rho _i^\mu (\lambda ),\lambda [0,\lambda _i],\rho _1^\mu (0)=\rho _2^\mu (0)=\rho _3^\mu (0)$$
and initial velocities $`v_i^\mu (\lambda )`$ we obtain the functions $`\mathrm{\Psi }_{i+}^\mu `$ and $`\mathrm{\Psi }_i^\mu `$ in the initial segments $`[0,\stackrel{ห}{\tau }_i(\lambda _i)+\pi ]`$ and $`[\stackrel{ห}{\tau }_i(\lambda _i)\pi ,0]`$ correspondingly from Eq. (17).
The functions $`\mathrm{\Psi }_{i\pm }^\mu `$ are to be continued with using the boundary conditions (65), (66), (67). In particular, the conditions on the quark trajectories (67) are reduced to the form (19), (21), (22):
$`U_i^\mu =\gamma m_i^1\left[\delta _\nu ^\mu U_i^\mu (\tau _i)U_{i\nu }(\tau _i)\right]\mathrm{\Psi }_i^\nu (\tau _i\pi ),`$ (70)
$`\mathrm{\Psi }_{i+}^\mu (\tau _i+\pi )=\mathrm{\Psi }_i^\mu (\tau _i\pi )2m_i\gamma ^1U_i^\mu (\tau _i).`$ (71)
Substituting Eq. (54) for $`X_i^\mu `$ into the boundary conditions in the junction (65), (66), (69) we express the function $`\mathrm{\Psi }_i^\mu (\tau _i)`$ through $`\mathrm{\Psi }_{i+}^\mu (\tau _i)`$:
$$\frac{d}{d\tau }\mathrm{\Psi }_i^\mu \left(\tau _i(\tau )\right)=\underset{j=1}{\overset{3}{}}T_{ij}\frac{d}{d\tau }\mathrm{\Psi }_{j+}^\mu \left(\tau _j(\tau )\right),$$
(72)
where $`T_{ij}=\{\begin{array}{cc}\hfill 1/3,& i=j\\ \hfill 2/3,& ij\end{array}`$.
Eqs. (72), (71) and (70) let us infinitely continue the functions $`\mathrm{\Psi }_{i\pm }^\mu `$ outside the initial segments if the functions $`\tau _2(\tau )`$ and $`\tau _3(\tau )`$ are known. They can be found with using the isotropy condition $`\mathrm{\Psi }_{i\pm }^2(\tau _i)=0`$ \[resulting from Eqs. (7)\] and the following consequences of Eqs. (65):
$$[\tau _i^{}(\tau )]^2(\mathrm{\Psi }_{i+}^{}(\tau _i),\mathrm{\Psi }_i^{}(\tau _i))=(\mathrm{\Psi }_{1+}^{}(\tau ),\mathrm{\Psi }_1^{}(\tau )).$$
Substituting $`\mathrm{\Psi }_i^\mu `$ from Eq. (72) into these relations we obtain the formulas for calculating the functions $`\tau _i(\tau )`$
$$\tau _2^{}(\tau )=\frac{(\mathrm{\Psi }_{1+}^{},\mathrm{\Psi }_{3+}^{})}{(\mathrm{\Psi }_{2+}^{},\mathrm{\Psi }_{3+}^{})},\tau _3^{}(\tau )=\frac{(\mathrm{\Psi }_{1+}^{},\mathrm{\Psi }_{2+}^{})}{(\mathrm{\Psi }_{2+}^{},\mathrm{\Psi }_{3+}^{})}.$$
(73)
Here the functions $`\mathrm{\Psi }_{i+}^\mu \mathrm{\Psi }_{i+}^\mu (\tau _i)`$ are taken from Eqs. (17) and (71) during solving the IBVP.
Eqs. (70) โ (73) form the closed system for infinite continuation of $`\mathrm{\Psi }_{i\pm }^\mu `$ or for solving the IBVP in the three-string model. The described method is used here (and with more details in Ref. ) for investigating the rotational stability of this configuration. For this purpose we consider the IBVP with disturbed initial conditions $`\rho _i^\mu (\lambda )`$ and $`v_i^\mu (\lambda )`$.
As was mentioned above the rotational motion of the three-string is uniform rotating of three rectilinear string segments joined in a plane at the angles 120 . Their lengths $`R_i`$ or the speeds $`v_i=\omega R_i`$ are connected with the angular velocity $`\omega `$ by the relation (25) or
$$R_i\omega ^2(R_i+m_i/\gamma )=1.$$
(74)
This motion and slightly disturbed motions may be obtained (numerically, in general) by solving the IBVP with appropriate initial position $`\rho _i^\mu (\lambda )`$ in the form three rectilinear segments with lengths $`R_i`$ and velocities (24) with some disturbances $`\delta \rho _i^\mu (\lambda )`$ or $`\delta v_i^\mu (\lambda )`$.
The typical example of a quasirotational motion of the three-string with masses $`m_1=1`$, $`m_2=2`$, $`m_3=3`$, $`\gamma =1`$ is represented in Fig. 7. Here the positions of the system in $`xy`$-plane are numbered in order of increasing $`t`$ with the step in time $`\mathrm{\Delta }t=0.125`$ and these numbers are near the position of the first quark marked by the small square. This motion is close to the rotational one: the initial velocities satisfy the relation (24), $`\delta v_i^\mu =0`$, the angular velocity $`\omega 1.6`$ and the different lengths $`R_1=0.3`$, $`R_30.125`$ are connected by Eqs. (74). But the assigned value $`R_2=0.22`$ does not satisfy (74) (that gives $`R_20.179`$) so this difference plays a role of the disturbance for the motion in Fig. 7.
The evolution of this disturbance includes the motion of the junction (Fig. 7a, b) with varying the lengths of the string segments unless one of these lengths becomes equal to zero, i.e. the third quark falls into the junction merges with the junction after the shown position 31 in Fig. 7c. They move together (Fig. 7d) during the finite time. The waves from the point of merging spread along the strings and complicate the picture of motion. Falling $`i`$-th material point into the junction is simultaneous with the becoming infinite the corresponding โtimeโ ($`\tau _i\mathrm{}`$). This is not โbad parametrizationโ but the geometry of the system changes: the three-string transforms into the $`q`$-$`q`$-$`q`$ configuration after merging a quark with the junction. The lifetime of this โ$`q`$-$`q`$-$`q`$ stageโ is finite but non-zero because the material point with the mass $`m_i`$ moving at a speed $`v<1`$ can not slip through the junction instantaneously. Otherwise under three non-compensated tension forces the massless junction will move at the speed of light. But we must note, that this description is pure classical one: it will unlikely be the same after developing a more general QCD-based theory.
Nevertheless on the classic level the numerical experiments in Ref. show that the picture of motion in Fig. 7 is qualitatively identical for any small asymmetric disturbance $`\delta \rho _i^\mu (\lambda )`$ or $`\delta v_i^\mu (\lambda )`$. Starting from some point in time the junction begins to move. During this complicated motion the distance between the junction and the rotational center increases and the lengths of the string segments vary quasiperiodically unless one of the material points inevitably merges with the junction. So one may conclude that rotational motions of the three-string are unstable. The evolution of the instability is slow at the first stage if the disturbance is small, but the middle and final stages are rather similar to the motion in Fig. 7b, c. The dependencies $`\tau _i(\tau )`$ for these motion do not satisfy the periodicity conditions (16) in general . This fact does not allow describing these motions in the frameworks of the parametrization with $`\tau _1=\tau _2=\tau _3`$. The above-described behavior of slightly disturbed rotational motions takes place also for the massless ($`m_i=0`$) three-string model .
## Conclusion
In this paper the classic motions of the various meson and baryon (Fig. 1) string models close to the rotational motions (4) or (63) are investigated. For the meson string model (or the $`q`$-$`qq`$ baryon configuration) it is made both analytically and numerically but in each of these methods we use the orthonormal conditions (7) which let us reduce the problem to solving the systems of ordinary differential equations (18), (19), (28). Using this approach we obtained a set of solutions (39), (44) describing small oscillatory excitations of the rotating string in the form of stationary waves. They are divided into two classes: the orthogonal or $`z`$-oscillations (39) and the planar oscillations (44). Each class contains the countable set of solutions with different โfrequenciesโ $`\vartheta _n`$, $`\mathrm{\Theta }_n`$, which are the roots of Eqs. (38), (42), (48), (49). For these stationary waves the moving quarks are not in a node of oscillation, they also oscillate. This was one of the reasons resulting in the wrong expression (6) in Ref. .
The energy $`M`$ and the angular momentum $`J`$ of the oscillatory excited motions (39), (44) are close to the values $`M`$ and $`J`$ for the pure rotational motions (4) because the disturbances are small. But these states (precisely speaking, their generalizations) in the case of strong disturbances may be used for describing the meson states, which are interpreted as higher radially excited states in the potential models . Note that the planar oscillations (44) include also the radial motions of the string endpoints (a quark trajectory in the co-rotating frame of reference is an ellipse). This especially concerns of the mode with the โfrequencyโ $`\mathrm{\Theta }_1`$ of Eq. (42) or (49).
A search of quasirotaional motions in the form similar to (30) for the string baryon model โtriangleโ, $`q`$-$`q`$-$`q`$ and Y encounters essential difficulties connected with non-fixed quark trajectories $`\sigma =\sigma _i(\tau )`$ in Eq. (52) or the expressions $`\tau _i(\tau )`$ in Eq. (65) for the three-string configuration. But for each string baryon model the method of solving the initial-boundary value problem with arbitrary initial position and velocities is suggested. Using this approach we numerically simulated various quasirotational motions for all the models and obtained that the simple rotational states of the string model โtriangleโ are stable (i. e. small disturbances behave like in the meson model) and the rotational motions of the systems $`q`$-$`q`$-$`q`$ and Y are unstable. In the latter two cases any small asymmetric disturbances grow with growing time. For the model $`q`$-$`q`$-$`q`$ the middle quark moves away from the center under the centrifugal force but then it quasiperiodically returns without merging with an endpoint. The evolution of the three-string instability includes the complicated motion of the junction and inevitably results in falling one of the quarks into the junction.
These features of the classical behavior of the string baryon models give some advantage for the $`q`$-$`qq`$ and โtriangleโ systems over the $`q`$-$`q`$-$`q`$ and Y configurations. But this does not mean final โclosingโ the latter two models, in particular, because of the fact, that the majority of orbitally excited baryon states are resonances so their classical stability is the problem of minor importance. So the final choice of the string baryon model is to depend on all aspects of this problem, including QCD-based grounds and describing the baryon Regge trajectories .
The author are grateful to V.P. Petrov for useful collaboration. The work is supported by the RBFR grant 00-02-17359.
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# References
Energy and time as conjugate dynamical variables
Marius Grigorescu
Abstract: The energy and time variables of the elementary classical dynamical systems are described geometrically, as canonically conjugate coordinates of an extended phase-space. It is shown that the Galilei action of the inertial equivalence group on this space is canonical, but not Hamiltonian equivariant. Although it has no effect at classical level, the lack of equivariance makes the Galilei action inconsistent with the canonical quantization. A Hamiltonian equivariant action can be obtained by assuming that the inertial parameter in the extended phase-space is quasi-isotropic. This condition leads naturally to the Lorentz transformations between moving frames as a particular case of symplectic transformations. The limit speed appears as a constant factor relating the two additional canonical coordinates to the energy and time. Its value is identified with the speed of light by using the relationship between the electromagnetic potentials and the symplectic form of the extended phase-space.
PACS: 45.20.Jj,11.30.Cp,03.50.De
1. Introduction
The canonical transformations of the Hamilton-Jacobi theory have the remarkable property of changing the energy as a variable canonically conjugate with time. This formal property is consistent with generalized Hamiltonian dynamics in an extended phase-space, where the energy and time are true dynamical variables, rather then parameters . The canonical transformations in the extended phase-space provide the appropriate framework to describe the equivalence of inertial frames in relative motion, and include the Lorentz transformations as a special case .
A clear distinction between time and the other phase-space variables appears in the quantum theory. The time remains classical, while the energy, the momenta, and the space coordinates are affected by statistical fluctuations. However, the uncertainty relations between proper time and mass suggest that time and energy should be also considered as canonically conjugate dynamical variables .
The phase-space structure of the classical dynamical systems can be described geometrically, by using an associated symplectic manifold $`(M,\omega )`$. Here $`M`$ denotes the manifold of the physical states, while $`\omega `$ is the symplectic form on $`M`$. For conservative systems, the dynamics is a symplectic diffeomorphism of $`(M,\omega )`$, generated by the Hamilton function $`H`$. The existence of a generating function ensures that this diffeomorphism can be described globally by only one parameter, but this parameter, (the time), does not appear explicitly. Therefore, a geometrical formulation of the Hamilton-Jacobi theory requires the extension of the symplectic manifold $`M`$ to the contact manifold $`M\times R`$, where $`R`$, as additive group, denotes the time axis . The contact structure is derived from the symplectic structure of $`M`$, by considering the Hamiltonian as conjugated to the time coordinate. However, in this approach $`H`$ does not appear as an additional coordinate, but the one on $`M`$ defined by foliation with constant energy surfaces.
In this work the classical dynamics of elementary systems is formulated in terms of an extended phase-space $`M\times T^{}R`$, where $`T^{}R`$ denotes the cotangent bundle of the time axis. The time-dependent Hamilton-Jacobi theory, and examples related to the transformations between moving frames will be presented in Sect. 2.
The symplectic structure of the extended phase-space provides the appropriate framework for the treatment of the coupling between a charged particle and an electromagnetic field. In the early attempts to formulate a geometrical theory of electromagnetism, the 4-vector potential was supposed to be related to the metric structure of the space-time . However, later developments strongly suggest that electromagnetism is naturally related to the symplectic structure of phase-space ( p. 140). In Sect. 3 it will be shown that the coupling between a charged particle and the electromagnetic field can be described in terms of a potential-dependent symplectic form on $`M\times T^{}R`$. The Lorentz force and the homogeneous Maxwell equations follow as consequences.
The relationship between inertial frames in relative motion (the inertial equivalence group) is studied in Sect. 4. It will be shown that the Galilei action in extended phase-space is canonical, but not Hamiltonian equivariant. This means that it is not possible to find a homomorphism from the Lie algebra of the Galilei group to the Poisson algebra $`(M)`$ of the smooth real functions on $`M`$. This homomorphism does not exist if the transition to a moving frame (boost) acts by shifting the momenta with a velocity-dependent term. However, the obstruction disappears if the action of the inertial equivalence group is supposed to preserve the canonical structure of the extended phase-space, and if the inertial parameter is quasi-isotropic. With these assumptions, the velocity-dependent momentum shift is replaced by a symplectic transformation, and the Galilei action by the Poincarรฉ transformations. Therefore, to obtain the Lorentz transformations, beside the conditions presented in ref. , it is necessary to assume the quasi-isotropy of the inertial parameter in the extended phase-space. The main results and conclusions are summarized in Sect. 5.
2. Time-dependent canonical transformations
In Hamilton-Jacobi theory, a local representation of the time-dependent symplectic diffeomorphisms that transform a Hamiltonian vector field into another Hamiltonian vector field is provided by the generating function of the canonical transformations. Such diffeomorphisms may be pictured as transformations, generated by the action field $`S(q,p^{},t)`$, of a dynamical system with coordinates $`(q,p)`$, and Hamilton function $`H`$, to a โmoving frameโ, with coordinates $`(q^{},p^{})`$. For a system with $`n`$ degrees of freedom the action field can be expressed in the form
$$S(\stackrel{~}{q},\stackrel{~}{p}^{},t)=\stackrel{~}{q}^T\stackrel{~}{p}^{}+\mathrm{\Phi }(\stackrel{~}{q},\stackrel{~}{p}^{},t),$$
(1)
where $`\stackrel{~}{q}`$ and $`\stackrel{~}{p}^{}`$ denote the column vectors with components $`q^k`$, $`p_k^{}`$, respectively, $`k=1,n`$. This leads to an implicit relationship between coordinates,
$$p_k=p_k^{}+\frac{\mathrm{\Phi }}{q^k},q^k=q^k+\frac{\mathrm{\Phi }}{p_k^{}}$$
(2)
which preserve the structure of the equations of motion, such that the time evolution of the new coordinates is generated by the Hamilton function
$$H^{}=H+\frac{\mathrm{\Phi }}{t}.$$
(3)
The identity transformation is generated by the functions $`\mathrm{\Phi }`$, which are constants. For infinitesimal transformations close to identity, $`\mathrm{\Phi }`$ has the general form
$$\mathrm{\Phi }(\stackrel{~}{q},\stackrel{~}{p}^{},t)=\stackrel{~}{X}^T\stackrel{~}{q}\stackrel{~}{Y}^T\stackrel{~}{p}^{}+\frac{1}{2}(\stackrel{~}{q}^T\widehat{b}\stackrel{~}{q}+\stackrel{~}{p}^T\widehat{c}\stackrel{~}{p}^{})\stackrel{~}{q}^T\widehat{a}\stackrel{~}{p}^{}$$
(4)
where $`\stackrel{~}{X}`$, $`\stackrel{~}{Y}`$ are $`n`$-component column vectors, and $`\widehat{a}`$, $`\widehat{b}=\widehat{b}^T`$, $`\widehat{c}=\widehat{c}^T`$ are $`n\times n`$ matrices. The transformation defined by (2) takes, in this case, the matrix form
$$\left[\begin{array}{c}\stackrel{~}{q}^{}\\ \stackrel{~}{p}^{}\end{array}\right]=\left[\begin{array}{c}\stackrel{~}{q}\\ \stackrel{~}{p}\end{array}\right]+\left[\begin{array}{c}\stackrel{~}{Y}\\ \stackrel{~}{X}\end{array}\right]+\left[\begin{array}{cc}\widehat{a}^T& \widehat{c}\\ \widehat{b}& \widehat{a}\end{array}\right]\left[\begin{array}{c}\stackrel{~}{q}\\ \stackrel{~}{p}\end{array}\right].$$
(5)
Therefore, $`\mathrm{\Phi }`$ generates a momentum shift parameterized by $`\stackrel{~}{X}`$, a coordinate shift parameterized by $`\stackrel{~}{Y}`$, and a symplectic linear transformation generated by an element of $`sp(n,R)`$, parameterized by $`\widehat{a}`$, $`\widehat{b}`$, and $`\widehat{c}`$.
The infinitesimal transformations between frames in relative motion are particular cases of this general formula. The dynamics of an $`N`$-particle many-body system in a rotating frame can be expressed in terms of the new canonical variables $`\stackrel{~}{q^{}}=[๐ช_{}^{}{}_{i}{}^{},i=1,N]`$, $`\stackrel{~}{p^{}}=[๐ฉ_{}^{}{}_{i}{}^{},i=1,N]`$, defined by (5), with $`\stackrel{~}{X}=\stackrel{~}{Y}=\stackrel{~}{0}`$, $`\widehat{b}=\widehat{c}=0`$ and $`\widehat{a}=_{i=1}^N(\xi )_i`$, $`\xi so(3)`$. If $`\mathrm{\Omega }_\mu `$, $`\mu =1,2,3`$, denotes the components of the angular velocity vector, and $`ฯต_{\sigma \mu \nu }`$ is the Levi-Civita symbol, then $`\xi _{\mu \nu }=\delta t_{\sigma =1}^3\mathrm{\Omega }_\sigma ฯต_{\sigma \mu \nu }`$. The generating function of this transformation is $`\mathrm{\Phi }_r(\stackrel{~}{q},\stackrel{~}{p}^{},\delta t)=\delta t๐๐`$, where $`๐=_{i=1}^N๐ช_i\times ๐ฉ_{}^{}{}_{i}{}^{}`$. The new coordinates are related to the initial ones by
$$๐ช^{}=๐ช\delta t๐\times ๐ช,๐ฉ^{}=๐ฉ\delta t๐\times ๐ฉ$$
(6)
and their time evolution is generated by the Hamiltonian $`H^{}=H๐๐`$.
The transformation to a frame in uniform translation with the relative velocity $`๐`$ corresponds to $`\widehat{a}=\widehat{b}=\widehat{c}=0`$ and $`\stackrel{~}{X}=_{i=1}^N๐_i`$, $`\stackrel{~}{Y}=_{i=1}^N๐_i`$, with $`๐_i=m_i๐`$, $`๐_i=t๐`$. In this case the generating function is
$$\mathrm{\Phi }_v(\stackrel{~}{q},\stackrel{~}{p}^{},t)=๐(m๐ช_{cm}t๐^{})$$
(7)
where $`m`$ is the total mass of the system, $`๐ช_{cm}`$ is the center of mass coordinate in the old frame and $`๐^{}`$ is the total momentum in the new frame. The Hamilton function in the new frame is
$$H^{}(\stackrel{~}{q}^{},\stackrel{~}{p}^{},t)=H(๐ช_i^{}+t๐,๐ฉ_i^{}+m_i๐,t)๐๐^{}.$$
(8)
The Hamiltonian dynamics of an elementary system with $`n`$ degrees of freedom defined on $`(M,\omega )`$ can be seen as the action of the additive group $`R`$, parameterized by time. Considering the Hamiltonian $`H()`$ as the momentum mapping for this action, the energy $`ER`$ appears as an element of the dual of the โtime-groupโ algebra, $`R`$. The time and energy variables $`(t,E)`$ therefore can be treated as coordinates on the cotangent space $`T^{}R`$. The canonical coordinates on $`T^{}R`$, denoted by $`(q^0,p_0)`$, are supposed to be linear functions of energy and time, $`q^0=ct`$, $`p_0=E/c`$, with $`c`$ a dimensional constant. With these new canonical variables, the extended phase-space is represented by the symplectic manifold $`(M^e,\omega _0^e)`$, $`M^e=M\times T^{}R`$ and $`\omega _0^e=\omega +dq^0dp_0`$.
The Hamiltonian current $`X_H`$ on $`(M,\omega )`$, generated by $`H`$, can be lifted to a Hamiltonian current $`X_H^e`$ on $`(M^e,\omega _0^e)`$, generated by $`H^e=H+cp_0(^{})`$. Let $`s`$ be the parameter chosen along the trajectories on $`M^e`$, $`d_sd/ds`$ the derivative with respect to $`s`$, $`L_{X_H^e}=_{i=1}^n(d_sq)^i_{q^i}+(d_sp)_i_{p_i}+(d_st)_t+(d_sE)_E`$ the Lie derivative associated to $`X_H^e`$, $`\omega =_{i=1}^ndq^idp_i`$, and $`i_{X_H^e}\omega _0^e`$ the inner product between $`X_H^e`$ and $`\omega _0^e`$. Thus, if $`X_H^e`$ is the current generated by the Hamiltonian $`H^e`$, then $`i_{X_H^e}\omega _0^e=dH^e`$, and the corresponding equations of motion in the extended phase-space have the form
$$d_sq^i=\frac{H}{p_i},d_sp_i=\frac{H}{q^i}$$
(9)
$$d_st=1,d_sE=\frac{H}{t}$$
(10)
The first group of equations are the usual Hamilton equations on $`(M,\omega )`$. The second group shows that the choice of $`H^e`$ corresponds to $`s=t`$, and ensures the conservation of the energy when $`H`$ is independent of $`t`$.
The generating functions of the canonical transformations in the extended phase-space are supposed to be independent of $`s`$. It is easy to check that the equations of motion of an elementary system in uniformly rotating or translating frames, can be derived from Eq. (9), (10), by a canonical transformation generated by $`\mathrm{\Phi }_r`$ or $`\mathrm{\Phi }_v`$, respectively.
3. The coupling to the electromagnetic field
The natural symplectic form on the one-particle phase-space $`M=T^{}R^3`$ can be modified to describe the coupling to the electromagnetic field . However, a suitable framework to state this procedure is represented by the extended phase-space, $`M^e=T^{}R^4`$. In a Coulomb field, the energy $`E`$ of a charged particle becomes $`E+eV`$, where $`e`$ is the charge and $`V`$ the potential. This corresponds to a change of $`p_0`$ to $`p_0eV/c`$, where $`V`$ can be a general function of coordinates and time. The prescription of introducing the field by a local shift of the $`p_0`$ axis can be generalized to all momentum components of $`\omega _0^e`$. Thus, in the presence of the electromagnetic field, $`\omega _0^e`$ is replaced by
$$\omega ^e(๐,V)=\underset{\mu =1}{\overset{3}{}}dq_\mu d(p_\mu +\frac{e}{c}A_\mu (๐ช,t))+dq^0d(p_0\frac{e}{c}V(๐ช,t))$$
(11)
where $`๐`$ is a function of the coordinates and time representing the vector potential. This procedure is naturally gauge-invariant, because the form $`\omega ^e(๐,V)`$ remains the same at the transformation
$$๐๐+f,VV\frac{1}{c}\frac{f}{t}$$
(12)
where $`f`$ is an arbitrary function of coordinates and time.
The field contribution to the symplectic form of $`M^e`$ can be separated in magnetic and electric components, given by the decomposition $`\omega ^e(๐,V)=\omega _0^e+\omega _B+\omega _E`$, where
$$\omega _B=\frac{e}{c}(B_1dq_2dq_3+B_2dq_3dq_1+B_3dq_1dq_2)$$
(13)
$$\omega _E=e๐d๐ชdt$$
(14)
and
$$๐=\times ๐,๐=\frac{1}{c}\frac{๐}{t}V,_๐ช=\frac{}{๐ช}.$$
(15)
If $`X_H^e`$ denotes the Hamiltonian current in the extended phase-space, then
$$i_{X_H^e}\omega _0^e=\underset{\mu =1}{\overset{3}{}}(\dot{q}_\mu dp_\mu \dot{p}_\mu dq_\mu )dE+\dot{E}dt$$
(16)
$$i_{X_H^e}\omega _B=\frac{e}{c}(\dot{๐ช}\times ๐)d๐ช$$
(17)
$$i_{X_H^e}\omega _E=e(๐\dot{๐ช}dt๐d๐ช)$$
(18)
such that the equations of motion $`i_{X_H^e}\omega ^e(๐,V)=dH^e`$ are
$$\dot{๐ช}=_๐ฉH,\dot{๐ฉ}=_๐ชH+e[\frac{1}{c}\dot{๐ช}\times ๐+๐]$$
(19)
and
$$\frac{dE}{dt}=e\dot{๐ช}๐+\frac{H}{t}.$$
(20)
The first two equations are the classical equations of motion containing the velocity-dependent Lorentz force term, while the last equation expresses the rate of change of the mechanical energy of the particle. The two homogeneous Maxwell equations
$$๐=0,\times ๐=\frac{๐}{t}$$
(21)
are a consequence of the definition (15). The gauge invariance can be used to fix $`๐`$ and $`V`$ such that $`c๐+V/t=0`$, and in this case equations (15) lead to
$$\times ๐\frac{1}{c}\frac{๐}{t}=\frac{1}{c^2}\frac{^2๐}{^2t}๐.$$
(22)
If the homogeneous Ampรจre-Maxwell equation
$$\times ๐\frac{1}{c}\frac{๐}{t}=0$$
(23)
is taken as the definition of the vacuum, then (22) shows that $`๐`$ satisfies the wave equation, and the constant $`c`$ is the speed of light in vacuum.
It is interesting to remark that by introducing new momentum coordinates $`(๐ฉ^{},p_0^{})(๐ฉ+e๐/c,p_0eV/c)`$, the symplectic form $`\omega ^e(๐,V)`$ takes the form of $`\omega _0^e`$, while the Hamiltonian $`H^e=H(๐ช,๐ฉ,t)E`$ becomes $`H^e=H(๐ช,๐ฉ^{}e๐/c,t)E^{}+eV`$. Therefore, in the new coordinates the dynamics is Hamiltonian, and the field-dependent Poisson bracket in the extended phase-space, $`\{,\}_f^e`$, defined with respect to $`(q^0,๐ช)`$ and $`(p_0^{},๐ฉ^{})`$, is independent of time. Moreover, the old coordinates and momenta satisfy the relations $`\{q_\mu ,p_\nu \}_f^e=\delta _{\mu \nu }`$, $`\{q_\mu ,q_\nu \}_f^e=0`$, $`\{p_\mu ,p_\nu \}_f^e=eฯต_{\mu \nu \sigma }B_\sigma /c`$, $`\{p_\mu ,p_0\}_f^e=eE_\mu /c`$. These properties can be used to formulate a classical version of the Feynman proof of the homogeneous Maxwell equations . The commutator from the Feynmanโs proof corresponds in the classical case to the field-dependent, invariant Poisson bracket $`\{,\}_f^e`$, instead of $`\{,\}^e`$ defined in terms of $`(q^0,๐ช)`$ and $`(p_0,๐ฉ)`$. Thus, it is possible to show that the most general velocity-dependent force compatible with the Newtonโs equations of motion, and ensuring the existence of an invariant Poisson bracket $`\{,\}_f^e`$, such that $`\{q_\mu ,p_\nu \}_f^e=\delta _{\mu \nu }`$ and $`\{q_\mu ,q_\nu \}_f^e=0`$, is the Lorentz force.
4. Symplectic actions of the inertial equivalence group
The momentum variables are changed not only by the coupling to the electromagnetic field, but also by the transition to a moving frame. The transformation to a coordinate frame in uniform motion generated by the function $`\mathrm{\Phi }_v`$ of (7) is a special case of the general Galilei transformation $`\mathrm{\Gamma }_Q:R^3\times RR^3\times R`$ acting both on the coordinate space $`R^3`$ and time. If $`(๐ช,๐ฉ)`$ denote the Cartesian phase-space coordinates of a particle with mass $`m`$, then an infinitesimal Galilei transformation is defined by $`[๐ช^{},t^{}]=[๐ช,t]+\gamma (\xi ,๐,๐ฏ,\tau )[๐ช,t]`$, with
$$\gamma (\xi ,๐,๐ฏ,\tau )[๐ช,t]=[\xi ๐ช๐t๐ฏ,\tau ].$$
(24)
The algebra $`g`$ of the Galilei group is isomorphic to $`so(3)+R^7`$. An element $`\gamma g`$ is specified by $`\xi so(3)`$, $`๐R^3`$, $`๐ฏR^3`$ and $`\tau R`$. The parameters $`\xi `$, $`๐`$ and $`๐ฏ`$ correspond to static rotations, translations and boost, respectively, of the space coordinates, while $`\tau `$ describes translations along the time axis.
The action $`\mathrm{\Gamma }_Q`$ of the Galilei group can be lifted to an action $`\mathrm{\Gamma }_M`$ on the phase-space $`M=T^{}R^3`$, by assuming that at the transformation specified by (24), the momentum also changes as $`๐ฉ^{}=๐ฉ+\xi ๐ฉm๐ฏ`$. Let $`๐(M)`$ be the group of diffeomorphisms of $`M`$, and $`๐(M,\omega )=\{\rho ๐(M),\rho ^{}\omega =\omega \}`$ the subgroup of symplectic diffeomorphisms. When $`M=T^{}R^3`$ and $`\omega =_{\mu =1}^3dq_\mu dp_\mu `$, then $`\mathrm{\Gamma }_M^{}\omega =\omega `$, and the action $`\mathrm{\Gamma }_M`$ of the Galilei group is symplectic.
By the action $`\mathrm{\Gamma }_M`$ each element $`\gamma g`$ generates a current $`X_\gamma TM`$. The Lie derivative associated with the current $`X_v`$ generated by the boost transformation $`\gamma _v\gamma (0,0,๐ฏ,0)g`$ is
$$L_{X_v}=๐ฏ(t_๐ช+m_๐ฉ).$$
(25)
This current is Hamiltonian, and satisfies the equation $`i_{X_v}\omega =dJ_v(q,p,t)`$, where $`J_v(q,p,t)=\mathrm{\Phi }_v(q,p,t)=๐ฏ(m๐ชt๐ฉ)`$. The current $`X_d`$, corresponding to the static shift of the origin $`\gamma _d\gamma (0,๐,0,0)g`$ has the associated Lie derivative $`L_{X_d}=๐_๐ช`$, and is generated by $`J_d=๐๐ฉ`$. Similarly, a Hamilton function $`J_\gamma `$ exists for every vector field $`X_\gamma `$, $`\gamma g`$, and therefore, the action $`\mathrm{\Gamma }_M`$ induces an anti-homomorphism $`d\mathrm{\Gamma }_M:gham(M)`$, $`d\mathrm{\Gamma }_M(\gamma )=X_\gamma `$, $`X_{[\gamma ,\gamma ^{}]}=[X_\gamma ,X_\gamma ^{}]`$, between the Lie algebra $`g`$ of the Galilei group and the Lie algebra $`ham(M)`$ of the Hamiltonian vector fields on $`M`$ (ref. p. 269).
The action $`\mathrm{\Gamma }_M`$ will be called Hamiltonian equivariant, if the Lie algebra anti-homomorphism $`d\mathrm{\Gamma }_M:gham(M)`$ can be lifted to a homomorphism $`\lambda :g(M)`$, such that the diagram
$`\begin{array}{ccc}0R& (M)ham(M)& 0\\ & {}_{\lambda }{}^{}_{d\mathrm{\Gamma }_M}& \\ & g& \end{array}`$
commutes. This property can be expressed in a compact form by the equation $`[๐ฌ]=0`$, where $`[๐ฌ]H^2(g,R)`$ is the cohomology class of the two-cocycle defined by $`๐ฌ(\gamma ;\gamma ^{})=\{J_\gamma ,J_\gamma ^{}\}J_{[\gamma ,\gamma ^{}]}`$, $`\gamma ,\gamma ^{}g`$ (ref. p. 171).
The equivariance is necessary for a consistent quantization, because the physical observables are elements of $`(M)`$, rather than of $`ham(M)`$. Therefore, it is possible to find a representation of $`g`$ by operators associated with the observables of the particle, acting on the quantum Hilbert space $`L^2(R^3)`$, only if $`\lambda `$ exists.
In the case of the lift $`\mathrm{\Gamma }_M`$, the commutator $`[\gamma _v,\gamma _d]`$ is 0, but the Poisson bracket of $`J_v`$ and $`J_d`$ is
$$\{J_v,J_d\}=L_{X_v}J_d=m\{๐ฏ๐ช,๐๐ฉ\}=m๐ฏ๐.$$
(26)
Therefore, although the infinitesimal Galilei transformations $`\gamma (0,๐,๐ฏ,0)`$ and $`\gamma ^{}(0,๐^{},๐ฏ^{},0)`$ commute, the Poisson bracket of the corresponding Hamilton functions
$$\{J_\gamma ,J_\gamma ^{}\}=m(๐๐ฏ^{}๐^{}๐ฏ)$$
(27)
is, in general, not zero. This Poisson bracket defines a two-cocycle $`๐ฌ`$ on $`g`$, $`๐ฌ(๐ฏ,๐;๐ฏ^{},๐^{})=\{J_\gamma ,J_\gamma ^{}\}`$, parameterized by the mass $`m`$ (refs. and , p. 434). Thus, the cohomology class $`[๐ฌ]`$ of $`๐ฌ`$ in $`H^2(g,R)`$ is zero, and the action of the inertial equivalence group is Hamiltonian equivariant, only if $`m=0`$.
When $`m0`$, the lack of equivariance and the obstruction in finding $`\lambda `$ are due to the noncommutation of the coordinates and momenta with respect to the Poisson bracket. The diagram commutes if $`\lambda `$ maps the generators of the phase-space translations onto the phase-space coordinates. However, this mapping is not a homomorphism, because the Lie algebra of the translation group is Abelian, while the phase-space coordinates $`q_\mu ,p_\nu `$, with respect to the Poisson bracket, generate the Heisenberg algebra, $`\{q_\mu ,q_\nu \}=0`$, $`\{p_\mu ,p_\nu \}=0`$, $`\{q_\mu ,p_\nu \}=\delta _{\mu \nu }`$, $`\mu ,\nu =1,2,3`$.
The boost transformations depend on time explicitly, and therefore the action of the Galilei group can be formulated in terms of the extended phase-space. If the coordinates on $`M^e`$ are represented as column vectors
$$\stackrel{~}{q}=\left[\begin{array}{c}๐ช\\ q^0\end{array}\right],\stackrel{~}{p}=\left[\begin{array}{c}๐ฉ\\ p_0\end{array}\right]$$
then an infinitesimal transformation $`\mathrm{\Gamma }_M`$ takes the form of (5), with
$$\stackrel{~}{X}=\left[\begin{array}{c}m๐ฏ\\ 0\end{array}\right],\stackrel{~}{Y}=\left[\begin{array}{c}๐\\ \tau \end{array}\right],\widehat{a}=\left[\begin{array}{cc}\xi & \mathrm{๐}\\ ๐ฏ/c& 0\end{array}\right],$$
and $`\widehat{b}=\widehat{c}=0`$. The element $`๐ฏ/c`$ of the matrix $`\widehat{a}`$ is determined only by $`\mathrm{\Gamma }_Q`$, but according to (5), its presence requires the transformation of $`p_0=E/c`$ as $`p_0^{}=p_0+๐ฏ๐ฉ/c`$. This transformation is consistent with (8), and it leads to the correct equations of motion in the new frame. Therefore, the action $`\mathrm{\Gamma }_Q`$ can be lifted to a symplectic action $`\mathrm{\Gamma }_{M^e}`$ in the extended phase-space.
The Lie derivative associated to the current $`X_v^e=d\mathrm{\Gamma }_{M^e}(\gamma _v)`$ is
$$L_{X_v^e}=q^0\frac{๐ฏ}{c}_๐ชm๐ฏ_๐ฉ+\frac{๐ฉ๐ฏ}{c}\frac{}{p_0},$$
(28)
and $`i_{X_v^e}\omega _0^e=dJ_v^e`$, with $`J_v^e=๐ฏ(m๐ชq^0๐ฉ/c)`$. The current $`X_d^e`$ determined by $`\gamma _d`$ has the generating function $`J_d^e=๐๐ฉ`$, and similarly to (26),
$$\{J_v^e,J_d^e\}^e=m๐ฏ๐.$$
(29)
Therefore, the action $`\mathrm{\Gamma }_{M^e}`$ of the Galilei group in the extended phase space defines the same element \[$`๐ฌ`$\] of $`H^2(g,R)`$ as $`\mathrm{\Gamma }_M`$, and is not Hamiltonian equivariant.
The noncommutation of the phase-space coordinates affects the equivariance because $`\gamma _v`$ acts by shifting the momentum components. This shift ($`\stackrel{~}{X}`$) is proportional to the inertial parameter $`m`$, defined by the momentum dependence of the Hamiltonian. In principle, each momentum component $`p_k`$ has an associated inertial parameter $`m_k=p_k(H^e/p_k)^1`$. If the dynamics in the extended phase-space is determined by $`H^e`$, then it is natural to assume that the corresponding inertial parameter is quasi-isotropic, namely $`m_1=m_2=m_3=\alpha m_0=m>0`$, $`\alpha =\pm 1`$. This assumption is equivalent to a relationship between mass and energy of the form $`E=\alpha mc^2`$. Therefore, $`m=\alpha p_0/c`$, and the lift $`๐ฉ^{}=๐ฉ+\xi ๐ฉm๐ฏ`$ of $`\gamma _v`$ places the velocity-dependent term in the matrix $`\widehat{a}`$, instead of $`\stackrel{~}{X}`$. The infinitesimal transformation to a moving frame takes in this case the form of (5), with
$$\stackrel{~}{X}=\left[\begin{array}{c}0\\ 0\end{array}\right],\stackrel{~}{Y}=\left[\begin{array}{c}๐\\ \tau \end{array}\right]$$
and
$$\widehat{a}=\left[\begin{array}{cc}\xi & \alpha ๐ฏ/c\\ ๐ฏ/c& 0\end{array}\right].$$
(30)
The presence of the $`\alpha `$ \- dependent term in the matrix $`\widehat{a}`$ is not consistent with the action $`\mathrm{\Gamma }_Q`$ defined by (24). Thus, (5) requires the transformation of the coordinates by the matrix $`\widehat{a}^T`$, and an action of the inertial equivalence group of the form $`\gamma ^e(\xi ,๐,๐ฏ,\tau )[๐ช,t]=[\xi ๐ช๐t๐ฏ,\alpha ๐ฏ๐ช/c^2\tau ]`$. For this action
$$L_{X_v^e}=q^0\frac{๐ฏ}{c}_๐ช+\alpha p_0\frac{๐ฏ}{c}_๐ฉ+\frac{๐ฉ๐ฏ}{c}\frac{}{p_0}\alpha \frac{๐ฏ}{c}๐ช\frac{}{q^0},$$
(31)
$`J_v^e=๐ฏ(\alpha p_0๐ช+q^0๐ฉ)/c`$, and
$$[L_{X_v^e},L_{X_d^e}]=\alpha \frac{๐ฏ}{c}๐\frac{}{q^0}.$$
(32)
This shows that $`J_{[X_v^e,X_d^e]}^e=\alpha p_0๐ฏ๐/c`$, and as $`[\gamma _v^e,\gamma _d^e]=\gamma ^e(0,0,0,\alpha ๐ฏ๐/c)`$,
$$\{J_v^e,J_d^e\}^eJ_{[\gamma _v^e,\gamma _d^e]}^e=0.$$
(33)
Therefore, the cohomology class of the two-cocycle defined by Eq. (33) is zero, proving that the new action is Hamiltonian equivariant.
The choice $`\alpha =1`$ corresponds to the usual relation between mass and energy, $`E=mc^2`$. For uniform translations with a finite velocity $`๐=V๐ง`$, $`|๐ง|=1`$, this leads to the standard Lorentz transformations
$$๐ช^{}=๐ง\times (๐ช\times ๐ง)+๐ง\frac{๐ช๐งVt}{\sqrt{1V^2/c^2}},t^{}=\frac{t๐๐ช/c^2}{\sqrt{1V^2/c^2}}.$$
(34)
The choice $`\alpha =1`$ corresponds to $`E=mc^2`$, and
$$๐ช^{}=๐ง\times (๐ช\times ๐ง)+๐ง\frac{๐ช๐งVt}{\sqrt{1+V^2/c^2}},t^{}=\frac{t+๐๐ช/c^2}{\sqrt{1+V^2/c^2}}.$$
(35)
These transformations represent pure rotations between the space coordinates and time. By contrast with the Lorentz transformations, they do not leave the vacuum defined by (23) invariant.
The infinitesimal transformations of the momentum components $`๐ฉ^{}=๐ฉ+\xi ๐ฉ+\alpha p_0๐ฏ/c`$ and $`p_0^{}=p_0+๐ฏ๐ฉ/c`$, indicate that the inertial parameter $`m=\alpha p_0/c`$ remains invariant only if $`๐ฏ=0`$. However, the quantity $`๐ฉ^2\alpha p_0^2`$ is a general invariant, which can be used to specify the relationship between $`E`$ and $`๐ฉ`$ in any particular frame<sup>1</sup><sup>1</sup>1$`E=\alpha c\sqrt{m^2c^2+\alpha ๐ฉ^2}=\alpha mc^2/\sqrt{1\alpha V^2/c^2}`$ when $`๐ฉ=m๐/\sqrt{1\alpha V^2/c^2}`$.
5. Summary and Conclusions
The invariance of the Hamiltonian dynamical systems at static canonical transformations can be well described in terms of the symplectic geometry of the phase-space. However, the time-dependent transformations require a more general formalism, which is provided by the Hamilton-Jacobi theory. In this formalism, the time appears as a dynamical variable, rather than as a parameter similar to the ones describing the static transformations. Moreover, this variable has the properties of a coordinate, having the energy as conjugate momentum. Therefore, the Hamilton-Jacobi theory suggests the extension of the phase-space by two new canonically conjugate variables $`(q^0,p_0)`$, related to energy and time by a dimensional factor $`c`$ .
In this work it was shown that the symplectic structure of the extended phase-space of a charged particle can be modified to take into account the coupling to the electromagnetic field. The field potentials are introduced by assuming that all momentum components are changed in the same way as $`p_0`$ (the energy), by an additive coordinate-dependent term. This procedure is gauge-invariant, leads to the correct expression of the Lorentz force, of the rate of change of the mechanical emergy, and it allows us to identify the constant $`c`$ with the speed of light.
An important class of time-dependent canonical transformations is provided by the equivalence principle of the inertial frames. The group of transformations between inertial frames in relative motion (the inertial equivalence group), changes not only the coordinates, but also the momenta and energy, and therefore acts on the extended phase-space.
In Sect. 4 it was shown that the Galilei transformations preserve the canonical structure of the extended phase-space. However, this action defines a two-cocycle in $`H^2(g,R)`$ parameterized by the mass, and is not Hamiltonian equivariant. The lack of equivariance has no effect at classical level, while in quantum theory it affects the wave functions by a global phase factor only. Though, it shows that the Galilei action is basically inconsistent with the canonical quantization. An equivariant action of the inertial equivalence group can be obtained by assuming that the inertial parameter in the extended phase-space is quasi-isotropic. This assumption, combined with the general expression of the canonical diffeomorphisms, replaces the Galilei action on the space-time coordinates by the Poincarรฉ transformations.
These results show that the extension of the phase-space by a pair of two new canonical variables represented by energy and time is consistent with the electromagnetism and relativity. The equivariance condition indicates that the extended phase-space also provides the appropriate framework to relate the space-time geometry with quantum mechanics. The transformations of the space-time coordinates between inertial frames in relative motion appear closely related to a dynamical quantity, which is the inertial parameter in the extended phase-space. However, while space-time is classically defined, the mass of an elementary system should be defined in terms of the free dynamics of the quantum particles. The spontaneous symmetry-breaking mechanism of the quantum field theory relates the mass to the structure of the physical vacuum, and may provide a suitable basis to understand the origin of the quasi-isotropy.
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# Untitled Document
A naive question about quantum groups
Let $`G`$ be a connected semisimple Lie group with finite center ; consider, using standard notation, its category $`๐ช๐ค`$-mod of BGG-modules, its category $``$ of Harish-Chandra modules, its (complex) flag variety $`G_{\mathrm{}}/B`$, its compact symmetric space $`G_\text{c}/K`$ โ and recall the following theorems.
(1) Theorem (BGG). For any simple finite dimensional object $`V`$ of $`๐ช`$ there is a graded algebra isomorphism
$$Ext_๐ช^{}(V,V)H^{}(G_{\mathrm{}}/B,\mathrm{}).$$
(2) Theorem (ร. Cartan, Casselman). For any simple finite dimensional object $`V`$ of $``$ there is a graded algebra isomorphism
$$Ext_{}^{}(V,V)H^{}(G_\text{c}/K,\mathrm{}).$$
I think of these statements as being some kind of cohomological Schur Lemmas, whence the following definition.
(3) Definition. Let $`X`$ be a topological space and $`๐`$ be a $`\mathrm{}`$-category \[see Bass p. 57\] equipped with a functor $`F:๐\mathrm{}`$-mod. Then $`๐`$ is a Schur category over $`X`$ if
$$\begin{array}{c}V๐\\ \\ V\text{ simple }\\ \\ dimFV<\mathrm{}\end{array}\}Ext^{}(V,V)H^{}(X,\mathrm{})$$
\[isomorphism of graded algebras\].
In this terminology Theorems (1) and (2) take the respective forms โ$`๐ช`$ is a Schur category over $`G_{\mathrm{}}/B`$โ and โ$``$ is a Schur category over $`G_\text{c}/K`$โ.
The purpose of these few lines is to present a conjectural quantum analog of Theorem (1). To this end I proceed in two steps. First I define a category, denoted $`๐ช(๐ค,h,f)`$, which is supposed to be a quantum analog of the category $`๐ช`$ \[or more precisely of the category $`๐ช`$ โwith weights in the root latticeโ\] ; then I conjecture that $`๐ช(๐ค,h,f)`$ is a Schur category over the flag variety of $`๐ค`$. The category $`๐ช(๐ค,h,f)`$ will appear as a subcategory of a certain category $`๐(๐ค,h,f)`$, which is itself a quantum analog of $`(๐ค,๐ฅ)`$-mod \[or more precisely of the category of $`(๐ค,๐ฅ)`$-modules with weights in the root lattice\]. Here are the details.
Let
$`๐ค`$ be a semismple Lie algebra,
$`\alpha _1,\mathrm{},\alpha _r`$ a basis of simple roots,
$`(a_{ij})`$ the Cartan matrix (i.e. $`a_{ij}=2(\alpha _i|\alpha _j)/(\alpha _i|\alpha _i)`$),
$`h`$ a complex number,
$`f=(f_1,\mathrm{},f_r)`$ a list of functions $`f_i:\mathrm{}^r\mathrm{}`$.
\[It might help the reader to know before hand that the classical case will be obtained by putting $`f_j(n)=_ia_{ij}n_i`$.\]
Here starts the definition of the category $`๐(๐ค,h,f)`$.
An object $`V`$ of $`๐(๐ค,h,f)`$ is a direct sum
$$V=\underset{n\mathrm{}^r}{}V(n)$$
of vector spaces equipped with endomorphisms $`x_i`$, $`y_i`$ $`(1ir)`$ satisfying
$$x_iV(n)V(n+e_i),$$
$$y_iV(n)V(ne_i),$$
$$[x_i,y_j]v=\delta _{ij}f_j(n)v\text{for}vV(n),$$
where $`(e_i)`$ is the canonical basis of $`\mathrm{}^r`$, and the quantum Serre relations, which putting
$$b(i,j)=1a_{ij},$$
$$q(i)=\mathrm{exp}\left((\alpha _i|\alpha _i)\frac{h}{2}\right),$$
$$z_i=x_ii\text{or}z_i=y_ii,$$
take the form
$$\underset{k=0}{\overset{b(i,j)}{}}(1)^k\left(\begin{array}{c}b(i,j)\\ k\end{array}\right)_{q(i)}z_i^kz_jz_i^{b(i,j)k}=0ij.$$
\[The classical case is of course given by $`h=0`$.\]
The morphisms are the obvious ones. \[Here ends the definition of the category $`๐(๐ค,h,f)`$.\]
(4) Definition of the category $`๐ช(๐ค,h,f)`$. Let $`U_h(๐ซ)`$ be the algebra generated by the $`x_i`$ subject to the quantum Serre relations. Then $`๐ช(๐ค,h,f)`$ is the full subcategory of $`๐(๐ค,h,f)`$ whose objects are $`U_h(๐ซ)`$-finite and of finite length.
If $`๐`$ is $`\mathrm{}`$-category and $``$ a full sub-$`\mathrm{}`$-category, say that $``$ is Ext-full in $`๐`$ if for all $`V,W`$ the natural morphism
$$Ext_{}^{}(V,W)Ext_๐^{}(V,W)$$
is an isomorphism.
(5) Conjectures.
(a) The categories $`๐ช(๐ค,h,f)`$ and $`๐(๐ค,h,f)`$ are Schur categories \[see (3)\] over the flag variety of $`๐ค`$,
(b) the inclusion $`๐ช(๐ค,h,f)๐(๐ค,h,f)`$ is Ext-full.
In the classical case \[i.e. $`h=0`$, $`f_j(n)=_ia_{ij}n_i`$\] (a) is due to BGG \[see Theorem (1)\]. Fuser checked the conjecture for $`๐ค=๐ฐ๐ฉ(2,\mathrm{})`$. โ Let $`๐`$ be either $`๐(๐ค,h,f)`$ or $`๐ช(๐ค,h,f)`$ and $`\{V_i|iI\}`$ a system of representatives of the simple objects in $`๐`$.
(6) Conjecture. The vector space $`_{p,i,j}Ext_๐^p(V_i,V_j)`$ is a \[nonunital\] Koszul algebra.
This conjecture has been proved for $`๐ฐ๐ฉ(2,\mathrm{})`$ by Fuser and for the classical category $`๐ช`$ by Beilinson, Ginzburg and Soergel (see ).
* * *
Bass H., Algebraic K-theory, Benjamin, New York 1968.
Beilinson A., Ginzburg V., Soergel W., Koszul duality patterns in representation theory, J. Am. Math. Soc. 9 No.2 (1996) 473-527.
This text and others are available at http://www.iecn.u-nancy.fr/$``$gaillard
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# Short term pulse frequency fluctuations of OAO 1657-415 from RXTE observations
## 1 Introduction
The high mass X-ray binary source HMXRB source OAO 1657-415 (OAO 1653-40) was first detected by the Copernicus satellite (Polidan et al. 1978) in the 4-9 keV range. The HEAO-1 observations also showed 38.22 sec pulsations in the 1-40 keV and 40-80 keV bands (White $`\&`$ Pravdo 1979, Byrne et al. 1981). Observations with Ginga and GRANAT (Kamata et al. 1990, Gilfanov et al. 1991, Mereghetti et al. 1991, Sunyaev et al. 1991) have found pulse period changes. BATSE observations of this source with the Compton Gamma Ray Observatory (CGRO) showed that OAO 1657-415 is in an $`10.44^d`$ binary orbit with an X-ray eclipse by the a stellar companion (Chakrabarty et al. 1993). The observed orbital parameters imply that the companion is a supergiant of spectral class B0-B6. The correlations between X-ray flux and pulse frequency derivatives ($`\dot{\nu }`$) fluctuations were investigated by using the previously published pulse frequencies and BATSE measurements (Baykal 1997). These correlations suggested that the formation of episodic accretion disks in the case of a stellar wind is the possible accretion mechanism.
In this paper, we present the short term pulse frequency fluctuations and X-ray fluxes of OAO 1657-415 in the light of recent RXTE observations. We have employed background subtraction by using the background models for the RXTE/PCA instrument and galactic ridge emission in the 2-50 keV range. Our X-ray flux and pulse frequency measurements find an increase in the X-ray flux which is correlated with the decrease in the spin-down rate (or marginal spin-up trend).
## 2 Observation and Data Analysis
OAO 1657-415 was observed between 1997 August 20-27 within the guest observer program of RXTE with proposal observation ID 20113. RXTE pointings of the source are separated from each other by approximately six hours with a total observation span of 75 ksec. The results presented here are based on data collected with the Proportional Counter Array (PCA, Jahoda et al., 1996) and the High Energy X-ray Timing Experiment (HEXTE, Rothschild, et al., 1998). The PCA instrument consists of an array of 5 proportional counters operating in the 2โ60 keV energy range, with a total effective area of approximately 7000 cm<sup>2</sup> and a field of view $`1^{}`$ FWHM. The HEXTE instrument consists of two independent clusters of detectors, each cluster containing four NaI(T1)/CsI(Na) phoswich scintillation counters sharing a common $`1^{}`$ FWHM field of view. The field of view of each cluster is switched on and off source to provide background measurements. The net open area of the seven detectors is 1400 cm<sup>2</sup> and each detector covers the energy range 15โ250 keV.
### 2.1 X-ray Light-Curves and Spectra
Background light-curves and pulse height amplitudes are generated by using the background estimator models based upon the rate of very large events (VLE), spacecraft activation and cosmic X-ray emission with the standard PCA analysis tools. The background light-curves are subtracted from the source light-curve obtained from the Good Xenon event data (Fig. 1). Since the source is close to the galactic center, galactic ridge data were extracted from archival RXTE observations. Observations pointed at directions a few degrees away from the source are collected. The background spectra for the galactic ridge data were generated using PCA analysis tools. After the instrument background are removed from the galactic ridge data, the residual spectra are used as a background for the X-ray spectra of OAO 1657-415. The source spectrum was calculated using the same PCA background estimator models. (It should be noted that $`3`$ $`\%`$ systematic errors are used in spectral fitting of PCA data). For the HEXTE data the background subtraction is straightforward since the HEXTE detectors are rocking in 16 sec intervals. Standard ftools software for RXTE is used for the data reduction and for the dead time correction. We have used power-laws with high energy cut-off models together with a 6.65 keV gaussian emission line which was found in previous GINGA observations (Kamata et al., 1990). We have found no evidence for any deviation from a power-law model with high energy cut off which might be attributable to a cyclotron feature. Table 1 presents the spectral parameters of X-ray spectra. Figure 2 presents the joint X-ray spectra of RXTE/PCA and HEXTE detectors. The power-law index, and the cut-off and e-folding energies are significantly different from those measured by Ginga, the powerlaw steeper, but extending to higher energy. The broader energy band of the PCA and HEXTE combination better constrain the higher energy spectra, but the spectrum may vary intrinsically.
### 2.2 Pulse Timing of OAO 1657-415
The background subtracted light-curves are corrected with respect to the barycenter of the solar system. Using the binary orbital parameters of OAO 1657-415 from BATSE observations (Bildsten et al., 1997), the light curves are also corrected for binary motion of OAO 1657-415 (see Table 2). A long power spectrum was used to estimate the average pulse frequency. This pulse frequency is consistent with BATSE pulse frequency records at the same time (obtained through HEASARC http:cossc.gsfc.nasa.gov). In order to resolve the pulse arrival times and pulse frequencies at shorter time scales 29 pulse arrival times were generated (one pulse arrival time for each RXTE orbit). Pulse arrival times are found by folding the light-curve data into one average pulse for each RXTE orbit, folding all light-curves into one master pulse, and cross-correlating the master pulse with each of the 29 average pulses. In the pulse timing anaysis, we have used the method of harmonic representation of pulse profiles, as proposed by Deeter $`\&`$ Boynton (1985). In this method, pulse profiles are expressed in terms of harmonic series and cross-correlated with the master pulse profile. The maximum value of the cross-correlation is analytically well defined and does not depend on the phase binning of the pulses. The master pulse with 40 phase bins was represented by their harmonics (Deeter $`\&`$ Boynton 1985) and cross-correlated with harmonic representations of pulse profiles from segments of the data.
The pulse profiles for OAO 1657-415 are variable. This affects the pulse timing. In order to estimate the errors in the arrival times, the light-curve of each RXTE orbit is divided into approximately 10-15 equal subsets and new arrival times are estimated. The average variance in the arrival times are computed and treated as errors of arrival times. The pulse arrival times are represented in Fig. 3. The residual pulse arrival times may arise from the change of the pulse frequency during the observation (or intrinsic pulse frequency derivative) and from the errors of obital parameters (Deeter et al., 1981),
$$\delta \varphi =\varphi _o+\delta \nu (tt_o)+\frac{1}{2}\dot{\nu }(tt_o)^2+\nu \delta (\frac{asini}{c})sinl_n\nu \frac{2\pi \delta T_{\pi /2}}{P_{orbit}}\frac{asini}{c}cosl_n+\nu \frac{2\pi }{P_{orbit}^2}\frac{asini}{c}\delta P_{orbit}(t_nT_{\pi /2})cosl_n$$
(1)
where $`\delta \varphi `$ is the pulse phase offset deduced from the pulse timing analysis, $`t_o`$ is the mid-time of the observation, $`\varphi _o`$ is the phase offset at t<sub>o</sub>, $`\delta \nu `$ is the deviation from the mean pulse frequency (or additive correction to the pulse frequency), and $`\dot{\nu }`$ is the pulse frequency derivative of the source, $`\frac{asini}{c}`$ is the light travel time for projected semimajor axis, $`T_{\pi /2}`$ is the epoch when the mean orbital longitude is equal to 90 degrees, $`P_{orbit}`$ is the orbital period, $`\delta `$ denotes the errors of these parameters, $`l_n=2\pi (t_nT_{\pi /2})/P_{orbit}+\pi /2`$ is the mean orbital longitude at $`t_n`$. The above expression is fitted to the pulse arrival times data. Table 2 presents the timing solution of OAO 1657-415 from our RXTE observations. The pulse frequency derivative obtained from the quadratic trend of the pulse timing analysis is $`\dot{\nu }_{RXTE}=(3.27\pm 0.09)\times 10^{12}`$ Hz s<sup>-1</sup>. The average pulse frequency derivative we deduce from the pulse frequency history of BATSE archival data is $`(3.1\pm 0.2)\times 10^{12}`$ Hz s<sup>-1</sup>, consistent at the 1$`\sigma `$ level.
The pulse frequency records of OAO 1657-415 have shown that the source has stochastic spin-up/down trends (Baykal 1997, Bildsten et al. 1997) at timescales longer than weeks. In intervals between stochastic changes, OAO 1657-415 shows secular spin-up or down trends with lower values of noise strength (Baykal 1997). Our observations detect the source spinning down, on average. There are local deviations from quadratic trends which can be interpreted as very short term fluctuations (see Fig. 3). The torque noise analysis of OAO 1657-415 from the BATSE observations (Baykal 1997) showed that pulse frequency fluctuations at shorter than $`8`$ days are almost not detectable due to the measuremental noise, however RXTE observations are yielding significant fluctuations around the average quadratic trend (or spin-down rate), as shown in Fig. 3. In RXTE observations we are able to construct pulses for time intervals as short as a few hundred seconds. This yields better timing at shorter time scales. Therefore the fluctuations in arrival times less than $`8`$ days are resolved.
### 2.3 Torque and X-ray luminosity changes of OAO 1657-415
The X-ray flux and pulse frequency derivative correlations of OAO 1657-415 were investigated by using BATSE archival data base (Baykal 1997). BATSE pulse flux at 20-60 keV and pulse frequency series have shown no correlation between X-ray flux and pulse frequency derivatives. A strong correlation between specific angular momentum (l) and pulse frequency derivatives was found instead. These correlations implied that the specific angular momentum is directional, sometimes positive and sometimes negative ($`\pm `$ l), and that sometimes the flow is radial. These results suggested the formation of temporary accretion disks in the case of stellar wind accretion and the short term disk reversals are quite possible. In the analysis of BATSE data, the shortest time scales for resolving the significant pulse frequency fluctuations were of the order of 8 days.
In the present work, in order to resolve pulse frequencies at shorter time scales, we used high counting statistics of RXTE/PCA detectors and obtained pulse arrival times at approximately six hours intervals. For each 4 or 5 pulse arrival times, we fitted a straight line segment and using the slope of this line we estimated a correction to the average pulse frequency ($`\delta \varphi =\varphi _o+\delta \nu (tt_o)`$). In this way, we obtained pulse frequency records for each day roughly. In Fig. 4 we present the pulse frequency records estimated in this work. We accumulated the spectral data at 2-50 keV, corresponding to observations of pulse arrival times. In each set of observations we fitted a power-law with high energy cut-off with a gaussian emission line, then we estimate unabsorbed flux (or intrinsic pulsar flux). Fig. 5 presents the pulsar flux history during the RXTE observations. During the observation, bolometric X-ray flux increased roughly by 70$`\%`$. The spin-down rate is decreased and a marginal spin-up trend is seen. This is the first evidence in OAO 1657-415 to show positive marginal correlation between the X-ray flux and pulse frequency changes.
## 3 Conclusion
OAO 1657-415, has shown strong spin-up/down torques in its time history which can not be explained by wind accretion (Baykal 1997). The formation of temporary accretion disks was therefore considered. If accretion onto the neutron star is from a Keplerian disk (Ghosh & Lamb 1979), the torque on the neutron star is given by
$$I\dot{\nu }=n(w_s)\dot{M}l_K,$$
(2)
where $`l_K=(GMr_o)^{1/2}`$ is the specific angular momentum added by a Keplerian disk to the neutron star at the inner disk edge $`r_o0.5r_A`$ where $`r_A=(2GM)^{1/7}\mu ^{4/7}\dot{M}^{2/7}`$ is the Alfven radius, $`\mu `$ is the neutron star magnetic moment, $`n(w_s)1.4(1w_s/w_c)/(1w_s)`$ is a dimensionless function that measures the variation of the accretion torque as estimated by the fastness parameter $`w_s=\nu /\nu _K(r_o)=2\pi P^1G^{1/2}M^{5/7}\mu ^{6/7}\dot{M}^{3/7}`$. Here $`w_c`$ is the critical fastness parameter where the accretion torque is expected to vanish at $`w_c0.350.85`$ depending on the structure of the disk. According to this model the torque will cause a spin-up if the neutron star is rotating slowly ($`w_s<w_c`$) in the same sense as the circulation in the disk, or spin-down, if it is rotating in the opposite sense. Even if the neutron star is rotating in the same sense as the disk flow, the torque will spin-down the neutron star if it is rotating too rapidly ($`w_s>>w_c`$). In such a model one should see positive correlation between pulse frequency derivative ($`\dot{\nu }`$) and moderate mass accretion rate ($`\dot{M}`$) if the disk is rotating in the same sense as the neutron star (Baykal 1997).
Recent observations of accreting neutron stars have shown stochastic spin-up/down trends on time scales from days to a few years (Bildsten et al. 1997). Some of the sources switch from spin-up to spin-down states without showing great changes in their mass accretion rates (Bildsten et al. 1997). These unusual behaviors led Nelson et al. (1997) to the possibility of retrograde circulation of accretion disks. GX 4+1 shows correlation between the X-ray flux and the spin-down rate (Chakrabarty et al. 1997) which may suggest a retrograde accretion disk. In our RXTE observations, OAO 1657-415 has shown marginal correlation with accretion rate and pulse frequency change. This positive correlation strongly suggesting that the disk formed in the spin-down episode is in prograde direction. From the BATSE observations, it was concluded that the pulse frequency derivatives and X-ray flux were not well correlated and the 8 days was the minimum for the correlation time scale (Baykal 1997). This RXTE observation implies that the time-scale of correlation is short, only a few days. To see the exact nature of correlations between X-ray flux and pulse frequency derivatives, an even more extensive broad band X-ray observation should be carried out.
A.B. thanks Ali Alpar and Mark Finger for critical reading of the manuscript and Jean .H. Swank, Tod .E. Strohmayer, Mike Stark, for stimulating discussions and USRA for supporting a visit to the GSFC.
Figure Caption
Figure 1. The total(5 PCU) RXTE/PCA background subracted X-ray light-curve in 2-50 keV energy range.
Figure 2. RXTE/PCA-HEXTE spectra of OAO 1657-415 (Note that HEXTE spectra is the summed spectra of Cluster 1 and Cluster 2). Below panel is the residuals of the fit in terms of $`\chi ^2`$ values.
Figure 3. Phase offsets in pulse arrival times. Solid line denotes the best fit of arrival times.
Figure 4. Pulse frequency measurements of OAO 1657-415, from RXTE/PCA observations.
Figure 5. 2-50 keV X-ray flux measurements of OAO 1657-415, from RXTE PCA observations.
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# On Numerically Effective Log Canonical Divisors
## 1. Introduction
In this paper every variety is proper over the field $``$ of complex numbers. We follow the notation and terminology of \[Utah\].
Let $`X`$ be a normal algebraic variety and $`\mathrm{\Delta }=d_i\mathrm{\Delta }_i`$ a $``$-divisor with $`0d_i1`$ on $`X`$ such that the log canonical divisor $`K_X+\mathrm{\Delta }`$ is $``$-Cartier. We call $`(X,\mathrm{\Delta })`$ a log pair.
Let $`D`$ be a nef (numerically effective) $``$-Cartier $``$-divisor on $`X`$. We define the numerical Iitaka dimension $`\nu (X,D):=\mathrm{max}\{e;(D^e,S)>0`$ for some subvariety $`S`$ of dimension $`e`$ on $`X\}`$. The divisor $`D`$ is abundant if the Iitaka dimension $`\kappa (X,D)`$ equals $`\nu (X,D)`$. If, for some positive integer $`m`$, the divisor $`mD`$ is Cartier and the linear system $`|mD|`$ is free from base points, $`D`$ is said to be semi-ample.
For a birational morphism $`f:YX`$ between normal algebraic varieties and for a divisor $`E`$ on $`X`$, the symbol $`f_{}^1E`$ expresses the strict transform of $`E`$ by $`f`$ and $`f^1(E)`$ the set-theoretical inverse image. A resolution $`\mu :YX`$ is said to be a log resolution of the log pair $`(X,\mathrm{\Delta })`$ if the support of the divisor $`\mu _{}^1\mathrm{\Delta }+\{E;E\text{ is a }\mu \text{-exceptional prime}`$ $`\text{divisor}\}`$ is with only simple normal crossings. The log pair $`(X,\mathrm{\Delta })`$ is log terminal if there exists a log resolution $`\mu :YX`$ such that $`K_Y+\mu _{}^1\mathrm{\Delta }=\mu ^{}(K_X+\mathrm{\Delta })+a_iE_i`$ with $`a_i>1`$. Moreover, if $`\mathrm{Exc}(\mu )`$ consists of divisors, $`(X,\mathrm{\Delta })`$ is said to be divisorial log terminal (dlt). Szabรณ (\[Sz\]) proved that the notions of dlt and wklt in \[Sh\] are equivalent. In the case where $`(X,\mathrm{\Delta })`$ is log terminal and $`\mathrm{\Delta }=0`$, we say that $`(X,\mathrm{\Delta })`$ is Kawamata log terminal (klt).
We note that if $`(X,\mathrm{\Delta })`$ is klt then it is dlt. In the Iitaka classification theory of open algebraic varieties, one embeds a smooth affine variety $`U`$ in some smooth projective variety $`X`$ such that $`XU=\mathrm{Supp}(\mathrm{\Delta })`$ where $`\mathrm{\Delta }`$ is a reduced simple normal crossing divisor and studies the log pair $`(X,\mathrm{\Delta })`$. In this case $`(X,\mathrm{\Delta })`$ is not klt but dlt. Moreover it is known that we have to work allowing the $``$-factorial dlt singularities, to execute the log minimal model program for open algebraic varieties (see \[KMM\]). Therefore it is valuable to extend theorems proved in the case of klt pairs to the case of dlt pairs.
Now, concerning the log minimal model program, we review the famous
###### Log Abundance Conjecture (cf.\ \cite{KeMaMc})
Assume that X is projective and $`(X,\mathrm{\Delta })`$ is dlt. If $`K_X+\mathrm{\Delta }`$ is nef, then $`K_X+\mathrm{\Delta }`$ is semi-ample.
This conjecture claims that the concept of โlog minimalโ (that is, the log canonical divisor is nef) should be not only numerical but also geometric. Kawamata (\[Ka1\]) and Fujita (\[Fujt\]) proved the conjecture in $`dimX=2`$ and Keel, Matsuki and McKernan (\[KeMaMc\]) in $`dimX=3`$. (The assumption concerning singularities in their papers is that $`(X,\mathrm{\Delta })`$ is log canonical, which is more general than dlt.) Moreover Fujino proved
###### Theorem 1 (\cite{Fujn2, 3.1})
Assume that $`(X,\mathrm{\Delta })`$ is dlt and $`dimX=4`$. If $`K_X+\mathrm{\Delta }`$ is nef and big, then $`K_X+\mathrm{\Delta }`$ is semi-ample.
The following two theorems due to Kawamata are helpful to deal with the conjecture.
###### Theorem 2 (\cite{Ka2, 6.1})
Assume that $`(X,\mathrm{\Delta })`$ is klt and $`K_X+\mathrm{\Delta }`$ is nef. If $`K_X+\mathrm{\Delta }`$ is abundant, then it is semi-ample.
###### Theorem 3 (\cite{Ka2, 7.3}, cf.\ \cite{KeMaMc, 5.6})
Assume that $`(X,\mathrm{\Delta })`$ is klt and $`K_X+\mathrm{\Delta }`$ is nef. If $`\kappa (X,K_X+\mathrm{\Delta })>0`$ and the log minimal model and the log abundance conjectures hold in dimension $`dimX\kappa (X,K_X+\mathrm{\Delta })`$, then $`K_X+\mathrm{\Delta }`$ is semi-ample.
In this paper we try to generalize the above-mentioned theorems and obtain the following
###### Main Theorem
Assume that $`(X,\mathrm{\Delta })`$ is dlt and $`dimX=4`$. If $`K_X+\mathrm{\Delta }`$ is nef and $`\kappa (X,K_X+\mathrm{\Delta })>0`$, then $`K_X+\mathrm{\Delta }`$ is semi-ample.
We prove Main Theorem, along the lines in the proofs of Theorems 1 and 2, using Fujinoโs abundance theorem for semi log canonical threefolds which are not necessarily irreducible (For the definition of the concept โsdltโ appearing below, see Definition 2 in Section 2.):
###### Theorem 4 (\cite{Fujn1})
Let $`(S,\mathrm{\Theta })`$ be a sdlt threefold. If $`K_S+\mathrm{\Theta }`$ is nef, then $`K_S+\mathrm{\Theta }`$ is semi-ample.
###### Remark Remark
If the log minimal model and the log abundance conjectures hold in dimension $`n1`$, and Theorem 4 holds in dimension $`n1`$, then Main Theorem holds in dimension $`n`$.
Acknowledgment. The Author would like to thank the referees for their valuable advice concerning the presentation and the quotations.
## 2. Preliminaries
In this section we state notions and results needed in the proof of Main Theorem.
The next two propositions are from the theories of the Kodaira-Iitaka dimension and the minimal model respectively.
###### Proposition 1 (\cite{Ii, Theorem 10.3})
Let $`D`$ be an effective divisor on a smooth variety $`Y`$. Suppose that the rational map $`\mathrm{\Phi }_{|D|}:YZ`$ is a morphism and that the rational function field $`\mathrm{Rat}(\mathrm{\Phi }_{|mD|}(Y))`$ is isomorphic to $`\mathrm{Rat}(Z)`$ for all positive integer $`m`$. Then $`\mathrm{Rat}(Z)`$ is algebraically closed in $`\mathrm{Rat}(Y)`$ and $`\kappa (W,D|_W)=0`$ for a โgeneralโ fiber of $`\mathrm{\Phi }_{|D|}`$ .
###### Proposition 2 (\cite{KMM, Section 5-1.})
Assume that $`(X_{lm},\mathrm{\Delta }_{lm})`$ is a log minimal model for a $``$-factorial, dlt projective variety $`(X,\mathrm{\Delta })`$. Then every common resolution $`X\stackrel{๐}{}Y\stackrel{}{}X_{lm}`$ satisfies the condition that $`K_Y+g_{}^1\mathrm{\Delta }+Eg^{}(K_X+\mathrm{\Delta })h^{}(K_{X_{lm}}+\mathrm{\Delta }_{lm})`$, where $`E`$ is the reduced divisor composed of the $`g`$-exceptional prime divisors.
The following is a vanishing theorem of Kollรกr-type:
###### Theorem 5 (\cite{Ko, 10.13}, cf.\ \cite{Ka2, 3.2}, \cite{EV, 3.5})
Let $`f:XY`$ be a surjective morphism from a smooth projective variety $`X`$ to a normal variety $`Y`$. Let $`L`$ be a divisor on $`X`$ and $`D`$ an effective divisor on $`X`$ such that $`f(D)Y`$. Assume that $`(X,\mathrm{\Delta })`$ is klt and $`LD(K_X+\mathrm{\Delta })`$ is $``$-linearly equivalent to $`f^{}M`$ where $`M`$ is a nef and big $``$-Cartier $``$-divisor on $`Y`$. Then the homomorphisms $`H^i(X,๐ช_X(LD))H^i(X,๐ช_X(L))`$ are injective for all $`i`$.
When we work on the non-klt locus $`\mathrm{\Delta }`$ of a log terminal pair $`(X,\mathrm{\Delta })`$, we need
###### Lemma 1 (cf.\ \cite{Ii, Proposition 1.43})
Let $`S`$ be a reduced scheme and $``$ an invertible sheaf on $`S`$. Then the restriction map $`H^0(S,)H^0(U,)`$ is injective for all open dense subset $`U`$ of $`S`$.
The following lemma is used to manage cases where Theorem 5 can not be applied (See \[KeMaMc, Section 7\]):
###### Lemma 2 (cf.\ \cite{Fujt0, 1.20})
Let $`f:SZ`$ be a surjective morphism between normal varieties and $`H_Z`$ a Cartier divisor on $`Z`$. If $`f^{}H_Z`$ is semi-ample, then so is $`H_Z`$ .
The set $`\text{Strata}(D)`$ defined below is the set of non-klt centers for a smooth pair $`(Y,D)`$.
###### Definition Definition 1
Let $`D=_{i=1}^lD_i`$ be a reduced simple normal crossing divisor on a smooth variety Y. We set $`\text{Strata}(D):=\{\mathrm{\Gamma };1i_1<i_2<\mathrm{}<i_kl`$, $`\mathrm{\Gamma }`$ is an irreducible component of $`D_{i_1}D_{i_2}\mathrm{}D_{i_k}\mathrm{}\}`$.
When we manage the non-klt locus $`\mathrm{\Delta }`$ of a dlt pair $`(X,\mathrm{\Delta })`$, we need the following notion:
###### Definition Definition 2 (due to Fujino (\[Fujn1, 1.1\]))
Let $`S`$ be a reduced $`S_2`$ scheme which is pure $`n`$-dimensional and normal crossing in dimension 1. Let $`\mathrm{\Theta }`$ be an effective $``$-Weil divisor such that $`K_S+\mathrm{\Theta }`$ is $``$-Cartier. Let $`S=S_i`$ be the decomposition into irreducible components. The pair $`(S,\mathrm{\Theta })`$ is semi divisorial log terminal (sdlt) if $`S_i`$ is normal and $`(S_i,\mathrm{\Theta }|_{S_i})`$ is dlt for all $`i`$.
###### Proposition 3 (\cite{Fujn1, 1.2.(3)}, cf.\ \cite{Sh, 3.2.3}, \cite{KoM, 5.52})
If $`(X,\mathrm{\Delta })`$ is dlt, then $`(\mathrm{\Delta },\mathrm{Diff}(\mathrm{\Delta }\mathrm{\Delta }))`$ is sdlt.
## 3. Proof of Main Theorem
The following proposition is used to imply the abundance of some log canonical divisor from its mobility:
###### Proposition 4 (\cite{Ka2, 7.3}, \cite{KeMaMc, 5.6})
Let $`(X,\mathrm{\Delta })`$ be a variety with only log canonical singularities such that $`K_X+\mathrm{\Delta }`$ is nef and $`\kappa (X,K_X+\mathrm{\Delta })>0`$. If the log minimal model and the log abundance conjectures hold in dimension $`dimX\kappa (X,K_X+\mathrm{\Delta })`$, then $`\kappa (X,K_X+\mathrm{\Delta })=\nu (X,K_X+\mathrm{\Delta })`$.
In the literature (Theorem 3 \[Ka2, 7.3\]), this is proved for klt pairs. However the proof is valid for log canonical pairs also. Thus in the proof below we note only the parts where we have to be careful in reading \[Ka2, Proof of 7.3\].
###### Demonstration Proof (\[Ka2, Proof of 7.3 \])
By Proposition 1, we have a diagram $`X\stackrel{๐}{}Y\stackrel{๐}{}Z`$ with the following properties:
We note that $`W`$ is smooth and $`\mathrm{Supp}((\mu _{}^1\mathrm{\Delta }+E)|_W)`$ is with only simple normal crossings.
We apply the log minimal model program to $`(W,(\mu _{}^1\mathrm{\Delta }+E)|_W)`$ and obtain a log minimal model $`(W_{lm},\mathrm{\Delta }_{lm})`$, where $`K_{W_{lm}}+\mathrm{\Delta }_{lm}_{}0`$ from the log abundance. We consider a common resolution $`W\stackrel{๐}{}W^{}\stackrel{๐}{}W_{lm}`$ of $`W`$ and $`W_{lm}`$ such that $`W^{}`$ is projective. From Proposition 2,
$$\rho ^{}(K_W+(\mu _{}^1\mathrm{\Delta }+E)|_W)=\sigma ^{}(K_{W_{lm}}+\mathrm{\Delta }_{lm})+E_\sigma _{}E_\sigma $$
for some $`\sigma `$-exceptional effective $``$-divisor $`E_\sigma `$ . Thus we have the relation
$$\rho ^{}(\mu ^{}(K_X+\mathrm{\Delta })|_W)=\rho ^{}(K_W+(\mu _{}^1\mathrm{\Delta }+E)|_WE_\mu |_W)_{}E_\sigma \rho ^{}(E_\mu |_W).$$
We put $`E_+E_{}:=E_\sigma \rho ^{}(E_\mu |_W)`$, where $`E_+`$ and $`E_{}`$ are effective $``$-divisors that have no common irreducible components. Here $`E_+`$ is $`\sigma `$-exceptional.
This paragraph is due to an argument in Miyaoka \[Mi, IV 2.4\]. Put $`e:=dimW^{}`$ and $`c:=`$ the codimension of $`\sigma (E_+)`$ in $`W_{lm}`$ . We take general members $`A_1,A_2,\mathrm{},A_{ec}|A|`$ and $`H_1,H_2,\mathrm{},H_{c2}|H|`$ where $`A`$ and $`H`$ are very ample divisors on $`W_{lm}`$ and $`W^{}`$ respectively. Set
$$S=(\underset{i=1}{\overset{ec}{}}\sigma ^1(A_i))(\underset{i=1}{\overset{c2}{}}H_i).$$
Taking into account the argument above, we proceed along the lines in \[Ka2, Proof of 7.3\]. Then we have the fact that $`\rho ^{}(\mu ^{}(K_X+\mathrm{\Delta })|_W)`$ is $``$-linearly trivial and so is $`\mu ^{}(K_X+\mathrm{\Delta })|_W`$ . From this the assertion follows. โ
In the following we cope with the base points that lie on the non-klt locus $`\mathrm{\Delta }`$:
###### Proposition 5
Let $`(X,\mathrm{\Delta })`$ be a log terminal variety and H a nef $``$-Cartier $``$-divisor such that $`H(K_X+\mathrm{\Delta })`$ is nef and abundant. Assume that $`\nu (X,aH(K_X+\mathrm{\Delta }))=\nu (X,H(K_X+\mathrm{\Delta }))`$ and $`\kappa (X,aH(K_X+\mathrm{\Delta }))0`$ for some $`a`$ with $`a>1`$. If $`H|_\mathrm{\Delta }`$ is semi-ample, then $`\mathrm{Bs}|mH|\mathrm{\Delta }=\mathrm{}`$ for some positive integer $`m`$ with $`mH`$ being Cartier.
###### Demonstration Proof
From an argument in \[Ka2, Proof of 6.1\] we have a diagram $`X\stackrel{๐}{}Y\stackrel{๐}{}Z`$ with the following properties:
We define rational numbers $`a_i`$ by $`K_Y=\mu ^{}(K_X+\mathrm{\Delta })+a_iE_i`$ . We may assume that $`H_0`$ and $`H`$ are Cartier.
We put
$$S:=\mathrm{\Delta },E:=\underset{a_i>0}{}a_iE_i\text{and}S^{}:=\underset{a_i=1}{}E_i.$$
We note that $`m\mu ^{}H+ES^{}(K_Y+\{a_i\}E_i)=(m1)\mu ^{}H+\mu ^{}(H(K_X+\mathrm{\Delta }))`$, which is $``$-linearly equivalent to the inverse image of a nef and big $``$-divisor on $`Z`$. There are two cases:
###### Demonstration Case 1
$`f(S^{})Z`$. In this case we use Fujinoโs argument \[Fujn2, Section 2\]. By Theorem 5 we have an injection
$$H^1(Y,๐ช_Y(m\mu ^{}H+ES^{}))H^1(Y,๐ช_Y(m\mu ^{}H+E)).$$
Then we consider the commutative diagram:
$$\begin{array}{ccccc}H^0(Y,๐ช_Y(m\mu ^{}H+E))& \stackrel{\text{surjective}}{}& H^0(S^{},๐ช_S^{}(m\mu ^{}H+E))& & 0\\ & & i& & \\ H^0(Y,๐ช_Y(m\mu ^{}H))& & H^0(S^{},๐ช_S^{}(m\mu ^{}H))\\ & & j& & & & \\ H^0(X,๐ช_X(mH))& \stackrel{s}{}& H^0(S,๐ช_S(mH))& & \end{array}$$
The homomorphism $`i`$ is injective from the fact that $`E`$ and $`S^{}`$ have no common irreducible component and Lemma 1. The homomorphism $`j`$ is injective from the fact that $`S^{}S`$ is surjective and Lemma 1. Thus the homomorphism $`s`$ is surjective from the diagram. Consequently $`|mH||_S=\left|mH|_S\right|`$.
###### Demonstration Case 2
$`f(S^{})=Z`$. In this case we use an argument in \[KeMaMc, Section 7\]. There exists an irreducible component $`S^{\prime \prime }`$ of $`S^{}`$ such that $`f(S^{\prime \prime })=Z`$. Because $`H|_S`$ is semi-ample and $`\mu ^{}H_{}f^{}H_0`$ , $`f^{}H_0|_{S^{\prime \prime }}`$ is semi-ample. Consequently the $``$-divisor $`H_0`$ also is semi-ample from Lemma 2. โ
We generalize Kawamataโs result \[Ka2, 6.1\] (see also Theorem 2) concerning the semi-ampleness for klt pairs to the case of log terminal pairs in the following form:
###### Proposition 6
Assume that $`(X,\mathrm{\Delta })`$ is log terminal. Let $`H`$ be a nef $``$-Cartier $``$-divisor on $`X`$ with the following properties:
If, for some positive integer $`p_1`$ , the divisor $`p_1H`$ is Cartier and $`\mathrm{Bs}|p_1H|\mathrm{\Delta }=\mathrm{}`$, then $`H`$ is semi-ample.
In the proof below we proceed along the lines in \[Ka2, Proof of 6.1\] and thus omit the parts which are parallel. However we have to be very delicate in dealing with the non-klt locus $`\mathrm{\Delta }`$.
###### Demonstration Proof
From \[Ka2, 6.1\], we may assume that $`\mathrm{\Delta }0`$. Therefore the condition that $`\mathrm{Bs}|p_1H|\mathrm{\Delta }=\mathrm{}`$ implies that $`\mathrm{Bs}|p_1H|X`$. Thus $`|p_1tH|\mathrm{}`$ for all $`t_{>0}`$ (where $`_{>0}`$ denotes the set of all positive integers).
We have smooth projective varieties $`Y`$ and $`Z`$ and morphisms $`X\stackrel{๐}{}Y\stackrel{๐}{}Z`$ with the following properties:
We may assume that $`H_0`$ and $`H`$ are Cartier and $`f^{}H_0`$ and $`\mu ^{}H`$ are linearly equivalent.
Putting $`\mathrm{\Lambda }(m):=\mathrm{Bs}|mH|`$, we may assume that $`\mathrm{\Lambda }(p_1)\mathrm{}`$ (otherwise we immediately obtain the assertion). By repetition of blowing-ups over $`Y`$, we may replace $`Y`$ and get a simple normal crossing divisor $`F=_{iI}F_i`$ on $`Y`$ such that
Then by replacing $`Z`$ and $`Y`$ we have $`L_{}f^{}L_0`$ for some $``$-divisor $`L_0`$ , because $`\nu (Y,\mu ^{}(aH(K_X+\mathrm{\Delta })))\nu (Y,((a1)/p_1)L+\mu ^{}(H(K_X+\mathrm{\Delta })))\nu (Y,\mu ^{}(H(K_X+\mathrm{\Delta })))`$ from the argument in \[Ka2, Proof of 2.1\]. We note that
$$\mathrm{\Lambda }(p_1)=\mu (\underset{r_i0}{}F_i).$$
We have an effective divisor $`M_1`$ such that $`M_0\delta M_1`$ is ample for all $`\delta `$ with $`0<\delta 1`$. By further repetition of blowing-ups over $`Y`$, we may replace $`Y`$ and get the following properties:
We set
$$c:=\underset{r_i0}{\mathrm{min}}\frac{a_i+1\delta b_i}{r_i}.$$
Note that if $`a_i=1`$ then $`\mu (F_i)\mathrm{\Delta }`$ and that if $`\mu (F_i)\mathrm{\Delta }`$ then $`r_i=0`$ from the assumption of the theorem. Thus by taking $`\delta `$ small enough, we may assume that $`c>0`$ and that, if $`F_i\mu ^1(\mathrm{\Delta }`$), then $`a_i+1\delta b_i>0`$ (even if $`b_i0`$). Set $`I_0:=\{iI;a_i+1\delta b_i=cr_i,r_i0\}`$ and $`\{Z_\alpha \}:=\{f(\mathrm{\Gamma });\mathrm{\Gamma }\text{Strata}(_{iI_0}F_i)\}`$. Let $`Z_1`$ be a minimal element of $`\{Z_\alpha \}`$ with respect to the inclusion relation. We note that $`Z_1Z`$. Because $`M_0\delta M_1`$ is ample, for some $`q_{>0}`$ , there exists a member $`M_2|q(M_0\delta M_1)|`$ such that $`Z_1M_2`$ and $`Z_\alpha M_2`$ for all $`\alpha 1`$.
We would like to show that we may assume that $`\mathrm{Supp}(f^{}M_2)F`$. Then we investigate the variation of the numbers $`a_i+1\delta b_i`$ and the set $`I_0`$ under the blowing-up $`\sigma :Y^{}Y`$ with permissible smooth center $`C`$ with respect to F. We get a simple normal crossing divisor $`F^{}=_{iI^{}}F_i^{}`$ on $`Y^{}`$ (where $`I^{}=I\{0\}`$) with the following properties:
$`F_0^{}`$ $`=\sigma ^1(C).`$ $`8`$$`9`$$`10`$$`11`$
$`K_Y^{}`$ $`=\sigma ^{}\mu ^{}(K_X+\mathrm{\Delta })+{\displaystyle \underset{iI^{}}{}}a_i^{}F_i^{}.`$
$`\sigma ^{}({\displaystyle \underset{iI}{}}r_iF_i)`$ $`={\displaystyle \underset{iI^{}}{}}r_i^{}F_i^{}.`$
$`\sigma ^{}f^{}M_1`$ $`={\displaystyle \underset{iI^{}}{}}b_i^{}F_i^{}.`$
We set $`I_0^{}:=\{iI^{};a_i^{}+1\delta b_i^{}=cr_i^{},r_i^{}0\}`$. Let $`F_{i_1},\mathrm{},F_{i_u}`$ be the irreducible components of $`F`$ that contain $`C`$. Let $`F_{i_j}^{}`$ be the strict transform of $`F_{i_j}`$ by $`\sigma `$. We note that
$$\sigma ^{}(K_Y\underset{j=1}{\overset{u}{}}a_{i_j}F_{i_j})=K_Y^{}(\mathrm{codim}_YC1)F_0^{}\underset{j=1}{\overset{u}{}}a_{i_j}(F_{i_j}^{}+F_0^{}).$$
Thus $`a_0^{}=(\mathrm{codim}_YC1)+_{j=1}^ua_{i_j}`$ . Therefore
$$a_0^{}+1\underset{j=1}{\overset{u}{}}(a_{i_j}+1),$$
$`12`$
where the equality holds if and only if $`u=\mathrm{codim}_YC`$. We note also that $`r_0^{}=_{j=1}^ur_{i_j}`$ and $`b_0^{}=_{j=1}^ub_{i_j}`$ .
###### Claim 1
If $`F_0^{}(\mu \sigma )^1(\mathrm{\Delta })`$, then $`a_0^{}+1\delta b_0^{}cr_0^{}`$ . The equality holds if and only if $`\mathrm{codim}_YC=u`$ and $`i_jI_0`$ for all $`j`$.
###### Demonstration Proof of Claim 1
First we note the inequality
$$a_0^{}+1\delta b_0^{}\underset{j=1}{\overset{u}{}}(a_{i_j}+1\delta b_{i_j}),$$
where the equality holds if and only if $`\mathrm{codim}_YC=u`$. Because $`F_{i_j}\mu ^1(\mathrm{\Delta })`$, we have $`a_{i_j}+1\delta b_{i_j}>0`$. Here if $`r_{i_j}0`$ then $`a_{i_j}+1\delta b_{i_j}cr_{i_j}`$ , from the definition of $`c`$. On the other hand if $`r_{i_j}=0`$ then $`a_{i_j}+1\delta b_{i_j}>cr_{i_j}`$ . Now we note the inequality
$$\underset{j=1}{\overset{u}{}}(a_{i_j}+1\delta b_{i_j})\underset{j=1}{\overset{u}{}}cr_{i_j},$$
where the equality holds if and only if $`r_{i_j}0`$ and $`a_{i_j}+1\delta b_{i_j}=cr_{i_j}`$ (that is, $`i_jI_0`$) for all $`j`$. Here $`_{j=1}^ucr_{i_j}=cr_0^{}`$ . Proof of Claim 1 ends.
###### Claim 2
If $`i_jI_0`$ for all $`j`$ and $`C\text{Strata}(_{j=1}^uF_{i_j})`$, then $`I_0^{}=I_0\{0\}`$. Otherwise $`I_0^{}=I_0`$ .
###### Demonstration Proof of Claim 2
We note that $`\mathrm{codim}_YC=u`$ if and only if $`C\text{Strata}(_{j=1}^uF_{i_j})`$. Thus Claim 1 implies the assertion, because if $`F_0^{}(\mu \sigma )^1(\mathrm{\Delta })`$ then $`r_0^{}=0`$. Proof of Claim 2 ends.
###### Claim 3
$$\underset{r_i^{}0}{\mathrm{min}}\frac{a_i^{}+1\delta b_i^{}}{r_i^{}}=c.$$
###### Demonstration Proof of Claim 3
In the case where $`r_0^{}0`$, we have $`F_0^{}(\mu \sigma )^1(\mathrm{\Delta })`$. Thus Claim 1 implies the assertion. Proof of Claim 3 ends.
###### Claim 4
If $`F_0^{}(\mu \sigma )^1(\mathrm{\Delta })`$, then $`a_0^{}+1\delta b_0^{}>0`$.
###### Demonstration Proof of Claim 4
In this case, $`a_0^{}+1>0`$. If $`b_0^{}0`$, then $`Cf^{}M_1`$ , so $`u0`$. Thus $`a_0^{}+1\delta b_0^{}_{j=1}^u(a_{i_j}+1\delta b_{i_j})>0`$ because all $`F_{i_j}\mu ^1(\mathrm{\Delta })`$. Proof of Claim 4 ends.
Proof of Proposition 6 continues. By virtue of Claims 2, 3 and 4, we may assume that $`f^{}M_2=_{iI}s_iF_i`$ where $`F=_{iI}F_i`$ is a simple normal crossing divisor. We put
$$c^{}:=\underset{\mu (F_i)\mathrm{\Delta }}{\mathrm{min}}\frac{a_i+1\delta b_i}{r_i+\delta ^{}s_i}$$
$`13`$
and $`I_1:=\{iI;a_i+1\delta b_i=c^{}(r_i+\delta ^{}s_i),\mu (F_i)\mathrm{\Delta }\}`$, for a rational number $`\delta ^{}`$ with $`0<\delta ^{}\delta `$.
###### Claim 5
$`I_1I_0`$ .
###### Demonstration Proof of Claim 5
Because if $`\mu (F_i)\mathrm{\Delta }`$ then $`a_i+1\delta b_i>0`$, in the case where $`r_i=0`$ the divisor $`F_i`$ does not attain the minimum in (13). Proof of Claim 5 ends.
###### Claim 6
There exists a member $`jI_0`$ such that $`s_j>0`$.
###### Demonstration Proof of Claim 6
The condition that $`Z_1M_2`$ implies that, for some $`jI`$, $`s_j>0`$ and $`F_j`$ contains an element $`\mathrm{\Gamma }\text{Strata}(_{iI_0}F_i)`$. Here $`jI_0`$ , because $`F`$ is with only simple normal crossings. Proof of Claim 6 ends.
###### Claim 7
$`s_i>0`$ for all $`iI_1`$ .
###### Demonstration Proof of Claim 7
Claims 5 and 6 and the formula (13) imply the assertion. Proof of Claim 7 ends.
###### Claim 8
$`f(\mathrm{\Gamma })=Z_1`$ for all $`\mathrm{\Gamma }\text{Strata}(_{iI_1}F_i)`$.
###### Demonstration Proof of Claim 8
From Claim 7, $`f(\mathrm{\Gamma })M_2`$ . The condition that $`Z_\alpha M_2`$ for all $`\alpha 1`$ implies the fact that $`f(\mathrm{\Gamma })Z_\alpha `$ for all $`\alpha 1`$. Thus $`f(\mathrm{\Gamma })=Z_1`$ from Claim 5. Proof of Claim 8 ends.
Proof of Proposition 6 continues. Now we set $`N:=m\mu ^{}H+_{iI}(c^{}(r_i+\delta ^{}s_i)+a_i\delta b_i)F_iK_Y`$ for an integer $`mc^{}p_1+1`$. Then
$`N`$ $`=c^{}({\displaystyle \underset{iI}{}}r_iF_i)+m\mu ^{}H\mu ^{}(K_X+\mathrm{\Delta })\delta {\displaystyle \underset{iI}{}}b_iF_ic^{}\delta ^{}{\displaystyle \underset{iI}{}}s_iF_i`$
$`_{}c^{}(Lp_1\mu ^{}H)+m\mu ^{}H\mu ^{}H+f^{}(M_0\delta M_1)c^{}\delta ^{}{\displaystyle \underset{iI}{}}s_iF_i`$
$`_{}c^{}f^{}L_0+(m(c^{}p_1+1))\mu ^{}H+(1c^{}\delta ^{}q)f^{}(M_0\delta M_1).`$
Because $`\mu ^{}H`$ and $`f^{}H_0`$ are linearly equivalent, $`N`$ is $``$-linearly equivalent to the pull back of an ample $``$-divisor on $`Z`$. We put
$`A:`$ $`={\displaystyle \underset{iII_1\text{and}\mu (F_i)\mathrm{\Delta }}{}}(c^{}(r_i+\delta ^{}s_i)+a_i\delta b_i)F_i,`$
$`B_1:`$ $`={\displaystyle \underset{iI_1}{}}F_i,`$
$`C:`$ $`={\displaystyle \underset{\mu (F_i)\mathrm{\Delta }}{}}(c^{}(r_i+\delta ^{}s_i)+a_i\delta b_i)F_i.`$
Then $`_{iI}(c^{}(r_i+\delta ^{}s_i)+a_i\delta b_i)F_i=AB_1+C`$. We express $`C:=B_2+B_3`$ in effective divisors $`B_2`$ and $`B_3`$ without common irreducible components. Here we note that $`f(B_1+B_2)Z`$, from Claim 8 and from the fact that the locus $`f^1(\mathrm{Bs}|p_1H_0|)=\mu ^1(\mathrm{\Lambda }(p_1))\mathrm{}`$ and the locus $`\mu ^1(\mathrm{\Delta })`$ are mutually disjoint. Note also that $`A`$ and $`B_3`$ are $`\mu `$-exceptional effective divisors because if $`a_i>0`$ then $`F_i`$ is $`\mu `$-exceptional.
By Theorem 5, the homomorphism
$$H^1(Y,๐ช_Y(m\mu ^{}H+\underset{iI}{}(c^{}(r_i+\delta ^{}s_i)+a_i\delta b_i)F_i))H^1(Y,๐ช_Y(m\mu ^{}H+A+B_3))$$
is injective because $`f(B_1+B_2)Z`$. Hence
$`H^0(Y,๐ช_Y(m\mu ^{}H+A+B_3))`$
$`H^0(B_1,๐ช_{B_1}(m\mu ^{}H+A+B_3))H^0(B_2,๐ช_{B_2}(m\mu ^{}H+A+B_3))`$
is surjective, because $`B_1B_2=\mathrm{}`$ from Claim 5. Here
$$H^0(B_1,๐ช_{B_1}(m\mu ^{}H+A+B_3))H^0(B_1,๐ช_{B_1}(m\mu ^{}H+A))$$
because $`B_1B_3=\mathrm{}`$ from Claim 5. We note that $`\mathrm{Supp}(A|_{B_1})`$ is with only simple normal crossings and $`A|_{B_1}`$ is effective. Because $`m\mu ^{}H|_{B_1}+A|_{B_1}K_{B_1}=N|_{B_1}`$ , we obtain a positive integer $`p_2`$ such that
$$H^0(B_1,๐ช_{B_1}(p_2t\mu ^{}H+A))0$$
for all $`t0,`$ from Claim 8 and \[Ka2, 5.1\]. Consequently the assertion of the proposition follows. โ
###### Demonstration Proof of Main Theorem
Because $`\kappa (X,K_X+\mathrm{\Delta })>0`$, we have $`\kappa (X,K_X+\mathrm{\Delta })=\nu (X,K_X+\mathrm{\Delta })`$ from the log minimal model and the log abundance theorems in dimension $`3`$ (\[Sh\], \[KeMaMc\]) and Proposition 4. We note that $`(K_X+\mathrm{\Delta })|_\mathrm{\Delta }`$ is semi-ample from Proposition 3 and Theorem 4. Thus Proposition 5 implies that $`\mathrm{Bs}|m(K_X+\mathrm{\Delta })|\mathrm{\Delta }=\mathrm{}`$ for some $`m_{>0}`$ with $`m(K_X+\mathrm{\Delta })`$ being Cartier. Consequently Proposition 6 gives the assertion. โ
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# Melting as a String-Mediated Phase Transition
## 1 Introduction
Nearly 50 years ago Shockley successfully accounted for the fluidity of a liquid by assuming a certain concentration of line defects in the liquid state. Bragg had earlier estimated an upper bound on the core energy of a dislocation under the assumption that the core atomic configuration was like that of a liquid. Cotterill and Doyama later confirmed the Bragg estimate. These early results implied that the liquid state is equivalent to a crystal saturated with dislocation cores. It was first suggested by Mott that the melting transition could be described in terms of dislocations.
There are now compelling results from molecular dynamics and Monte Carlo simulations that imply that dislocations play a key role in three-dimensional melting, and moreover there is experimental evidence that linear defects are in fact generated near the melting transition .
Mizushima and Ookawa were the first to formulate a dislocation theory of melting. They based their theory on the fact that the self-energy of a dislocation decreases with dislocation density because of screening. In their theory melting is a first-order transition that occurs when the free energy of the crystal with a sufficiently high concentration of thermally-generated dislocations equals the free energy of the dislocation-free crystal. Their predicted melting temperatures agree with data for reasonable choices of the core energy. Many dislocation theories of melting then followed \[10 -13\], most notably the exhaustive treatment of linear-defect-mediated melting by Kleinert and collaborators . We refer the reader to several fine reviews of the literature for additional details and references on dislocation-mediated melting .
Significant progress in our understanding of melting has been achieved by Kleinert who pointed out that the melting process cannot proceed through the mediation of dislocations alone. Dislocations are associated with the discrete translational symmetry of the crystal, so only this symmetry is lost when dislocations condense. But the rotational order of the solid is also lost as the solid converts into liquid, and for this to occur the defects associated with the rotational symmetry of the lattice, namely disclinations, must come into play. Kleinert assumes that the free energy of dislocations alone would lead to a second-order phase transition, and in addition shows that a second-order proliferation of disclinations can occur in a background of dislocations above some critical density. The coupled dislocation-disclination system could, however, undergo a first-order transition, i.e., melting.
Although disclinations must participate in the melting process, in this paper we consider only the dislocation degrees of freedom. Ideally, we would derive the precise form of the free energy of a dense ensemble of dislocations interacting via the full Blin potential and subject to specific configurational constraints (Brownian, self-avoiding, etc.), but this problem has so far defied solution. Instead we develop an effective theory of melting based on perfectly screened, non-interacting dislocations. We employ the widely accepted $`\rho \mathrm{ln}\rho `$ form $`(\rho `$ is dislocation density) for the self-energy density of dislocations , which results in a first-order phase transition. A dislocation in a dense ensemble of other dislocations is assumed to be a random loop, i.e., the possible configurations of a dislocation loop are closed random walks, and short-range steric interactions are neglected. Thus the partition function is evaluated in the independent-loop approximation. We obtain two new relations: a simple expression for the melting temperature (the melting relation) that explicitly takes into account the crystal structure, and another relation between melting temperature, latent heat of fusion, and critical density of dislocations. We carry out a comprehensive comparison of these relations with experimental data on over half of the Periodic Table. The melting relation is accurate to 17% . Dislocation densities as determined from the melting temperature and latent heat relations are $`\rho =(0.61\pm 0.20)b^2`$ and $`(0.66\pm 0.11)b^2,`$ respectively, where $`b`$ is the length of the smallest perfect-dislocation Burgers vector. Both relations should also apply to alloys and compounds.
In Section 2 we discuss the statistical mechanics of dislocation loops on a lattice. These results are used to derive the melting relation in Section 3, the free energy density in Section 4, and the formula for the latent heat of fusion in Section 5. The values for the critical dislocation density extracted from both the melting relation and the formula for the latent heat of fusion are checked in Section 6 with the formula for volume change at melt. Our concluding remarks appear in Section 7.
## 2 Statistical mechanics of dislocation loops on a lattice
The energy per unit length, $`\sigma ,`$ of a dislocation can be very large. However, this energy can always be compensated at sufficiently high temperatures by the large entropy of line-like structures, as will be seen in what follows.
In a Bravais lattice with coordination number $`z`$ we consider the graph $`\mathrm{\Gamma },`$ the edges of which are all nearest-neighbor links. The set of $`z`$ links from any lattice site is identical to the set of shortest perfect-dislocation Burgers vectors, of length $`b.`$ We now evaluate the partition function for a single Brownian loop on $`\mathrm{\Gamma }.`$
The line tension, $`\sigma ,`$ is assumed to be independent of its length, $`L,`$ as is the case for a dislocation in a dense complex network. (In a dilute network, interactions between distant segments of a dislocation lead to a logarithmic dependence of $`\sigma `$ on $`L.)`$ The number of configurations of a string of length $`L`$ is $`(z^{})^{L/b},`$ where $`z^{}`$ is the number of possible directions that a line segment can take from a given lattice site. If backtracking is not allowed, $`z^{}=z1.`$ For a simple cubic lattice in $`D`$ dimensions $`z=2D.`$
Hence, the partition function for a single closed dislocation (in 3 dimensions) is
$$Z_1=\underset{L}{}p(L,V)(z^{})^{L/b}e^{\beta \sigma L}=\underset{L}{}p(L,V)e^{\beta \sigma _{\mathrm{eff}}L},\sigma _{\mathrm{eff}}\sigma \left(1\frac{T\mathrm{ln}z^{}}{\sigma b}\right),$$
(1)
where $`\beta 1/k_BT,`$ $`p(L,V)`$ is the sum of probabilities over all lattice sites that a dislocation of length $`L`$ will close, $`V`$ is the volume of the system, and $`\sigma _{\mathrm{eff}}`$ is the effective energy cost to create unit length of a string at temperature $`T.`$
In order to calculate $`p(L,V),`$ let $`p(๐ซ^{},๐ซ;L/b)`$ be the probability density for a dislocation of $`L/b=n`$ steps to start at $`๐ซ`$ and end at $`๐ซ^{}.`$ In the limit $`n\mathrm{},`$ $`b0,`$ and $`L=\mathrm{const},`$ $`p(๐ซ^{},๐ซ;L/b)`$ satisfies the diffusion equation
$$\frac{p}{n}=\frac{b^2}{z^{}}^2p,$$
(2)
the solution of which is the heat-kernel expansion
$$p(๐ซ^{},๐ซ;L/b)p(๐ซ^{}๐ซ;L/b)=\underset{๐ค}{}f_๐ค(๐ซ)f_๐ค^{}(๐ซ^{})e^{E_๐คL/b},$$
(3)
where the $`f_๐ค(๐ซ)`$ are eigenfunctions of the Laplacian,
$$\frac{b^2}{z^{}}^2f_๐ค=E_๐คf_๐ค,$$
(4)
which we take as normalized according to
$$d^3๐ซ|f_๐ค(๐ซ)|^2=1.$$
(5)
When $`V\mathrm{},`$ we have
$$f_๐ค(๐ซ)=\frac{1}{\sqrt{V}}e^{i๐ค๐ซ},E_๐ค=\frac{b^2k^2}{z^{}},$$
(6)
where $`0k=|๐ค|\mathrm{}.`$ It then follows from Eq. (3), in which we replace a sum by an integral, $`_๐คV/(2\pi )^3d^3๐ค,`$ that
$$p(๐ซ^{}๐ซ;L/b)=\frac{d^3๐ค}{(2\pi )^3}e^{i๐ค(๐ซ๐ซ^{})bLk^2/z^{}}=\left(\frac{z^{}}{4\pi bL}\right)^{3/2}e^{z^{}(๐ซ^{}๐ซ)^2/4bL}.$$
(7)
The normalization (5) of the eigenfunctions thus imparts unit normalization to the probability density:
$$d^3๐ฎp(๐ฎ;L/b)=1.$$
(8)
The partition function for a dislocation loop $`(๐ซ^{}=๐ซ)`$ is therefore
$$Z_1=\underset{L}{}\frac{b}{L}d^3๐ซp(\mathrm{๐};L/b)e^{\beta \sigma _{\mathrm{eff}}L}=\left(\frac{z^{}}{4\pi }\right)^{3/2}\frac{V}{b^3}\underset{L}{}\left(\frac{L}{b}\right)^{5/2}e^{\beta \sigma _{\mathrm{eff}}L}\underset{L}{}N(L)e^{\beta \sigma L},$$
(9)
where the factor $`b/L`$ removes the overcounting due to the degeneracy in the number of starting points on the loop. Here, $`N(L)`$ is the number of configurations of a loop of length $`L.`$ The exponent 5/2 becomes $`1+D/2`$ in $`D`$ dimensions .
Real dislocations are not necessarily Brownian loops. In fact, they are expected to be self-avoiding and/or neighbor-avoiding loops, so they do not penetrate each otherโs core. Eq. (9) can then be extended to non-Brownian or open dislocations by means of an effective exponent $`q+15/2`$ and normalization constant $`A(q,z^{})`$ , as follows:
$$Z_1=A(q,z^{})\frac{V}{b^3}\underset{L}{}\left(\frac{L}{b}\right)^{q1}e^{\beta \sigma _{\mathrm{eff}}L}.$$
(10)
Here, $`q=1`$ for non-interacting (Brownian) open dislocations and $`q7/4`$ for self-avoiding dislocations at low densities in 3 dimensions . In the string literature, the value $`q=0`$ has also been quoted. A general argument based on modular invariance shows that for non-interacting closed strings $`q=0`$ for sufficiently high energy on any compact target space. The same value of $`q`$ was also obtained in a discrete model for strings , and as a static solution to the string Boltzmann equation . In principle, $`q`$ may even be a function of temperature. Although we may expect $`3/2q7/4`$ , our main conclusions do not depend on the precise value of $`q.`$ The normalization constant, $`A(q,z^{}),`$ can be calculated analytically for Brownian loops in any dimension $`(q=D/2),`$ analogously to the calculation of $`A(3/2,z^{})=(z^{}/4\pi )^{3/2}`$ in Eq. (9), and numerically in other cases.
The average length of a loop is
$$L=\frac{_LLN(L)e^{\beta \sigma L}}{_LN(L)e^{\beta \sigma L}}=\frac{\xi (T)}{\overline{\xi }(T)}b,$$
(11)
where we define
$$\xi (T)A(q,z^{})\underset{L/b}{}\left(\frac{L}{b}\right)^qe^{\beta \sigma _{\mathrm{eff}}L},$$
(12)
and
$$\overline{\xi }(T)A(q,z^{})\underset{L/b}{}\left(\frac{L}{b}\right)^{q1}e^{\beta \sigma _{\mathrm{eff}}L}=\frac{b^3}{V}Z_1.$$
(13)
The grand canonical partition function for an ensemble of non-interacting indistinguishable loops is given by
$$Z=Z(T,V,\mu )=\underset{N=1}{\overset{\mathrm{}}{}}\frac{Z_1^N}{N!}e^{\mu N/k_BT}=\mathrm{exp}\{\mathrm{exp}\left(\frac{\mu }{k_BT}\right)Z_1\},$$
(14)
where $`\mu `$ is the chemical potential. The free energy of the ensemble is
$$F=k_BT\mathrm{ln}Z=k_BTe^{\mu /k_BT}Z_1.$$
(15)
The average number of loops in the ensemble is
$$\overline{N}=\left(\frac{F}{\mu }\right)_{T,V}=e^{\mu /K_BT}Z_1.$$
(16)
Since $`Z=_{L_i}N(L_i)e^{\beta (\sigma L_i\mu )},`$ where $`N(L_i)`$ is the number of dislocation configurations of total length $`L_i,`$ the average total dislocation length in the ensemble is
$$\overline{L}=\frac{1}{Z}\underset{L_i}{}L_iN(L_i)e^{\beta (\sigma L_i\mu )}=\frac{\mathrm{ln}Z}{(\beta \sigma )}=e^{\mu /k_BT}\frac{Z_1}{(\beta \sigma )}$$
$$=\overline{N}\frac{_LLN(L)e^{\beta \sigma L}}{_LN(L)e^{\beta \sigma L}}=\overline{N}L,$$
(17)
i.e., the average total dislocation length is equal to the average number of loops times the average loop length.
The dislocation density, $`\rho ,`$ is the average total length per unit volume. It then follows from (12),(13) and (17) that
$$b^2\rho (T)=\frac{\overline{N}L}{V}b^2=\frac{\overline{N}}{V}\frac{\xi (T)}{\overline{\xi }(T)}b^3=e^{\mu /k_BT}\xi (T).$$
(18)
## 3 New melting relation
The effective line tension, $`\sigma _{\mathrm{eff}},`$ \[see Eq. (1)\] vanishes at the critical temperature $`k_BT_{cr}\sigma b/\mathrm{ln}z^{}.`$ Consequently, dislocations proliferate as $`T_{cr}`$ is approached from below. At temperatures above $`T_{cr},`$ the divergence of $`Z_1`$ signals the breakdown of the underlying theory, and the system enters a new phase. Hence, the temperature $`T_{cr}`$ corresponds to a phase transition, in which dislocations are copiously produced in the solid. We therefore equate the melting temperature, $`T_m,`$ to $`T_{cr}.`$
The line tension, i.e., the dislocation self-energy per unit length, is assumed to be that of a dislocation in a complex array, or tangle, of other dislocations. In that case the stress field of a given dislocation beyond $`R/2,`$ where $`R`$ is the mean interdislocation separation, is largely cancelled out by the stress fields of the other dislocations in the complex array . The line tension is then the sum of the core energy plus the elastic energy inside a cylinder of radius $`R/2`$ :
$$\sigma =\kappa \frac{Gb^2}{4\pi }\mathrm{ln}\left(\frac{\alpha }{b}\frac{R}{2}\right)=\kappa \frac{Gb^2}{8\pi }\mathrm{ln}\left(\frac{\alpha ^2}{4b^2\rho }\right).$$
(19)
Here, $`\kappa `$ is 1 for a screw dislocation and $`(1\nu )^13/2`$ for an edge dislocation, $`\nu `$ being the Poisson ratio. Also, $`G`$ is the shear modulus, $`b`$ is the Burgers vector magnitude, and $`\alpha `$ is a constant of order unity. In the second half of this equation we have taken distance $`R`$ to be approximately equal to $`1/\sqrt{\rho },`$ where $`\rho `$ is the dislocation density defined in Eq. (18). An expression of the form (19) with $`R=\rho ^{1/2}`$ for the dislocation self-energy was originally proposed by Mizushima , later put on a sound theoretical basis by Yamamoto and Izuyama , and was recently employed by Kierfeld and Vinokur to model dislocation-mediated phase transitions of vortex-line lattices in high-$`T_c`$ superconductors.
The constant $`\alpha `$ accounts for the nonlinear elastic effects in the dislocation core. Hirth and Lothe compare dislocation energies in the Peierls-Nabarro (discrete) and Volterra (continuum) dislocation models and find
$$\frac{1}{\alpha }=\frac{d}{eb}\left(\frac{\mathrm{sin}^2\beta }{e^\gamma (1\nu )}+\mathrm{cos}^2\beta \right),$$
(20)
where $`\gamma =(12\nu )/4(1\nu )1/8,`$ $`d`$ is the interplanar spacing, and $`\beta `$ is the angle between the Burgers and sense vectors of the dislocation. In a face-centered cubic (fcc) crystal, the smallest perfect-dislocation Burgers vectors are $`\frac{1}{2}110a,`$ and the primary glide planes are $`\{111\}`$ with $`d=a/\sqrt{3},`$ where $`a`$ is the lattice constant. Experimental evidence (ref. , Table 9-2, p. 275) suggests that the predominant high-temperature glide system in body-centered cubic (bcc) lattices is $`\{110\},`$ which has $`d=a/\sqrt{2}.`$ The smallest bcc perfect-dislocation Burgers vectors are $`\frac{1}{2}111a.`$ Thus, in both cases $`d/b=\sqrt{2/3}.`$ Averaging over $`\beta ,`$ we find $`\alpha 2.9`$ for both fcc and bcc lattices. Atomistic calculations of core energies in ionic crystals (ref. , p. 232) indicate that $`\alpha 3.`$ In metals, no such calculations have been performed. We use $`\alpha =2.9`$ for all elements.
We have also assumed that no backtracking is allowed for dislocations, $`z^{}=z1,`$ since each backtracking would result in a divergence in the linear elastic interaction energy between the overlapping segments. The coordination numbers for the elements considered in our analysis below are $`z=6`$ for a simple cubic (sc) lattice, $`z=8`$ for bcc and body-centered tetragonal (bct) lattices, and $`z=12`$ for fcc, hexagonal close-packed (hcp), and double hcp (dhcp) lattices. Replacing
$$b^3\lambda v_{WS},$$
where $`v_{WS}`$ is the volume of the Wigner-Seitz cell of the crystal lattice and $`\lambda `$ is a geometric constant, we finally obtain our formula for the melting temperature of the elements:
$$T_m=\frac{\lambda Gv_{WS}}{4\pi \delta \mathrm{ln}(z1)},\delta ^1\kappa \mathrm{ln}\left(\frac{1.45}{b\sqrt{\rho (T_m)}}\right).$$
(21)
In ref. we evaluated $`Gv_{WS}/4\pi T_m\mathrm{ln}(z1)`$ for 51 elements and found $`\delta /\lambda `$ to be $`1.01\pm 0.17,`$ where the error is the root-mean-square deviation. These $`\delta /\lambda `$ are summarized in Fig. 1.
Fig. 1. Values of $`\delta /\lambda =Gv_{WS}/4\pi T_m\mathrm{ln}(z1)`$ from experimental data for 51 elements.
We now assume that the dislocation ensemble is dominated by perfect dislocations with the smallest possible Burgers vectors, since dislocation energy is proportional to $`b^2.`$ For a bcc crystal $`b=a\sqrt{3}/2,`$ $`v_{WS}=a^3/2,`$ and $`b=a/\sqrt{2},`$ $`v_{WS}=a^3/4`$ for a fcc crystal. Then, $`b^31.30v_{WS}`$ and $`1.41v_{WS},`$ respectively. For a hcp lattice, $`\lambda =(4/\sqrt{3})(c/a)^1,`$ so that for an ideal hcp crystal $`(c/a=\sqrt{8/3})`$ one would have $`\lambda =\sqrt{2}.`$ As estimated for two hcp metals , $`b^31.42v_{WS}`$ for Mg and $`1.24v_{WS}`$ for Zn. Hence, we take $`\lambda =1.33\pm 0.094/3.`$ This embraces all of the values quoted above.
In an ensemble of loops there are roughly equal amounts of edge and screw dislocation in the crystal, so we have $`1/\kappa =(1\nu /2)\pm \nu /25/6\pm 1/6.`$ Therefore, as follows from (21),
$$\mathrm{ln}\left(\frac{2.1}{b^2\rho (T_m)}\right)=\frac{2(5/6\pm 1/6)}{(1.33\pm 0.09)(1.01\pm 0.17)}=1.24\pm 0.33.$$
(22)
Hence,
$$\rho (T_m)=(0.61\pm 0.20)b^2.$$
(23)
It follows from Eqs. (21)-(23), with $`\kappa \lambda =1.6\pm 0.3,`$ that to $`20`$% accuracy
$$T_m=\frac{Gv_{WS}}{4\pi \mathrm{ln}(z1)}.$$
(24)
We regard Eq. (24) as a new dislocation melting law.
## 4 Free energy of the dislocation ensemble
To calculate the free energy of a dislocation ensemble, Eq. (15), let us rewrite Eqs. (10) and (12), using Eq. (19) with $`R=1/\sqrt{\rho },`$ and replace the sums (which start with $`L=4b,`$ the smallest loop length) by the corresponding integrals:
$$Z_1=\frac{V}{b^3}A(q,z^{})_4^{\mathrm{}}๐xx^{q1}\left[\frac{4b^2\rho }{\alpha ^2}(z^{})^{1/c}\right]^{cx},$$
(25)
$$\xi (T)=A(q,z^{})_4^{\mathrm{}}๐xx^q\left[\frac{4b^2\rho }{\alpha ^2}(z^{})^{1/c}\right]^{cx},c\frac{\kappa Gb^3}{8\pi k_BT}.$$
(26)
Here, $`(4b^2\rho /\alpha ^2)(z^{})^{1/c}=\mathrm{exp}\{8\pi \sigma _{\mathrm{eff}}/\kappa Gb^2\}1,`$ since $`\sigma _{\mathrm{eff}}0.`$ Integrating Eq. (25) by parts we find
$$Z_1=\frac{V}{qb^3}(\frac{\kappa Gb^3}{8\pi k_BT}\mathrm{ln}\left[\frac{4b^2\rho }{\alpha ^2}(z^{})^{1/c}\right]\xi (T)+\frac{A(q,z^{})}{4^q}\left[\frac{4b^2\rho }{\alpha ^2}(z^{})^{1/c}\right]^{4c})$$
$$=\frac{V}{qb^3}\left[\frac{\sigma _{\mathrm{eff}}b}{k_BT}\xi (T)+\frac{A(q,z^{})}{4^q}e^{4\sigma _{\mathrm{eff}}b/k_BT}\right].$$
(27)
Hence,
$$F=k_BTe^{\mu /k_BT}Z_1=\frac{V}{qb^3}\left(\sigma _{\mathrm{eff}}\rho b^3\frac{A(q,z^{})e^{\mu /k_BT}}{4^q}k_BTe^{4\sigma _{\mathrm{eff}}b/k_BT}\right),$$
(28)
where we have replaced $`(\kappa Gb^3/8\pi )\mathrm{ln}(\alpha ^2/4b^2\rho )k_BT\mathrm{ln}z^{}`$ by $`b\sigma _{\mathrm{eff}},`$ in view of (1),(19), and used Eq. (18).
The second term on the right-hand side of Eq. (28) takes its largest value at $`T=T_m,`$ where $`\sigma _{\mathrm{eff}}=0.`$ To estimate its contribution to the free energy, consider the case of Cu discussed in more detail below. In this case, to estimate $`A(q,z^{})\mathrm{exp}\{\mu (T_m)/k_BT_m\}/4^q,`$ we use Eqs. (12),(18), and replace the sum by an integral:
$$\frac{A(q,z^{})e^{\mu (T_m)/k_BT_m}}{4^q}=\frac{A(q,z^{})}{4^q}\frac{b^2\rho (T_m)}{\xi (T_m)}=\frac{b^2\rho (T_m)}{4^q_4^{\mathrm{}}๐xx^q}=\frac{b^2\rho (T_m)(q1)}{4}.$$
As discussed in Section 2, the value of $`q`$ may be expected between 3/2 (Brownian loops) and $`7/4`$ (self-avoiding loops). With $`b^2\rho (T_m)`$ given in Eq. (23), we therefore obtain $`A(q,z^{})\mathrm{exp}\{\mu (T_m)/k_BT_m\}/4^q=0.095\pm 0.0370.1.`$
Hence, the contribution of the second term to $`qF/V`$ would be $`0.7`$ meV $`\stackrel{}{\mathrm{A}}`$$`^3.`$ As seen in Fig. 2, this contribution is negligibly small. In fact, the second zero of $`F`$ for $`T=T_m`$ and $`A(q,z^{})\mathrm{exp}\{\mu (T_m)/k_BT_m\}/4^q=0.1`$ occurs at $`b^2\rho =0.61,`$ which is within $`5`$% of the value of 0.64 (the second zero of $`F`$ at $`T=T_m`$ with $`F/V`$ given in (29)), and within uncertainties in the values of $`b^2\rho (T_m)`$ in Eq. (23).
Thus, we have derived the dislocation free energy density, and it is given approximately by
$$\frac{qF(\rho )}{V}\sigma _{\mathrm{eff}}\rho =\left(\frac{\kappa G}{8\pi }\mathrm{ln}\left(\frac{4b^2\rho }{\alpha ^2}\right)+\frac{k_BT}{b^3}\mathrm{ln}(z1)\right)b^2\rho .$$
(29)
This form for the free energy density was previously suggested but not derived by Cotterill . It was later put on a firm theoretical basis by Yamamoto and Izuyama . It also is a fundamental ingredient in the recently developed theory of dislocation-mediated phase transitions of vortex-line lattices in high-$`T_c`$ superconductors .
In Fig. 2 we plot $`qF(\rho )/V`$ from (29) for Cu for three different temperatures: $`T<T_m,`$ $`T=T_m`$ and $`T>T_m.`$ We take $`\kappa =6/5,`$ $`\alpha =2.9,`$ $`G=47.7`$ GPa , $`T_m=1356`$ K, and $`b=2.55`$ $`\stackrel{}{\mathrm{A}}`$ . A first-order phase transition, that is melting, takes place when the second zero of $`F(\rho )`$ occurs at the critical dislocation density, $`\rho (T_m).`$ This is a transition from a perfect crystalline solid to a highly dislocated solid, not a liquid. In fact, our theory describes dislocations, which do not exist in liquids. If a dislocation is viewed as a disclination dipole , the dislocated solid may in turn undergo a Kosterlitz-Thouless-like transition to a phase of free disclinations, i.e., a liquid. This dislocated solid may then be viewed as the three-dimensional analog of an intermediate hexatic phase, between a solid and a liquid, in the Halperin-Nelson theory of two-dimensional melting . The clarification of this point needs further investigation, to be undertaken elsewhere. Patashinskii et al. also identified melting as a transition from a perfect crystalline solid to a highly dislocated solid, and Nelson and Toner found residual bond-orientational order in a three-dimensional solid with an equilibrium concentration of unbound dislocation loops, which is analogous to that in the two-dimensional hexatic phase.
Note that it is not possible to increase the dislocation density progressively from zero to $`\rho (T_m)`$ at a temperature lower than $`T_m`$ (e.g., by deformation) because of the high energy barrier at the maximum of $`qF(\rho )/V.`$ Hence, the dislocation density, as a function of temperature, is
$$\rho (T)=[\begin{array}{cc}0,& T<T_m,\\ \rho (T_m),& T=T_m.\end{array}$$
(30)
In fact, it can be shown that (30) is the only physical solution of (12) written as a โgapโ equation:
$$e^{\mu /k_BT}b^2\rho (T)=A(q,z^{})\underset{n=4}{\overset{\mathrm{}}{}}\frac{(z^{})^n}{n^q}\left(\frac{4b^2\rho (T)}{\alpha ^2}\right)^{\kappa Gb^3n/8\pi k_BT}.$$
Fig. 2. $`qF(\rho )/V`$ for Cu at three different temperatures, in units of meV $`\stackrel{}{\mathrm{A}}`$$`^3.`$ The vertical line denotes the critical dislocation density value of $`0.64b^2.`$
## 5 Latent heat of fusion
For the ensemble of strings on a lattice considered in Section 2, the internal energy and pressure are
$$U=\left(\frac{\mathrm{ln}Z}{\beta }\right)_{e^{\mu /k_BT},V}=\frac{\overline{N}}{Z_1}\frac{Z_1}{\beta }=e^{\mu /k_BT}\frac{V\sigma }{b^2}\xi (T),$$
(31)
$$P=k_BT\left(\frac{\mathrm{ln}Z}{V}\right)_{T,\mu }=k_BT\frac{\overline{N}}{Z_1}\frac{Z_1}{V}=e^{\mu /k_BT}\frac{k_BT}{b^3}\overline{\xi }(T).$$
(32)
Hence, the enthalpy is
$$H=U+PV=\frac{V}{b^3}e^{\mu /k_BT}\left[\sigma b\xi (T)+k_BT\overline{\xi }(T)\right].$$
(33)
The latent heat of fusion is the enthalpy difference:
$$L_mH(T_m)H(0).$$
(34)
In our case, $`H(0)=0,`$ which follows directly from (30)-(33) and Eq. (18). Using $`\sigma _{\mathrm{eff}}(T_m)=0`$ and the melting condition $`k_BT_m=\sigma b/\mathrm{ln}(z1),`$ we obtain
$$L_m=\frac{V}{b^3}e^{\mu (T_m)/k_BT_m}k_BT_m\left[\mathrm{ln}(z1)\xi (T_m)+\overline{\xi }(T_m)\right].$$
(35)
To obtain the latent heat per mole, the quantity tabulated in the literature, one has to multiply the expression (35) by the ratio of the number of atoms per mole, $`N_A,`$ to the total number of atoms in the volume $`V,`$ which is equal to $`V/v_{WS}.`$ Replacing $`N_Ak_B`$ by the gas constant $`R,`$ and using $`b^3=\lambda v_{WS},`$ we obtain
$$L_m=\frac{e^{\mu (T_m)/k_BT_m}}{\lambda }\xi (T_m)RT_m\mathrm{ln}(z1)\left[1+\frac{1}{\mathrm{ln}(z1)}\frac{\overline{\xi }(T_m)}{\xi (T_m)}\right].$$
(36)
To estimate the ratio $`\overline{\xi }(T_m)/\xi (T_m),`$ we replace the sums in Eqs. (12),(13) by the corresponding integrals:
$$\frac{\overline{\xi }(T_m)}{\xi (T_m)}=\frac{_{L/b=4}^{\mathrm{}}d(L/b)(L/b)^{q1}}{_{L/b=4}^{\mathrm{}}d(L/b)(L/b)^q}=\frac{q1}{4q}.$$
(37)
With $`3/2q7/4,`$ as discussed in Section 2, $`0.083(q1)/4q0.107,`$ i.e.,
$$\frac{\overline{\xi }(T_m)}{\xi (T_m)}=0.095\pm 0.012.$$
(38)
Therefore, the contribution of the second bracketed term on the right-hand side of Eq. (36) (corresponding to the work contribution to enthalpy) is $`0.040.06`$ $`(6z12).`$ We expect, therefore, that neglecting the second bracketed term on the right-hand side of Eq. (36) will introduce an error not larger than $`6`$%. Hence, with accuracy of $`94`$% we have the following formula for the latent heats of the elements:
$$L_m=\frac{1}{\lambda }b^2\rho (T_m)RT_m\mathrm{ln}(z1),$$
(39)
where we have replaced $`e^{\mu (T_m)/k_BT_m}\xi (T_m)`$ by $`b^2\rho (T_m),`$ in view of (18). The proportionality of latent heat of fusion to the critical concentration of defects (multiplied by the core energy) has been noted previously by Cotterill .
In Fig. 3 we plot the values of $`b^2\rho (T_m)`$ extracted from the experimental data on latent heats for 75 elements. For this analysis, the values of both $`T_m`$ and $`L_m`$ are mostly taken from . For Be, Hf, Sc, Sr, Y, the lanthanides Dy, Ce, Er, Gd, Ho, La, Nd, Sm, Tb, Yb, and the actinides Am, Cm, Th, we disregard their high-$`T`$ bcc phases which exist only in the very vicinity of melting. (The intermediate hcp$``$fcc phase transition for Yb, dhcp$``$ fcc for Am, Ce and La, and fcc$``$hcp for Sr, as well as hcp$``$fcc for Co, do not change coordination number.) The crystal structure chosen for the evaluation of Ca, Co, Mn, N, Np, O, Sm, Ti, Tl, U and Zr corresponds to the phase from which melting occurs. The data on both $`T_m`$ and $`L_m`$ for H, N, O, Pa and Rn are taken from . The data on both $`T_m`$ and $`L_m`$ for Am and Cm, and on $`L_m`$ for Ar, Kr, Ne and Xe are taken from . The data on $`L_m`$ for the lanthanides are taken from . The following values of $`\lambda `$ are used: 1 for sc, 1.3 for bcc, 1.41 for fcc, 1.24 for Zn, 1.42 for Mg, and 1.33 for all other elements.
Fig. 3. Critical dislocation density as extracted from the experimental data on latent heat of fusion for 75 elements.
For all these elements we find
$$\rho (T_m)=(0.66\pm 0.11)b^2,$$
(40)
where the error is the root-mean-square deviation. This value is in good agreement with that obtained from the melting temperatures alone, Eq. (23).
Note that the possible inaccuracy in the value of $`\lambda `$ for the hcp, dhcp and bct elements used in this analysis, on the order of $`7`$%, may slightly increase uncertainty in the value of $`\rho (T_m)`$ in Eqs. (23) and (40).
We do not have a reasonable explanation for the anomalously high values of $`\rho (T_m)`$ for the noble gases. If the noble gases are excluded from the analysis, then $`\rho (T_m)`$ turns out to be $`(0.63\pm 0.06)b^2`$ for the remaining 70 elements. Note also that for deuterium (D), which is not included in Fig. 3, with the data on $`T_m`$ and $`L_m`$ from , we obtain $`b^2\rho (T_m)=0.70.`$
The uncertainty-weighted average of the values of $`\rho (T_m)`$ given in Eqs. (23) and (40) is
$$\rho (T_m)=(0.64\pm 0.14)b^2,$$
(41)
which we take as our result for the critical dislocation density at melt.
## 6 Volume change at melt
As an independent consistency check on the relations (23) and (40), we determine the critical dislocation density using the formula
$$\epsilon \frac{\mathrm{}V}{V}=\frac{\lambda }{2\pi }\frac{G}{B}\left(\gamma _G\frac{1}{3}\right)b^2\rho (T_m),$$
(42)
where $`\mathrm{}V`$ is the difference between the liquid and solid specific volumes at melt, $`G`$ and $`B`$ are the shear and bulk moduli, respectively, and $`\gamma _G`$ is the Grรผneisen constant. Here, $`\epsilon `$ is identified with the dilation of the lattice as the reaction of the crystal to the sudden proliferation of dislocations. In Table 1 we show the values of $`b^2\rho (T_m)`$ calculated for 32 elements for which we could find zero-pressure data on $`\gamma _G`$ and $`\epsilon .`$ The experimental values of $`\epsilon `$ are mostly taken from ref. , and those of $`G,`$ $`B`$ and $`\gamma _G`$ from . For Ar, Kr, Ne and Xe, the values of $`G`$ and $`B`$ are taken from , and those of $`\gamma _G`$ from .
| element | $`B,`$ GPa | $`G,`$ GPa | $`\gamma _G`$ | $`\epsilon `$ | $`b^2\rho \left(T_m\right)`$ from Eq. (42) | $`b^2\rho \left(T_m\right)`$ from Eq. (39) |
| --- | --- | --- | --- | --- | --- | --- |
| Ag | 103 | 29.8 | 2.40 | 0.052 | 0.39 | 0.67 |
| Al | 76.0 | 26.1 | 2.19 | 0.064 | 0.44 | 0.81 |
| Ar | 1.83 | 0.75 | 2.59 | 0.144 | 0.69 | 1.00 |
| Au | 173 | 28.0 | 2.99 | 0.055 | 0.57 | 0.65 |
| Be | 111 | 151 | 1.11 | 0.115 | 0.51 | 0.63 |
| Ca | 16.7 | 7.4 | 1.15 | 0.048 | 0.64 | 0.63 |
| Cs | 2.01 | 0.65 | 1.41 | 0.026 | 0.36 | 0.56 |
| Cu | 137 | 47.7 | 2.02 | 0.046 | 0.35 | 0.68 |
| Eu | 17.0 | 7.53 | 1.39 | 0.048 | 0.50 | 0.67 |
| Gd | 37.8 | 21.6 | 0.63 | 0.021 | 0.59 | 0.65 |
| Ho | 40.8 | 26.3 | 1.18 | 0.075 | 0.65 | 0.66 |
| In | 42.0 | 4.78 | 2.43 | 0.025 | 0.49 | 0.62 |
| K | 3.3 | 0.9 | 1.29 | 0.025 | 0.46 | 0.56 |
| Kr | 2.04 | 0.85 | 2.64 | 0.151 | 0.70 | 1.00 |
| Li | 12.1 | 3.85 | 0.92 | 0.016 | 0.41 | 0.53 |
| Lu | 47.6 | 27.2 | 1.06 | 0.036 | 0.41 | 0.67 |
| Na | 6.74 | 1.98 | 1.19 | 0.027 | 0.52 | 0.56 |
| Nb | 171 | 37.6 | 1.77 | 0.029 | 0.44 | 0.59 |
| Nd | 32.9 | 17.4 | 0.57 | 0.009 | 0.34 | 0.56 |
| Ne | 0.88 | 0.40 | 2.79 | 0.156 | 0.62 | 0.98 |
| Ni | 183 | 85.8 | 1.93 | 0.063 | 0.37 | 0.72 |
| Pb | 44.7 | 8.6 | 2.74 | 0.037 | 0.36 | 0.56 |
| Pd | 193 | 48.0 | 2.56 | 0.059 | 0.47 | 0.66 |
| Pt | 283 | 63.7 | 2.87 | 0.066 | 0.51 | 0.68 |
| Rb | 2.3 | 0.63 | 0.99 | 0.026 | 0.70 | 0.60 |
| Ta | 193 | 69.0 | 1.74 | 0.052 | 0.50 | 0.59 |
| Tb | 38.7 | 22.1 | 0.74 | 0.032 | 0.65 | 0.67 |
| Tl | 35.7 | 5.4 | 2.10 | 0.033 | 0.60 | 0.60 |
| Tm | 46.2 | 29.1 | 1.43 | 0.069 | 0.47 | 0.68 |
| W | 310 | 160 | 1.67 | 0.090 | 0.63 | 0.77 |
| Xe | 2.1 | 1.0 | 2.56 | 0.130 | 0.54 | 1.01 |
| Yb | 14.9 | 8.06 | 1.04 | 0.036 | 0.44 | 0.56 |
Table 1. Values of $`b^2\rho (T_m)`$ from experimental data on volume change at melt for 32 elements. For comparison, we also show values of $`b^2\rho (T_m)`$ extracted for the same elements from the data on latent heats.
For all 32 elements in Table 1 we find
$$\rho (T_m)=(0.51\pm 0.11)b^2,$$
(43)
where the error is the root-mean-square deviation. This is somewhat lower than but still in agreement with both Eqs. (23) and (40) taking into account uncertainties associated with the three values.
For comparison, we show in the last column of Table 1 the values of $`b^2\rho (T_m)`$ extracted for the same elements from the data on $`L_m.`$ It is seen that the agreement between two sets of the values of $`b^2\rho (T_m)`$ is reasonably good, except for Ag, Al, Cs, Cu, Ni, Pb and Xe, for which the difference in both values of $`b^2\rho (T_m)`$ is on the order of $`5060`$%, Lu, Ne and Nd for which the difference is $`45`$%, and Ar, Kr, Pd and Tm, for which it is $`35`$%. For all other elements, the difference does not exceed $`30`$%.
Note that the contribution of the volume change at melt, $`\epsilon ,`$ to the latent heat of fusion is proportional to $`\epsilon ^21`$ , and is therefore negligibly small compared to the right-hand side of Eq. (39).
## 7 Concluding remarks
Our theory of dislocation-mediated melting was developed in the approximation that dislocations are non-interacting. This approximation is good only in the vicinity of melt where the dislocation density is very high and the otherwise long-range interactions are sufficiently screened . The statistical mechanics of non-interacting dislocations on a lattice yields simple, accurate relations between the dislocation density at melt and both the melting temperature and latent heat of fusion, despite the indeterminacy of the parameter $`q`$ that takes into account the possible non-Brownian nature of the dislocation network. The values of $`\rho (T_m),`$ as determined from an extensive analysis of $`T_m`$ and $`L_m`$ data, are remarkably consistent: $`(0.61\pm 0.20)b^2`$ and $`(0.66\pm 0.11)b^2,`$ respectively. The uncertainty-weighted average of these values is $`\rho (T_m)=(0.64\pm 0.14)b^2,`$ which we take as our result for the dislocation density at melt. Poirier and Price analyzed 14 elements and found $`\rho (T_m)v_{WS}/b=0.48\pm 0.12.`$ Using $`v_{WS}=b^3/\lambda `$ with $`\lambda 4/3,`$ their result corresponds to $`\rho (T_m)=(0.64\pm 0.16)b^2,`$ which is in excellent agreement with ours. Kierfeld and Vinokur modelled dislocation-mediated phase transitions of a vortex-line lattice and found $`\rho (T_m)0.6b^2.`$ Vachaspatiโs study of topological defect formation gave $`a^2\rho (T_m)0.88`$ for a simple cubic lattice. This translates into $`\rho (T_m)0.66b^2`$ for bcc lattices $`(a=2/\sqrt{3}b)`$ and $`\rho (T_m)0.44b^2`$ for fcc lattices $`(a=\sqrt{2}b),`$ which are consistent with our result. In agreement with Vachaspati, Kibble found $`a^2\rho (T_m)0.89`$ for a simple cubic lattice.
Although our main results do not depend on the precise value of $`q,`$ there is a particular value of $`q`$ at which the relations (29) and (39) become exact: $`q=1.`$ In this limit, as seen in (12), $`\xi (T_m)\mathrm{},`$ so that Eq. (39) becomes exact in view of (36). Requiring finite internal energy in this limit leads, via (31), to $`\mathrm{exp}\{\mu (T_m)/k_BT_m\}0`$ $`(\mu (T_m)\mathrm{}),`$ and therefore, Eq. (29) becomes exact, since the second term on the right-hand side of (28) disappears. In fact, the study of cosmological networks of string loops in 3 dimensions by Magueijo, Sandvik and Steer results in a scale-invariant loop distribution of the form of Eqs. (9),(10) with $`q+1<5/2:`$ $`1.9<q+1<2.1,`$ or $`q+1=2.03`$ (plus error bars), and so in this study $`q1.`$ Thus, it is quite possible that linear defects which correspond to two apparently distinct physical phenomena, namely cosmic strings and crystal dislocations, are of a very similar statistical-mechanical nature.
The average total dislocation length per Wigner-Seitz cell at melt is $`\rho (T_m)v_{WS}=b\rho (T_m)/\lambda b/2,`$ since $`\lambda 4/3.`$ Since a Wigner-Seitz cell contains $`z`$ links, each of length $`b/2,`$ it follows that, on average, one of $`z`$ links in each Wigner-Seitz cell is covered by a dislocation. Since each such a link is shared between two atoms, on average, half of the atoms are within a dislocation core at melt.
If we use $`\rho (T_m)=0.64b^2,`$ then to $`20`$% accuracy the melting temperatures and latent heats are given by
$$k_BT_m=\frac{Gv_{WS}}{4\pi \mathrm{ln}(z1)},$$
(44)
$$L_m=\frac{\mathrm{ln}(z1)}{2}RT_m.$$
(45)
The accuracy of these relations depends critically on the factor of $`\mathrm{ln}(z1),`$ which is characteristic of a theory based on line-like degrees of freedom.
## Acknowledgements
We thank T. Goldman for valuable discussions during the preparation of this work. One of us (L.B.) wishes to thank J. Magueijo and D.A. Steer for very useful correspondence.
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# Quantum fingerprints of classical Ruelle-Pollicot resonances
## Abstract
N-disk microwave billiards, which are representative of open quantum systems, are studied experimentally. The transmission spectrum yields the quantum resonances which are consistent with semiclassical calculations. The spectral autocorrelation of the quantum spectrum is shown to be determined by the classical Ruelle-Pollicot resonances, arising from the complex eigenvalues of the Perron-Frobenius operator. This work establishes a fundamental connection between quantum and classical correlations in open systems.
Department of Physics, Northeastern University, Boston, Massachusetts 02115
The quantum-classical correspondence for chaotic systems has been studied extensively in the context of universality and periodic orbit contributions. This approach has focussed on eigenvalues and eigenfunctions and their statistical properties. Universality has been shown to arise from Random Matrix Theory , while periodic orbit contributions have been analyzed in the semiclassical scheme for calculations of eigenvalue spectra and constructions of eigenfunctions .
An entirely different approach is to consider correlations of observables. In the classical context a probabilistic approach is best taken with Liouvillian dynamics. In certain classical systems these have been shown to lead to Ruelle-Pollicot (RP) resonances , arising from complex eigenvalues of the Perron-Frobenius operator. In open systems, this leads to a quantitative description of the time-evolution of classical observables, the most common being the particle density. In the quantum context, diffusive transport has been argued to be intimately connected with Liouvillian dynamics, not just in disordered systems where the correspondence is made with nonlinear $`\sigma `$models of supersymmetry but also in individual chaotic systems which represent a ballistic limit.
In this paper we present a microwave experiment which demonstrates this deep connection between quantum properties and classical diffusion. Our experiment is a microwave realization of the well-known n-disk geometry, which is a paradigm of an open quantum chaotic system, along with other systems such as the Smale horseshoe and the Baker map . The classical scattering function of the chaotic n-disk system is nondifferentiable and has a selfsimilar fractal structure. A central property is the exponential decay of an initial distribution of classical particles, due to the unstable periodic orbits, which form a cantor set, hence the name fractal repeller. The experimental transmission spectrum directly yields the frequencies and the widths of the low lying quantum resonances of the system , which are in agreement with semiclassical periodic orbit calculations . The same spectra are analyzed to obtain the spectral wave-vector autocorrelation $`C(\kappa )`$ . The wave vector dependence of the spectral autocorrelation is shown to be completely described by the leading RP resonances of the corresponding classical system. The small $`\kappa `$ (long time) behavior of the spectral autocorrelation provides a measure of the quantum escape rate, and is shown to be in good agreement with the corresponding classical escape rate. For large $`\kappa `$ (short time), the contribution of classical RP resonances is observed as non-universal oscillations of the autocorrelation. Thus we are experimentally able to observe the classical RP resonances in a quantum experiment, for the first time.
The experiments are carried out in thin microwave structures consisting of two highly conducting $`Cu`$ plates spaced $`d6mm`$ and about $`55\times 55cm`$ in area. Disks and bars also made of $`Cu`$ and of thickness $`d`$ are placed between the plates and in contact with them. In order to simulate an infinite system microwave absorber material ECCOSORB AN-77 was sandwiched between the plates at the edges. Microwaves were coupled in and out using terminating coaxial lines which were inserted in the vicinity of the scatterers. All measurements were carried out using an HP8510B vector network analyzer which measured the complex transmission ($`S_{21}`$) and reflection ($`S_{11}`$) S-parameters of the coax + scatterer system. It is crucial to ensure that there is no spurious background scattering due to the finite size of the system. This was verified carefully as well as that the effects of the coupling probes were minimal and did not affect the results.
In this essentially 2-D geometry, Maxwellโs equation for the experimental system is identical with the Schrรถdinger time-independent wave equation $`(^2+k^2)\mathrm{\Psi }=0`$ with $`\mathrm{\Psi }=E_z`$ the $`z`$-component of the microwave electric field. This correspondence is exact for all frequencies $`f<f_c=c/2d=25GHz`$. (Note that $`k=2\pi f/c`$, where $`c`$ is the speed of light). It is this mapping which enables us to study the quantum properties of the 2-D systems. For all metallic objects in the 2-D space between the plates, Dirichlet boundary conditions apply inside the metal. Similar microwave experiments, which exploit this QM-E&M mapping, have been used to study quantum chaos in closed and open systems . See for details of the experiments.
The transmission function $`S_{21}(f)`$ which we measure is the response of the system to a delta-function excitation at point $`\stackrel{}{r}_1`$ probed at a different point $`\stackrel{}{r}_2`$, and is determined by the wavefunction $`\mathrm{\Psi }`$ at the probe locations $`\stackrel{}{r}_1`$ and $`\stackrel{}{r}_2`$. In our experiments the coax lines act as tunneling point contacts, and hence it can be shown that $`S_{21}(f)=A(f)G(\stackrel{}{r}_1,\stackrel{}{r}_2,k)`$ is just the two-point Greenโs function $`G(\stackrel{}{r}_1,\stackrel{}{r}_2,k)`$. The scaling function $`A(f)`$, which represents the impedance characteristics of the coax lines and probes, is sufficiently slowly varing and can be treated as a constant practically. Because we ensure that the coupling to the leads is very weak, any shifts due to the leads are negligible ($`<10^4`$ of the resonance frequencies and widths). The $`n`$-disk systems are investigated in the fundamental domain , as shown in the inset to Fig.1, with angles $`90^{}`$ ($`n=2`$), $`60{}_{}{}^{}(n=3)`$, and $`45{}_{}{}^{}(n=4)`$. A typical trace for the 3-disk system is shown in Fig. 1. See for details of the comparison of the resonances between experiments and semiclassical calculations.
The spectral autocorrelation function was calculated as $`C(\kappa )=|S_{21}(k(\kappa /2))|^2|S_{21}(k+(\kappa /2))|^2_k`$. The average is carried out over a band of wave vector centered at certain value $`k_0`$ and of width $`\mathrm{\Delta }k`$. Since the transmission function is the superposition of many resonances, $`|S_{21}(k)|^2=_ic_is_i^{}/((ks_i)^2+s_i^2)`$, with $`s_i+is_i^{}`$ the semiclassical resonances and $`c_i`$ the coupling which depend on the location of the probes, we have
$$C(\kappa )=\pi \underset{i,j}{}\frac{c_ic_j(s_i^{}+s_j^{})}{(\kappa (s_is_j))^2+(s_i^{}+s_j^{})^2}.$$
(1)
In the case that there are no overlapping resonances, $`|s_is_j|>>(s_i^{}+s_j^{})`$, the small $`\kappa `$ behavior of the autocorrelation is $`C(\kappa )\pi _i2c_i^2s_i^{}/(\kappa ^2+4s_i^2)`$. According to semiclassical theory, the above sum can be replaced by a single Lorentzian
$$C(\kappa )=C(0)\frac{1}{1+(\kappa /\gamma )^2},$$
(2)
where $`\gamma =\gamma _{cl}`$, the classical escape rate with the velocity scaled to 1. The above equation was used to fit the spectral autocorrelation for small $`\kappa `$ and thus obtain the value of the experimental escape rate $`\gamma _{qm}`$ . Good agreement of the escape rate is obtained between $`\gamma _{qm}`$ obtained from the experiments and $`\gamma _{cl}`$ of the classical theory .
For intermediate $`\kappa `$, the semiclassical prediction of Eq. (2) fails because of the presence of the periodic orbits, which leads to non-universal behavior. Non-universal contributions can play in general a crucial role in determining the overall structure of the spectral autocorrelation, since they can be of the same order of the universal result of Random Matrix Theory. Recently, Agam derived a semiclassical theory to build the connection between the nonuniversality of the spectral autocorrelation and the classical RP resonances. Consider the quantum mechanical propagator
$$K(\stackrel{}{r}_1,\stackrel{}{r}_2,t)=\frac{1}{2\pi \mathrm{}i}G(\stackrel{}{r}_1,\stackrel{}{r}_2,\sqrt{2m\epsilon /\mathrm{}^2})e^{i\epsilon t/\mathrm{}}๐\epsilon ,$$
(3)
with $`\epsilon =\mathrm{}^2k^2/2m`$. The integration is performed around $`\epsilon _0=\mathrm{}^2k_0^2/2m`$, with $`\mathrm{\Delta }\epsilon =\mathrm{}\upsilon \mathrm{\Delta }k`$ and $`\upsilon =\mathrm{}k_0/m`$ is the group velocity of the classical particle. The integration in the $`\epsilon `$ space can be changed into that in the $`k`$ space as $`K(\stackrel{}{r}_1,\stackrel{}{r}_2,t)=(\upsilon /2\pi i)e^{i\epsilon _0t/\mathrm{}}_{\mathrm{\Delta }k}G(\stackrel{}{r}_1,\stackrel{}{r}_2,k_0+k)e^{i\upsilon kt}๐k`$. The particle density is $`\rho (t)=\left|K(\stackrel{}{r}_1,\stackrel{}{r}_2,t)\right|^2`$. The autocorrelation of the particle density is $`C_\rho (\tau )=\rho (t)\rho (t+\tau )_t\rho _t^2`$ with $`\rho _tlim_t\mathrm{}(1/T)_0^T\rho (t)๐t`$. Using the diagonal approximation, we get $`C_\rho (\tau )=(\mathrm{\Delta }k\upsilon ^2/4\pi ^2V^2)๐\kappa C(\kappa )e^{i\upsilon \kappa \tau }`$. Here $`V`$ is the volume of the system with $`V\mathrm{}`$ for open system. If one assumes that the above correlation is classical, one has $`C_\rho (\tau )=_{i=1}^{\mathrm{}}2b_ie^{\gamma _i\upsilon \tau }\mathrm{cos}\gamma _i^{}\upsilon \tau `$, where the $`c_i`$ are the coupling coefficients, $`\gamma _i\pm i\gamma _i^{}`$ the RP resonances of the corresponding classical system in wave vector space. Taking the Fourier transform of the above expression $`๐\tau C_\rho (\tau )e^{i\kappa \upsilon \tau }`$, we get
$$C(\kappa )=\underset{\pm ,i=1}{\overset{\mathrm{}}{}}\frac{b_i^{}\gamma _i}{\gamma _i^2+(\kappa \pm \gamma _i^{})^2}.$$
(4)
with $`b_i^{}=2\pi V^2b_i/\mathrm{\Delta }k\upsilon ^3`$.
We now turn to the classical dynamics of the system. The classical evolution is described by the Perron-Frobenius operator whose spectrum, known as the RP resonances, can be calculated as the poles of the classical Ruelle $`\zeta `$-function. For the hard disk system, the classical Ruelle $`\zeta `$ -function is
$$\zeta _\beta (s)=\underset{p}{}\left[1\mathrm{exp}(sL_p)/|\mathrm{\Lambda }_p|\mathrm{\Lambda }_p^{\beta 1}\right]^1,$$
(5)
here, $`L_p`$ the length of the periodic orbit $`p`$, $`\mathrm{\Lambda }_p`$ the eigenvalue of the monodromy matrix associated with the periodic orbits. The $`\zeta `$ -function is analytical in the half-plane $`\mathrm{Re}s<P(\beta )`$, and has poles in the other half-plane. In particular, $`\zeta _\beta (s)`$ has a simple pole at $`s=P(\beta )`$. Here, $`P(\beta )`$ is the so-called Ruelle topological pressure, from which all the characteristic quantities of classical dynamics can be derived in principle. The classical escape rate is $`\gamma _{cl}=P(1)`$. The poles of $`\zeta _\beta (s)`$ with $`\beta =1`$ are calculated since they contribute to the RP resonances with the sharpest width.
For the integrable $`2`$-disk system in the fundamental domain, there is just one prime periodic orbit. We have $`\zeta _1(s)=1t_0`$, where $`t_0=\mathrm{exp}[s(R2a)]/\mathrm{\Lambda }`$, and $`\mathrm{\Lambda }=(\sigma 1)+\sqrt{\sigma (\sigma 2)}`$, with the disk separation ratio $`\sigma R/a`$. The classical scattering resonances are $`s_n=(\mathrm{ln}\mathrm{\Lambda }\pm i2n\pi )/(R2a)`$, with $`n=1,2,\mathrm{}`$. The classical escape rate is $`\gamma _{cl}=(\mathrm{ln}\mathrm{\Lambda })/(R2a).`$ The semiclassical resonances in the fundamental domain are $`(2n\pi +i(1/2)\mathrm{ln}\mathrm{\Lambda })/(R2a)`$ with $`n=1,2,\mathrm{}`$. Substituting the semiclassical resonances into Eq.(1), one may express the full two-point correlation function as
$$C(\kappa )\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\frac{b_n}{\gamma ^2+(\kappa +n\gamma ^{})^2},$$
(6)
where $`\gamma =\gamma _{cl}`$, $`\gamma ^{}=2\pi /(R2a)`$. On the other hand, since the RP resonances of the system are $`(\mathrm{ln}\mathrm{\Lambda }+i2n\pi )/(R2a)`$, if one puts these resonances into Eq. (4), the above expression (6) follows immediately. The experimental RP resonances are obtained from the autocorrelation by fitting it with Eq. (6). Since the transmission coefficient $`S_{21}(f)`$ and also the couplings $`c_i`$ of the quantum resonances depend on the location of the two probes, so does the coupling $`b_n`$ of the classical RP resonances. The comparison between experiment and theory is shown as Fig. 2 (left).
For the chaotic $`n`$-disk system, making use of the cycle expansion and also the symmetry factorization of the classical Ruelle $`\zeta `$-function, the RP resonances can be calculated very accurately . For the $`3`$-disk system in the fundamental domain, the classical RP resonances are calculated by using 8 prime periodic orbits up to period 4. The calculation is very accurate for $`\mathrm{Re}s<0.8`$ . The classical RP resonances can also be obtained experimentally by fitting the autocorrelation with Eq. (4). Because of the finite range of the experiment spectrum, only the first 8 or 9 RP resonances with small real part were obtained. The experimental autocorrelation with the theoretical prediction are shown as Fig. 2 (center).
For the $`4`$-disk system in the fundamental domain, the classical RP resonances are calculated by using 14 prime periodic orbits up to period 3. The experimental autocorrelation with the theoretical prediction are shown as Fig. 2 (right).
The agreement between the experimental RP resonances and the theoretical ones for the 2-disk sytem is 6% for the positions $`\gamma _j`$ and better than 30% for the widths $`\gamma _j^{}`$, is 7% for $`\gamma _j`$ and 11% for $`\gamma _j^{}`$ for the 3-disk sytem, and is 8% for $`\gamma _j`$ and 17% for $`\gamma _j`$ for the 4-disk sytem. We note that these agreements, in particular the wave-vector locations $`\gamma _j`$ should be considered as very good. The principal sources for the residual discrepancies are the nonideality of the absorbers, small symmetry-breaking perturbations and the suppression of some resonances at the neighborhood where the antennas are coupled which affects the autocorrelation function, therefore the position and the widths of RP resonances. Also very broad resonances are difficult to identify and can lead to an apparent enhancement of the observed widths, which can possibly account for the systematically larger widths that are observed.
Our investigation clearly demonstrates that the whole spectral autocorrelation can be understood completely in terms of the classical RP resonances. The meaning of these RP resonances in the classical context can be understood as follows. If one shoots particles toward the hard disk scatterer, the number of particles that will remain in the scattering region will decay as $`N(t)=_ia_ie^{\alpha _it}.`$ Besides the general exponential decay at $`\alpha _0=\upsilon \gamma _{cl}`$, there are oscillations due to the fact that the RP resonances $`\alpha _i=\upsilon (\gamma _i\pm i\gamma _i^{})`$ are not always real as contrasted with the purely diffusive system. Taking the Fourier transform of $`N(t)`$, one can identify the Lorentzians in the spectrum with the RP resonances. Our work demonstrates that suitable quantum correlations diffuse just like classical observables in an open system.
It is remarkable that the same experiment yields both the quantum resonances and the classical RP resonances. Thus we have demonstrated experimentally the profound connection between quantum properties and classical diffusion. This connection is best seen in open quantum systems. While we have studied the model n-disk geometry, the results have broad implications for arbitrary chaotic geometries. The results of this work also have wider implications in a variety of phenomena in different fields in physics, such as photodissociation of atoms , nuclear decay , electronic transport, fluid dynamics, and acoustic and electromagnetic propagation.
We thank P. Pradhan for useful discussions. This work was supported by NSF-PHY-9722681.
<sup>a</sup> electronic address : srinivas@neu.edu.
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# Renormalization of the ฮโข๐ต=2 four-quark operators in lattice NRQCD
## I Introduction
The $`B`$ meson decay constant and the $`B`$ parameter in the $`B\overline{B}`$ mixing are crucial quantities for determining the Cabbibo-Kobayashi-Maskawa (CKM) mixing matrix elements $`|V_{td}|`$ and $`|V_{ts}|`$ from the experimental values of the oscillation frequency $`\mathrm{\Delta }M_{d(s)}`$. While the lattice calculation of the decay constant has reached a satisfactory level where the systematic error except for the quenching effect is about 10%, the $`B`$ parameter $`B_B`$ still has a large uncertainty of about 30% even in the quenched approximation . Further effort in the lattice calculation is required to constrain the CKM matrix elements more tightly.
In the limit of infinitely heavy quark mass, lattice calculation of the $`B`$ parameter has been performed by several authors using the static action and the $`๐ช(a)`$-improved (or unimproved) light quark actions , for which the perturbative matching factor of relevant four-quark operators in continuum and lattice definitions is available . The problem of large one-loop coefficient raised in Refs. is not essential when used with the tadpole improved perturbation theory as discussed in Refs. , where they find that the results of several groups are in reasonable agreement.
The next step towards the final prediction is to incorporate the correction from finite $`b`$ quark mass $`M_b`$, which can be systematically included using $`p/M_b`$ expansion, where $`p`$ is the typical momentum of the gluons and quarks. A naive order counting suggests that the correction is about $`\mathrm{\Lambda }_{QCD}/M_b`$ 10%, when the size of the QCD scale is assumed to be around 350 MeV. On the lattice, the nonrelativistic QCD (NRQCD) provides a necessary formulation to calculate the $`p/M_b`$ corrections, and an exploratory lattice calculation of the $`B`$ meson $`B`$ parameter has already been made . One of the main drawbacks in that calculation is, however, that the one-loop coefficients for the infinitely heavy quark mass is used instead of those for lattice NRQCD. This approximation introduces a large systematic uncertainty of order $`\alpha _s/(aM_b)`$, which is as large as 10โ20% for a typical value of inverse lattice spacing $`1/a`$ 2 GeV and almost equivalent to or even larger than the physical size of the $`p/M_b`$ correction itself.
Calculation of $`B_B`$ using the relativistic lattice actions for heavy quark is another possibility to study the finite heavy quark mass correction. These calculations, however, may suffer from large $`๐ช(aM)`$ ($`๐ช(\alpha _saM)`$ or $`๐ช((aM)^2)`$ for the $`๐ช(a)`$-improved actions) systematic error and the uncertainty in the extrapolation to the $`b`$ quark mass from lighter heavy quark masses, for which simulations are performed.
In this paper, we compute the one-loop renormalization constants for $`\mathrm{\Delta }B`$=2 four-quark operators constructed with the NRQCD heavy quarks and with the $`๐ช(a)`$-improved light quarks on the lattice in order to remove the error of the order $`\alpha _s/(aM_b)`$ in the lattice calculation of $`B_B`$. We consider the leading dimension six operators and neglect dimension seven operators which would remove errors of $`๐ช(\alpha _s\mathrm{\Lambda }_{QCD}/M_b)`$ or $`๐ช(\alpha _sa\mathrm{\Lambda }_{QCD})`$. The one-loop coefficient for the dimension seven operators which corresponds to $`๐ช(\alpha _sa\mathrm{\Lambda }_{QCD})`$ corrections has been obtained in Ref. in the infinitely heavy quark mass limit.
Using the renormalization constants obtained in this work, we reanalyze the simulation data of Ref. to obtain an improved result for $`B_B`$, which is free from the large systematic uncertainty of $`๐ช(\alpha _s/(aM_b))`$. The central value is increased by about 12% with this new analysis, which is within the size of errors expected by a naive order counting argument.
Another important application of our perturbative work is the lattice calculation of $`B_S`$, which is a $`B`$-parameter necessary to evaluate the width difference in the $`B_{(s)}\overline{B}_{(s)}`$ mixing. An exploratory lattice NRQCD study with the one-loop matching in the infinitely heavy quark mass limit is found in Ref. . We reanalyze the data in that work with the renormalization constant containing the finite heavy quark mass effect. We find that our new analysis resulted in a change of the value of the bag parameter, but it remains within the expected size of the error in the previous analysis as is also the case for $`B_B`$.
This paper is organized as follows. We summarize the definition of the lattice NRQCD action in Sec. II, and the heavy-light four-quark operators in Sec. III. Sec. IV is the main part of this paper, where we present the results of the one-loop matching calculations for bilinear operators (IV A) and for the four-quark operators (IV B). The reanalysis of our previous NRQCD simulations are given in Sec. V. Sec. VI is devoted to our conclusion. Details of the one-loop calculations are collected in Appendices. The Feynman rules for the lattice NRQCD action is given in Appendix A, while several expressions of one-loop integrals and amplitudes are summarized in Appendix B and C respectively.
## II Lattice formulation of NRQCD
In this section we briefly summarize the definition of the NRQCD action used in the following perturbative calculations. A complete formulation of the lattice NRQCD is found in Ref. .
Our NRQCD action is defined by
$$S_{\text{NRQCD}}=\underset{x,y}{}Q^{}(x)(1K_Q)(x,y)Q(y)+\underset{x,y}{}\chi ^{}(x)(1K_\chi )(x,y)\chi (y).$$
(1)
The nonrelativistic two-component spinor fields $`Q`$ and $`\chi `$ represent a heavy quark and an anti-quark respectively. Their evolution is described by <sup>*</sup><sup>*</sup>*The evolution equations (2) and (3) are slightly different from the definition used, for example, in Ref. , where the $`(1aH_0/2n)^n`$ terms appear inside of the $`(1a\delta H/2)`$ terms.
$`K_Q(x,y)`$ $`=`$ $`\left[\left(1{\displaystyle \frac{aH_0}{2n}}\right)^n\left(1{\displaystyle \frac{a\delta H}{2}}\right)\delta _4^{()}U_4^{}\left(1{\displaystyle \frac{a\delta H}{2}}\right)\left(1{\displaystyle \frac{aH_0}{2n}}\right)^n\right](x,y),`$ (2)
$`K_\chi (x,y)`$ $`=`$ $`\left[\left(1{\displaystyle \frac{aH_0}{2n}}\right)^n\left(1{\displaystyle \frac{a\delta H}{2}}\right)\delta _4^{(+)}U_4\left(1{\displaystyle \frac{a\delta H}{2}}\right)\left(1{\displaystyle \frac{aH_0}{2n}}\right)^n\right](x,y),`$ (3)
where $`n`$ denotes a stabilization parameter introduced in order to remove an instability arising from unphysical momentum modes in the evolution equation. Note that following Ref. all the link variable $`U_\mu `$ in the NRQCD action is always divided by the mean field value $`u_0`$ determined from the plaquette expectation value. This tadpole improvement will give rise to $`๐ช(g^2)`$ counter term in the Feynman rule.
The operator $`\delta _4^{(\pm )}`$ is defined as $`\delta _4^{(\pm )}(x,y)\delta _{x_4\pm 1,y_4}\delta _{๐ฑ,๐ฒ}`$, and the Hamiltonians $`H_0`$ and $`\delta H`$ are
$`H_0`$ $`=`$ $`{\displaystyle \frac{๐ซ^{(2)}}{2aM_0}},`$ (4)
$`\delta H`$ $`=`$ $`c_B{\displaystyle \frac{g}{2aM_0}}\sigma ๐,`$ (5)
where $`aM_0`$ denotes a bare heavy quark mass in lattice unit. The operator $`๐ซ^{(\mathrm{๐})}`$ $``$ $`_{i=1}^3\mathrm{\Delta }_i^{(2)}`$ is a Laplacian defined on the lattice through $`\mathrm{\Delta }_i^{(2)}`$, the second symmetric covariant differentiation operator in the spatial direction $`i`$. The space-time indices $`x`$ and $`y`$ are implicit in these expressions. The Hamiltonian $`\delta H`$ represents the effect of the spin-(chromo)magnetic interaction, in which $`๐`$ is the chromomagnetic field defined as a standard clover-leaf operator. $`g`$ is a gauge coupling, and $`c_B`$ is a constant to parametrize the strength of the $`\sigma ๐`$ interaction. It should be tuned until the NRQCD action reproduces the same dynamics as that of continuum relativistic action. We take the tree level value $`c_B=1`$. The relativistic four-component Dirac spinor field $`b`$ is related to the two-component nonrelativistic field $`Q`$ and $`\chi `$ appearing in the NRQCD action in Eq. (1) via the Foldy-Wouthuysen-Tani (FWT) transformation
$$b(x)=\underset{z}{}R(x,z)\left(\begin{array}{c}Q(z)\\ \chi ^{}(z)\end{array}\right),$$
(6)
where $`R`$ is defined as
$$R=1\frac{\gamma ๐ซ^{(\pm )}}{2aM_0},$$
(7)
where $`\mathrm{\Delta }_i^{(\pm )}`$ is the first symmetric covariant differentiaon operators in spatial direction.
The Feynman rules derived from the NRQCD action in Eq. (1) and the FWT transformation (6) are given in the Appendix A. The light quark action is the $`๐ช(a)`$-improved Wilson action , and the gluon action is the standard plaquette action. The Feynman rules for light quarks and gluons are also summarized in the Appendix A.
## III Operators
The $`B`$ parameters $`B_L`$We use a notation $`B_L`$ instead of the usual $`B_B`$ in order to emphasize that it represents a matrix element of the โLLโ operator. and $`B_S`$ are defined using the $`\mathrm{\Delta }B`$=2 four-quark operators $`\overline{b}\gamma _\mu (1\gamma _5)q\overline{b}\gamma _\mu (1\gamma _5)q`$ and $`\overline{b}(1\gamma _5)q\overline{b}(1\gamma _5)q`$ respectively. In the perturbative matching, however, we have to consider other operators which mix under the radiative correction. Since the lattice regularization violates the chiral symmetry, some operators that do not appear in the matching between continuum regularizations are also necessary. We define the following set of operators.
$`O_{VLL}`$ $`=`$ $`\overline{b}\gamma _\mu P_Lq\overline{b}\gamma _\mu P_Lq,`$ (8)
$`O_{VRR}`$ $`=`$ $`\overline{b}\gamma _\mu P_Rq\overline{b}\gamma _\mu P_Rq,`$ (9)
$`O_{VLR}`$ $`=`$ $`\overline{b}\gamma _\mu P_Lq\overline{b}\gamma _\mu P_Rq,`$ (10)
$`O_{SLL}`$ $`=`$ $`\overline{b}P_Lq\overline{b}P_Lq,`$ (11)
$`O_{SLR}`$ $`=`$ $`\overline{b}P_Lq\overline{b}P_Rq,`$ (12)
$`\stackrel{~}{O}_{VLL}`$ $`=`$ $`\overline{b}\gamma _\mu P_LT^aq\overline{b}\gamma _\mu P_LT^aq,`$ (13)
$`\stackrel{~}{O}_{VRR}`$ $`=`$ $`\overline{b}\gamma _\mu P_RT^aq\overline{b}\gamma _\mu P_RT^aq,`$ (14)
$`\stackrel{~}{O}_{VLR}`$ $`=`$ $`\overline{b}\gamma _\mu P_LT^aq\overline{b}\gamma _\mu P_RT^aq,`$ (15)
$`\stackrel{~}{O}_{SLL}`$ $`=`$ $`\overline{b}P_LT^aq\overline{b}P_LT^aq,`$ (16)
$`\stackrel{~}{O}_{SLR}`$ $`=`$ $`\overline{b}P_LT^aq\overline{b}P_RT^aq,`$ (17)
where $`P_L`$ and $`P_R`$ are chirality projection operators $`P_{L/R}=(1\gamma _5)/2`$, and $`T^a`$ is a generator of the $`SU(N)`$ group. The operators with a tilde contains a summation over the $`SU(N)`$ generators $`T^a`$. Fierz identities relate the โtildeโ operators in Eqs. (13)-(17) to those without tilde in Eqs. (8)-(12) as
$`\stackrel{~}{O}_{VLL}`$ $`=`$ $`{\displaystyle \frac{N1}{2N}}O_{VLL},`$ (18)
$`\stackrel{~}{O}_{VRR}`$ $`=`$ $`{\displaystyle \frac{N1}{2N}}O_{VRR},`$ (19)
$`\stackrel{~}{O}_{VLR}`$ $`=`$ $`{\displaystyle \frac{1}{2N}}O_{VLR}O_{SLR},`$ (20)
$`\stackrel{~}{O}_{SLL}`$ $`=`$ $`{\displaystyle \frac{N+1}{2N}}O_{SLL}{\displaystyle \frac{1}{4}}O_{VLL},`$ (21)
$`\stackrel{~}{O}_{SLR}`$ $`=`$ $`{\displaystyle \frac{1}{2N}}O_{SLR}{\displaystyle \frac{1}{4}}O_{VLR}.`$ (22)
We use these relations to eliminate the โtildeโ operators from matching relations. We note that all equations except Eq. (21) are exact, whereas Eq. (21) is valid up to $`๐ช(p/M_0)`$ correction terms described by dimension seven operators. When computing the matching of $`O_{VLL}`$ and $`O_{SLL}`$ operators, the neglected terms give errors of $`๐ช(\alpha _sp/M_0)`$ through one-loop mixing.
In Sec.V we present our final result using the following set of operators in more conventional definitions
$`O_L`$ $`=`$ $`\overline{b}\gamma _\mu (1\gamma _5)q\overline{b}\gamma _\mu (1\gamma _5)q,`$ (23)
$`O_R`$ $`=`$ $`\overline{b}\gamma _\mu (1+\gamma _5)q\overline{b}\gamma _\mu (1+\gamma _5)q,`$ (24)
$`O_S`$ $`=`$ $`\overline{b}(1\gamma _5)q\overline{b}(1\gamma _5)q,`$ (25)
$`O_N`$ $`=`$ $`2\overline{b}\gamma _\mu (1\gamma _5)q\overline{b}\gamma _\mu (1+\gamma _5)q+4\overline{b}(1\gamma _5)q\overline{b}(1+\gamma _5)q,`$ (26)
$`O_M`$ $`=`$ $`2\overline{b}\gamma _\mu (1\gamma _5)q\overline{b}\gamma _\mu (1+\gamma _5)q4\overline{b}(1\gamma _5)q\overline{b}(1+\gamma _5)q,`$ (27)
$`\stackrel{~}{O}_S`$ $`=`$ $`\overline{b}^i(1\gamma _5)q^j\overline{b}^j(1\gamma _5)q^i,`$ (28)
$`O_P`$ $`=`$ $`2\overline{b}\gamma _\mu (1\gamma _5)q\overline{b}\gamma _\mu (1+\gamma _5)q+4N\overline{b}(1\gamma _5)q\overline{b}(1+\gamma _5)q,`$ (29)
$`O_Q`$ $`=`$ $`2N\overline{b}\gamma _\mu (1\gamma _5)q\overline{b}\gamma _\mu (1+\gamma _5)q+4\overline{b}(1\gamma _5)q\overline{b}(1+\gamma _5)q,`$ (30)
$`O_T`$ $`=`$ $`(2+N)\overline{b}\gamma _\mu (1\gamma _5)q\overline{b}\gamma _\mu (1+\gamma _5)q2(3N^22N4)\overline{b}(1\gamma _5)q\overline{b}(1+\gamma _5)q.`$ (31)
The indices $`i`$ and $`j`$, which appear in the definition of $`\stackrel{~}{O}_S`$, run over color of quarks, while other operators are products of color-singlet bilinear operators. As is obvious from Eqs. (8)-(31), the set of operators in conventional definition are related to the first set of operators as
$`O_L`$ $`=`$ $`4O_{VLL},`$ (32)
$`O_R`$ $`=`$ $`4O_{VRR},`$ (33)
$`O_S`$ $`=`$ $`4O_{SLL},`$ (34)
$`O_N`$ $`=`$ $`8(O_{VLR}+2O_{SLR}),`$ (35)
$`O_M`$ $`=`$ $`8(O_{VLR}2O_{SLR}),`$ (36)
$`\stackrel{~}{O}_S`$ $`=`$ $`8\left(\stackrel{~}{O}_{SLL}+{\displaystyle \frac{1}{2N}}O_{SLL}\right),`$ (37)
$`O_P`$ $`=`$ $`8(O_{VLR}+2NO_{SLR}),`$ (38)
$`O_Q`$ $`=`$ $`8(NO_{VLR}+2O_{SLR}),`$ (39)
$`O_T`$ $`=`$ $`4(2+N)O_{VLR}8(3N^22N4)O_{SLR}.`$ (40)
## IV One-loop calculation
In order to match the operators defined in the continuum theory, say the $`\overline{MS}`$ scheme with the dimensional regularization, to the lattice counterparts, we compute the on-shell amplitude both in the continuum and on the lattice at one-loop level.
Let $`O_X^{\overline{MS}}(\mu )`$ and $`O_X^{lat}(1/a)`$ be certain continuum and lattice operators defined at scale $`\mu `$ and $`1/a`$ respectively. The on-shell amplitude for a certain external state can be expressed by a linear combination of tree-level amplitudes $`O_Y_0`$, where the subscript $`Y`$ runs over all possible operators which can mix with $`O_X^{\overline{MS}}`$ and $`O_X^{lat}`$ at one-loop, namely
$`O_X^{\overline{MS}}(\mu )`$ $`=`$ $`O_X_0+{\displaystyle \frac{\alpha _s}{4\pi }}{\displaystyle \underset{Y}{}}\rho _{X,Y}^{\overline{MS}}(\mu )O_Y_0+๐ช(\alpha _s^2),`$ (41)
$`O_X^{lat}(1/a)`$ $`=`$ $`O_X_0+{\displaystyle \frac{\alpha _s}{4\pi }}{\displaystyle \underset{Y}{}}\rho _{X,Y}^{lat}(1/a)O_Y_0+๐ช(\alpha _s^2),`$ (42)
where $`\alpha _s=g^2/4\pi `$, and $`\rho _{X,Y}^{\overline{MS}}(\mu )`$ and $`\rho _{X,Y}^{lat}(1/a)`$ represent the one-loop coefficients in the $`\overline{MS}`$ and the lattice schemes. We take zero spatial momentum on-shell free quarks for the external state. This choice is the easiest and sufficient to obtain the matching coefficients uniquely, since we restrict ourselves to the matching at lowest operator dimension, for which no derivative operator appears.
Requiring that the both operators give identical one-loop on-shell amplitudes, we obtain the following matching relation
$`O_X^{\overline{MS}}(\mu )`$ $`=`$ $`{\displaystyle \underset{Y}{}}\left[\delta _{X,Y}+{\displaystyle \frac{\alpha _s}{4\pi }}\left(\rho _{X,Y}^{\overline{MS}}(\mu )\rho _{X,Y}^{lat}(1/a)\right)+๐ช(\alpha _s^2)\right]O_Y^{lat}(1/a).`$ (43)
In the following we compute the coefficients $`\rho _{X,Y}^{\overline{MS}}(\mu )`$ and $`\rho _{X,Y}^{lat}(1/a)`$ for the heavy-light bilinear operators and $`\mathrm{\Delta }B`$ = 2 four-quark operators.
### A Bilinear operators
First of all, we give the expression for the matching of the bilinear operators for completeness. Although the one-loop coefficients for the matching of the heavy-light vector and axial vector currents have already been obtained by Morningstar and Shigemitsu even through $`๐ช(\alpha p/M_0)`$ and $`๐ช(\alpha ap)`$, we present the one-loop matching coefficients for the general heavy-light bilinear operators for completeness.
The one-loop expression of the perturbative on-shell amplitudes of the heavy-light bilinear operator $`\overline{b}\mathrm{\Gamma }q`$ with arbitrary Dirac structure $`\mathrm{\Gamma }`$ is given as
$`(\overline{b}\mathrm{\Gamma }q)(\mu )`$ $`=`$ $`\left[1+{\displaystyle \frac{\alpha _s}{4\pi }}\rho _\mathrm{\Gamma }(\mu )+๐ช(\alpha _s^2)\right]\overline{b}\mathrm{\Gamma }q_0,`$ (44)
for both continuum and lattice operators. There is no operator mixing in the lowest dimension bilinear operators. In the continuum (the $`\overline{MS}`$ scheme with totally anti-commuting $`\gamma _5`$), the coefficient $`\rho _\mathrm{\Gamma }^{\overline{MS}}(\mu )`$ is obtained as
$$\rho _\mathrm{\Gamma }^{\overline{MS}}(\mu )=C_F\left[\frac{H^24}{4}\mathrm{ln}\frac{\mu ^2}{M_0^2}\frac{3}{2}\mathrm{ln}\frac{\lambda ^2}{M_0^2}+\frac{3H^2}{4}HH^{}\frac{GH}{2}\frac{11}{4}\right],$$
(45)
where $`C_F=(N^21)/2N`$, and $`\lambda `$ denotes a gluon mass introduced to regularize the infrared divergence. The constants $`H`$, $`H^{}`$ and $`G`$ are defined through the following equations
$$H\mathrm{\Gamma }\underset{\mu =1}{\overset{D}{}}\gamma _\mu \mathrm{\Gamma }\gamma _\mu ,H^{}\frac{dH}{dD},G\mathrm{\Gamma }\gamma _4\mathrm{\Gamma }\gamma _4,$$
(46)
with space-time dimension $`D`$=4. The corresponding one-loop expression for the lattice operator is
$`\rho _\mathrm{\Gamma }^{lat}(1/a)`$ $`=`$ $`C_F[{\displaystyle \frac{3}{2}}\mathrm{ln}(a^2\lambda ^2)+{\displaystyle \frac{1}{2}}(C_l+C_h)`$ (48)
$`+(4\pi )^2[I_A+GI_B+(HG)^2I_C+(HG)(I_D+I_F)+(HG)GI_E]].`$
The infrared divergence of form $`\frac{3}{2}C_F\mathrm{ln}\lambda ^2`$ is canceled between continuum and lattice expressions for any bilinear operator in the combination of the matching coefficient $`\rho _\mathrm{\Gamma }^{\overline{MS}}\rho _\mathrm{\Gamma }^{lat}`$. Numerical value of the light quark wave function renormalization factor $`C_l`$ is 9.076 for the $`๐ช(a)`$-improved action. If one uses the normalization $`1/\sqrt{u_0}`$ for the light quark field motivated by the tadpole improvement , the number becomes $``$0.164 for $`u_0\frac{1}{3}\text{Tr}U_P^{1/4}`$ (average plaquette), or 1.7106 for $`u_01/8\kappa _{crit}`$ (critical hopping parameter). The heavy quark wave function renormalization $`C_h`$ depends on the heavy quark mass $`aM_0`$, and its numerical values are summarized in Table I. The constants $`I_A`$, $`I_B`$, $`I_C`$, $`I_D`$, $`I_E`$ and $`I_F`$ are one-loop integrals from the vertex corrections shown in Figure 1. Their explicit expressions are given in the Appendix B (Eqs.(B4)-(B18)), and their numerical values are given in Table II.
In the following, we present the expressions of the matching factors for the temporal component of the axial current $`A_4`$ and for the pseudoscalar density $`P`$.
#### 1 Axial vector current
For the axial-vector current $`A_4`$ with $`\mathrm{\Gamma }`$=$`\gamma _5\gamma _4`$, we obtain $`H`$=2, $`H^{}`$=1, $`G`$=$``$1, for which the matching coefficients are
$`\rho _{A_4}^{\overline{MS}}`$ $`=`$ $`C_F\left[{\displaystyle \frac{3}{2}}\mathrm{ln}{\displaystyle \frac{\lambda ^2}{M_0^2}}{\displaystyle \frac{3}{4}}\right],`$ (49)
$`\rho _{A_4}^{lat}(1/a)`$ $`=`$ $`C_F[{\displaystyle \frac{3}{2}}\mathrm{ln}(a^2\lambda ^2)+{\displaystyle \frac{1}{2}}(C_h+C_l)`$ (51)
$`+(4\pi )^2(I_AI_B+9I_C+3I_D3I_E+3I_F)].`$
$`\rho _{A_4}^{\overline{MS}}`$ does not have the logarithmic scale dependence because of the (partial-)conservation of the axial vector current. Combining the two expressions we obtain the matching relation
$$A_4^{\overline{MS}}=\left[1+\frac{\alpha _s}{4\pi }\left(2\mathrm{ln}(a^2M_0^2)+\zeta _A\right)+๐ช(\alpha _s^2)\right]A_4^{lat}(1/a),$$
(52)
where
$$\zeta _A=C_F\left[\frac{3}{4}\frac{1}{2}(C_h+C_l)(4\pi )^2(I_AI_B+9I_C+3I_D3I_E+3I_F)\right].$$
(53)
Numerical values of the coefficient $`\zeta _A`$ are listed in Table VII.
#### 2 Pseudoscalar density
For the pseudo-scalar density $`P`$ with $`\mathrm{\Gamma }`$=$`\gamma _5`$, we obtain $`H`$=$``$4, $`H^{}`$=$``$1 and $`G`$=$``$1. The matching coefficients are
$`\rho _P^{\overline{MS}}(\mu )`$ $`=`$ $`C_F\left[3\mathrm{ln}{\displaystyle \frac{\mu ^2}{M_0^2}}{\displaystyle \frac{3}{2}}\mathrm{ln}{\displaystyle \frac{\lambda ^2}{M_0^2}}+{\displaystyle \frac{13}{4}}\right],`$ (54)
$`\rho _P^{lat}(1/a)`$ $`=`$ $`C_F[{\displaystyle \frac{3}{2}}\mathrm{ln}(a^2\lambda ^2)+{\displaystyle \frac{1}{2}}(C_h+C_l)`$ (56)
$`+(4\pi )^2(I_AI_B+9I_C3I_D+3I_E3I_F)].`$
Combining these expressions we obtain the matching relation
$$P^{\overline{MS}}(\mu )=\left[1+\frac{\alpha _s}{4\pi }\left(4\mathrm{ln}\frac{\mu ^2}{M_0^2}+2\mathrm{ln}(a^2M_0^2)+\zeta _P\right)+๐ช(\alpha _s^2)\right]P^{lat}(1/a),$$
(57)
where
$$\zeta _P=C_F\left[\frac{13}{4}\frac{1}{2}(C_h+C_l)(4\pi )^2(I_AI_B+9I_C3I_D+3I_E3I_F)\right].$$
(58)
Numerical values of the coefficient $`\zeta _P`$ are listed in Table VII.
### B Four-quark operators
We present the one-loop matching calculation of the four-quark operators $`O_{VLL}`$ and $`O_{SLL}`$, which appear in the evaluation of the mass and width differences in the $`B_{d(s)}\overline{B}_{d(s)}`$ systems.
#### 1 $`O_{VLL}`$
In the continuum theory preserving the chiral symmetry, the four-quark operator $`O_{VLL}`$ mixes with $`O_{SLL}`$ under the radiative correction. At one-loop level, the on-shell amplitude of $`O_{VLL}(\mu )`$ defined at scale $`\mu `$ is written as
$$O_{VLL}^{\overline{MS}}(\mu )=\left[1+\frac{\alpha _s}{4\pi }\rho _{VLL,VLL}^{\overline{MS}}(\mu )\right]O_{VLL}_0+\left[\frac{\alpha _s}{4\pi }\rho _{VLL,SLL}^{\overline{MS}}\right]O_{SLL}_0,$$
(59)
where
$`\rho _{VLL,VLL}^{\overline{MS}}(\mu )`$ $`=`$ $`2\mathrm{ln}{\displaystyle \frac{M_0^2}{\mu ^2}}4\mathrm{ln}{\displaystyle \frac{\lambda ^2}{M_0^2}}{\displaystyle \frac{35}{3}},`$ (60)
$`\rho _{VLL,SLL}^{\overline{MS}}`$ $`=`$ $`8.`$ (61)
The mixing coefficient $`\rho _{VLL,SLL}^{\overline{MS}}`$ does not have the scale dependence at one-loop level.
The same operator mixes with four operators $`O_{VLR}`$, $`O_{SLR}`$, $`O_{SLL}`$ and $`O_{VRR}`$ on the lattice due to the lack of the chiral symmetry. We obtain the following expression for the on-shell amplitude of the lattice operator $`O_{VLL}(1/a)`$:
$`O_{VLL}^{lat}(1/a)`$ $`=`$ $`\left[1+{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{VLL,VLL}^{lat}(1/a)\right]O_{VLL}_0`$ (64)
$`+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{VLL,VLR}^{lat}\right]O_{VLR}_0+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{VLL,SLR}^{lat}\right]O_{SLR}_0`$
$`+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{VLL,SLL}^{lat}\right]O_{SLL}_0+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{VLL,VRR}^{lat}\right]O_{VRR}_0,`$
where
$`\rho _{VLL,VLL}^{lat}(1/a)`$ $`=`$ $`4\mathrm{ln}(a^2\lambda ^2)+C_F[C_l+C_h]`$ (67)
$`+(4\pi )^2[{\displaystyle \frac{10}{3}}I_A+2I_C+4I_E`$
$`+{\displaystyle \frac{1}{3}}(I_G3(I_H+I_I+I_J+2I_K)+16I_L+I_N)],`$
$`\rho _{VLL,VLR}^{lat}`$ $`=`$ $`(4\pi )^2\left[2\left(2I_B{\displaystyle \frac{5}{3}}(I_D+I_F)\right)\right],`$ (68)
$`\rho _{VLL,SLR}^{lat}`$ $`=`$ $`(4\pi )^2\left[2\left(4I_B+{\displaystyle \frac{10}{3}}(I_D+I_F)\right)\right],`$ (69)
$`\rho _{VLL,SLL}^{lat}`$ $`=`$ $`(4\pi )^2\left[16(2I_CI_E)\right],`$ (70)
$`\rho _{VLL,VRR}^{lat}`$ $`=`$ $`(4\pi )^2\left[{\displaystyle \frac{4}{3}}I_M\right].`$ (71)
The integrals $`I_A`$, $`I_B`$, $`I_C`$, $`I_D`$, $`I_E`$ and $`I_F`$ come from the diagrams in which a gluon mediates between heavy and light quark lines as shown in Figures 2 and 3. These are the same integrals as in the vertex correction of the bilinear operators, whose numerical values are given in Table II. Other integrals $`I_G`$, $`I_H`$, $`I_I`$, $`I_J`$, $`I_K`$, $`I_L`$, $`I_M`$, $`I_N`$ are characteristic of the corrections of the four-quark operators. The diagrams in which a gluon line mediates between two heavy quark lines (Figure 4) produce the five integrals $`I_G`$, $`I_H`$, $`I_I`$, $`I_J`$ and $`I_K`$, whose expressions are given in the Appendix B (Eqs.(B20)-(B27)). Their heavy quark mass dependence is summarized in Table III. Other three, $`I_L`$, $`I_M`$ and $`I_N`$ defined in Eqs. (B30)-(B37) correspond to the diagrams in which the two light quark lines are connected by a gluon line. These do not depend on the heavy quark mass, and their numerical values are
$$I_L=0.004635(3),I_M=0.002433(1),I_N=0.012204(6).$$
(72)
In Appendix C, one-loop expressions of the lattice on-shell amplitudes with general four-quark operators $`\overline{b}\mathrm{\Gamma }q\overline{b}\mathrm{\Gamma }q`$ are presented. The above result in Eq. (64) is obtained by applying the Fierz transformation for the color and spinor indices on the expressions (C9)-(C20).
Combining the continuum and the lattice results we obtain
$`O_{VLL}^{\overline{MS}}(\mu )`$ $`=`$ $`\left[1+{\displaystyle \frac{\alpha _s}{4\pi }}\left(\rho _{VLL,VLL}^{\overline{MS}}(\mu )\rho _{VLL,VLL}^{lat}(1/a)\right)\right]O_{VLL}^{lat}(1/a)`$ (75)
$`+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{VLL,VLR}^{lat}\right]O_{VLR}^{lat}(1/a)+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{VLL,SLR}^{lat}\right]O_{SLR}^{lat}(1/a)`$
$`+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\left(\rho _{VLL,SLL}^{\overline{MS}}\rho _{VLL,SLL}^{lat}\right)\right]O_{SLL}^{lat}(1/a)+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{VLL,VRR}^{lat}\right]O_{VRR}^{lat}(1/a).`$
The numerical values of $`\rho _{VLL,Y}^{lat}`$ are listed in Tables IV.
The matching relation for $`O_L`$ is obtained using the conversion formula (32)-(39) as follows
$`O_L^{\overline{MS}}(\mu )`$ $`=`$ $`\left[1+{\displaystyle \frac{\alpha _s}{4\pi }}\left(2\mathrm{ln}{\displaystyle \frac{\mu ^2}{M_0^2}}+4\mathrm{ln}(a^2M_0^2)+\zeta _{L,L}\right)\right]O_L^{lat}(1/a)`$ (78)
$`+{\displaystyle \frac{\alpha _s}{4\pi }}\zeta _{L,S}O_S^{lat}(1/a)+{\displaystyle \frac{\alpha _s}{4\pi }}\zeta _{L,R}O_R^{lat}(1/a)+{\displaystyle \frac{\alpha _s}{4\pi }}\zeta _{L,N}O_N^{lat}(1/a)`$
$`+{\displaystyle \frac{\alpha _s}{4\pi }}\zeta _{L,M}O_M^{lat}(1/a).`$
The coefficients $`\zeta _{L,S}`$, $`\zeta _{L,R}`$, $`\zeta _{L,N}`$ and $`\zeta _{L,M}`$ are listed in Table VI. The coefficient $`\zeta _{L,M}`$ of $`O_M^{lat}`$ vanishes in the static limit, and other coefficients agree with the previous work in the same limit.
#### 2 $`O_{SLL}`$
The matching relation for the operator $`O_{SLL}`$ is obtained in a similar manner.
The operator $`O_{SLL}`$ mixes with $`O_{VLL}`$ with the radiative correction in the continuum. The on-shell amplitude with $`O_{SLL}`$ for the zero momentum external state is written as
$$O_{SLL}^{\overline{MS}}(\mu )=\left[1+\frac{\alpha _s}{4\pi }\rho _{SLL,SLL}^{\overline{MS}}(\mu )\right]O_{SLL}_0+\frac{\alpha _s}{4\pi }\rho _{SLL,VLL}^{\overline{MS}}(\mu )O_{VLL}_0,$$
(79)
at one-loop level. The coefficients are
$`\rho _{SLL,SLL}^{\overline{MS}}(\mu )`$ $`=`$ $`{\displaystyle \frac{16}{3}}\mathrm{ln}{\displaystyle \frac{\mu ^2}{M_0^2}}{\displaystyle \frac{4}{3}}\mathrm{ln}{\displaystyle \frac{\lambda ^2}{M_0^2}}+10,`$ (80)
$`\rho _{SLL,VLL}^{\overline{MS}}(\mu )`$ $`=`$ $`{\displaystyle \frac{1}{3}}\mathrm{ln}{\displaystyle \frac{\mu ^2}{M_0^2}}+{\displaystyle \frac{2}{3}}\mathrm{ln}{\displaystyle \frac{\lambda ^2}{M_0^2}}+{\displaystyle \frac{3}{2}}.`$ (81)
The lattice operator $`O_{SLL}^{lat}`$ mixes with five operators in the on-shell amplitude as
$`O_{SLL}^{lat}`$ $`=`$ $`\left[1+{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{SLL,SLL}^{lat}(1/a)\right]O_{SLL}_0`$ (84)
$`+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{SLL,VLL}^{lat}(1/a)\right]O_{VLL}_0+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{SLL,SLR}^{lat}\right]O_{SLR}_0`$
$`+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{SLL,VLR}^{lat}\right]O_{VLR}_0+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{SLL,VRR}^{lat}\right]O_{VRR}_0,`$
where
$`\rho _{SLL,SLL}^{lat}(1/a)`$ $`=`$ $`{\displaystyle \frac{4}{3}}\mathrm{ln}(a^2\lambda ^2)+C_F[C_l+C_h]`$ (87)
$`+(4\pi )^2[{\displaystyle \frac{1}{3}}(4I_A+52I_C+20I_E`$
$`2(I_G+I_H+I_I+I_J+2I_K+I_N))],`$
$`\rho _{SLL,VLL}^{lat}(1/a)`$ $`=`$ $`{\displaystyle \frac{2}{3}}\mathrm{ln}(a^2\lambda ^2)+(4\pi )^2[{\displaystyle \frac{1}{12}}(2(3I_A7I_C+I_E)`$ (89)
$`3I_G+I_H+I_I+I_J+2I_K16I_L3I_N)],`$
$`\rho _{SLL,SLR}^{lat}`$ $`=`$ $`(4\pi )^2\left[2[{\displaystyle \frac{3}{2}}I_B+{\displaystyle \frac{17}{6}}(I_D+I_F)]\right],`$ (90)
$`\rho _{SLL,VLR}^{lat}`$ $`=`$ $`(4\pi )^2\left[2[{\displaystyle \frac{1}{4}}I_B{\displaystyle \frac{5}{12}}(I_D+I_F)]\right],`$ (91)
$`\rho _{SLL,VRR}^{lat}`$ $`=`$ $`(4\pi )^2\left[{\displaystyle \frac{1}{3}}I_M\right],`$ (92)
Numerical values of $`\rho _{SLL,Y}^{lat}`$ are given in Table V.
Combining the continuum and the lattice results we obtain
$`O_{SLL}^{\overline{MS}}(\mu )`$ $`=`$ $`\left[1+{\displaystyle \frac{\alpha _s}{4\pi }}\left(\rho _{SLL,SLL}^{\overline{MS}}(\mu )\rho _{SLL,SLL}^{lat}(1/a)\right)\right]O_{SLL}^{lat}(1/a)`$ (96)
$`+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\left(\rho _{SLL,VLL}^{\overline{MS}}(\mu )\rho _{SLL,VLL}^{lat}(1/a)\right)\right]O_{VLL}^{lat}(1/a)`$
$`+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{SLL,SLR}^{lat}\right]O_{SLR}^{lat}(1/a)`$
$`+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{SLL,VLR}^{lat}\right]O_{VLR}^{lat}(1/a)+\left[{\displaystyle \frac{\alpha _s}{4\pi }}\rho _{SLL,VRR}^{lat}\right]O_{SLL,VRR}^{lat}(1/a).`$
The matching relation for $`O_S`$ is obtained using the conversion formula (32)-(39) as follows
$`O_S^{\overline{MS}}(\mu )`$ $`=`$ $`\left[1+{\displaystyle \frac{\alpha _s}{4\pi }}\left({\displaystyle \frac{16}{3}}\mathrm{ln}{\displaystyle \frac{\mu ^2}{M_0^2}}+{\displaystyle \frac{4}{3}}\mathrm{ln}(a^2M_0^2)+\zeta _{S,S}\right)\right]O_S^{lat}(1/a)`$ (99)
$`+{\displaystyle \frac{\alpha _s}{4\pi }}\left[{\displaystyle \frac{1}{3}}\mathrm{ln}{\displaystyle \frac{\mu ^2}{M_0^2}}{\displaystyle \frac{2}{3}}\mathrm{ln}(a^2M_0^2)+\zeta _{S,L}\right]O_L^{lat}(1/a)`$
$`+{\displaystyle \frac{\alpha _s}{4\pi }}\zeta _{S,R}O_R^{lat}(1/a)+{\displaystyle \frac{\alpha _s}{4\pi }}\zeta _{S,P}O_P^{lat}(1/a)+{\displaystyle \frac{\alpha _s}{4\pi }}\zeta _{S,T}O_T^{lat}(1/a).`$
The coefficients $`\zeta _{S,S}`$, $`\zeta _{S,L}`$, $`\zeta _{S,R}`$, $`\zeta _{S,P}`$ and $`\zeta _{S,T}`$ are listed in Table VIII. The coefficient $`\zeta _{S,T}`$ of $`O_T^{lat}`$ vanishes in the static limit, and other coefficients agree with the previous work in the same limit.
## V Physics results
Using the one-loop coefficients obtained in this work, we reanalyze the lattice NRQCD calculations of $`B_L`$ and of $`B_S`$ . These previous calculations were performed with the lattice NRQCD action for heavy quark, but the perturbative matching of the four-quark operators were done using the coefficients in the infinitely heavy quark mass limit. Due to this approximation for the matching coefficients, the previous results contain errors of order $`\alpha _s/(aM)`$, which is one of the largest uncertainties among all the systematic errors.
### A $`B_L`$
The $`B`$ parameter $`B_L`$ is defined through
$$B_L(\mu )\frac{\overline{B}^0|O_L^{\overline{MS}}(\mu )|B^0}{\frac{8}{3}\overline{B}^0|A_4^{\overline{MS}}|00|A_4^{\overline{MS}}|B^0},$$
(100)
where the scale $`\mu `$ is usually set at the $`b`$ quark mass $`M_b`$. In the following analysis we use $`\mu `$ = 4.8 GeV. On the lattice we measure the โ$`B`$ parametersโ
$$B_X^{lat}(1/a)\frac{\overline{B}^0|O_X^{lat}(1/a)|B^0}{\frac{8}{3}\overline{B}^0|A_4^{lat}(1/a)|00|A_4^{lat}(1/a)|B^0},$$
(101)
for four-quark operators $`O_X`$=$`O_L`$, $`O_S`$, $`O_R`$, $`O_N`$ and $`O_M`$ using the NRQCD action in Eq. (1). We performed the simulations on a quenched 16$`{}_{}{}^{3}\times `$48 lattice at $`\beta `$=5.9. Other details of the lattice calculations are found in Ref. .
The perturbative matching relation for the continuum operator $`O_L`$ in Eq. (78) may be used to obtain
$`B_L(\mu )`$ $`=`$ $`Z_{L,L/A^2}(\mu ,a)B_L^{lat}(1/a)+Z_{L,S/A^2}B_S^{lat}(1/a)`$ (103)
$`+Z_{L,R/A^2}B_R^{lat}(1/a)+Z_{L,N/A^2}B_N^{lat}(1/a)+Z_{L,M/A^2}B_M^{lat}(1/a),`$
where the matching factors are
$`Z_{L,L/A^2}(\mu ,a)`$ $`=`$ $`1+{\displaystyle \frac{\alpha _s}{4\pi }}\left(2\mathrm{ln}{\displaystyle \frac{M_0^2}{\mu ^2}}+\zeta _{L,L}2\zeta _A\right),`$ (104)
$`Z_{L,S/A^2}`$ $`=`$ $`{\displaystyle \frac{\alpha _s}{4\pi }}\zeta _{L,S},`$ (105)
$`Z_{L,R/A^2}`$ $`=`$ $`{\displaystyle \frac{\alpha _s}{4\pi }}\zeta _{L,R},`$ (106)
$`Z_{L,N/A^2}`$ $`=`$ $`{\displaystyle \frac{\alpha _s}{4\pi }}\zeta _{L,N},`$ (107)
$`Z_{L,M/A^2}`$ $`=`$ $`{\displaystyle \frac{\alpha _s}{4\pi }}\zeta _{L,M}.`$ (108)
The one-loop coefficients $`\zeta _{L,X}`$ are defined in Eq. (78) and plotted in Figure 6 as a function of $`1/aM_0`$. The coefficient of the leading contribution $`\zeta _{L,L}2\zeta _A`$ becomes larger in magnitude toward lighter heavy quark. The mass dependence of $`\zeta _{L,L}2\zeta _A`$ is relatively smaller than that of $`\zeta _{L,L}`$ itself, due to the cancellation of singlet diagrams (Figure 2) against the contribution of the denominator $`2\zeta _A`$. Two mixing coefficients $`\zeta _{L,S}`$ and $`\zeta _{L,N}`$ become smaller when $`1/M`$ correction is incorporated. It is also important that $`\zeta _{L,M}`$, which vanishes in the static limit, becomes non-zero for finite heavy quark mass.
The matrix elements on the lattice $`B_X^{lat}(1/a)`$ measured in Ref. are shown in Figure 7 as a function of inverse meson mass $`1/M_P`$. Their mass dependence is qualitatively well described by the vacuum saturation approximation.
For the coupling constant $`\alpha _s`$ we choose the $`V`$-scheme coupling $`\alpha _V(q^{})`$ with $`q^{}`$ = $`2/a`$. To estimate the size of higher order perturbative errors we also analyze with $`q^{}`$ = $`1/a`$ and $`\pi /a`$.
Combining $`Z_{L,X/A^2}`$ and $`B_X^{lat}`$ we obtain the contribution of each term $`Z_{L,X/A^2}B_X^{lat}(1/a)`$ in Eq. (103) as shown in Figure 8. In spite of the large mass dependence of the coefficients $`\zeta _{L,S}`$ and $`\zeta _{L,N}`$, there is no significant mass dependence in the corresponding combined quantities $`Z_{L,X/A^2}B_X^{lat}(1/a)`$, since those are canceled by the large and opposite mass dependence in $`B_S^{lat}(1/a)`$ and $`B_N^{lat}(1/a)`$. Small increase of $`Z_{L,M/A^2}B_M^{lat}(1/a)`$ from zero in the static limit is observed, which reflects the increasing trend of both $`Z_{L,M/A^2}`$ and $`B_M^{lat}(1/a)`$.
Total result for $`B_L(m_b)`$ is presented in Figure 9 by filled circles. Because of the cancellation of the large mass dependences in $`\zeta _{L,X}`$ and in $`B_X^{lat}(1/a)`$, there is little $`1/M_P`$ dependence in our final result (filled circles). A small increase toward larger $`1/M_P`$ comes from the contribution of $`O_M`$. In this plot our estimate of systematic uncertainty is shown by error bars. The horizontal ticks attached to the error bars represent the size of statistical error, which is much smaller than the systematic errors especially for large $`1/M_P`$ points.
We also plot our previous analysis with the same NRQCD action but using the perturbative matching in the static limit (open circles in Figure 9). There is a small negative slope in $`1/M_P`$ so that the previous result is about 12% smaller than our new result at the $`B`$ meson mass. An estimation of $`๐ช(\alpha _s/(aM_b))`$ error in our previous analysis is around 10%, when we assume an order counting argument with typical value of the strong coupling constant $`\alpha _s`$ 0.3. In addition to this error, there are also other errors of $`๐ช(\alpha _s^2)`$, $`๐ช(a^2\mathrm{\Lambda }_{QCD}^2)`$ and $`๐ช(\alpha _sa\mathrm{\Lambda }_{QCD})`$. Thus the shift of our result does not exceed the systematic uncertainty discussed in Ref. .
Our final numerical result is
$$B_L(m_b)=0.85\pm 0.03\pm 0.11,$$
(109)
where the first error is statistical and the second is systematic. The systematic error is estimated using the order counting of neglected contributions. In our new analysis in which the $`๐ช(\alpha _s/(aM_b))`$ error is removed, the remaining sources of uncertainty are the dicretization errors $`๐ช(a^2\mathrm{\Lambda }_{QCD}^2)`$ ($``$ 5%) and $`๐ช(\alpha _sa\mathrm{\Lambda }_{QCD})`$ ($``$ 5%), as well as higher order perturbative error $`๐ช(\alpha _s^2)`$ ($``$ 10%). Higher order contributions in the nonrelativistic expansion are $`๐ช(\alpha _s\mathrm{\Lambda }_{QCD}/M_b)`$ ($``$ 2%) and $`๐ช(\mathrm{\Lambda }_{QCD}^2/M_b^2)`$ ($`<`$ 1%), which are not dominant uncertainties. We assume $`\alpha _s`$ 0.3 and $`\mathrm{\Lambda }_{QCD}`$ 350 MeV when we estimate the errors listed above, which are added in quadrature to give the systematic error of about 13% in the final result.
The result (109) may be compared with the recent lattice calculations with relativistic heavy quark actions: 0.92(4)$`{}_{0}{}^{}{}_{}{}^{+3}`$ and 0.93(8)$`{}_{0.6}{}^{}{}_{}{}^{+0.0}`$ , where the first error is statistical and the second is their estimate of systematic errors. It is encouraging that our result agrees with these relativistic calculations within the large systematic uncertainty in (109). Although the systematic error in the relativistic results seem much smaller, it should be noted that the quoted systematic uncertainty could be underestimated. They extrapolate their simulation results performed around charm mass regime assuming the $`1/M`$ scaling without considering $`O((aM_0)^2)`$ errors. However, the $`1/M`$ dependence of the simulation results could be distorted by the $`๐ช((aM_0)^2)`$ error, which can be as large as 30% toward the heavier side in the naive order counting. In order to have a reliable prediction of $`B_L(m_b)`$, one has to at least include $`O((aM_0)^2`$ error when extrapolating in $`1/M`$, or take careful contiuum limit before doing $`1/M`$ extrapolation. Furthermore, the heavy quark expansion becomes questionable to describe the heavy quark in the charm quark mass regime when truncated at $`1/M`$ or at $`1/M^2`$. Therefore, an alternative method to fit the results would be to include the result in the static limit in order to constrain at least the leading term in the $`/1M`$ expansion.
Finally, we also obtain chiral breaking effect on the ratio of $`B_L`$ as
$`{\displaystyle \frac{B_{B_s}(m_{B_s})}{B_{B_d}(m_{B_d})}}`$ $`=`$ $`1.01\pm 0.01\pm 0.03,`$ (110)
for which the relativistic results are 0.98(3) and 0.98(5) .
### B $`B_S`$
The $`B`$ parameter $`B_S`$ is defined as
$$B_S(\mu )\frac{\overline{B}^0|O_S^{\overline{MS}}(\mu )|B^0}{\frac{5}{3}\overline{B}^0|P^{\overline{MS}}(\mu )|00|P^{\overline{MS}}(\mu )|B^0}.$$
(111)
We also define a ratio of the matrix elements of bilinear operators
$$(\mu )\left|\frac{0|A_4^{\overline{MS}}|B^0}{0|P^{\overline{MS}}(\mu )|B^0}\right|,$$
(112)
and calculate
$$\frac{B_S(\mu )}{(\mu )^2}=\frac{\overline{B}^0|O_S^{\overline{MS}}(\mu )|B^0}{\frac{5}{3}\overline{B}^0|A_4^{\overline{MS}}|00|A_4^{\overline{MS}}|B^0},$$
(113)
which is necessary in evaluating the $`B_s`$ meson width difference .
In the lattice simulation we measure
$$B_X^{lat}(1/a)\frac{\overline{B}^0|O_X^{lat}(1/a)|B^0}{\frac{5}{3}\overline{B}^0|A_4^{lat}(1/a)|00|A_4^{lat}(1/a)|B^0},$$
(114)
for four quark operators $`O_X`$ = $`O_S`$, $`O_L`$, $`O_R`$, $`O_P`$ and $`O_T`$. Note that the denominator of $`B_X^{lat}`$ is different from Eq. (111). The perturbative matching relation for the continuum operator $`O_S^{\overline{MS}}`$ in Eq. (99) may be used to obtain
$`{\displaystyle \frac{B_S(\mu )}{(\mu )^2}}`$ $`=`$ $`Z_{S,S/A^2}(\mu ,a)B_S^{lat}(1/a)+Z_{S,L/A^2}(\mu ,a)B_L^{lat}(1/a)`$ (116)
$`+Z_{S,R/A^2}B_R^{lat}(1/a)+Z_{S,P/A^2}B_P^{lat}(1/a)+Z_{S,T/A^2}B_T^{lat}(1/a),`$
where
$`Z_{S,S/A^2}(\mu ,a)`$ $`=`$ $`1+{\displaystyle \frac{\alpha _s}{4\pi }}\left({\displaystyle \frac{16}{3}}\mathrm{ln}{\displaystyle \frac{\mu ^2}{M_0^2}}{\displaystyle \frac{8}{3}}\mathrm{ln}(a^2M_0^2)+\zeta _{S,S}2\zeta _A\right),`$ (117)
$`Z_{S,L/A^2}(\mu ,a)`$ $`=`$ $`{\displaystyle \frac{\alpha _s}{4\pi }}\left({\displaystyle \frac{1}{3}}\mathrm{ln}{\displaystyle \frac{\mu ^2}{M_0^2}}{\displaystyle \frac{2}{3}}\mathrm{ln}(a^2M_0^2)+\zeta _{S,L}\right),`$ (118)
$`Z_{S,R/A^2}`$ $`=`$ $`{\displaystyle \frac{\alpha _s}{4\pi }}\zeta _{S,R},`$ (119)
$`Z_{S,P/A^2}`$ $`=`$ $`{\displaystyle \frac{\alpha _s}{4\pi }}\zeta _{S,P},`$ (120)
$`Z_{S,T/A^2}`$ $`=`$ $`{\displaystyle \frac{\alpha _s}{4\pi }}\zeta _{S,T}.`$ (121)
The one-loop coefficients $`\zeta _{S,X}`$ defined in Eq. (99) are plotted in Figure 10 as a function of $`1/aM_0`$. The $`1/M_0`$ dependence is quite large for the leading contribution $`\zeta _{S,S}2\zeta _A`$, because the denominator in Eq. (113) is not a vacuum saturation of the numerator and the cancellation of color singlet diagrams (Figure 2) does not take place. Among other coefficients, $`\zeta _{S,L}`$ has relatively large $`1/M_0`$ dependence and the mixing of operator $`O_L`$ becomes smaller as $`1/aM_0`$ increases.
The matrix elements $`B_X^{lat}(1/a)`$ are shown in Figure 11. The $`1/M_P`$ dependence in $`B_S`$, $`B_P`$ and $`B_T`$ is significant, which is well described by the vacuum saturation approximation as discussed in Ref. . The contribution of each term $`Z_{S,X/A^2}B_X^{lat}(1/a)`$ in Eq. (116) to $`B_S(m_b)/(m_b)^2`$ is plotted in Figure 12, in which no clear $`1/M_P`$ dependence is observed.
Total result for $`B_S(m_b)/(m_b)^2`$ is presented in Figure 13 by filled circles. As is evident from the plot of each term $`Z_{S,X/A^2}B_X^{lat}(1/a)`$ (Figure 12), there is no clear trend in the $`1/M_P`$ dependence of $`B_S(m_b)/(m_b)^2`$. Our previous analysis with matching coefficients in the static limit is plotted with open symbols. Reduction of the result with the correction is quite large ($``$ 20%), but consistent with our estimate for the collection of systematic errors of $`๐ช(\alpha _s/(aM))`$, $`๐ช(\alpha _s^2)`$, $`๐ช(a^2\mathrm{\Lambda }_{QCD}^2)`$, $`๐ช(\alpha a\mathrm{\Lambda }_{QCD})`$ ($``$ 20%). Main effect comes from the large $`1/aM_0`$ dependence of $`\zeta _{S,S}2\zeta _A`$ shown in Figure 10.
Our final numerical result is
$$\frac{B_S(m_b)}{(m_b)^2}=1.24\pm 0.03\pm 0.16,$$
(122)
where the first error is statistical one, and the second is our estimate of systematic uncertainty obtained as in the analysis of $`B_L`$. For the width difference we obtain
$$\left(\frac{\mathrm{\Delta }\mathrm{\Gamma }}{\mathrm{\Gamma }}\right)_{B_s}=0.107\pm 0.026\pm 0.014\pm 0.017$$
(123)
using Eq.(9) of Ref. . Errors are from the $`B_s`$ meson decay constant $`f_{B_s}`$ = 245(30) MeV, which is taken from the current world average of unquenched lattice calculations , from $`B_S(m_b)/(m_b)^2`$, and from an estimate of higher order contribution in the $`1/m_b`$ expansion .
## VI Conclusions
In this paper we have performed one-loop calculations of matching coefficients for $`\mathrm{\Delta }B`$=2 four-quark operators defined using lattice NRQCD. This calculation allows to remove one of the dominant systematic errors characterized by $`๐ช(\alpha _s/(aM_b))`$ from the lattice simulation of the $`B`$ parameters $`B_L`$ and $`B_S`$. We find sizable $`1/aM_0`$ dependence in several one-loop coefficients, which affects the mass dependence of the $`B`$ parameters as well as their absolute values at the $`b`$ quark mass.
We have also presented a reanalysis of our previous simulations and obtained results for $`B_L`$ and for $`B_S/^2`$ with reduced systematic error. The difference from our previous results is consistent with the estimate obtained with order counting argument. Remaining systematic uncertainty is dominated by unknown two-loop matching coefficients.
## Acknowledgment
S.H. and T.O. are supported by the Grants-in-Aid of the Ministry of Education (Nos. 10740125, 11740162). K-I.I. and N.Y. would like to thank the JSPS for Young Scientists for a research fellowship.
## A Lattice NRQCD Feynman rules
In order to simply the expression, we set the lattice spacing $`a`$ = 1 throughout Appendix A and B. When deriving the Feynman rules from the NRQCD action, we followed the method which is explained in Ref. . We also note that the Feynman rules for $`O(1/M)`$ NRQCD action with slightly different definition from ours are given in Ref. .
### 1 Functions
We define the following functions which appear in the Feynman rules below.
$`\stackrel{~}{l}^2`$ $``$ $`{\displaystyle \underset{\mu =1}{\overset{4}{}}}4\mathrm{sin}^2{\displaystyle \frac{l_\mu }{2}}`$ (A1)
$`A^{(0)}(l)`$ $``$ $`1{\displaystyle \frac{1}{nM_0}}{\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2{\displaystyle \frac{l_i}{2}},`$ (A2)
$`C(l^{},l)`$ $``$ $`e^{il_4^{}}+e^{il_4},`$ (A3)
$`f_{\mu \nu }^A(q)`$ $``$ $`\mathrm{sin}q_\mu \mathrm{cos}{\displaystyle \frac{q_\nu }{2}},`$ (A4)
$`f_{\mu \nu }^B(q_1,q_2)`$ $``$ $`\mathrm{cos}\left({\displaystyle \frac{q_1+q_2}{2}}\right)_\mu \mathrm{sin}\left({\displaystyle \frac{q_1+q_2}{2}}\right)_\nu \mathrm{sin}\left({\displaystyle \frac{q_1q_2}{2}}\right)_\mu ,`$ (A5)
$`f_{\mu \nu }^C(q_1,q_2)`$ $``$ $`{\displaystyle \frac{1}{2}}[\mathrm{cos}\left({\displaystyle \frac{q_1}{2}}\right)_\mu \mathrm{cos}(q_1+{\displaystyle \frac{q_2}{2}})_\nu +\mathrm{cos}(q_2+{\displaystyle \frac{q_1}{2}})_\mu \mathrm{cos}\left({\displaystyle \frac{q_2}{2}}\right)_\nu `$ (A7)
$`+\mathrm{cos}(q_2+{\displaystyle \frac{q_1}{2}})_\mu \mathrm{cos}(q_1+{\displaystyle \frac{q_2}{2}})_\nu \mathrm{cos}\left({\displaystyle \frac{q_1}{2}}\right)_\mu \mathrm{cos}\left({\displaystyle \frac{q_2}{2}}\right)_\nu ].`$
We also define
$`A^{(1)}(l^{},l;p_1,\mu _1)`$ $``$ $`{\displaystyle \frac{1}{2nM_0}}\left[{\displaystyle \underset{i=0}{\overset{n1}{}}}A^{(0)}(l^{})^iA^{(0)}(l)^{n1i}\right]\mathrm{sin}\left({\displaystyle \frac{l^{}+l}{2}}\right)_{\mu _1},`$ (A8)
$`A_1^{(2)}(l^{},l;p_1,\mu _1,p_2,\mu _2)`$ $``$ $`{\displaystyle \frac{1}{4nM_0}}\left[{\displaystyle \underset{i=0}{\overset{n1}{}}}A^{(0)}(l^{})^iA^{(0)}(l)^{n1i}\right]\mathrm{cos}\left({\displaystyle \frac{l^{}+l}{2}}\right)_{\mu _1},`$ (A9)
$`A_2^{(2)}(l^{},l,p_1,\mu _1,p_2,\mu _2)`$ $``$ $`{\displaystyle \frac{1}{(2nM_0)^2}}\left[{\displaystyle \underset{i=0}{\overset{n2}{}}}{\displaystyle \underset{j=0}{\overset{n2i}{}}}A^{(0)}(l^{})^jA^{(0)}(lp_2)^iA^{(0)}(l)^{n2ij}\right]`$ (A11)
$`\times \mathrm{sin}(l^{}+{\displaystyle \frac{p_1}{2}})_{\mu _1}\mathrm{sin}(l{\displaystyle \frac{p_2}{2}})_{\mu _2},`$
$`dH_1^{(1)}(l^{},l;p_1,\mu _1)`$ $``$ $`+i{\displaystyle \frac{c_B}{4M_0}}{\displaystyle \underset{i,j=1}{\overset{3}{}}}ฯต_{ij\mu _1}\mathrm{\Sigma }^if_{j\mu _1}^A(p_1),`$ (A12)
$`dH_2^{(2)}(l^{},l;p_1,\mu _1,p_2,\mu _2)`$ $``$ $`i{\displaystyle \frac{c_B}{4M_0}}{\displaystyle \underset{i,j=1}{\overset{3}{}}}ฯต_{ij\mu _1}\mathrm{\Sigma }^if_{j\mu _1}^B(p_1,p_2),`$ (A13)
$`dH_3^{(2)}(l^{},l;p_1,\mu _1,p_2,\mu _2)`$ $``$ $`i{\displaystyle \frac{c_B}{4M_0}}{\displaystyle \underset{i=1}{\overset{3}{}}}ฯต_{i\mu _1\mu _2}\mathrm{\Sigma }^if_{\mu _1\mu _2}^C(p_1,p_2),`$ (A14)
where $`\mathrm{\Sigma }^i`$ denotes a four-by-four matrix
$$\mathrm{\Sigma }^i=\left(\begin{array}{cc}\sigma ^i& 0\\ 0& \sigma ^i\end{array}\right).$$
(A15)
Using these functions the Fourier components of the evolution operator in Eq. (2) is written as
$`v_K^{(1)}(l^{},l;p_1,\mu _1)=`$ (A19)
$`[(e^{il_4^{}}A^{(0)}(l^{})^n+e^{il_4}A^{(0)}(l)^n)A^{(1)}(l^{},l;p_1,\mu _1)`$
$`\text{ }+A^{(0)}(l^{})^nA^{(0)}(l)^nC(l^{},l)dH_1^{(1)}(l^{},l;p_1,\mu _1)]\widehat{\delta }_{4\mu _1}`$
$`ie^{\frac{1}{2}(l_4^{}+l_4)}A^{(0)}(l^{})^nA^{(0)}(l)^n\delta _{4\mu _1},`$
$`v_K^{(2)}(l^{},l;p_1,\mu _1,p_2,\mu _2)={\displaystyle \frac{1}{2}}e^{\frac{i}{2}(l_4^{}+l_4)}\delta _{4\mu _1}\delta _{\mu _1\mu _2}`$ (A28)
$`+[(e^{il_4^{}}A^{(0)}(l^{})^n+e^{il_4}A^{(0)}(l)^n)A_2^{(2)}(l^{},l;p_1,\mu _1,p_2,\mu _2)`$
$`\text{ }+e^{i(lp_2)_4}A^{(1)}(l^{},lp_2;p_1,\mu _1)A^{(1)}(lp_2,l;p_2,\mu _2)`$
$`\text{ }+A^{(0)}(l^{})^nC(l^{},lp_2)A^{(1)}(lp_2,l;p_2,\mu _2)dH_1^{(1)}(l^{},lp_2;p_1,\mu _1)`$
$`\text{ }+A^{(0)}(l)^nC(lp_2,l)A^{(1)}(l^{},lp_2;p_1,\mu _1)dH_1^{(1)}(lp_2,l;p_2,\mu _2)`$
$`\text{ }+A^{(0)}(l^{})^nA^{(0)}(l)^nC(l^{},l)dH_3^{(2)}(l^{},l;p_1,\mu _1,p_2,\mu _2)`$
$`\text{ }+e^{i(lp_2)_4}A^{(0)}(l^{})^nA^{(0)}(l)^ndH_1^{(1)}(l^{},lp_2;p_1,\mu _1)dH_1^{(1)}(lp_2,l;p_2,\mu _2)]\widehat{\delta }_{4\mu _1}\widehat{\delta }_{4\mu _2}`$
$`+[(e^{il_4^{}}A^{(0)}(l^{})^n+e^{il_4}A^{(0)}(l)^n)A_1^{(2)}(l^{},l;p_1,\mu _1,p_2,\mu _2)`$
$`\text{ }+A^{(0)}(l^{})^nA^{(0)}(l)^nC(l^{},l)dH_2^{(2)}(l^{},l;p_1,\mu _1,p_2,\mu _2)]\widehat{\delta }_{4\mu _1}\delta _{\mu _1\mu _2},`$
where $`\widehat{\delta }_{4\mu }1\delta _{4\mu }`$.
### 2 Feynman Rules
We summarize the Feynman rules used in our calculation.
In our convention the arrows in the heavy (anti-)quark propagator represent the flow of momentum irrespective of whether it is particle $`Q`$ or anti-particle $`\chi `$. Other notations are
* $`a`$, $`b`$, โฆ: color index of quarks,
* $`\alpha `$, $`\beta `$, โฆ: spin index of quarks,
* $`l`$, $`l^{}`$: momentum of quarks,
* $`A`$, $`B`$, โฆ: color index of gluons,
* $`\mu `$, $`\nu `$, โฆ: spin index of gluons,
* $`k`$, $`k_1`$, โฆ: momentum of gluons.
Double lines denote the heavy (anti-)quark propagators.
We also need Feynman rules for heavy-light bilinear and four-quark operators. In this appendix, we give the Feynman rules for $`\mathrm{\Delta }B=1`$ heavy-light current as an illustration. Feynman rules for other operators can easily be deduced.
In the diagrams involving a heavy-light current, heavy quark is incoming into the current, and heavy anti-quark is outgoing from the current. Light quark represented by a single line is, on the other hand, always outgoing.
* Gluon propagator:
$$\text{}\text{ }\delta ^{AB}\delta _{\mu \nu }G(k)\delta ^{AB}\delta _{\mu \nu }\frac{1}{\stackrel{~}{k}^2+\lambda ^2}$$
(A29)
* Light quark propagator:
$$\text{ }\text{}\text{ }\begin{array}{c}\delta _{ab}\left[i\underset{\mu =1}{\overset{4}{}}\gamma _\mu \mathrm{sin}l_\mu +\frac{r}{2}\stackrel{~}{l}^2\right]_{\alpha \beta }S(l),\hfill \\ \text{where }S(l)^1=\underset{\mu =1}{\overset{4}{}}\mathrm{sin}^2l_\mu +\left(\frac{r}{2}\stackrel{~}{l}^2\right)^2\hfill \end{array}$$
(A30)
* $`๐ช(g)`$ vertex for light quark:
$$\text{}\text{ }\begin{array}{c}g(T^A)_{ab}[i\gamma _\mu \mathrm{cos}\left(\frac{l^{}+l}{2}\right)_\mu r\mathrm{sin}\left(\frac{l^{}+l}{2}\right)_\mu \hfill \\ +\frac{i}{2}rc_{sw}\underset{\lambda =1}{\overset{4}{}}f_{\lambda \mu }^A(k)\sigma _{\lambda \mu }]_{\alpha \beta }\hfill \end{array}$$
(A31)
* $`๐ช(g^2)`$ vertex for light quark:
The vertex from the clover term does not give any contribution to the diagrams we compute, thus we do not give the explcit expression here.
$$\text{}\text{ }\begin{array}{c}\frac{g^2}{2}\{T^A,T^B\}_{ab}[r\mathrm{cos}\left(\frac{l^{}+l}{2}\right)_{\mu _1}\hfill \\ i\gamma _{\mu _1}\mathrm{sin}\left(\frac{l^{}+l}{2}\right)_{\mu _1}]_{\alpha \beta }\delta _{\mu _1\mu _2}\hfill \\ +\text{contribution from the clover term}\hfill \end{array}$$
(A32)
* Heavy quark propagator:
$$\text{}\text{ }\begin{array}{c}\delta _{ab}\left(\frac{1+\gamma _4}{2}\right)_{\alpha \beta }Q(l)\hfill \\ \left(\frac{1+\gamma _4}{2}\right)_{\alpha \beta }\frac{\delta _{ab}}{1e^{il_4}A^{(0)}(l)^{2n}}\hfill \end{array}$$
(A33)
* $`๐ช(g^2)`$ counter term introduced for the tadpole improvement:
This term appears because we devide all the link variables $`U_\mu `$ in the NRQCD action by the mean field value of $`u_0=1g^2u^{(2)}`$.
$$\text{}\text{ }\begin{array}{c}\frac{g^2u_0^{(2)}}{M_0}\delta _{ab}\left(\frac{1+\gamma _4}{2}\right)_{\alpha \beta }\hfill \\ \times e^{il_4}A^{(0)}(l)^{2n1}\left(2\kappa _2(l)3M_0A^{(0)}(l)\right)\hfill \end{array}$$
(A34)
* $`๐ช(g)`$ vertex for heavy quark:
$$\text{}\text{ }g(T^A)_{ab}\left[v_K^{(1)}(l^{},l;k,\mu )\frac{1+\gamma _4}{2}\right]_{\alpha \beta }$$
(A35)
* $`๐ช(g^2)`$ vertex for vertex:
$$\text{}\text{ }\begin{array}{c}g^2[((T^AT^B)_{ab}v_K^{(2)}(l^{},l;k_1,\mu _1,k_2,\mu _2)\hfill \\ +(T^BT^A)_{ab}v_K^{(2)}(l^{},l;k_2,\mu _2,k_1,\mu _1))\frac{1+\gamma _4}{2}]_{\alpha \beta }\hfill \end{array}$$
(A36)
* Heavy anti-quark propagator:
$$\text{}\text{ }\begin{array}{c}\delta _{ab}\left(\frac{1\gamma _4}{2}\right)_{\alpha \beta }Q(l)\hfill \\ \left(\frac{1\gamma _4}{2}\right)_{\alpha \beta }\frac{\delta _{ab}}{1e^{il_4}A^{(0)}(l)^{2n}}\hfill \end{array}$$
(A37)
* $`๐ช(g)`$ vertex for heavy anti-quark:
$$\text{}\text{ }g\left[\mathrm{\Sigma }^2v_K^{(1)}(l^{},l;p,\mu )\mathrm{\Sigma }^2\frac{1\gamma _4}{2}\right]_{\beta \alpha }(T^A)_{ba}$$
(A38)
* heavy-light current:
$$\text{}\text{ }\left[\mathrm{\Gamma }\frac{1+\gamma _4}{2}\right]_{\alpha \beta }\delta _{ab}$$
(A39)
* heavy-light current with the FWT rotation:
$$\text{}\text{ }\left[\mathrm{\Gamma }\frac{i}{2M_0}\underset{i=1}{\overset{3}{}}\gamma _i\mathrm{sin}l_i\frac{1+\gamma _4}{2}\right]_{\alpha \beta }\delta _{ab}$$
(A40)
* vertex from rotated heavy-light current:
$$\text{}\text{ }\left[\mathrm{\Gamma }\frac{ig}{2M_0}\gamma _\mu \mathrm{cos}(l\frac{k}{2})_\mu \frac{1+\gamma _4}{2}\right]_{\alpha \beta }(T^A)_{ab}\widehat{\delta }_{\mu _4}$$
(A41)
* (anti-)heavy-light current:
$$\text{}\text{ }\left[\mathrm{\Gamma }\frac{1\gamma _4}{2}\right]_{\alpha \beta }\delta _{ab}$$
(A42)
* (anti-)heavy-light current with the FWT rotation:
$$\text{}\text{ }\left[\mathrm{\Gamma }\frac{i}{2M_0}\underset{i=1}{\overset{3}{}}\gamma _i\mathrm{sin}l_i\frac{1\gamma _4}{2}\right]_{\alpha \beta }\delta _{ab}$$
(A43)
* vertex from rotated (anti-)heavy-light current:
$$\text{}\text{ }\left[\mathrm{\Gamma }\frac{ig}{2M_0}\gamma _\mu \mathrm{cos}(l+\frac{k}{2})_\mu \frac{1\gamma _4}{2}\right]_{\alpha \beta }(T^A)_{ab}\widehat{\delta }_{\mu _4}$$
(A44)
## B One-loop integrals
We list the integrals appearing in the one-loop calculations with the NRQCD action.
$`I_A`$ $`=`$ $`{\displaystyle \frac{d^4l}{(2\pi )^4}G(l)S(l)Q(l)}`$ (B4)
$`\times [(\mathrm{cos}{\displaystyle \frac{l_4}{2}}\mathrm{sin}l_4+{\displaystyle \frac{1}{2}}\stackrel{~}{l}^2\mathrm{sin}{\displaystyle \frac{l_4}{2}})Z(l)+{\displaystyle \underset{i=1}{\overset{3}{}}}(\mathrm{sin}^2l_i+\stackrel{~}{l}^2\mathrm{sin}^2{\displaystyle \frac{l_i}{2}}){\displaystyle \frac{1}{2}}X(l)`$
$`+{\displaystyle \frac{i}{2}}(1+{\displaystyle \frac{c_{sw}}{4}}\stackrel{~}{l}^2)({\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i{\displaystyle \underset{j=1}{\overset{3}{}}}\mathrm{cos}^2{\displaystyle \frac{l_j}{2}}{\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i\mathrm{cos}^2{\displaystyle \frac{l_i}{2}})Y(l)]`$
$`{\displaystyle \frac{d^4l}{(2\pi )^4}\frac{\theta (1l^2)}{(l^2)^2}},`$
$`I_B`$ $`=`$ $`{\displaystyle \frac{d^4l}{(2\pi )^4}G(l)S(l)Q(l)}`$ (B7)
$`\times [i(\mathrm{sin}{\displaystyle \frac{l_4}{2}}\mathrm{sin}l_4+{\displaystyle \frac{1}{2}}\stackrel{~}{l}^2\mathrm{cos}{\displaystyle \frac{l_4}{2}}{\displaystyle \frac{c_{\mathrm{sw}}}{2}}\mathrm{cos}{\displaystyle \frac{l_4}{2}}{\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i)Z(l)`$
$`+i{\displaystyle \underset{i=1}{\overset{3}{}}}(\mathrm{sin}^2{\displaystyle \frac{l_i}{2}}{\displaystyle \frac{c_{\mathrm{sw}}}{4}}\mathrm{sin}^2l_i)\mathrm{sin}l_4X(l)],`$
$`I_C`$ $`=`$ $`{\displaystyle \frac{d^4l}{(2\pi )^4}G(l)S(l)Q(l)}`$ (B9)
$`\times \left[{\displaystyle \frac{i}{6}}\left(1+{\displaystyle \frac{c_{sw}}{4}}\widehat{l}^2\right)\left({\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i{\displaystyle \underset{j=1}{\overset{3}{}}}\mathrm{cos}^2{\displaystyle \frac{l_j}{2}}{\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i\mathrm{cos}^2{\displaystyle \frac{l_i}{2}}\right)Y(l)\right],`$
$`I_D`$ $`=`$ $`{\displaystyle \frac{d^4l}{(2\pi )^4}G(l)S(l)Q(l)\frac{1}{6M_0}}`$ (B13)
$`\times [{\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i(\mathrm{sin}{\displaystyle \frac{l_4}{2}}+{\displaystyle \frac{c_{\mathrm{sw}}}{2}}\mathrm{cos}{\displaystyle \frac{l_4}{2}}\mathrm{sin}l_4)Z(l)`$
$`+{\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i\left(\mathrm{sin}^2{\displaystyle \frac{l_4}{2}}{\displaystyle \frac{c_{\mathrm{sw}}}{4}}\mathrm{sin}^2l_4\right)X(l)`$
$`{\displaystyle \frac{i}{2}}(\stackrel{~}{l}^2c_{sw}{\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{sin}^2l_\mu )({\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{cos}^2{\displaystyle \frac{l_i}{2}}{\displaystyle \underset{j=1}{\overset{3}{}}}\mathrm{sin}^2l_j{\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i\mathrm{cos}^2{\displaystyle \frac{l_i}{2}})Y(l)],`$
$`I_E`$ $`=`$ $`{\displaystyle \frac{d^4l}{(2\pi )^4}G(l)S(l)Q(l)\frac{i}{6M_0}\left(1+\frac{c_{\mathrm{sw}}}{4}\stackrel{~}{l}^2\right)}`$ (B16)
$`\times [(\mathrm{cos}{\displaystyle \frac{l_4}{2}}Z(l){\displaystyle \frac{1}{2}}\mathrm{sin}l_4X(l)){\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i`$
$`+i({\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i{\displaystyle \underset{j=1}{\overset{3}{}}}\mathrm{cos}^2{\displaystyle \frac{l_j}{2}}{\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i\mathrm{cos}^2{\displaystyle \frac{l_i}{2}})\mathrm{sin}l_4Y(l)],`$
$`I_F`$ $`=`$ $`{\displaystyle \frac{d^4l}{(2\pi )^4}G(l)S(l)\frac{1}{12M_0}}`$ (B18)
$`\times {\displaystyle \underset{i=1}{\overset{3}{}}}(\stackrel{~}{l}^2\mathrm{cos}^2{\displaystyle \frac{l_i}{2}}\mathrm{sin}^2l_i+c_{\mathrm{sw}}\mathrm{sin}^2l_i\mathrm{cos}^2{\displaystyle \frac{l_i}{2}}c_{\mathrm{sw}}{\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{sin}^2l_\mu \mathrm{cos}^2{\displaystyle \frac{l_i}{2}}),`$
$`I_G`$ $`=`$ $`{\displaystyle \frac{d^4l}{(2\pi )^4}G(l)Q(l)^2\left(\underset{i=1}{\overset{3}{}}\mathrm{sin}^2\frac{l_i}{2}X(l)^2+Z(l)^2\right)}`$ (B20)
$`+{\displaystyle \frac{d^4l}{(2\pi )^4}\left[\frac{2M_0}{2iM_0l_4+l^2}\right]^2\frac{\theta (1l^2)}{l^2}}{\displaystyle \frac{4}{(4\pi )^2}}\mathrm{sinh}^1{\displaystyle \frac{1}{2M_0}},`$
$`I_H`$ $`=`$ $`{\displaystyle \frac{d^4l}{(2\pi )^4}G(l)Q(l)^2\frac{1}{3}\left(\underset{i=1}{\overset{3}{}}\mathrm{sin}^2l_i\underset{j=1}{\overset{3}{}}\mathrm{cos}^2\frac{l_j}{2}\underset{i=1}{\overset{3}{}}\mathrm{sin}^2l_i\mathrm{cos}^2\frac{l_i}{2}\right)Y(l)^2},`$ (B21)
$`I_I`$ $`=`$ $`{\displaystyle \frac{d^4l}{(2\pi )^4}G(l)Q(l)^2\frac{1}{4M_0^2}}`$ (B24)
$`\times [{\displaystyle \frac{1}{3}}Z(l)^2{\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i+{\displaystyle \frac{1}{3}}X(l)^2{\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2{\displaystyle \frac{l_i}{2}}{\displaystyle \underset{j=1}{\overset{3}{}}}\mathrm{sin}^2l_j`$
$`{\displaystyle \frac{1}{3}}Y(l)^2({\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i{\displaystyle \underset{j=1}{\overset{3}{}}}\mathrm{sin}^2l_j{\displaystyle \underset{k=1}{\overset{3}{}}}\mathrm{cos}^2{\displaystyle \frac{l_k}{2}}{\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i\mathrm{cos}^2{\displaystyle \frac{l_i}{2}}{\displaystyle \underset{j=1}{\overset{3}{}}}\mathrm{sin}^2l_j)],`$
$`I_J`$ $`=`$ $`{\displaystyle \frac{d^4l}{(2\pi )^4}G(l)\frac{1}{12M_0^2}\underset{i=1}{\overset{3}{}}\mathrm{cos}^2\frac{l_i}{2}}`$ (B25)
$`I_K`$ $`=`$ $`{\displaystyle \frac{d^4l}{(2\pi )^4}G(l)Q(l)\frac{1}{4M_0^2}}`$ (B27)
$`\times \left[{\displaystyle \frac{1}{6}}{\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_iX(l){\displaystyle \frac{i}{3}}\left({\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i{\displaystyle \underset{j=1}{\overset{3}{}}}\mathrm{cos}^2{\displaystyle \frac{l_j}{2}}{\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}^2l_i\mathrm{cos}^2{\displaystyle \frac{l_i}{2}}\right)Y(l)\right],`$
$`I_L`$ $`=`$ $`{\displaystyle \frac{d^4l}{(2\pi )^4}G(l)S(l)^2}`$ (B30)
$`\times {\displaystyle \frac{1}{12}}\left({\displaystyle \underset{\alpha ,\beta =1}{\overset{4}{}}}\mathrm{sin}^2l_\alpha \mathrm{cos}^2{\displaystyle \frac{l_\beta }{2}}{\displaystyle \underset{\alpha =1}{\overset{4}{}}}\mathrm{sin}^2l_\alpha \mathrm{cos}^2{\displaystyle \frac{l_\alpha }{2}}\right)\left(1+{\displaystyle \frac{1}{16}}c_{\mathrm{sw}}^{}{}_{}{}^{2}(\stackrel{~}{l}^2)^2+{\displaystyle \frac{1}{2}}c_{\mathrm{sw}}\stackrel{~}{l}^2\right)`$
$`+{\displaystyle \frac{d^4l}{(2\pi )^4}\frac{\theta (1l^2)}{4(l^2)^2}},`$
$`I_M`$ $`=`$ $`{\displaystyle \frac{d^4l}{(2\pi )^4}G(l)S(l)^2}`$ (B34)
$`\times {\displaystyle \frac{1}{4}}[{\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{sin}^2l_\mu {\displaystyle \underset{\nu =1}{\overset{4}{}}}\mathrm{sin}^2{\displaystyle \frac{l_\nu }{2}}{\displaystyle \frac{1}{4}}c_{\mathrm{sw}}^{}{}_{}{}^{2}{\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{sin}^2l_\mu {\displaystyle \underset{\nu =1}{\overset{4}{}}}\mathrm{sin}^2l_\nu {\displaystyle \underset{\rho =1}{\overset{4}{}}}\mathrm{cos}^2{\displaystyle \frac{l_\rho }{2}}`$
$`+{\displaystyle \frac{1}{4}}c_{\mathrm{sw}}^{}{}_{}{}^{2}{\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{sin}^2l_\mu {\displaystyle \underset{\nu =1}{\overset{4}{}}}\mathrm{sin}^2l_\nu \mathrm{cos}^2{\displaystyle \frac{l_\nu }{2}}{\displaystyle \frac{1}{4}}(\stackrel{~}{l}^2)^2{\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{cos}^2{\displaystyle \frac{l_\mu }{2}}+{\displaystyle \frac{1}{2}}\stackrel{~}{l}^2{\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{sin}^2l_\mu `$
$`+{\displaystyle \frac{1}{2}}c_{\mathrm{sw}}\stackrel{~}{l}^2{\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{sin}^2l_\mu {\displaystyle \underset{\nu =1}{\overset{4}{}}}\mathrm{cos}^2{\displaystyle \frac{l_\nu }{2}}{\displaystyle \frac{1}{2}}c_{\mathrm{sw}}\stackrel{~}{l}^2{\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{sin}^2l_\mu \mathrm{cos}^2{\displaystyle \frac{l_\mu }{2}}],`$
$`I_N`$ $`=`$ $`{\displaystyle }{\displaystyle \frac{d^4l}{(2\pi )^4}}G(l)S(l)^2[{\displaystyle \frac{1}{2}}\stackrel{~}{l}^2{\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{sin}^2l_\mu {\displaystyle \frac{1}{4}}(\stackrel{~}{l}^2)^2{\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{sin}^2{\displaystyle \frac{l_\mu }{2}}`$ (B37)
$`+{\displaystyle \frac{1}{3}}\left({\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{sin}^2l_\mu {\displaystyle \underset{\nu =1}{\overset{4}{}}}\mathrm{cos}^2{\displaystyle \frac{l_\nu }{2}}4{\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{sin}^2l_\mu \mathrm{cos}^2{\displaystyle \frac{l_\mu }{2}}\right)`$
$`+{\displaystyle \frac{1}{3}}({\displaystyle \frac{1}{2}}c_{sw}\stackrel{~}{l}^2+{\displaystyle \frac{1}{16}}c_{sw}^2(\stackrel{~}{l}^2)^2)({\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{sin}^2l_\mu {\displaystyle \underset{\nu =1}{\overset{4}{}}}\mathrm{cos}^2{\displaystyle \frac{l_\nu }{2}}{\displaystyle \underset{\mu =1}{\overset{4}{}}}\mathrm{sin}^2l_\mu \mathrm{cos}^2{\displaystyle \frac{l_\mu }{2}})],`$
where functions $`X(l)`$, $`Y(l)`$ and $`Z(l)`$ in the integrands are
$`X(l)`$ $`=`$ $`\left[e^{il_4}A^{(0)}(l)^n+1\right]{\displaystyle \frac{1}{2M_0n}}{\displaystyle \underset{m=0}{\overset{n1}{}}}A^{(0)}(l)^m,`$ (B38)
$`Y(l)`$ $`=`$ $`A^{(0)}(l)^n\left[e^{il_4}+1\right]{\displaystyle \frac{ic_4}{4M_0}},`$ (B39)
$`Z(l)`$ $`=`$ $`A^{(0)}(l)^n\left[ie^{i\frac{l_4}{2}}\right].`$ (B40)
There are infra-red divergences in the integrals $`I_A`$ (B4), $`I_G`$ (B20) and $`I_L`$ (B30), for which we subtract an continuum expression from their integrand in the region $`l^2<1`$. We, then, add back their analytic integral except for the $`\mathrm{ln}(a\lambda )`$ term, so that $`I_X`$ becomes finite. When those integrals appear in the expressions of on-shell amplitude, the infra-red divergences will be added.
## C One-loop four-quark amplitudes
The lattice one-loop expression of the perturbative on-shell amplitudes is
$`\overline{b}\mathrm{\Gamma }q\overline{b}\mathrm{\Gamma }q`$ $`=`$ $`Z_h^{lat}Z_l^{lat}[\overline{b}\mathrm{\Gamma }q\overline{b}\mathrm{\Gamma }q_0`$ (C2)
$`+{\displaystyle \frac{\alpha _s}{4\pi }}(X_{heavylight}^{singlet}+X_{heavylight}^{octet}+X_{heavyheavy}^{octet}+X_{lightlight}^{octet}),]`$
where $`Z_l^{lat}`$ and $`Z_h^{lat}`$ are light and heavy quark wave function renormalizations respectively, and give by
$`Z_l^{lat}`$ $`=`$ $`1+{\displaystyle \frac{\alpha _s}{4\pi }}C_F\left[\mathrm{ln}(a^2\lambda ^2)+C_l\right],`$ (C3)
$`Z_h^{lat}`$ $`=`$ $`1+{\displaystyle \frac{\alpha _s}{4\pi }}C_F\left[2\mathrm{ln}(a^2\lambda ^2)+C_h\right].`$ (C4)
The vertex corrections $`X`$โs are classified by the topology of Feynman diagrams. Figure 2 shows the diagrams in which the gluon line connects heavy and light quarks and the flow of color is closed. The amplitude of these diagrams is denoted as $`X_{heavylight}^{singlet}`$. In Figure 3 the gluon line connects heavy and light quarks, but the color flow is not closed, which we call $`X_{heavylight}^{octet}`$. Figures 4 and 5 represent the diagrams in which the gluon line mediates between two heavy quarks or between two light quarks respectively. The color flow cannot close in these diagrams, and we denote them as $`X_{heavyheavy}^{octet}`$ and $`X_{lightlight}^{octet}`$, respectively. The expressions of the one-loop amplitudes are the following.
$`X_{heavylight}^{singlet}`$ $`=`$ $`(4\pi )^2C_F[2(I_A{\displaystyle \frac{1}{16\pi ^2}}\mathrm{ln}(a^2\lambda ^2))\overline{b}\mathrm{\Gamma }q\overline{b}\mathrm{\Gamma }q_0`$ (C9)
$`+2I_B\overline{b}\gamma _4\mathrm{\Gamma }\gamma _4q\overline{b}\mathrm{\Gamma }q_0`$
$`+2I_C{\displaystyle \underset{i,j=1}{\overset{3}{}}}\overline{b}\gamma _i\gamma _j\mathrm{\Gamma }\gamma _j\gamma _iq\overline{b}\mathrm{\Gamma }q_0`$
$`+2(I_D+I_F){\displaystyle \underset{i=1}{\overset{3}{}}}\overline{b}\gamma _i\mathrm{\Gamma }\gamma _iq\overline{b}\mathrm{\Gamma }q_0`$
$`+2I_E{\displaystyle \underset{i=1}{\overset{3}{}}}\overline{b}\gamma _4\gamma _i\mathrm{\Gamma }\gamma _i\gamma _4q\overline{b}\mathrm{\Gamma }q_0]`$
$`X_{heavylight}^{octet}`$ $`=`$ $`(4\pi )^2[2(I_A{\displaystyle \frac{1}{16\pi ^2}}\mathrm{ln}(a^2\lambda ^2))\overline{b}\mathrm{\Gamma }T^aq\overline{b}\mathrm{\Gamma }T^aq_0`$ (C14)
$`+2I_B\overline{b}\mathrm{\Gamma }\gamma _4T^aq\overline{b}\gamma _4\mathrm{\Gamma }T^aq_0`$
$`+2I_C{\displaystyle \underset{i,j=1}{\overset{3}{}}}\overline{b}\mathrm{\Gamma }\gamma _j\gamma _iT^aq\overline{b}\gamma _i\gamma _j\mathrm{\Gamma }T^aq_0`$
$`+2(I_D+I_F){\displaystyle \underset{i=1}{\overset{3}{}}}\overline{b}\mathrm{\Gamma }\gamma _iT^aq\overline{b}\gamma _i\mathrm{\Gamma }T^aq_0`$
$`+2I_E{\displaystyle \underset{i=1}{\overset{3}{}}}\overline{b}\mathrm{\Gamma }\gamma _i\gamma _4T^aq\overline{b}\gamma _4\gamma _i\mathrm{\Gamma }T^aq_0]`$
$`X_{heavyheavy}^{octet}`$ $`=`$ $`(4\pi )^2[(I_G2{\displaystyle \frac{1}{16\pi ^2}}\mathrm{ln}(a^2\lambda ^2))\overline{b}\mathrm{\Gamma }T^aq\overline{b}\mathrm{\Gamma }T^aq_0`$ (C17)
$`+I_H{\displaystyle \underset{i=1}{\overset{3}{}}}\overline{b}\mathrm{\Gamma }\sigma ^iT^aq\overline{b}\mathrm{\Gamma }\sigma ^iT^aq_0`$
$`+(I_I+I_J+2I_K){\displaystyle \underset{i=1}{\overset{3}{}}}\overline{b}\mathrm{\Gamma }\gamma ^iT^aq\overline{b}\mathrm{\Gamma }\gamma ^iT^aq_0]`$
$`X_{lightlight}^{octet}`$ $`=`$ $`(4\pi )^2[(I_L+{\displaystyle \frac{1}{16\pi ^2}}\mathrm{ln}(a^2\lambda ^2)){\displaystyle \underset{\mu ,\nu =1}{\overset{4}{}}}\overline{b}\mathrm{\Gamma }\gamma _\mu \gamma _\nu T^aq\overline{b}\mathrm{\Gamma }\gamma _\mu \gamma _\nu T^aq_0`$ (C20)
$`+I_M{\displaystyle \underset{\mu =1}{\overset{4}{}}}\overline{b}\mathrm{\Gamma }\gamma _\mu T^aq\overline{b}\mathrm{\Gamma }\gamma _\mu T^aq_0`$
$`+I_N\overline{b}\mathrm{\Gamma }T^aq\overline{b}\mathrm{\Gamma }T^aq_0]`$
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# The Three-dimensional Evolution of Rising, Twisted Magnetic Flux Tubes in a Gravitationally Stratified Model Convection Zone
## 1 Introduction
The largest concentrations of magnetic flux on the Sun occur in active regions. Great progress has been made over the past decade in understanding the connections between the magnetic field in active regions, observed at the surface of the Sun, to the magnetic field deep in the solar interior. Active regions have a bipolar structure, suggesting that they are the tops of magnetic flux loops which have risen from deep in the solar interior. On average, active regions are oriented in the E-W direction (Haleโs Polarity Law) suggesting that the underlying field geometry is toroidal. The persistence of Haleโs law for periods of several years during a given solar cycle suggests that magnetic flux must be stored in a relatively stable region of the solar interior. Several stability arguments (Spruit & van Ballegooijen, 1982; van Ballegooijen, 1982; Ferriz-Mas & Schรผssler, 1993, 1995) show that the only place where such fields can be confined stably for periods of several years is below the solar convection zone. On the other hand, if magnetic fields are placed any significant distance below the top of the radiative zone, they are so stable they could not emerge on the time scale of a solar cycle. We are thus led to the conclusion that the most likely origin of active region magnetic fields is from a toroidally oriented field layer residing in the โconvective overshoot regionโ, a thin, slightly convectively stable layer just beneath the convection zone. This layer also seems to coincide with the โtachoclineโ (Kosovichev, 1996; Corbard et al., 1999), where the solar rotation rate transitions from solid body behavior in the radiative zone, to the observed latitudinally dependent rotation rate we see at the Sunโs surface. This suggests that not only are solar magnetic fields stored in the convective overshoot layer, the overshoot layer is also the most likely site for the solar cycle dynamo (Gilman, Morrow, & DeLuca, 1989; DeLuca & Gilman, 1991; Parker, 1993; MacGregor & Charbonneau, 1997a, b; Durney, 1997; Dikpati & Charbonneau, 1999).
Over the past decade, most efforts to study the emergence of active region magnetic fields have employed the โthin flux tubeโ approximation. This model assumes that magnetic flux tubes behave as distinct tube-like entities, surrounded by field-free plasma. The approximation further assumes that the tube diameter is small compared to all other length scales in the problem, and that pressure balance exists across the tube at all times. After adopting these assumptions, it is straightforward to derive an equation of motion for the dynamics of the tube from the momentum equation in MHD. Thin flux tube models of emerging active regions have proven very successful in explaining many properties of active regions in terms of flux tube dynamics in the solar interior. For example, they have successfully explained the variation of active region tilt with respect to the E-W direction as a function of solar latitude (DโSilva & Howard, 1993; DโSilva & Choudhuri, 1993; Fisher, Fan & Howard, 1995), the asymmetric orientation of the magnetic field after emergence (van Driel-Gesztelyi & Petrovay, 1990; Moreno-Insertis, Schรผssler, & Caligari, 1994; Cauzzi, Moreno-Insertis, & van Driel-Gesztelyi, 1996), and the observed scatter in tilts as a function of active region size (Longcope & Fisher, 1996).
In spite of these successes, recent two-dimensional MHD simulations of flux tube emergence have shown results which seem to invalidate many assumptions that are adopted in the thin flux tube approximation. Schรผssler (1979) and Longcope, Fisher, & Arendt (1996) find that an initially buoyant, untwisted flux tube will fragment into two counter-rotating tube elements which then separate from one another, essentially destroying the tubeโs initial identity. Moreno-Insertis & Emonet (1996) and Fan, Zweibel, & Lantz (1998) have demonstrated via two-dimensional MHD simulations that in order to prevent a flux tube from fragmenting, enough twist must be introduced into the tube to provide a cohesive force to balance the hydrodynamic forces acting to rip it apart. That critical twist is defined, roughly, by that necessary to make the Alfvรฉn speed from the azimuthal component of the field at least as great as the relative velocity between the tube and the field free plasma surrounding it (Linton, Longcope, & Fisher, 1996; Emonet & Moreno-Insertis, 1998; Fan, Zweibel, & Lantz, 1998).
But when global levels of twist in active regions (Pevtsov, Canfield, & Metcalf, 1995; Longcope, Fisher, & Pevtsov, 1998) are determined from vector magnetograms, the amplitude of the observed twist is typically far smaller than this critical value (Longcope et al., 1999). When plotted as a function of active region latitude, the twists exhibit large scatter, but superimposed on this apparently random behavior there is a slight, but clearly discernible trend for active regions in the northern hemisphere to be negatively twisted, while those in the south are positively twisted.
Longcope, Fisher, & Pevtsov (1998) have developed a theoretical model which not only explains the latitudinal variation of twist, but also can account for the large fluctuations in twist from active region to active region. In this model, an initially untwisted flux tube rises through the convection zone in accordance with the thin flux tube approximation. Coriolis forces acting on convective eddies produce a non-zero average kinetic helicity, which is proportional to latitude. The kinetic helicity acts to โwritheโ the flux tube, which is then twisted in the opposite direction to preserve its magnetic helicity. Longcope, Fisher, & Pevtsov (1998) showed that this model can explain the observed data. Yet the model assumes from the beginning that the thin flux tube approximation can be used, even for an initially untwisted tube, while the two-dimensional MHD simulations suggest that this is invalid. Is there some way out of this quandary, which we dub โLongcopeโs Paradoxโ?
In this paper, we describe MHD simulations of flux tube fragmentation in three dimensions. The result of these simulations is that the critical degree of twist necessary to prevent fragmentation is reduced dramatically by the presence of flux tube curvature, as will be present in an emerging $`\mathrm{\Omega }`$-loop. We find that for a fixed amount of twist, the degree of fragmentation is a function of the tubeโs curvature, and transitions asymptotically to the two-dimensional limit as the curvature approaches zero. Even for flux tubes with little to no initial twist, the fragmenting magnetic morphology at the apex of an emerging $`\mathrm{\Omega }`$-loop is considerably less dispersed than the two-dimensional simulations would indicate โ a finding consistent with the simulation results of Dorch & Nordlund (1998). It is not clear at this time whether our results resolve Longcopeโs paradox or not, but they certainly ameliorate the problem a great deal.
The remainder of this paper is organized as follows: In Section 2 we briefly discuss the formalism of the anelastic approximation employed in our models, together with the numerical methods used to solve the system of equations. We also describe the range of initial configurations that we use to explore the relationship between flux tube fragmentation, tube geometry, and the initial twist of the field lines. At the beginning of Section 3, we define what is meant by a flux tube in the context of our three-dimensional MHD simulations, and further define a quantitative measure of the degree of fragmentation of such a tube. We then present the results of our numerical simulations and discuss the implications of the models. Finally, in Section 4 we summarize our conclusions.
## 2 Method
We solve the three-dimensional MHD equations in the anelastic approximation (Ogura & Phillips, 1962; Gough, 1969) using a portable, modularized version of the code of Fan et al. (1999). The anelastic equations result from a scaled-variable expansion of the equations of compressible MHD (for details see Lantz & Fan 1999 and references therein), and describe variations of a plasma about a stratified, isentropic reference state. This approach is valid for low acoustic Mach number plasma below the photosphere ($`Mv/c_\mathrm{s}1`$), where the Alfvรฉn speed $`v_\mathrm{a}`$ is much less than the local sound speed $`c_\mathrm{s}`$ (Glatzmeier, 1984). The primary computational advantage of this technique is that fast-moving acoustic waves are effectively filtered out of the simulations. This allows for much larger timesteps than would be possible in fully compressible MHD, and unlike a Bousinnesq treatment, a non-trivial background stratification can be included in the models. This method is well suited to our investigation of the evolution and fragmentation of magnetic flux tubes, since our region of interest lies well within the limits of validity of this approximation, and since we require many simulations to fully explore the relevant parameter space. It is important to note, however, that where $`M`$ is not $`1`$, a fully compressible treatment (such as that of Bercik, Stein, & Nordlund 1999) is required. The equations of anelastic MHD are as follows:
$$\left(\rho _0๐ฏ\right)=0$$
(1)
$$\rho _0\left(\frac{๐ฏ}{t}+๐ฏ๐ฏ\right)=p_1+\rho _1๐ +\frac{1}{4\pi }\left(\times ๐\right)\times ๐+๐ท$$
(2)
$$\rho _0T_0\left(\frac{s_1}{t}+๐ฏ\left(s_0+s_1\right)\right)=\left(K\rho _0T_0s_1\right)+\frac{\eta }{4\pi }\left|\times ๐\right|^2+\left(๐ท\right)๐ฏ$$
(3)
$$๐=0$$
(4)
$$\frac{๐}{t}=\times \left(๐ฏ\times ๐\right)+\times \left(\eta \times ๐\right)$$
(5)
$$\frac{\rho _1}{\rho _0}=\frac{p_1}{p_0}\frac{T_1}{T_0}$$
(6)
$$\frac{s_1}{c_p}=\frac{T_1}{T_0}\frac{\gamma 1}{\gamma }\frac{p_1}{p_0}.$$
(7)
Here, $`\rho _1`$, $`p_1`$, $`T_1`$, $`s_1`$, $`๐ฏ`$, and $`๐`$ refer to the density, gas pressure, temperature, entropy, velocity, and magnetic field perturbations, while $`\rho _0`$, $`p_0`$, $`T_0`$, and $`s_0`$ denote the corresponding values of the zeroth order reference state, described in detail below. $`๐ \mathbf{=}\mathbf{}\text{g}\widehat{๐}`$ is the acceleration due to gravity, and is assumed to be uniform in our calculations. The quantity $`๐_๐`$ represents the specific heat at constant pressure. The viscous stress tensor $`๐ท`$ is given by
$$๐ท_{๐๐}\mathbf{}๐\mathbf{\left(}\frac{\mathbf{}๐_๐}{\mathbf{}๐_๐}\mathbf{+}\frac{\mathbf{}๐_๐}{\mathbf{}๐_๐}\mathbf{}\frac{\mathrm{๐}}{\mathrm{๐}}\mathbf{\left(}\mathbf{}\mathbf{}๐ฏ\mathbf{\right)}๐น_{๐๐}\mathbf{\right)}\mathbf{,}$$
(8)
and $`๐`$, $`๐ผ`$, $`๐ฒ`$, represent the coefficients of viscosity, magnetic diffusion, and thermal diffusion respectively.
A detailed description of the numerical methodology we use in the solution of the anelastic MHD equations can be found in Appendix A of Fan et al. (1999). Briefly, the non-dimensional form of the equations are solved in a rectangular domain assuming periodic boundary conditions in the horizontal directions, and non-penetrating, stress-free conditions at the upper and lower boundaries. The magnetic field $`๐`$ and the momentum density $`๐_\mathrm{๐}๐ฏ`$ are both divergence-free, and thus each can be expressed in terms of two scalar potentials:
$$๐\mathbf{=}\mathbf{}\mathbf{\times }\mathbf{}\mathbf{\times }๐\widehat{๐}\mathbf{+}\mathbf{}\mathbf{\times }๐\widehat{๐}$$
(9)
and
$$๐_\mathrm{๐}๐ฏ\mathbf{=}\mathbf{}\mathbf{\times }\mathbf{}\mathbf{\times }๐ฆ\widehat{๐}\mathbf{+}\mathbf{}\mathbf{\times }๐ฉ\widehat{๐}\mathbf{.}$$
(10)
These potentials, along with the other dependent variables of the problem, are spectrally decomposed in the horizontal Cartesian directions. The Fourier variables are discretized with respect to the vertical direction, and the vertical derivatives are approximated by fourth-order, centered differences. A semi-implicit method is then used to time-advance the five discretized scalar equations for the Fourier variables. Using operator splitting, the second-order Adams-Bashforth scheme is applied to the advection terms, and the second-order Crank-Nicholson scheme is applied to the diffusion terms (see Press et al. 1986 for a general discussion of these methods).
To investigate the dynamics of flux tube fragmentation, and how this process depends on the initial state and eventual geometry of the tube, we carried out a total of $`\mathrm{๐๐}`$ simulations. In each case, an ideal gas of $`๐ธ\mathbf{=}\mathrm{๐}\mathbf{/}\mathrm{๐}`$ is assumed; the reference state is taken to be an adiabatically stratified polytrope of index $`๐\mathbf{=}\mathbf{1.5}`$ (related to $`๐ธ`$ by $`๐\mathbf{=}\mathrm{๐}\mathbf{/}\mathbf{(}๐ธ\mathbf{}\mathrm{๐}\mathbf{)}`$); and $`๐`$, $`๐ผ`$, and $`๐_\mathrm{๐}๐ฒ`$ are assumed constant throughout the simulation domain. The diffusive parameters enter into the calculation via the Reynolds number ($`๐น_๐\mathbf{}\mathbf{[}๐\mathbf{]}\mathbf{[}๐\mathbf{]}\mathbf{[}๐\mathbf{]}\mathbf{/}๐`$), the magnetic Reynolds number ($`๐น_๐ฆ\mathbf{}\mathbf{[}๐\mathbf{]}\mathbf{[}๐\mathbf{]}\mathbf{/}๐ผ`$), and the Prandtl number ($`๐ท_๐ซ\mathbf{}๐\mathbf{/}\mathbf{(}๐ฒ๐_\mathrm{๐}\mathbf{)}`$). The density and temperature scales ($`\mathbf{[}๐\mathbf{]}`$ and $`\mathbf{[}๐ป\mathbf{]}`$) are defined as the density and temperature of the reference state at the bottom of the simulation domain ($`๐_๐`$ and $`๐ป_๐`$), and the length scale $`\mathbf{[}๐\mathbf{]}`$ is defined as the pressure scale height of the reference state at that same location ($`๐ฏ_๐\mathbf{=}๐_{\mathbf{}}๐ป_๐\mathbf{/}๐`$, where $`๐_{\mathbf{}}\mathbf{}๐น\mathbf{/}\overline{๐}`$, and $`๐น`$ and $`\overline{๐}`$ are the ideal gas constant and mean molecular weight respectively). The velocity scaling $`\mathbf{[}๐\mathbf{]}`$ is given as the characteristic Alfvรฉn speed along the axis of the initial magnetic flux tube. For each simulation, both $`๐น_๐`$ and $`๐น_๐ฆ`$ are set to $`\mathrm{๐๐๐๐}`$, and $`๐ท_๐ซ`$ is set to unity.
Each run begins with a static, cylindrical magnetic flux tube embedded in a polytropic, field-free, reference state. The vertical domain of each simulation spans 5.147 pressure scale heights (or 3.088 density scale heights). The tube initially has the form:
$$๐\mathbf{=}๐ฉ_๐ฝ\mathbf{(}๐\mathbf{)}\widehat{๐ฝ}\mathbf{+}๐ฉ_๐\mathbf{(}๐\mathbf{)}\widehat{๐}\mathbf{,}$$
(11)
where
$$๐ฉ_๐\mathbf{(}๐\mathbf{)}\mathbf{=}๐ฉ_\mathrm{๐}๐^{\mathbf{}๐^\mathrm{๐}\mathbf{/}๐^\mathrm{๐}}$$
(12)
and
$$๐ฉ_๐ฝ\mathbf{(}๐\mathbf{)}\mathbf{=}\frac{๐}{๐}๐๐ฉ_๐\mathbf{(}๐\mathbf{)}\mathbf{.}$$
(13)
Here, $`๐ฉ_๐ฝ\mathbf{(}๐\mathbf{)}`$ denotes the azimuthal component of the field in the tubeโs cross-section, and $`๐ฉ_๐\mathbf{(}๐\mathbf{)}`$ refers to the axial component (which lies perpendicular to $`๐ \mathbf{=}\mathbf{}\text{g}\widehat{๐}`$ along the Cartesian direction $`\widehat{๐}`$ ). Both are given as functions of $`๐`$, the radial distance to the central axis in the tubeโs cross-section. For each simulation, the initial size of the flux tube, $`๐`$ (defined as the FWHM of $`๐ฉ_๐\mathbf{(}๐\mathbf{)}`$), is set to $`\mathbf{0.1}๐ฏ_๐`$, and the magnetic field perturbations are scaled to the initial strength of the axial field at tube center ($`๐ฉ_\mathrm{๐}`$). The distance over which a field line rotates once around the axis of the tube is given by $`\mathrm{๐}๐
๐\mathbf{/}๐`$, where $`๐`$ is the non-dimensional twist parameter of equation (13). Note that this definition of $`๐`$ differs from that of Linton, Longcope, & Fisher (1996) by a factor of tube width, $`๐`$. Both $`๐`$ and $`๐`$ are assumed constant, so that the initial rate of field line rotation per unit length along the tube ($`๐\mathbf{/}๐`$ for length scale $`๐`$) remains fixed. To investigate how the tubeโs initial twist impacts the amount of fragmentation apparent during its rise, we consider three representative values of the twist parameter: $`๐\mathbf{=}\mathrm{๐}\mathbf{/}\mathrm{๐}`$, $`๐\mathbf{=}\mathrm{๐}\mathbf{/}\mathrm{๐๐}`$, and $`๐\mathbf{=}\mathrm{๐}\mathbf{/}\mathrm{๐}`$.
Our goal is to model the dynamics of an emerging $`๐`$-loop. However, due to finite computational resources, we cannot evolve each flux tube self-consistently from an initial state of force balance (eg. Caligari, Moreno-Insertis, & Schรผssler 1995; Fan & Fisher 1996; Fan 1999). We therefore introduce an ad-hoc, entropy perturbation at $`๐\mathbf{=}\mathrm{๐}`$ that causes the tube to rise and emerge in the shape of an $`๐`$-loop. We argue that the physics of the hydrodynamic interaction of the rising loop with its environment depends primarily on the geometry of the loop and its velocity field rather than how it arrived at its $`๐`$-loop configuration. The initial entropy perturbation is of the form
$$๐_\mathrm{๐}\mathbf{=}๐บ_\mathrm{๐}๐^{\mathbf{}๐^\mathrm{๐}\mathbf{/}๐^\mathrm{๐}}\mathbf{\left(}๐^{\mathbf{}\mathbf{\left(}๐\mathbf{}๐ณ\mathbf{/}\mathrm{๐}\mathbf{\right)}^\mathrm{๐}\mathbf{/}๐๐ณ}\mathbf{}\frac{\mathrm{๐}}{\mathrm{๐}}\mathbf{\right)}\mathbf{.}$$
(14)
Here, $`๐ณ`$ refers to the initial length of the tube (which corresponds to the extent of the domain in the $`\widehat{๐}`$ direction), and $`๐บ_\mathrm{๐}`$ denotes the relative amplitude of the perturbation (taken to be unity in the dimensionless units of the code, where the unit of entropy is $`\mathbf{[}๐\mathbf{]}\mathbf{=}๐_๐\mathbf{[}๐\mathbf{]}^\mathrm{๐}\mathbf{/}\mathbf{(}๐_{\mathbf{}}\mathbf{[}๐ป\mathbf{]}\mathbf{)}`$). With appropriate choices of $`๐ณ`$ and length scale $`๐`$, this initial condition has the effect of โpinning-downโ the ends of the flux tube, while allowing the central portion to rise. For example, the run labeled SL1 in Table 1 has an initial acceleration due to buoyancy of $`\mathbf{0.97}`$ (in naturalized units of $`๐ฉ_\mathrm{๐}^\mathrm{๐}\mathbf{/}\mathbf{(}\mathrm{๐}๐
๐ฏ_๐๐_๐\mathbf{)}`$) at the center of the tube, and a buoyancy contribution of $`\mathbf{}\mathbf{0.03}`$ at each end. By varying the parameters in equation (14), we can investigate how the fragmentation process is affected by the geometry of a rising $`๐`$-loop.
Table 1 lists the $`๐`$, $`๐ณ`$ and $`๐`$ parameter space that is explored in each of the $`\mathrm{๐๐}`$ simulations, and assigns labels to each run. For convenience, Table 1 also shows the total number of field line rotations along the finite length of the tube, $`๐ธ`$. Each horizontal flux tube is initially positioned near the bottom of the computational domain at $`๐_\mathrm{๐}\mathbf{=}\mathbf{0.1875}๐_{\mathrm{๐ฆ๐๐ฑ}}`$ ($`๐_{\mathrm{๐ฆ๐๐ฑ}}`$ denotes the maximum vertical height of the domain). For the three-dimensional runs, the labeling convention consists of two letters (โLโ or โSโ) followed by a number ($`\mathrm{๐}`$, $`\mathrm{๐}`$, $`\mathrm{๐}`$, or $`\mathrm{๐}`$). The numbers denote the degree of magnetic field line rotation about the central axis of the tube (lower numbers imply a lesser amount of twist). The first letter of the label refers to the extent of the computational domain in the $`\widehat{๐}`$ direction (the โLโ in this case refers to a โlโarge 512 zone domain, and the โSโ stands for a โsโmall 256 zone domain). The second letter of the label describes the eventual radius of curvature at the apex of the rising tube. If โLโ is used, the run upon completion has a relatively โlโarge radius of curvature at the apex, and the $`๐`$-loop spans most of the computational domain in the $`\widehat{๐}`$ direction. Otherwise, โSโ is used to denote a โsโhorter $`๐`$-loop; one which exhibits a smaller radius of curvature at its peak, and spans a smaller portion of the box length (this is accomplished by varying the parameter $`๐`$ in equation in a fixed computational box). Labels with only one letter refer to the two-dimensional limiting cases. Note that it is the number of zones in the $`\widehat{๐}`$ direction that is changed between different cases, and *not* the grid resolution.
## 3 Results
In general, the magnetic field distribution in three dimensions can become quite complex. We find it useful to describe the field more intuitively in terms of the evolution and possible fragmentation of our initial magnetic flux tube. To accomplish this, we specify a new coordinate system based on the path of the flux tube through our Cartesian domain. We define the path of the tube in terms of the Cartesian variable $`๐`$ at any given time during a simulation. Setting up this new coordinate system and its basis vectors is a multi-step process. We first consider the magnetic field weighted moments of the position within vertical slices through relevant regions of the computational domain:
$`\overline{๐}\mathbf{(}๐\mathbf{)}`$ $`\mathbf{}`$ $`{\displaystyle \frac{\mathrm{๐}}{๐ฝ\mathbf{(}๐\mathbf{)}}}{\displaystyle \mathbf{}\mathbf{}๐\mathbf{|}๐\mathbf{(}๐\mathbf{,}๐\mathbf{,}๐\mathbf{)}\mathbf{|}๐
๐๐
๐}`$
$`\overline{๐}\mathbf{(}๐\mathbf{)}`$ $`\mathbf{}`$ $`{\displaystyle \frac{\mathrm{๐}}{๐ฝ\mathbf{(}๐\mathbf{)}}}{\displaystyle \mathbf{}\mathbf{}๐\mathbf{|}๐\mathbf{(}๐\mathbf{,}๐\mathbf{,}๐\mathbf{)}\mathbf{|}๐
๐๐
๐}\mathbf{,}`$ (15)
where
$$๐ฝ\mathbf{(}๐\mathbf{)}\mathbf{}\mathbf{}\mathbf{}\mathbf{|}๐\mathbf{(}๐\mathbf{,}๐\mathbf{,}๐\mathbf{)}\mathbf{|}๐
๐๐
๐\mathbf{.}$$
(16)
Then it is natural to define a path given by the vector
$$๐ซ{}_{\mathrm{๐}}{}^{}\mathbf{(}๐\mathbf{)}\mathbf{}๐\text{ }\widehat{๐}\mathbf{+}\overline{๐}\mathbf{(}๐\mathbf{)}\text{ }\widehat{๐}\mathbf{+}\overline{๐}\mathbf{(}๐\mathbf{)}\text{ }\widehat{๐}$$
(17)
and to construct the Frenet tangent vector along this path,
$$\widehat{\mathbf{}}_\mathrm{๐}\mathbf{}\mathbf{\left(}\mathrm{๐}\mathbf{+}\mathbf{\left(}\frac{๐
\overline{๐}}{๐
๐}\mathbf{\right)}^\mathrm{๐}\mathbf{+}\mathbf{\left(}\frac{๐
\overline{๐}}{๐
๐}\mathbf{\right)}^\mathrm{๐}\mathbf{\right)}^{\mathbf{}\mathrm{๐}\mathbf{/}\mathrm{๐}}\mathbf{\left(}\widehat{๐}\text{ }\mathbf{+}\frac{๐
\overline{๐}}{๐
๐}\widehat{๐}\text{ }\mathbf{+}\frac{๐
\overline{๐}}{๐
๐}\widehat{๐}\text{ }\mathbf{\right)}\mathbf{.}$$
(18)
The path traced by $`๐ซ_\mathrm{๐}`$ is only a first approximation to the path of the flux tube. To establish the actual path of the tube, we calculate the magnetic field weighted position along a plane normal to $`\widehat{\mathbf{}}`$<sub>0</sub> passing through a given point along $`๐ซ_\mathrm{๐}`$. This plane is defined by the equation $`\widehat{\mathbf{}}`$$`{}_{\mathrm{๐}}{}^{}\mathbf{}\mathbf{(}๐ซ\mathbf{}๐ซ_\mathrm{๐}\mathbf{)}\mathbf{=}\mathrm{๐}`$, and its surface can be parameterized by $`๐ซ\mathbf{=}๐\mathbf{(}๐\mathbf{,}๐\mathbf{)}`$$`\widehat{๐}`$$`\mathbf{+}๐`$$`\widehat{๐}`$ $`\mathbf{+}๐`$$`\widehat{๐}`$; where $`๐\mathbf{(}๐\mathbf{,}๐\mathbf{)}\mathbf{}\mathbf{(}\mathbf{}_๐\mathbf{(}\overline{๐}\mathbf{}๐\mathbf{)}\mathbf{+}\mathbf{}_๐\mathbf{(}\overline{๐}\mathbf{}๐\mathbf{)}\mathbf{)}\mathbf{/}\mathbf{}_๐\mathbf{+}๐`$, and the $`\mathbf{}_๐`$โs refer to the Cartesian components of $`\widehat{\mathbf{}}`$<sub>0</sub>. With the area element along this surface given by $`๐
๐บ\mathbf{=}\mathbf{|}\mathbf{}๐ซ\mathbf{/}\mathbf{}๐\mathbf{\times }\mathbf{}๐ซ\mathbf{/}\mathbf{}๐\mathbf{|}๐
๐๐
๐\mathbf{=}\mathbf{(}\widehat{๐ฑ}\mathbf{}`$$`\widehat{\mathbf{}}`$$`{}_{\mathrm{๐}}{}^{}\mathbf{)}^\mathbf{}\mathrm{๐}๐
๐๐
๐`$, the total unsigned magnetic flux across the plane can be expressed as $`๐ฝ_๐บ\mathbf{}\mathbf{}_๐บ\mathbf{|}๐\mathbf{(}๐\mathbf{,}๐\mathbf{)}\mathbf{|}๐
๐บ`$. We now define a new set of moments:
$`\overline{๐}`$ $`\mathbf{}`$ $`{\displaystyle \frac{\mathrm{๐}}{๐ฝ_๐บ}}{\displaystyle \mathbf{}\mathbf{}๐\mathbf{|}๐\mathbf{(}๐\mathbf{,}๐\mathbf{)}\mathbf{|}\mathbf{(}\widehat{๐}\mathbf{}\widehat{\mathbf{}}{}_{\mathrm{๐}}{}^{}\mathbf{)}^\mathbf{}\mathrm{๐}๐
๐๐
๐}`$
$`\overline{๐}`$ $`\mathbf{}`$ $`{\displaystyle \frac{\mathrm{๐}}{๐ฝ_๐บ}}{\displaystyle \mathbf{}\mathbf{}๐\mathbf{|}๐\mathbf{(}๐\mathbf{,}๐\mathbf{)}\mathbf{|}\mathbf{(}\widehat{๐}\mathbf{}\widehat{\mathbf{}}{}_{\mathrm{๐}}{}^{}\mathbf{)}^\mathbf{}\mathrm{๐}๐
๐๐
๐}\mathbf{.}`$ (19)
Along with $`\overline{๐}\mathbf{=}๐\mathbf{(}\overline{๐}\mathbf{,}\overline{๐}\mathbf{)}`$, these points are used to define the path of a magnetic flux tube in a given region,
$$๐\text{ }\mathbf{}\overline{๐}\widehat{๐}\text{ }\mathbf{+}\overline{๐}\widehat{๐}\text{ }\mathbf{+}\overline{๐}\widehat{๐}\mathbf{.}$$
(20)
The frame of reference of the tube is then given by the Frenet tangent, normal, and binormal vectors along $`๐`$: $`\widehat{\mathbf{}}`$$`\mathbf{=}๐
`$$`๐`$$`\mathbf{/}๐
๐`$ (where $`๐
๐`$ is the infinitesimal path length along $`๐`$), $`\widehat{๐}`$$`\mathbf{=}๐ฟ^\mathbf{}\mathrm{๐}๐
`$$`\widehat{\mathbf{}}`$$`\mathbf{/}๐
๐`$, and $`\widehat{๐}`$$`\mathbf{=}`$$`\widehat{\mathbf{}}`$$`\mathbf{\times }`$$`\widehat{๐}`$, respectively. The tubeโs curvature at a given point along $`๐`$ is simply $`๐ฟ\mathbf{=}\mathbf{|}๐
`$$`\widehat{\mathbf{}}`$$`\mathbf{/}๐
๐\mathbf{|}`$. Of course, where the curvature of the flux tube is zero, the normal (and hence binormal) vectors are ill-defined. However, in the course of our analysis, we find that zero curvature occurs only at very localized $`๐ฟ`$ inflection points, or along horizontally oriented tubes (where vertical slices can be used to define a cross-sectional plane), and thus this limitation proves inconsequential. We note that our formalism is not terribly general, as it precludes the consideration of unusual configurations such as vertically oriented tubes, or tubes that are stacked on top of one another; however, none of these situations are encountered in our study.
Depending on the initial degree of twist, portions of the rising tube will shed vortex pairs, and the magnetic flux will be redistributed in the tube cross-section such that much of the flux is located away from the tubeโs central axis. In some cases, the distribution of magnetic flux no longer resembles a single, cohesive tube; rather it has spread out and split apart into a configuration that can best be described as two separate flux tubes. At this point, we consider the tube to be โfragmentedโ. A quantitative measure of this fragmentation can be obtained by first calculating the second moments of the magnetic field strength along the normal and binormal directions of the tube:
$`\mathbf{<}\mathbf{(}๐\mathbf{}\overline{๐}\mathbf{)}^\mathrm{๐}\mathbf{>}`$ $`\mathbf{}`$ $`{\displaystyle \frac{\mathrm{๐}}{๐ฝ_๐บ^{\mathbf{}}}}{\displaystyle \mathbf{}_๐บ^{\mathbf{}}}\mathbf{\left(}๐\mathbf{}\overline{๐}\mathbf{\right)}^\mathrm{๐}\mathbf{|}๐\mathbf{(}๐\mathbf{,}๐\mathbf{)}\mathbf{|}๐
๐บ^{\mathbf{}}`$
$`\mathbf{<}\mathbf{(}๐\mathbf{}\overline{๐}\mathbf{)}^\mathrm{๐}\mathbf{>}`$ $`\mathbf{}`$ $`{\displaystyle \frac{\mathrm{๐}}{๐ฝ_๐บ^{\mathbf{}}}}{\displaystyle \mathbf{}_๐บ^{\mathbf{}}}\mathbf{\left(}๐\mathbf{}\overline{๐}\mathbf{\right)}^\mathrm{๐}\mathbf{|}๐\mathbf{(}๐\mathbf{,}๐\mathbf{)}\mathbf{|}๐
๐บ^{\mathbf{}}\mathbf{.}`$ (21)
Here, $`๐ซ\mathbf{=}๐`$$`\widehat{๐}`$ $`\mathbf{+}๐`$$`\widehat{๐}`$ spans the two-dimensional space of the plane normal to $`\widehat{\mathbf{}}`$ , $`๐
๐บ^{\mathbf{}}`$ is the area element in that plane, and $`๐ฝ_๐บ^{\mathbf{}}\mathbf{}\mathbf{}_๐บ^{\mathbf{}}\mathbf{|}๐\mathbf{(}๐\mathbf{,}๐\mathbf{)}\mathbf{|}๐
๐บ^{\mathbf{}}`$ is the corresponding unsigned flux (the $`\mathbf{}`$ dependence of the variables is implicitly understood). In the above equations, $`\overline{๐}\mathbf{}\mathbf{(}\mathrm{๐}\mathbf{/}๐ฝ_๐บ^{\mathbf{}}\mathbf{)}\mathbf{}_๐บ^{\mathbf{}}๐\mathbf{|}๐\mathbf{(}๐\mathbf{,}๐\mathbf{)}\mathbf{|}๐
๐บ^{\mathbf{}}`$ and $`\overline{๐}\mathbf{}\mathbf{(}\mathrm{๐}\mathbf{/}๐ฝ_๐บ^{\mathbf{}}\mathbf{)}\mathbf{}_๐บ^{\mathbf{}}๐\mathbf{|}๐\mathbf{(}๐\mathbf{,}๐\mathbf{)}\mathbf{|}๐
๐บ^{\mathbf{}}`$ represent the first moments of the field distribution in this geometry. Due to the symmetry of our particular problem, the relative deformation of the tube along its cross-section can be represented by the ratio of the binormal to normal second moments:
$$๐\mathbf{=}\frac{\mathbf{<}\mathbf{(}๐\mathbf{}\overline{๐}\mathbf{)}^\mathrm{๐}\mathbf{>}}{\mathbf{<}\mathbf{(}๐\mathbf{}\overline{๐}\mathbf{)}^\mathrm{๐}\mathbf{>}}\mathbf{.}$$
(22)
The total spread of the field distribution, $`๐^\mathrm{๐}\mathbf{=}\mathbf{(}\mathrm{๐}\mathbf{/}๐ฝ_๐บ^{\mathbf{}}\mathbf{)}\mathbf{}_๐บ^{\mathbf{}}\mathbf{\left(}\mathbf{(}๐\mathbf{}\overline{๐}\mathbf{)}^\mathrm{๐}\mathbf{+}\mathbf{(}๐\mathbf{}\overline{๐}\mathbf{)}^\mathrm{๐}\mathbf{\right)}\mathbf{|}๐\mathbf{(}๐\mathbf{,}๐\mathbf{)}\mathbf{|}๐
๐บ^{\mathbf{}}`$, can be used as a measure of how far the tube has dispersed in the cross-sectional plane.
From an examination of numerous simulations, we empirically find that a magnetic flux tube can be considered to have split apart when its deformation, $`๐`$, exceeds 1.5. We therefore use $`๐`$ as our measure of the degree of fragmentation of the tube, consistent with the results of Schรผssler (1979) and Longcope, Fisher, & Arendt (1996). If $`๐\mathbf{>}\mathbf{1.5}`$, then the path of each individual flux tube fragment is calculated using equations (3) and (20) over subdivided portions of the surface $`๐บ`$. Since there is a fairly high degree of symmetry in our runs, the surface can be divided into two parts that lie on either side of a line defined by the Frenet normal. Thus, the regions of integration are easily determined. Figure 1 is a volume rendering of the magnetic field strength for the final timestep of run SL0, and shows the geometry of a tube which has fragmented as it rises toward the surface. The field strength distribution is visualized by casting parallel rays through the semi-transparent volume, and calculating the two-dimensional projection onto the viewing plane (IDLโs โvoxel\_projโ routine). The red dotted line denotes the central axis of the tube through the volume. Where the tube has fragmented, yellow dotted lines trace the paths of each fragment. Note that the axis of each tube fragment does not coincide exactly with their centers of vorticity (where the field strength is locally concentrated); this offset depends on the amount of flux that resides in a thin โsheathโ that extends from the forefront of the rising tube to the outer edge of each vortex pair. These features can be seen in a cross-section at the apex of this $`๐`$-loop in the bottom frame of Figure 2. In this case, the magnetic sheath is revealed as a relatively weak concentration of flux in the shape of a thin, semi-circular arch that lies above the primary concentrations of flux located in the trailing eddies. The yellow symbols denote the location of the central axis of each fragment, and the lengths of the blue dotted lines represent the second moments of the field distribution (given by equation ) at the centroid of the tube (note that at the apex of the loop, $`\widehat{๐}`$ and $`\widehat{๐}`$ approximately correspond to the Cartesian directions $`\widehat{๐}`$ and $`\widehat{๐}`$ respectively). The top panel of Figure 2 shows the apex cross-section of the flux tube shown in Figure 3 (the final timestep of run SS3). This is an example of a tube which, by our definition, has not yet fragmented as it approaches the photospheric boundary.
### 3.1 How Fragmentation Depends on Tube Curvature and Twist
To investigate how the degree of fragmentation at the apex of a rising, magnetic flux tube depends on its curvature at that point, we consider five separate runs: SS1, SL1, LS1, LL1, and L1. In each case, the initial twist parameter $`๐`$ is taken to be $`\mathrm{๐}\mathbf{/}\mathrm{๐}`$; that is, the simulations begin with identical, weakly-twisted horizontal flux tubes positioned at the same depth near the bottom of the computational domain. Effectively, the difference between each run is the length in the axial direction of the rising portion of the flux tubes. The changes in this length scale lead to substantive differences in the apex curvature of the $`๐`$-loop as it rises through the stratified atmosphere. Run L1 (the two-dimensional limiting case) represents an infinitely long horizontal tube whose apex curvature remains zero throughout its rise. Conversely, run SS1 represents the shortest length scale we have considered, and thus refers to the run with the highest apex curvature as the tube approaches the photosphere.
Figure 4 shows the degree of fragmentation along the axis of each tube for these five values of apex curvature at the time when each tube has risen approximately half-way through the vertical extent of the domain. In order of decreasing curvature, the simulations shown are runs SS1, SL1, LS1, LL1, and L1. The line $`๐\mathbf{=}\mathbf{1.5}`$ represents the (somewhat arbitrary) point at which we consider the tube to be fragmented. It is easy to see that as the level of apex curvature $`๐ฟ`$ increases, the less the tube fragments for a fixed value of $`๐`$. Figure 4 also shows that although the initial value of twist was slight, three of the four simulations have yet to show clear signs of fragmentation at the apex of the loop. This suggests that in three dimensions, the amount of twist necessary to prevent fragmentation is substantially reduced from the two-dimensional value โ a point that we will return to later in this section. Note that toward the footpoints of each loop, the value of $`๐_๐ฟ`$ falls below $`\mathrm{๐}`$ (the $`๐ฟ`$ subscript is included to emphasize the dependence of the degree of fragmentation $`๐`$ on the tubeโs apex curvature $`๐ฟ`$). This reflects the net elongation of the tube cross-section in the $`\widehat{๐}`$ direction as the $`๐`$-loop expands.
Figure 5 shows the time dependence of $`๐_๐ฟ`$ at the loop apex for the set of runs corresponding to those of Figure 4. A striking feature of this plot is the reduction by a factor of $`\mathbf{}\mathbf{1.5}`$ in the degree of fragmentation near the photospheric boundary between the run with zero apex curvature, and the run with the maximum amount of curvature. The difference in $`๐_๐ฟ`$ is large enough that the magnetic flux emerges as two individual fragments when $`๐ฟ\mathbf{=}\mathrm{๐}`$ (run L1), yet is closer to being a single, cohesive tube when $`๐ฟ\mathbf{}\mathbf{1.7}\mathbf{\times }\mathrm{๐๐}^\mathbf{}\mathrm{๐}`$ (run SS1). Note that during the initial stages of the run, before the tube shows signs of fragmentation, $`๐_๐ฟ`$ falls slightly below $`\mathrm{๐}`$. This is a result of the vertical elongation of the apex cross-section as the tube begins to rise, and flux is pulled into its wake.
We find that if the initial value of the twist parameter $`๐`$ is greater than a โcriticalโ value, $`๐_๐`$, then the flux tube no longer emerges in a fragmented state, ($`๐\mathbf{<}\mathbf{1.5}`$) regardless of the radius of curvature of the loop (see Figure 6). In our simulations, $`๐_๐`$ is empirically determined to be only slightly less than $`\mathrm{๐}\mathbf{/}\mathrm{๐๐}`$, the value chosen for the set of runs SS2, SL2, LS2, LL2, and L2 of Figure 7. For the two-dimensional limiting cases, the empirically determined critical value is consistent with the condition that the flux tube will split apart when the rise velocity of the tube exceeds the Alfvรฉn speed of the azimuthal field at its edge (note that the initial entropy perturbation in our simulations will affect the rise speed of the tube). However, if the initial twist of the flux tube is less than $`๐_๐`$, we find that the curvature of the $`๐`$-loop plays an important role in determining the degree of fragmentation of the tube prior to its emergence through the photosphere โ an effect not accounted for in previous two-dimensional studies of flux tube fragmentation (eg. Longcope, Fisher, & Arendt 1996, Emonet & Moreno-Insertis 1998, and Fan, Zweibel, & Lantz 1998). A comparison of Figure 7 with Figure 5 further suggests that as one chooses values of $`๐`$ progressively less than $`๐_๐`$, the effect of loop curvature on the degree of apex fragmentation becomes more pronounced.
Run L1, the two-dimensional limiting case with a relatively small amount of initial field line twist, confirms the results of previous two-dimensional simulations (Longcope, Fisher, & Arendt, 1996; Emonet & Moreno-Insertis, 1998; Fan, Zweibel, & Lantz, 1998), which show that once fragmentation has occurred, the two counter-rotating fragments repel one another via forces that result from infinitely long vortex lines. In two dimensions, the horizontal separation of the fragments can be understood in terms of the hydrodynamic force acting on an object with a net circulation $`๐ช`$ moving relative to a fluid with a velocity $`๐`$: $`๐
\mathbf{=}\mathbf{}๐_\mathrm{๐}`$$`๐`$$`\mathbf{\times }`$$`๐ช`$ (see Fan, Zweibel, & Lantz 1998). It is the component of this โliftโ force per unit volume acting along the line between the centers of vorticity of the tube fragments that acts to push the tubes apart. In three dimensions, the fragments are finite in extent, and thus these forces are important only over a finite length of the loop. Figure 8 shows the trajectory of the two fragments (for the weakly-twisted case) at the tube apex for five different values of curvature. As the level of apex curvature of the tube increases, and the effective axial length scale of each vortex pair decreases, we see that the total volume integrated non-vertical component of the hydrodynamic lift โ and thus the fragment separation โ is reduced.
Field line twisting due to non-uniform rotation of the fragments also acts to reduce the fragment separation. To illustrate the role of field line twist in the interaction of the vortex pairs, we consider a case where the azimuthal component of the magnetic field along the tube is initially zero. Figure 9 is a volume rendering of the magnitude of the current helicity density ($`\mathbf{|}๐ฏ_๐\mathbf{|}\mathbf{=}\mathbf{|}๐\mathbf{}๐\mathbf{|}`$, where $`๐\mathbf{=}\mathbf{}\mathbf{\times }๐`$) for the final timestep of run SL0 (where $`๐\mathbf{}\mathrm{๐}`$). Since the current helicity gives a measure of the twist of the magnetic field, Figure 9 shows that after the tube rises, spins differentially (see Figure 10), and splits apart, the magnetic field along each tube fragment becomes increasingly twisted. The magnetic forces imparted from the increased twist slow the rotational motion of the vortex pairs, and thus the tendency for the tubes to separate is further reduced. Figure 11 shows that as the apex curvature of the $`๐`$-loop increases, the net circulation near the apex of each fragment decreases. This lessens the repulsive force between fragments, and allows $`๐`$-loops with a high degree of apex curvature to behave more cohesively. This suppression of circulation in the tube fragments was predicted by Emonet & Moreno-Insertis (1998) and Moreno-Insertis (1997), who suggested that if the footpoint separation of an $`๐`$-loop was small enough, the rotation of the vortex pairs would be suppressed. Since it is reasonable to assume a correlation between footpoint separation and apex curvature, we feel that the results of our simulations are generally consistent with this prediction.
### 3.2 Field Morphology Prior to Emergence
There are a number of reasons why one must be cautious when comparing our results with flux emergence observations. First, the anelastic approximation becomes marginal as the magnetic flux tube approaches the photosphere, where densities decrease to the point that local sound speeds are comparable to Alfvรฉn speeds in the plasma. Additionally, in this first generation of models we do not include the effects of spherical geometry or the Coriolis force. Thus, predicted asymmetries in the geometry and field strength asymmetry of emerging active regions (see Moreno-Insertis, Schรผssler, & Caligari 1994 and Fan, Fisher & DeLuca 1993) will not be reproduced. Further, we choose to use a simple, polytropic reference state rather than a more realistic convective background. As a result, the effects of convective turbulence on the tube are neglected during its rise to the surface, likely over-simplifying the structure of the field. Nevertheless, we can make some *general* predictions regarding the morphology of emerging magnetic flux in active regions if the field exists in the form of a fragmented flux tube.
Figures 12 and 13 make up a time-series of simulated vector magnetograms for the rising, fragmented flux tube of run SS1. These images were generated by taking a horizontal slice as close to the top of the computational domain as possible without having the topological evolution affected by interaction with the upper boundary. The grey-scale background represents the vertical component of the magnetic field; light regions correspond to outwardly directed magnetic field (toward the observer), and dark regions correspond to inwardly directed field (away from the observer). The arrows define the direction and relative strength of the transverse components of the field. Figures 14 and 15 show the corresponding velocity field at the same time intervals and locations. The first frame of Figure 12 shows the tip of the magnetic sheath as it begins to cut through the horizontal plane. At this point, there is little to no separation between regions of opposite polarity, and the corresponding flow field surrounding the magnetic region is relatively weak. This stage is short-lived, since the magnetic sheath is very thin.
As the tube continues to rise, the horizontal cut passes through regions of magnetic field concentrated in the sheath on either side of the tube apex (which by now has emerged through the photosphere), as well as the field concentrated in the relatively horizontal trailing vortices of each fragment. As a result, an oval-like structure develops, as shown in frame 2 of Figure 12. The velocity field has a strong vertical component near the interfaces between the vortex tubes and the surrounding non-magnetized plasma, while exhibiting strong horizontal components at each end. The horizontal components reflect the flow of material along the sheath away from the apex (see frame 2 of Figure 14). In frame 1 of Figure 13, the apex of each individual fragment has passed through the cutting plane, and we see only the portions of the tube fragments and sheath located just above the $`๐ฟ`$ inflection point of the $`๐`$-loop. The two regions of opposite polarity now appear crescent-shaped as they continue to separate. After the fragmented portion of the loop has emerged through the photosphere, only the more concentrated, non-fragmented portions remain. Thus, in the final frame of Figure 13, the regions of strong magnetic field appear to have coalesced โ a feature of emerging active regions that is commonly observed.
Figures 16 and 17 show a similar time-series of vector magnetograms for runs LL1 and SS3 respectively. A comparison between these figures and Figures 12 and 13 reveals the effect of initial twist and tube curvature on the overall characteristics of the emerging flux. A comparison of the surface separation of the individual fragments (the semi-minor axes of the ellipse-like structures shown in frame 2 of Figure 12 and frame 1 of Figure 16) can be used to determine the relative curvature between the two cases. In general, the lower the apex curvature of the fragmented $`๐`$-loop, the higher the โeccentricityโ of the ellipse-like structure. Similarly, if the crescent-shape of the opposite polarity magnetic structures is less distinct or absent in the simulations (compare frame 1 of Figure 13 with frame 2 of Figure 17), this indicates that the initial level of twist of the magnetic flux tube was relatively high. Finally, asymmetries introduced by the higher level of twist present in the runs where $`๐\mathbf{=}\mathrm{๐}\mathbf{/}\mathrm{๐}`$ can result in the emergence of bipolar regions that are tilted slightly with respect to the $`\widehat{๐}`$ direction. Note that a very slight tilt of approximately $`\mathrm{๐}`$ degrees from the horizontal has developed between the center of the bipolar regions shown in frame 1 of Figure 17.
Our description of a fragmented flux tube is in qualitative agreement with recent images of certain emerging active regions observed by Cauzzi, Canfield, & Fisher (1996), Strous & Zwaan (1999), and Mickey & Labonte (1999). Vector magnetograms and white-light images of flux emergence taken with high temporal resolution by the Imaging Vector Magnetograph at the University of Hawaiiโs Mees Observatory (IVM) in relatively uncluttered portions of the solar disk (Mickey & Labonte, 1999) show evolving magnetic structures that are similar to the evolving structures described above. In particular, it is possible to infer the presence of oval-shaped magnetic features which evolve into crescent-shaped regions of opposite polarity that rapidly separate. In principle, direct measurements of the rate of separation and coalescence of the opposite polarity regions of the field may be used to obtain information about the structure and evolution of the sub-surface magnetic field. However, to perform this kind of detailed comparison with observation will require a more sophisticated set of models.
## 4 Summary and Conclusions
We have performed detailed numerical simulations of the rise of twisted magnetic flux tubes embedded in a non-magnetic, stratified plasma using a code which solves the three-dimensional MHD equations in the anelastic approximation. The evolving magnetic field is described in terms of its volumetric flux distribution as a magnetic flux tube which may fragment into separate, distinct tubes during its rise toward the photospheric boundary. We find that the degree of fragmentation of the evolving magnetic flux tube depends not only on the initial ratio of the azimuthal to axial components of the field along the tube (as was the case in two dimensions), but also on the three-dimensional geometry of the tube as it rises through the convection zone. The principal results of our analysis are the following:
1. If the ratio of azimuthal to axial components of the field along a magnetic flux tube exceeds a critical limit, then it will retain its cohesion and not fragment as it rises through the plasma. The critical limit occurs when the rise speed is approximately equal to the maximum Alfvรฉn speed of the azimuthal component of the field. This reinforces the conclusions of Emonet & Moreno-Insertis (1998), Moreno-Insertis & Emonet (1996), Longcope, Fisher, & Arendt (1996), and Fan, Zweibel, & Lantz (1998).
2. If the initial amount of field line twist is less than the critical value, and if the magnetic flux tube rises toward the photosphere as an $`๐`$-loop, then the degree of apex fragmentation depends on the curvature of the loop โ the greater the apex curvature, the lesser the degree of fragmentation for a fixed amount of initial twist.
3. In two dimensions, counter-rotating vortices are effectively infinite in extent and generate long-range flows which eventually prevent the continued vertical rise of tube fragments. This artificial geometric constraint is relaxed in three dimensions, and although the fragments continue to experience forces due to the interaction of the vortex pairs, those forces are only important along a short section of the tube. Thus, the fragments are able to rise to the surface. The forces due to vortex interaction depend upon the geometry of the $`๐`$-loop โ the greater the apex curvature, the lesser their magnitude. Thus, highly curved loops exhibit less fragmentation during their rise.
4. Differential circulation between the apex and footpoint of an $`๐`$-loop leads to the introduction of new magnetic twist of opposite sign in each leg of a loop fragment. This twist reduces the circulation about the apex of each fragment, and further reduces the forces acting to separate the fragments of the flux tube. This result is consistent with the predictions of Emonet & Moreno-Insertis (1998) and Moreno-Insertis (1997).
5. Though these models do not admit to a direct, detailed comparison with observations, it is possible to infer certain general observational characteristics of emerging magnetic flux if the field configuration is that of a fragmented $`๐`$-loop rising through the solar surface. If the magnetic field erupts through a relatively quiet portion of the Sun, then we expect that one should observe concentrations of vertical flux which resemble expanding oval shapes. This type of feature should quickly evolve into longer-lived crescent-shaped regions of opposite polarity that steadily move away from one another. These extended regions should then coalesce once the fragmented portions of the $`๐`$-loop have emerged through the solar surface.
This work was funded by NSF grants AST 98-19727 and ATM 98-96316, and by NASA grant NAGS-8468. The computations described here were partially supported by the National Computational Science Alliance and utilized the NCSA SGI/CRAY Power Challenge Array. Further computational support was provided by the National Center for Atmospheric Research under grant ATM 98-96316, and additional computations were carried out using NCARโs CRAY J90 parallel computing facility. We would like to thank Bob Stein for allowing us access to additional computational resources, and the authors of the FFTW package (Frigo & Johnson, 1997) for making their source code publicly available.
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# 1 Introduction
## 1 Introduction
The Hubble Deep Fields (North and South, or HDFโN and HDFโS) currently offer the deepest optical images of the distant universe, and their exquisite angular resolution provides the opportunity to study the morphologies of galaxies in detail and explore how the galaxy population has transformed with cosmic time. When considering the properties of HDF galaxies, it is important to keep some facts/limitations of the data set in mind. The coโmoving volume probed by the central, deepest WFPC2 fields (i.e., neglecting the shallower but wider flanking fields) is quite small. For the currently popular โsupernovae + Cepheidsโ cosmology, i.e., $`\mathrm{\Omega }_M=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$, $`H_0=70`$ km/s/Mpc, which I will adopt here, the comoving volumes out to $`z=1`$ and 2 are approximately 5000 and 20000 Mpc<sup>3</sup>, respectively. Multiplying these by the normalization of the local galaxy luminosity function (using $`\varphi ^{}=0.0055h_{70}^3`$ Mpc<sup>-3</sup>, from ) gives a rough estimate of the number of $`L^{}`$ galaxies (or their progenitors) expected within the HDF volume. This is only $`30`$ at $`z<1`$. Thus, small number statistics alone limit the utility of the HDF for a reliable census of bright galaxy properties at $`z<1`$, and given real galaxy clustering the possible uncertainties are greater still.
At $`1<z<2`$ there is room enough for $`80`$ $`L^{}`$ galaxies, still small but much better for statistical purposes. However, at $`z>1`$, the optical rest frame, where we are most familiar with local galaxy properties, redshifts into the nearโinfrared. WFPC2 imaging therefore measures the rest frame ultraviolet properties of many (probably most) faint HDF galaxies, and thus primarily traces the light of hot, shortโlived stars, modulated by the possible effects of extinction. Systematically comparison of $`z>1`$ HDF galaxies to those at $`z<1`$ therefore requires deep, nearโinfrared data. The HDFโN was observed in the nearโinfrared from the ground in several different programs (, , ). The depth and angular resolution (typically $`1^{\prime \prime }`$) of these data are a poor match to that of the optical WFPC2 HDF images. Two programs therefore targeted the HDFโN with NICMOS on board HST, providing much deeper images with high angular resolution. The NICMOS GTOs imaged one NIC3 field ($`51{}_{}{}^{\prime \prime }\times 51^{\prime \prime }`$) for 49 orbits each at F110W (1.1$`\mu `$m) and F160W (1.6$`\mu `$m). We, on the other hand, took the โwide fieldโ approach, mosaicing the complete HDFโN with a mean exposure time of 12600s per filter in F110W and F160W. Sensitivity varies over the field of view, but the mean depth is $`AB26.1`$ at $`S/N=10`$ in an $`0\text{.}{}_{}{}^{\prime \prime }7`$ diameter aperture. The drizzled PSF has FWHM = $`0\text{.}{}_{}{}^{\prime \prime }22`$, primarily limited by the NIC3 pixel scale.
The NICMOS data, then, offer the opportunity to study the photometric and morphological properties of HDF galaxies at rest frame optical wavelengths out to $`z3`$. The $`H_{160}`$ bandpass<sup>1</sup><sup>1</sup>1I will use AB magnitudes here throughout, and notate the six WFPC2+NICMOS bandpasses by $`U_{300}`$, $`B_{450}`$, $`V_{606}`$, $`I_{814}`$, $`J_{110}`$ and $`H_{160}`$. samples the rest frame $`I`$, $`V`$, and $`B`$ bands at $`z1`$, 2, and 2.8, respectively. The combined WFPC2+NICMOS data set offers several attractive new options for studying distant galaxies. Given the redshift (or a photometric estimate thereof) for an object, we can measure magnitudes and colors at fixed rest frame wavelengths, and even generate fixed rest frame images to study galaxy morphologies in a common manner over a very broad range of redshifts. I will try to demonstrate here how this can be quite an educational way to study distant galaxies.
For this review, I will discuss the morphologies, colors, and space densities of giant galaxies in the HDF, on and off the Hubble sequence, at $`0<z\mathrm{}<2`$, where the NICMOS images probe rest frame optical wavelengths at the rest frame $`V`$ band or redder. The spectroscopic redshift sample (primarily from and ) becomes thin (nil, in fact) at $`1.4<z<2`$, and I will rely on photometric redshifts fit to our 7โband WFPC2+NICMOS+$`K_s`$ data by Tamas Budavรกri and collaborators (, ). The nearโinfrared photometry should substantially improve the reliability of photometric redshifts (, ), but it is nevertheless important to remember that there are, as yet, no spectroscopic calibrators for the $`z_{phot}`$ estimates in this redshift range. I will restrict the $`z_{phot}`$ sample to $`H_{160}<26`$, where we believe the photometry, completeness and reliability to be good.
## 2 Spiral and irregular galaxies
WFPC2 imaging established the apparent overabundance of distant, morphologically irregular galaxies falling outside the standard Hubble sequence โtuning fork.โ Galaxy number counts divided by morphological type from the Medium Deep Survey (, , ) found spiral and elliptical galaxies in numbers roughly comparable to predictions from noโevolution or pure luminosity evolution (PLE) models. However, irregular galaxies were far more common than expected, suggesting that they are primarily responsible for the faint blue galaxy excess. In the HDF, $``$40% of galaxies at $`I_{814}=25`$ fall into the irregular/peculiar/merging category . WFPC2 images, however, did not resolve the question of how much the soโcalled โmorphological $`k`$โcorrectionโ might influence these assessments. At $`R=24`$, the median redshift in the HDF is $`z=1`$, and at $`I=25`$ a substantial majority of objects should be at $`z\mathrm{}>1`$, where WFPC2 samples rest frame ultraviolet light. Thus the observed morphologies could primarily map the distribution of young, UVโbright star forming regions and the obscuring effects of dust rather than the overall structure of the stellar mass. Early efforts to simulate the appearance of high redshift galaxies by artificially redshifting vacuum UV images of nearby galaxies demonstrated both that irregular morphologies might be expected, and that the lower surface brightness features of โnormalโ galaxies today might be hard to see at high redshift due to $`(1+z)^4`$ dimming (, , ).
Such questions can largely be resolved by directly examining how the morphology of distant galaxies changes with wavelength. The WFPC2+NICMOS HDF data set allows us to form images of galaxies at fixed rest frame wavelengths over a wide range of redshifts. Figure 1 illustrates several $`z1`$ disk galaxies, interpolating between bandpasses to rest frame wavelengths 3000ร
and 6500ร
. Here, the morphological differences are much as one would expect: the spiral arms and HII regions are prominent in the UV rest frame images. In the rest frame $`R`$โband, the interโarm disk light is stronger, the spiral arms tend to regularize, and prominent bulges and bars often appear that are all but invisible in the WFPC2 images.
Some examples of galaxies with peculiar WFPC2 morphologies are shown in Figure 2. The irregularities in these objects tend to be preserved across the UVโtoโoptical wavelength baseline: dramatic transformations, where peculiar objects are revealed to be comparatively ordinary galaxies at longer wavelengths, are comparatively rare. The structure of โchain galaxiesโ like 2-736.1 ($`z=1.355`$, lower right in Figure 2) is almost entirely unchanged from 1300ร
to 6800ร
in the rest frame. Some authors (e.g., ) have noted that these structures were unlikely to be stable and persist for long given the nominal dynamical time scales for these galaxies, and suggested that therefore they must be inherently young objects. For very blue objects like 2-736.1 this is quite likely true: the observed light from the UV through the IR is apparently dominated by the same, relatively young generation of stars, and if there is an older stellar component it is either well mixed with the younger stars, or its light is entirely swamped by the dominant, younger population out to long wavelengths. Some of the irregular galaxies appear to be simply very late type disks, with weak or absent bulges and without wellโordered spiral structure. There are also red, asymmetric galaxies , a comparative rarity in the local universe: these may be objects where recent encounters or mergers have disturbed the morphologies without inducing much star formation, or in some cases dustโreddened systems.
From a preliminary analysis of structural parameters for the overall HDF population at $`H_{160}\mathrm{}<24`$, we find that galaxies in the NICMOS images tend to have smaller halfโlight radii, to be more centrally concentrated, and to exhibit greater symmetry in the the WFPC2 data. At fainter magnitudes, any trends are more difficult to discern because the mean galaxy size in the NICMOS data becomes small enough that the PSF dominates structural measurements. Other studies have noted similar trends in among galaxies in NICMOS parallel images, although few fields had both optical and infrared HST imaging to permit direct comparisons on a galaxyโbyโgalaxy basis. In general, it appears that the morphological peculiarities seen in deep WFPC2 images arise from a variety of effects. Giant spiral and elliptical galaxies are present out to at least $`z=1.3`$ and perhaps beyond (see below), and look comparatively normal in the NICMOS data. But in general, the impression that the distant universe is rich in irregular and disturbed objects is preserved when considering the NICMOS images.
## 3 Elliptical galaxies
The myth of the passively evolving elliptical galaxy, formed in situ at high redshift in a dissipationless collapse and starburst, then burning its main sequence away for billions of years thereafter, has held sway since the scenario was postulated and its photometric consequences were first modeled (, ). The broad homogeneity of giant elliptical galaxy photometric and structural properties in the nearby universe has compelled many investigators to hold this โmonolithicโ formation scenario as a rare example of a clearly stated null hypothesis for galaxy evolution against which to compare detailed measurements and computations. With HST imaging, we can directly observe the evolutionary history of the elliptical galaxy population. Until recently, much of this work has been done using rich clusters, where early type galaxies dominate the population. I will not review the cluster work here, except to note that most observers have favored the broad interpretation of quiescent, nearly passive evolution among cluster ellipticals out to $`z1`$.<sup>2</sup><sup>2</sup>2The introduction to provides a recent, succinct and comprehensive review of the literature concerning elliptical galaxy evolution at $`0<z<1`$, both in clusters and in the field.
It is more challenging to uniformly select and study samples of high redshift field ellipticals. Attempts to do so have variously used selection criteria based on morphology, color, or both, and only a few have incorporated redshift information. There is little evolution in the luminosity function of intrinsically red galaxies from the CFRS , but this appears to contradict basic expectations from PLE models, where galaxies should be brighter at higher redshift . This might imply that elliptical galaxies assemble late by merging processes, or that some fraction of distant ellipticals are blue enough to drop out of colorโselected samples. Indeed, morphologically defined samples from HST imaging (e.g., , ) have identified bluer field ellipticals which might account for the decline in number density at higher redshifts seen in the colorโselected samples.
At $`z>1`$, the strong $`k`$โcorrection for earlyโtype galaxies means that infrared data are required to take an unbiased census. In the HDF, studies using groundโbased infrared data have found a deficit of red ellipticals at $`z>1`$ (, , ), although other infrared surveys have found higher surface densities of red galaxies (, ), raising concerns about fieldโtoโfield variations. The most extensive opticalโinfrared color surveys incorporating WFPC2 or NICMOS morphologies have also concluded that there are fewer bright, red ellipticals at $`z>1`$ than would be expected from PLE models. Individual examples of red, high redshift ellipticals have been found in deep HST images (e.g., the HDFโS NICMOS field , ), although very few such galaxies have spectroscopic redshifts (see , , for rare examples).
Figure 3 shows the rest frame $`(BV)_0`$ colors of HDF galaxies out to $`z=2`$, derived by interpolation between observed bandpasses to the fixed rest frame wavelengths. Spectroscopic redshifts are used wherever possible, and photometric redshifts otherwise. A โvolume limitedโ sample of galaxies is plotted, selected to have $`M_V<19`$ at all redshifts. The galaxies mostly span a range of $`0.1<(BV)_0<0.8`$ at all redshifts, as do presentโday galaxies. At $`z\mathrm{}>0.5`$, an increasing fraction of galaxies bluer than presentโday Scd spirals are found.
Using a combination of visual classifications, surface brightness profile fitting, and concentration/asymmetry measurements, we have defined a subsample of morphologically selected โearly typeโ galaxies (roughly Tโtypes -7 to -2), which are indicated by circle and asterisk symbols in the plots. The โred envelopeโ of the color distribution is largely defined by early type galaxies, and becomes gradually bluer at higher redshifts, as would be expected from passively evolving models. Galaxies with colors consistent with purely passive evolution and a high formation redshift are found out to (photometric) redshifts $`z1.8`$. Taking the spectral synthesis models at face value, these most distant ellipticals must have formed the bulk of their stars at $`z\mathrm{}>4`$. They are quite luminous: with passive fading and no further merging or star formation, they would become $`L^{}`$ galaxies by $`z=0`$ (see Figure 4). The $`z=1.01`$ giant elliptical HDF 4โ752, perhaps the most intrinsically luminous/massive galaxy in the HDF, would fade to $`M_V22+5\mathrm{log}h_{70}`$ today. Curiously, there are few good NICMOSโselected candidates for red ellipticals in the HDF at $`z>2`$; perhaps the only one is the soโcalled โJ dropoutโ object , which might conceivably be a maximally old elliptical at $`z3`$ to 4.
At the same time, there are many galaxies which we have classified as โellipticalsโ which are substantially bluer than the PLE predictions, particularly at $`z>0.5`$. This has also been noted previously from investigations of the CFRS+LDSS sample and the HDF itself (, ). Metallicity variations may account for part of the range of colors, but many of these โblue ellipticalsโ appear to be genuinely outliers from the colorโmagnitude relation. The rms scatter in $`(BV)_0`$ colors at $`0.8<z<1.1`$ is approximately twice that seen among presentโday ellipticals, even when the most extreme outliers are excluded. This is quite different than the situation found in rich cluster environments at similar redshifts . The bluer colors can easily be accommodated with trace amounts of later star formation in otherwise old galaxies (see Figure 3).
## 4 Galaxy space densities
Some authors, using infraredโselected galaxy redshift surveys, have suggested that there are not enough bright galaxies at $`z\mathrm{}>1`$ to account for the presentโday population if galaxy number density is conserved with redshift (e.g., ). The small volume of the HDF makes it less than ideal for studying this question, but with a deep NICMOSโselected sample we may at least address it in the most broadโbrush manner. Figure 4 shows rest frame $`V`$โband luminosities for HDF galaxies at $`0<z<2`$, plotted against coโmoving volume $`V(<z)`$. In such a plot, a constant density of points represents a constant coโmoving space density (e.g., ), making it easy to โseeโ trends in the evolution of the luminosity function. Models for luminosity evolution given various possible star formation histories are indicated. If galaxies evolved according to such models, then counting objects between the parallel tracks would measure their space density with redshift. Let us take the simple exercise of dividing the volume out to $`z=2`$ in half: the midpoint is at $`z=1.37`$ for the adopted cosmology. Consider the $`z_f=5`$ single burst models (solid lines in Figure 4): the bottomโmost of these lines corresponds to an object with luminosity $`0.2L_V^{}`$ today, and apparent magnitude $`H_{160}=24`$ at $`z=2`$. Our morphological classifications should be complete at all redshifts brighter than this line. There are 84 HDF galaxies at $`0<z<2`$ more luminous than this model: the number ratio between the โlowโ$`z`$โ and โhighโ$`z`$โ volumes is 76:9. Considering only the morphological early type galaxies, the ratio is 27:4, similar to the population as a whole. Of course โsingle burstโ models cannot describe the real history of most galaxies, but the same situation holds for virtually any scenario in which galaxy number is conserved. Even if we were to assume a negative luminosity evolution model where galaxies are less luminous at high redshift (e.g., constant SFR histories, the dotted lines in Figure 4), the same result holds. Considering the bottomโmost of the constant SFR models, the lowโ to highโ$`z`$ number ratio is 66:21.
Detection and photometry biases due to cosmological surface brightness dimming may contribute to this apparent high redshift deficit, but are unlikely to be the dominant effect. We have carried out simple simulations, taking bright ($`L_V\mathrm{}>L^{}`$) HDF galaxies at $`z\mathrm{}<1`$, artificially redshifting them to $`1.4<z<2`$ without any luminosity evolution, and reโinserting them into the NICMOS images at common rest frame wavelengths. Most would still be easily detectable; their recovered magnitudes can be somewhat biased, although careful choice of photometric procedures (e.g., using constant metric apertures or โKronโโstyle photometry based on moments of the light profile) should minimize the impact of this effect.
Several important caveats must be kept in mind, however. First, there are no HDF galaxies with spectroscopic redshifts $`1.37<z<2`$: this is exactly the โredshift desertโ where spectroscopy is most difficult, and thus our comparison depends entirely on the reliability of our photometric redshifts. Although we believe they are good, there could conceivably be some sort of systematic โdepopulationโ of this uncalibrated region. This, however, would have to be a dramatic effect to account for the difference: only if all galaxies without spectroscopic redshifts and with $`0.5<z_{phot}<1.37`$ were instead assigned $`z1.7`$ would the number densities balance out, and photometric redshifts at $`z\mathrm{}<1.2`$ have been shown to be generally quite reliable . Objects assigned $`z_{phot}>2`$ might also be at lower redshifts, although in general the Lyman break signature makes such redshift estimates fairly robust. Second, the HDFโN is only a single sight line, and largeโscale structure may affect results to a much greater degree than Poisson statistics. E.g., there are substantial overdensities in the HDF redshift distribution at $`z0.56`$, 0.96, and 1.02 . The latter two are rich in early type galaxies, and indeed there are too many bright ellipticals at $`z1`$ in the HDF compared to extrapolations from the presentโday luminosity function or by comparison with other faint field surveys (, ). In fact, $``$23% of the rest frame 5400ร
luminosity density in the HDF at $`z<1.1`$ comes from just four galaxies (three of which are ellipticals) in the redshift spikes at $`z=0.96`$ and 1.02. These overdensities appear to be โwallsโ or โsheetsโ whose transverse sizes substantially exceed the WFPC2 field of view. Similar structures are now known to be ubiquitous at $`z3`$ (, ). Although I have split the HDF volume out to $`z=2`$ evenly at $`z=1.37`$, the lineโofโsight coโmoving path length intervals are very different, roughly 4:1. The number of bright galaxies, even in these seemingly broad redshift intervals, might just indicate the luck of the draw with encountering the most overdense redshift โspikes.โ
The deficit of bright, high redshift galaxies in the HDFโN seems to apply not only to ellipticals (, ) but to all galaxy types. Spectroscopic verification of the photometric redshifts in this redshift range is clearly critical. Only similar analyses of other sight lines will tell whether this is a universal situation or whether it is a feature of this particular sight line. Although the quality and depth of the combined optical+infrared data for the HDFโN is unmatched elsewhere, photometric redshift analyses of other groundโbased and HST deep survey fields have also suggested bright galaxy deficits at $`z>1`$ . At the same time, it is notable that even at $`z1.8`$, the most luminous HDF galaxies are evidently mature giant elliptical galaxies, with SEDs that suggest large formation redshifts ($`z_f\mathrm{}>4`$), and which even with passive luminosity evolution would fade to $`L\mathrm{}>L^{}`$ objects today. The 20 brightest galaxies with $`1.37\mathrm{}<z_{phot}\mathrm{}<2`$ are shown in Figure 6. The red ellipticals are among the brightest objects. Several appear to be disk galaxies, although few seem to be as large as the comparably bright $`z1`$ HDF spirals shown in Figure 1, or to have prominent, high surface brightness spiral arms.<sup>3</sup><sup>3</sup>3In a few cases from Figure 5, spiral structure is seen more clearly in the restโframe UV WFPC2 data, which has better angular resolution. However, a more careful analysis accounting fully for surface brightness dimming is needed before reaching firm conclusions.
## 5 Conclusions
Deep, high resolution opticalโinfrared imaging, together with spectroscopy and (where needed) photometric redshifts, offers the means for studying galaxy properties at common rest frame wavelengths over a broad redshift baseline. At present, the HDFโN is the only place where all the ingredients are available for a single field. Even there, our NICMOS map is neither as deep (to minimize surface brightness dimming losses) nor as sharp (to match WFPC2 angular resolution) as we would like. Moreover, with only a single field covering a small cosmic volume, it is risky to generalize HDFโN results to the universe as a whole. Nevertheless, several trends are apparent. We find giant disk galaxies with prominent spiral structure, red bulges, and bars out to $`z1.25`$, and red, apparently mature giant ellipticals out to $`z_{phot}1.8`$. The latter probably formed the bulk of their stars at much higher redshift. However, bluer early type galaxies are also found at $`0.5\mathrm{}<z\mathrm{}<1.4`$, suggesting that some field ellipticals had extended star formation histories, in contrast with what has been observed in rich clusters. The morphological peculiarities of most irregular HDF galaxies persist in the NICMOS images, suggesting that they are genuinely disturbed or immature objects. Finally, there seem to be far fewer high luminosity galaxies of all types at $`1.4\mathrm{}<z<2`$ compared to lower redshifts, although this result must be treated with caution given the small volume of the HDF, its susceptibility to clustering variations, and the reliance on photometric redshifts. With a revived NICMOS in Cycle 10 we can extend such work to other fields. Better still, the infrared channel of WFC3, scheduled for installation on HST in 2003, will have a substantially wider field of view and smaller pixel scale, providing improved angular resolution compared to the undersampled NICMOS Camera 3. Deeper and wider surveys will become enormously more efficient, permitting a much better census of the distant universe in the near infrared, and helping to pave the way for NGST.
## 6 Acknowledgements
I would like to thank my collaborators on the HDF/NICMOS GO program for their contributions to this project, and for allowing me to present results in advance of publication. I especially thank Tamas Budavรกri for deriving the photometric redshifts used here, and Adam Stanford for analysis and discussions about HDF elliptical galaxies, and for compiling the morphological classifications. I also thank the organizers of this meeting for their hospitality, generous travel support, and patience editing these proceedings. Support for this work was provided by NASA grant GO-07817.01-96A.
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# Definition 1
dedicated to V.I.Arnoldโs 60-th birthday
S.P.Novikov<sup>1</sup><sup>1</sup>1University of Maryland at College Park, College Park, Maryland 20742-2431 and Landau Institute for Theoretical Physics, Kosygin str 2, Moscow 117940, e-mail novikov@ipst.umd.edu. Research supported in part by the NSF Grant DMS9704613
Schrodinger Operators on Graphs
and
Symplectic Geometry<sup>2</sup><sup>2</sup>2This work was submitted to the Fields Institute by the February 28 1998. After the very fruitful discussions with D.Kazdan, B.Mityagin and P.Kuchment in March-May 1998 several corrections have been made: some definitions were improved, concrete specific examples were included in the more General Examples 2 and 3 below; Remark was added to the text of Appendix concerning the continuous operators on graphs; the text of Part 2 of the Appendix was improved.
Introduction. Hamiltonian Formalism of Analytical Mechanics has been systematically used after Poincare especially by people who created Quantum Mechanics in the 20โs. In pure mathematics, formalism of differential forms appeared as a by-product of Hamiltonian Theory formalized finally by E.Cartan. However, geometrical understanding of many important parts of Hamiltonian Formalism has not been elaborated on for a long period. For example, general definitions of such fundamental geometrical objects as Lagrangian Submanifolds in Symplectic (Hamiltonian) linear spaces (and in more general nonlinear symplectic manifolds as well) were finally formulated only in the 60โs. In particular, V.Arnold participated in this (see ).
In the late 60โs, the present author observed that some algebraic version of Hamiltonian Formalism for rings with involutions plays a fundamental role in many constructions of Differential Topology (see ). As a reaction to this work, I.M.Gelfand observed (and pointed out to me in about 1971) that von Neumannโs construction of selfadjoint extensions for symmetric operators is based in fact on some Lagrangian planes in Hilbert spaces with symplectic scalar product.
The present work is in a sense a natural continuation of these old observations. An essential part of its results already was announced by the present author in a short note .Let me point out here that we started at first to discuss graphs with A.Veselov as a continuation of a series of papers dedicated to factorization and Laplace transformations of the Schrodinger operators (see ).
Discrete Schrodinger Operators on Graphs
Wronskians and Topology
We shall consider Graph $`\mathrm{\Gamma }`$โi.e., one dimensional simplicial complex such that:
1. Only a finite number of edges $`R_i`$ (equal to $`m_P`$) can meet each other in any vertex $`P`$;
2.Graph $`\mathrm{\Gamma }`$ has no ends, i.e. $`m_P>1`$ for every vertex $`P`$. Two spaces of scalar complexโvalued functions will be used:
The space of complex-valued functions $`\psi _P`$ depending on vertices $`P`$ and the space of functions $`\psi _R`$ depending on edges $`R`$. We do not formulate any global restrictions on these functions now.
We shall consider real self-adjoint (i.e. symmetric, in fact) operators $`L`$ acting on these spaces of functions:
$`(L\psi )_P={\displaystyle \underset{P:P^{}}{}}b_{P:P^{}}\psi _P^{},b_{P:P^{}}=b_{P^{}:P}`$ (1)
$`(L\psi )_R={\displaystyle \underset{R:R^{}}{}}d_{R:R^{}}\psi _R^{},d_{R:R^{}}=d_{R^{}:R}`$ (2)
Reality means that all coefficients are real.
###### Definition 1
Operator $`L`$ will be called Finite Type iff for any point $`P`$ or edge $`R`$ there exists only a finite number of points $`P^{}`$ or edges $`R^{}`$ such that the coefficients above are nonzero. The Operator will be called an operator of Finite Order iff this number does not depend on $`P`$ or $`R`$. Order of operator is a maximal number of vertices (edges) in the minimal paths joining such pairs of vertices (edges) for which coefficients are nonzero. For the Second Order Operators on the vertices nonzero coefficients can be only $`b_{P:P}=V_P`$ and $`b_{P:P^{}}`$ iff $`PP^{}=R`$. In the case of edges nonzero coefficients can be only $`d_{R:R}=V_R`$ and $`d_{R:R^{}}`$ iff $`RR^{}\mathrm{}`$. We call coefficients $`V_P`$ and $`V_R`$ Potentials
For any simplicial complex $`K`$ and number $`k`$ we have a boundary operator $``$ from $`k`$-chains into $`k1`$-chains. We also have a scalar product where $`\delta `$-functions (i.e. functions taking value 1 on one of $`k`$-simplices only) give an orthonormal basis in subspace of finite chains (i.e. finite functions from $`k`$-simplices). Therefore we have an adjoint coboundary operator $`^{}`$.
Combinatorial Laplace-Beltrami Operators $`\mathrm{\Delta }_k`$ on the spaces of $`k`$-chains are defined by the general formula
$$\mathrm{\Delta }_k=(+^{})^2=^{}+^{}$$
For the cases $`k=0`$ and $`k=1`$, Laplace-Beltrami operators on Graph $`\mathrm{\Gamma }`$ are the second order operators (Schrodinger Operators on the vertices and edges) such that
$`\mathrm{\Delta }_0:b_{P:P^{}}=1,P{\displaystyle P^{}}=R,V_P=m_P`$ (3)
$`\mathrm{\Delta }_1:d_{R:R^{}}=1,R{\displaystyle R^{}}\mathrm{},V_R=2`$ (4)
###### Example 1
Let Graph $`\mathrm{\Gamma }`$ is a line $`R^1`$, i.e., 1-simplices $`R`$ and vertices $`P`$ can be numerated naturally by the integers $`n`$ such that boundary of the edge with number $`n`$ is equal to the union of vertices with numbers $`n`$ and $`n1`$. We always have $`m_P=2`$ here. There is a natural oneโtoโone correspondance here between edges and vertices with the same numbers such that $`\mathrm{\Delta }_0=\mathrm{\Delta }_1`$. Both operators can be considered as the same operator $`L_0`$ acting on the functions on the Lattice $`Z`$.
$`(L_0\psi )_n=\psi _{n1}+\psi _{n+1},nZ`$ (5)
$`L_0=\mathrm{\Delta }_0+2=\mathrm{\Delta }_1+2`$
Two standard bases of solutions for the equation $`L_0\psi =\lambda \psi `$ can be given by the obvious formulas
$`\psi _n^\pm =a_\pm ^n,a_\pm =1/2(\lambda \pm \sqrt{\lambda ^24})`$ (6)
$`C_n={\displaystyle \frac{\psi _n^{}a_+\psi _n^+a_{}}{a_+a_{}}},S_n={\displaystyle \frac{\psi _n^+\psi _n^{}}{a_+a_{}}}`$
$`C_0=1,C_1=0,S_0=0,S_1=1`$
$`\psi ^\pm =C+a_\pm S`$ (7)
More general operators $`L`$ on the Lattice $`Z`$ appeared in the discretized Theory of Solitons (theory of Toda Lattice) beginning in 1974 (see in the survey and encyclopedia articles ). They have form of the second order selfadjoint Schrodinger Operators on the graph $`\mathrm{\Gamma }=R^1`$ above
$`(L\psi )_n=c_{n1}\psi _{n1}+V_n\psi _n+c_n\psi _{n+1}`$ (8)
$`c_n=b_{n:n+1}=d_{n:n+1},`$
Solving the most fundamental problems of Spectral Theory for these operators for rapidly decreasing coefficients $`c_n1,V_n`$ and for periodic (quasiperiodic) coefficients, the so-called Wronskian for any pair of solutions has been used.
Our goal is to invent and to use a natural analog of this quantity for any finite order Schrodinger Operator on the arbitrary Graph $`\mathrm{\Gamma }`$ satisfying to the conditions above.
Consider any pair of solutions $`L\psi =\lambda \psi ,L\varphi =\lambda \varphi `$ on the Graph $`\mathrm{\Gamma }`$.
###### Definition 2
The following quantity will be called Wronskian for any pair of solutions.
For vertices:
$`W={\displaystyle \underset{R}{}}W_R`$
$`W_R(\varphi ,\psi )=b_{P:P^{}}(\varphi _P\psi _P^{}\psi _P^{}\varphi _P)`$ (9)
$`P{\displaystyle P^{}}=R`$
For Edges:
$`W={\displaystyle \underset{R}{}}W_R`$
$`W_R(\varphi ,\psi )={\displaystyle \underset{R^{}}{}}d_{R:R^{}}(\varphi _R\psi _R^{}\psi _R\varphi _R^{})`$ (10)
$`R{\displaystyle R^{}}=P`$
We can see that our formula for the Wronskian is very much the same as for the line in the case of vertices, but for the edges it is less obvious. For example, it contains summation along the edges $`R^{}`$ meeting our edge $`R`$ in one point $`P`$ only. Second boundary point $`P^{}`$ where $`R=PP^{}`$ does not appear in the sum. Therefore, in this case the correctness of our definition should be proved.
###### Theorem 1
For any pair of solutions $`\varphi ,\psi `$ of the second order difference equation $`L\varphi =\lambda \varphi ,L\psi =\lambda \psi `$, Wronskian is a well-defined 1-chain $`W`$ on the Graph $`\mathrm{\Gamma }`$ (i.e. a complex-valued function of the oriented edges $`R=PP^{}`$) whose boundary is equal to zero
$`W=0`$ (11)
Therefore our Wronskian belongs to the first homology group $`H=H_1^{open}(\mathrm{\Gamma },Z)`$ modulo infinity (if Graph is noncompact). It defines an $`H`$-valued skew symmetric scalar product on the spaces of solutions.
Proof. In the case of vertices, Wronskian is obviously well-defined as 1-chain. From the equality $`(L\varphi )_P\psi _P(L\psi )_P\varphi _P=0`$ we extract immediately that
$$\underset{P^{}P=R^{}}{}W_R^{}=0$$
Here the edges are taken with such orientation that they end in $`P`$. However, this equality means precisely that $`W=0`$ by definition of the boundary operator.
Consider now the case of edges. Our formula above defines correctly this quantity as $`W_{R,P}`$ depending on the edge $`R`$ and its vertex $`P`$. Starting from the same equality $`(L\varphi )_R\psi _R(L\psi )_R\varphi _R=0`$ for the pair of solutions, we can see that the left-hand part is obviously equal to the sum of two expressions. One of them is precisely equal to $`W_{R,P}`$ as it was defined above for the case of edges. The second one is equal to the analogous sum $`W_{R,P^{}}`$ with point $`P`$ replaced by $`P^{}`$. So we have
$`W_{R,P}+W_{R,P^{}}=0`$ (12)
Therefore we have $`W_{R,P}=W_{R,P^{}}`$. Wronskian is well-defined as a 1-chain. Consider now the boundary of it.
$`(W)_P={\displaystyle \underset{PR}{}}W_R=`$ (13)
$`={\displaystyle \underset{R^{}R}{}}{\displaystyle \underset{R}{}}d_{R:R^{}}(\varphi ^{}\psi \psi ^{}\varphi )`$
$`R^{}{\displaystyle R}=P,\varphi ^{}=\varphi _R^{},\varphi =\varphi _R`$
However, in the last sum any fixed pair $`R,R^{}`$ appears twice with opposite signs. Therefore the total sum is equal to zero. Our theorem is proved. <sup>3</sup><sup>3</sup>3It is strange , but the present author was not able to find this elementary fact in the literature (I asked several experts in the theory of graphs and operators on them). It does not surprise me for the edges, but I cannot believe that this fact is new for the case of vertices.
Higher Order Operators: For the case of higher order Schrodinger operators acting on vertices, we define Wronskian in the same way as for the second order operators. For any pair of interacting vertices $`P,P^{}`$, we fix one simple path
$`I_{PP^{}}=R_1,R_2,\mathrm{},R_k,I=PP^{}`$ (14)
Elementary 1-chain associated with interacting pair $`PP^{}`$ is defined as before. Full Wronskian is a sum of these expressions along all interacting pairs of vertices:
$`W={\displaystyle \underset{I}{}}W_I,W_I=b_{P:P^{}}(\varphi _P^{}\psi _P\psi _P^{}\varphi _P)`$ (15)
$`W=0`$
As before, it is easy to prove that
$$WH_1^{open}(\mathrm{\Gamma },Z)$$
For the complex solutions $`\psi _P`$, one may consider Wronskian $`W(\psi ,\overline{\psi })`$ as a Quantum Current; its Topological property to be 1-cycle is a Kirchhof Law.
Multidimensional Simplicial Complexes: For the natural classes of Schrodinger operators acting on the spaces of $`k`$-chains in Simplicial Complexes $`K`$ with $`k>1`$, we can define analogous quantity (Wronskian) as a function on the set of all pairs $`W_{S_k,S_{k1}}`$ (here we have a $`k`$-simplex and its $`k1`$-face). It is exactly the class of operators for which $`k`$-simplices can interact if they have common ($`k1`$)-face. This is an exact definition of this class of operators and of the Wronskian:
$`(L\psi )_{S_k}={\displaystyle \underset{S_{k1}S_k}{}}{\displaystyle \underset{S_k^{}S_k=S_{k1}}{}}b_{S_k^{}:S_k}\psi _{S_k^{}}`$ (16)
$`W_{S_k,S_{k1}}(\varphi ,\psi )={\displaystyle \underset{S_k^{}S_k=S_{k1}}{}}b_{S_k:S_{k1}}(\varphi ^{}\psi \psi ^{}\varphi )`$ (17)
$`\psi ^{}=\psi _{S_k^{}},\psi =\psi _{S_k}`$
The following theorem is true.
###### Theorem 2
1.The full sum of โWronskiansโ along all $`k1`$-faces of every $`k`$โsimplex is equal to zero;
2. The full sum of โWronskiansโ along all $`k`$-simplices with common $`k1`$-face is also equal to zero.
Proof of this theorem is exactly the same as for $`k=1`$.
###### Remark 1
For nontrivial applications of the theorems above we need to consider such classes of operators that for some $`\lambda `$ the space of solutions is at least 2-dimensional, otherwise our Wronskian will be identically equal to zero. There are two natural sources for that for the graphs:
1.Graph $`\mathrm{\Gamma }`$ and operator $`L`$ admit nontrivial symmetry group.
2.Graph $`\mathrm{\Gamma }`$ has several number of โTailsโ at infinity and operator $`L`$ has asymptotically constant coefficients. It is exactly a case for which Scattering Theory can be developed. We shall do this in the next paragraph. In particular, we shall demonstrate that โUnitarityโ of Scattering follows from the Topological Property of Wronskians established above.
Scattering Theory for Graphs with Tails
and
Symplectic Geometry
We consider graphs with $`k`$ tails here. It means precisely that outside of the finite domain this Graph is isomorphic to the union of $`k`$ positive half lines (โTailsโ) $`z_1,z_2\mathrm{},z_k`$. Let us choose some initial vertices $`P_j,j=1,2,\mathrm{},k`$ in these tails and attribute to them the number of the tail and zero. Other vertices in the same tail behind $`P_j`$ will be naturally numerated by the number of the tail and positive integers $`nZ^+`$. We attribute to the edge $`R=(n,n1)`$ number $`n`$, as in paragraph 1 for the line, $`n=0,1,2,\mathrm{}`$.
Any Graph $`\mathrm{\Gamma }`$ with $`k`$ tails can be naturally represented in unique way as a union of the finite subgraph without ends $`\mathrm{\Gamma }^{}\mathrm{\Gamma }`$ with some number of Trees attached to it in the vertices $`Q_l,l=1,\mathrm{},s`$. Obviously we have $`sk`$ because every tree contains at least one tail (maybe more).
###### Definition 3
We call Graph $`\mathrm{\Gamma }^{}`$ the Basis of our Graph $`\mathrm{\Gamma }`$. Points $`Q_l`$ from which Trees grow up in the Graph $`\mathrm{\Gamma }`$ will be called Nests. Several trees can grow up from one nest. Connected Graph $`\mathrm{\Gamma }`$ is Topologically trivial iff its basis $`\mathrm{\Gamma }^{}`$ is equal to one point. We call graphs $`\mathrm{\Gamma }`$ with $`k`$ tails Diagrams for which Scattering Processes naturally can be defined.
Consider now a class of second order Schrodinger Operators $`L`$ on Graph $`\mathrm{\Gamma }`$ with $`k`$ tails acting on the vertices or on the edges such that outside of the finite domain we have in the tails for $`nn_0`$ and all $`j=1,\mathrm{},k`$:
$`L=L_0=\mathrm{\Delta }_i+2,i=0,1`$ (18)
Outside of this finite โdomain of interactionโ our equation $`L\psi =\lambda \psi `$ has solutions in the tails $`\psi _{jn}^\pm `$ and $`C_{jn},S_{jn}`$ for $`j=1,\mathrm{},k`$ and $`n>n_0`$, described above (see formulas (6,7) in paragraph 1).
###### Definition 4
Symplectic space $`H^{2k}`$ with basis $`C_1,S_1,\mathrm{},C_k,S_k`$ and real-valued skew scalar product such that
$`<C_j,C_p>=<S_j,S_p>=0`$
$`<C_j,S_p>=\delta _{jp},j,p,=1,\mathrm{},k`$ (19)
will be called an Asymptotic Symplectic Space.
Solutions $`\psi _j^\pm `$ in the tails can be expressed as complex linear combinations in the same basis with natural linear extension of the same scalar product.
###### Definition 5
Vector $`\psi ^{ass}H^{2k}`$ such that there is a continuation of it as a solution $`\psi `$ on the whole Graph $`\mathrm{\Gamma }`$ will be called an Asymptotic Vector for the operator $`L`$; $`\lambda `$-dependent linear space $`T_\lambda `$ of all asymptotic vectors $`\psi ^{ass}T_\lambda `$ for the operator $`L`$ will be called Space of Symplectic Scattering Data for $`L`$.
###### Theorem 3
For any selfadjoint real second order Schrodinger Operator $`L`$, the corresponding linear space of Symplectic Scattering Data is Lagrangian subspace in the Asymptotic Symplectic Space for every complex value of $`\lambda `$.
Proof. We shall demonstrate that this fact is, in fact, topological. It follows from Theorem 1 which claims that Wronskians are homological cycles in our Graph for every pair of solutions $`\varphi ,\psi `$.
At the same time, we know the following elementary topological properties of tails in the connected graphs:
1.Any piece of tail $`z_j`$ may appear as a nonzero part of 1-cycle only if all edges of this tail belong to this cycle with the same coefficient;
2.Individual tail $`z_j`$ never has a continuation to Graph $`\mathrm{\Gamma }`$ as a cycle containing other tails with coefficients equal to zero. The difference between any pair of tails $`z_jz_p`$ can be continuated to Graph $`\mathrm{\Gamma }`$ as a cycle such that other tails do not participate in it.
For the Wronskian of two solutions on $`\mathrm{\Gamma }`$ we have
$`W(\varphi ,\psi )={\displaystyle \underset{j=1}{\overset{j=k}{}}}\alpha _jz_j+(finite)=`$ (20)
$`={\displaystyle \underset{p=2}{\overset{p=k}{}}}\beta _p(z_1z_p)+(finite)`$
From this equality we conclude that
$`{\displaystyle \underset{j=1}{\overset{j=k}{}}}\alpha _j=0`$ (21)
At the same time we know that this sum is exactly a skew symmetric scalar product of asymptotic vectors:
$`{\displaystyle \underset{j=1}{\overset{j=k}{}}}\alpha _j=<\varphi ^{ass},\psi ^{ass}>`$ (22)
Therefore our theorem is proved.
Our Schrodinger Operators will be considered now as a selfadjoint operators in the Hilbert Spaces of square integrable functions $`L_2^i(\mathrm{\Gamma })`$ for two cases: vertices $`i=0`$ and edges $`i=1`$ as before. The subset of $`\delta `$\- functions $`\delta _PL_2^0`$ or $`\delta _RL_2^1`$ contains functions equal to 1 on some vertex (edge), and zero otherwise.
For trivial reasons we always have a continuous spectrum with multiplicity equal to $`k`$ for $`|\lambda |2`$. Therefore the results of paragraph 1 are very useful here.
Sometimes we may have exceptional discrete eigenvalues for $`|\lambda |2`$ drown in the continuous spectrum (see below). A โNormalโ discrete spectrum appears for $`|\lambda |>2`$
###### Definition 6
We call the Scattering Zone of Spectrum the area where $`|\lambda |2,\lambda R`$. The interval of real $`|\lambda |>2`$ we call the Zone of Normal Discreet Spectrum, for which every eigenfunction has exponential decay in all tails and is nonzero at least in one tail. Exceptional Discrete Spectrum may appear for any real $`\lambda `$. It is such that corresponding eigenfunctions are identically equal to zero in all tails.
In the Scattering Zone we have
$`\psi _{jn}^\pm =\mathrm{exp}\{\pm in\theta _j(\lambda )\}=a_\pm ^n,n>n_0`$ (23)
$`\theta (\lambda )R,|\lambda |2`$
In the Zone of Normal Discrete Spectrum we have
$$\theta (\lambda )iR,i^2=1$$
So in the last zone both solutions $`\psi ^\pm `$ are real. One of them has exponential decay for large $`n`$:
$`\psi _j^+\mathrm{},n\mathrm{},j=1,\mathrm{},k`$ (24)
$`\psi _j^{}0,n\mathrm{}`$
Let us denote the open halflines on the real $`\lambda `$ line by
$`I_+=(2<\lambda <\mathrm{}),I_{}=(2>\lambda >\mathrm{})`$ (25)
Using the result of the previous Theorem we have a pair of mappings
$`T^+:I_+\mathrm{\Lambda }_k,T^{}:I_{}\mathrm{\Lambda }_k`$ (26)
defined by the Lagrangian Planes $`T_\lambda `$ for both cases $`\lambda I_\pm `$. Here $`\mathrm{\Lambda }_k`$ is a Lagrangian Grassmanian whose points are Lagrangian $`k`$-planes in $`H^{2k}`$. There is a canonical codimension 1 cycle (see )
$$Z\mathrm{\Lambda }_k$$
containing all Lagrangian planes with a nonempty intersection with a set of directions $`_j\kappa _j\psi _j^{}`$. You may say that this cycle contains all singularities of the projection, when you project Lagrangian planes into the linear span of all vectors $`\psi _j^+`$ forgetting halfbasis $`\psi _j^{}`$.
###### Corollary 1
Normal discrete eigenvalue appears exactly where the Lagrangian Plane $`T_\lambda `$ crosses the cycle $`Z`$. Therefore two โMorse Indicesโ are defined; they characterize topological properties of normal spectra for $`\lambda >2`$ and $`\lambda <2`$: they are the intersection indices of the curves $`T^\pm `$ with the cycle $`Z`$ defined above.
We can see that decay of any eigenfunction belonging to the Hilbert space should be exponential here (or it should be equal to zero in all tailsโ see later).
###### Remark 2
I did not clarified yet whether these intersection indices are exactly equal to the numbers of eigenvalues (i.e. all crossing points for the generic case have sign +) or not.
Let us define now Scattering Matrix for Operator $`L`$. Consider the Scattering Zone $`|\lambda |2`$ where our basic complex solutions
$$\psi _{jn}^\pm =\mathrm{exp}\{\pm in\theta _j(\lambda )\}$$
are complex adjoint to each other. Take them as a basis for the complexified Symplectic Space $`H_c^{2k}`$ where Lagrangian subspace $`T_\lambda `$ is given by the theorem above. Generically this subspace can be interpreted as a graph for the linear map from halfbasis $`\psi ^+=(\psi _j^+)`$ to the halfbasis $`\psi ^{}=(\psi _j^{})`$
$`\psi _p^+{\displaystyle \underset{j}{}}s_{jp}\psi _j^{}`$ (27)
$`\psi ^+S(\lambda )(\psi ^{})`$
This corresponds to the choice of basis in the form
$`e_l=\psi _l^++{\displaystyle \underset{j}{}}s_{jl}\psi _j^{}T_\lambda `$ (28)
###### Corollary 2
In the Scattering Zone the Scattering Matrix $`S_\lambda `$ is always unitary $`SU_k`$ and symmetric $`S^t=S`$
Proof. For $`k=2`$, the relationship between Lagrangian planes and real unimodular matrices was mentioned as an example in the elementary textbook of Arnold (see ): From the Lagrangian plane in $`H^4`$, we come to the standard Monodromy Matrix $`MSL_2(R)`$ which maps basis $`C_1,S_1`$ into the basis $`C_2,S_2`$. This matrix was always in use in Classical Math Literature for the second order Sturmโ Liouville operator on the line. Coming to the complex bases $`\psi _j^\pm `$ and $`\psi _j^\pm `$,j=1,2, we get a monodromy matrix in the group $`SU_{1,1}`$ which is isomorphic to $`SL_2(R)`$. Monodromy matrix is unimodular because of wronskian property. Algebraic transform from this to the Scattering Matrix has the standard name of Caley Transformation in this case. It was used by quantum physicists in the Scattering Theory for the Schrodinger Operators. Let us point out that standard Quantum Scattering Matrix $`S^{}`$ on the line differs from our $`S`$ by the multiplication on permutation matrix $`P`$ from one side: $`S^{}=SP`$. For example, diagonal elements of $`S`$ are equal to the Reflexion Coefficient, not to Transmission Coefficient as in standard matrix $`S^{}`$. The famous Reflectionless Operators have Antidiagonal Scattering Matrix $`S`$ in our sence for $`k=2`$. For any $`k`$ we immediately deduce from lagrangian property that
$$<\psi _j^++\underset{l}{}s_{jl}\psi _l^{},\psi _p^++\underset{q}{}s_{pq}\psi _q^{}>=(s_{jp}s_{pj})<\psi ^+,\psi ^{}>=0$$
$$<\psi ^+,\psi ^{}>=\sqrt{\lambda ^24}0$$
Therefore our Scattering Matrix is symmetric.
To prove unitarity we need to use reality of the Lagrangian plane. Consider now a real basis in the plane $`\mathrm{\Lambda }`$:
$`({\displaystyle \underset{l}{}}t_{jl}e_l)=T(\psi ^+)+TS(\psi ^{})`$ (29)
Its adjoint has a form
$$\overline{T}\overline{S}(\psi ^+)+\overline{T}(\psi ^{})\mathrm{\Lambda }_k$$
$$\overline{\psi ^+}=\psi ^{}$$
From that we conclude
$$\overline{S}^1\overline{T}^1\overline{T}=S=S^t$$
because we are coming to the same basis $`e\mathrm{\Lambda }`$. This line proves unitarity of $`S`$. Our Corollary is proved.
###### Remark 3
We can start with real basis in $`T_\lambda `$ of the form
$$\overline{A}(\mathrm{\Psi }^+)+A(\mathrm{\Psi }^{})$$
From the same arguments as above we deduce that $`A`$ is a unitary matrix, and
$$S=AA^tU_k$$
This is an imbedding of the space $`\mathrm{\Lambda }_k`$ in $`U_k`$ as a set of all symmetric unitary matrices.
Let us describe now an Exceptional Discrete Spectrum. The following simple theorem is true.
###### Theorem 4
Exceptional Discrete Eigenfunctions are completely defined by the eigenfunctions $`\varphi `$ on the basis $`\mathrm{\Gamma }`$โ equal to zero in all nests (case of vertices).
$`L^{}\varphi =\lambda \varphi (L^{}=DLD)`$ (30)
$`\varphi (P_l)=0,l=1,\mathrm{},s`$
Here $`D^2=D`$ is the projection operator from functions on $`\mathrm{\Gamma }`$ to the functions on $`\mathrm{\Gamma }^{}`$, putting all values outside subgraph equal to zero.
###### Remark 4
In the case of edge operators we call โedge-nestโ any edge $`R`$ outside of $`\mathrm{\Gamma }`$โ touching some vertex-nest $`P_l`$. After that replacement all theorems containing the word โnestโ remain true for edge operators.
Proof of this theorem is very simple. Every such eigenfuction on the basis $`\mathrm{\Gamma }^{}`$ can be continuated to $`\mathrm{\Gamma }`$, taking zero value in all tails. This gives us an exact one-to-one correspondence between exceptional eigenvalues in $`\mathrm{\Gamma }`$ and such special eigenvalues in $`\mathrm{\Gamma }^{}`$, equal to zero in all nests.
###### Corollary 3
The property of Operator $`L`$ to have at least one exceptional eigenvalue has codimension not less than the number of nests or edgeโnests (in the space of all real selfadjoint Schrodinger Operators with finite domain where operator is different from the standard constant operator $`L_0`$). In particular, it is always not less than one, and Generic Operators have no exceptional spectra. After generic small perturbation of $`L`$ all discrete eigenvalues with $`|\lambda |2`$ disappear.
Proof of this corollary immediately follows from the fact that finite Graph $`\mathrm{\Gamma }^{}`$ has only a finite number of eigenvalues. Without the symmetry group, corresponding eigenfunctions are generically nonzero in the nests (edge-nests).
###### Remark 5
For the Graphs and operators with nontrivial symmetry group this simple counting of parameters does not work. Exceptional eigenvectors may necessarily appear in some symmetric casesโsee examples 2 and 3 below.
###### Remark 6
As Misha Gromov often explains in his lectures, Hyperbolic Geometry is visible from the infinity as one-dimensional one. Therefore we may conclude, that for the discrete groups in 2D Lobachevski Plane with Noncompact Fundamental Domain of finite volume, Spectral Theory of the Laplace-Beltrami Operator should look in a sence โsimilarโ to the one on the graphs with $`k`$ tails. We discussed this analogy with D.Kazdan, who pointed out to me that for arithmetic subgroups there are many discrete eigenvalues drown in the continuous spectrum. They disappear after nonarithmetic perturbation, as Peter Sarnak pointed out. In the case of graphs with k tails, we have simplified version of this picture for operators with symmetry: exceptional eigenvalues disappear after generic nonsymmetric perturbation.
###### Example 2
Let $`k=1`$. Our Graph $`\mathrm{\Gamma }`$ is equal to finite subgraph $`\mathrm{\Gamma }`$โ, plus tail attached to it at one point (nest $`P_1`$). For generic graphs $`\mathrm{\Gamma }`$, we have only Lagrangian plane $`T_\lambda `$, which is one dimensional, and no exceptional eigenvalues. In the area where the operator is free (i.e. in the tail $`n>n_0`$), we have one real solution $`\varphi =a\psi ^++b\psi ^{}`$ for every real $`\lambda `$. In the Scattering Zone $`|\lambda |2`$, we have
$`\overline{\varphi }=\varphi ,\overline{\psi }^+=\psi ^{},\overline{b}=a`$ (31)
$`|b/a|=1,\lambda [2,2]`$
By definition of the Scattering Matrix, we have here
$$s_(\lambda )=b/aU_1$$
For the Zone of Normal Discrete Spectrum $`|\lambda |>2`$, we have an analytic continuation of scattering coefficient $`s(\lambda )`$ which has no sense of scattering anymore. Its poles $`a=0`$ give us points of normal discrete spectrum $`\lambda _m`$.
If exceptional spectrum drown in the continuous one exists for this operator, we have an eigenfunction $`\varphi ^{}`$ equal to zero in the tail. So we have a two-dimensional eigenspace and can consider Wronskian as a skew scalar product.
Wronskian $`W(\varphi ,\varphi ^{})`$ for this exceptional value of $`\lambda `$ is equal to some finite cycle $`zH_1(\mathrm{\Gamma }^{})`$. For the graphs and operators with $`Z_2`$-symmetry this possibility is generic, i.e., in general it cannot be destroyed by perturbation.
To illustrate the last statement, consider Graph $`\mathrm{\Gamma }`$ with one tail and triangle $`\mathrm{\Gamma }^{}=0AB`$ attached to the vertex 0. Its vertices are numerated by nonnegative integers and letters A,B, $`P=\mathrm{},n,\mathrm{},0,A,B`$ with edges $`R_n=[n,n1],R_A=[0A],R_B=[0B],R_{AB}=AB`$. Take coefficients of the vertex Schrodinger Operator $`L`$ in the form
$$v_n=0,n>0,v_0=u,v_A=v,v_B=w,b_{n:n1}=1,n>0,b_{0:A}=a,b_{0:B}=b,b_{A:B}=c$$
We have following set of equations:
$$\left(\begin{array}{ccc}u\lambda & a& b\\ a& v\lambda & c\\ c& b& w\lambda \end{array}\right)\left(\begin{array}{c}\psi _0\\ \psi _A\\ \psi _B\end{array}\right)=\left(\begin{array}{c}\psi _1\\ 0\\ 0\end{array}\right)$$
For the exceptional eigenvector we need such solution that $`\psi _1=\psi _0=0`$. It leads to the condition:
$$\lambda _{ex}=wbca^1=vacb^1$$
If $`|\lambda _{ex}|<2`$, we have an exceptional eigenvalue drown in the continuous spectrum.
$`Z_2`$โsymmetry leads to the following coefficients:
$$v=w,a=b$$
Here we have $`\lambda _{ex}=c`$.
###### Example 3
Let us consider vertex operators for $`k=2`$. We have two tails here and one or two nests in the Graph $`\mathrm{\Gamma }^{}`$. For almost all $`\lambda `$ we have here well-defined Monodromy Matrix as on the line. However, on the line monodromy was well-defined for all $`\lambda `$.
Here we may have isolated โsingularโ values of $`\lambda `$ for which Lagrangian plane $`T_\lambda `$ is special: a monodromy map from the free basis of one tail into free basis of the another tail does not exist. It happens if our Lagrangian plane has a basis $`\varphi _1,\varphi _2`$ such that $`\varphi _1=0`$ in the second tail and $`\varphi _2=0`$ in the first tail.
Wronskian $`W(\varphi _1,\varphi _2)`$ is equal to some finite cycle in $`\mathrm{\Gamma }^{}`$ for such โsingularโ $`\lambda =\lambda ^{}`$.
It might happen even in the Scattering Zone as a generic possibility. Such singular values $`\lambda =\lambda ^{}`$ may be real, or they may appear by the complex adjoint pairs.
To illustrate the last statement, we consider two cases:
1.$`\mathrm{\Gamma }^{}`$ is a triangle $`[0AB]`$ where the vertex $`0`$ is a nest for both tails.
2.$`\mathrm{\Gamma }^{}`$ is a triangle $`[0_10_2A]`$ where the vertices $`0_1,0_2`$ are the nests.
In the Case 1 we have vertices
$$P=\mathrm{},n_1,\mathrm{},0_1=0,\mathrm{},n_2,\mathrm{},0_2=0,A,B$$
and coefficients
$$b_{n_i:n_i1}=1,n_i>0,i=1,2,b_{0:A}=a,b_{0:B}=b,b_{A:B}=c,v_0=w,v_A=u,v_B=v$$
As elementary calculation shows, we have solution $`\psi _i`$ equal to zero in the tail $`i=1`$ or $`i=2`$ iff
$$(u\lambda ^{})(v\lambda ^{})=c^2$$
Here we have real $`\lambda ^{}`$ only, and $`W(\psi _1,\psi _2)=0`$
In the Case 2 we have vertices
$$P=\mathrm{},n_1,\mathrm{},0_1,\mathrm{},n_2,\mathrm{},0_2,A,n_i0$$
and coefficients
$$b_{n_1:n_11}=b_{n_2:n_21}=1,n_i>0,b_{0_1:0_2}=a,b_{0_1:A}=b,b_{0_2:A}=c,u=v_{0_1},v=v_{0_2},w=v_A$$
After elementary calculations we have
$$\lambda ^{}=bca^1,W(\varphi _1,\varphi _2)=bca^1[0_10_2A]H_2(\mathrm{\Gamma },R)$$
Here $`\varphi _i=0`$ in the tail with number $`i,i=1,2`$, and $`\varphi _i(A)=1`$. Exceptional eigenvalues with eigenfunctions equal to zero in both tails do not exist for this simple graph.
For the cases $`k3`$ the situation is much more complicated.
Let us point out here that a very simple argument leads to the existence of discrete spectrum $`\lambda _q>4`$ for Laplace-Beltrami operators. Apply operator $`L`$ to the set of $`\delta `$-functions. Consider the square of norm
$$(L\psi ,L\psi )=L\psi ^2$$
and the maximum of it for all $`\delta `$-functions. We denote this maximum by $`M_L`$. For the Laplace-Beltrami operators, we shall use $`L=\mathrm{\Delta }+2`$ as before. This choice of constant is optimal for this estimate. If this quantity is bigger than 4, we conclude that discrete spectrum exists for $`L`$. Moreover, this estimate is certainly nonexact. So, discrete eigenvalue $`\lambda _q>2`$ exists also if our estimate is exactly equal to 4 on the set of $`\delta `$-functions. We are coming finally to the following estimates sufficient for the existence of discrete spectrum in most cases:
1.Vertices
$$M_L=max_P(\underset{P^{}}{}b_{P:P^{}}^2+V_P^2)4$$
For the vertex Laplace-Beltrami, we have $`M_L=max_P\{m_P+(m_P2)^2\}`$
2.Edges
$$M_L=max_R(\underset{R^{}}{}d_{R:R^{}}^2+V_R^2)4$$
For the edge Laplace-Beltrami, we have $`M_L=max_R\{m_P1+m_P^{}1\}`$ where $`PP^{}=R`$. It is easy to improve last inequalities, replacing the Operator $`L`$ by $`L^2`$. Sasha Veselov obtained better estimates for the case of vertices, for example, as he privately informed me.
Factorization of Schrodinger Operators on Graphs
###### Definition 7
We call Schrodinger Operator $`L`$ acting on vertices or edges factorizable if it can be represented in the form
$`L+C=QQ^+,C=const`$ (32)
$`L+C=Q^+Q+U_R`$
Factorization is special if function $`U_R`$ is equal to constant. For the case of vertices we consider only special factorization. Here operators $`Q,Q^+`$ are real adjoint to each other. An Operator $`Q+`$ maps functions of vertices into functions of edges by the following formula
$`(Q^+\psi )_R={\displaystyle \underset{P}{}}c_{R:P}\psi _P`$ (33)
$`(Q\psi )_P={\displaystyle \underset{R}{}}c_{R:P}\varphi _R`$ (34)
We call factorization formal if coefficients of operators $`Q,Q^+`$ are not real (and they are not adjoint actually to each other).
Elementary substitution of this into our equations leads to the following result:
###### Theorem 5
Representation of Operator $`L`$ in the factorized form is equivalent to the set of equations:
1.For vertices
$`b_{P:P^{}}=c_{R:P}c_{R:P^{}},PP^{}`$ (35)
$`V_P+C={\displaystyle \underset{PR}{}}c_{R:P}^2`$
2.For edges
$`d_{R:R^{}}=c_{R:P}c_{R^{}:P},RR^{}=P`$ (36)
$`V_R+C=c_{R:P}^2+c_{R:P^{}}^2+U_R`$
###### Corollary 4
For Operators $`L`$ acting on edges: part of our factorization equations for the quantities $`c_{R:P}`$ through $`d_{R:P}`$ provides a complete set of algebraic equations for any given vertex $`P`$. This set of equations is overdetermined for such $`P`$ that $`m_P>3`$. Compatibility conditions (in the form of algebraic constraint for the coefficients of operators) should be satisfied for factorization in this case. If all coefficients $`d_{R:P}`$ are positive for all closed neighbors $`RR^{}`$, the solution $`c_{R:P}^2`$ is also positive. There is a formal factorization $`L=QQ^t+U_P`$ such that the squares of coefficients $`c_{R:P}^2`$ are uniquely defined by the equation of factorization above.
###### Corollary 5
For operators acting on vertices: let all coefficients $`b_{P:P^{}}`$ are strictly positive for all closest neighbors $`PP^{}`$. Take any finite contractible (โtree-likeโ) subgraph $`\mathrm{\Gamma }^{\prime \prime }`$ in the Graph $`\mathrm{\Gamma }`$ and its initial vertex (nest) $`P_0\mathrm{\Gamma }^{\prime \prime }`$. Take any value of the constant $`C`$ and any function $`c_{R:P}`$ given along the boundary of $`\mathrm{\Gamma }^{\prime \prime }`$ except the point $`P_0`$, where edges $`R`$ look inside of our selected subgraph from the boundary vertices $`P`$. There is a special formal factorization of $`L`$ with functions $`c_{R:P}^2`$ uniquely defined by this data in the subgraph $`\mathrm{\Gamma }^{\prime \prime }`$. There is a value of the constant $`C`$ depending on the subgraph $`\mathrm{\Gamma }^{\prime \prime }`$ such that all quantities $`c_{R:P}^2`$ are positive.
Proof of this easy follows from the form of the factorization equations: we solve the equations above for the quantities $`c_{R:P}^2`$ in both cases. Let me point out that factorization is purely local in the case of edges. So we proved our corollary for the case of edges.
Consider the case of vertices more carefully. From the data on the boundary of subgraph $`\mathrm{\Gamma }^{\prime \prime }`$ we can find unique real solution for the squares $`c_{R:P}^2`$ for any real constant $`C`$. However these quantities might take negative value. This leads to complex solutions in terms of $`c_{R:P}`$. After that we find signs of $`c_{R:P}`$ from the very simple part of our equation which does not contain squares, using initial data.
To prove the last part of the Corollary, we need to take constant $`C`$ large enough and special initial data on the boundary of subgraph $`\mathrm{\Gamma }^{\prime \prime }`$. We take large enough values of $`c_{R:P}^2`$ on the boundary after choosing a large constant $`C`$. Here the edges $`R`$ are attached to the boundary points $`P`$ from inside of $`\mathrm{\Gamma }^{\prime \prime }`$. Solving the factorization equation in the direction to the endpoint $`P_0`$ we shall go through the number of steps (layers) in $`\mathrm{\Gamma }^{\prime \prime }`$, such that $`c_{R:P}^2`$ will be small, of the order $`C^1`$ for the edges looking from outside to the layer vertices. After that we shall find that the values of $`c_{R^{}:P}^2`$ will be large and closed to $`C`$ for the edges looking inside of layers. This ansatz is selfconsistent. Therefore we are coming to the desired positive solution. Corollary is proved.
Conjecture: Let coefficients $`d_{R:R^{}}`$ and their inverse $`d_{R:R^{}}^1`$ for $`PP^{},RR^{}`$ are positive and bounded. Let Graph $`\mathrm{\Gamma }`$ is contractible and all numbers $`m_P`$ are also bounded. There is some positive value of $`C`$ that Operator $`L`$ admits a real factorization.
Probably, this statement follows from the little inprovement of the same arguments as last Corollary.
Until now we did not investigate factorization for the graphs with nontrivial topology.
Appendix: Two Remarks
1.Nonlinear equations. 2. Fermionic Quadratic Forms
We shall discuss here the continuous analog of our constructions for the case of vertices and nonlinear generalizations. After that we describe some properties of real fermionic quadratic forms.
1. Consider any smooth manifold $`M`$ with Riemannian metric and the linear selfadjoint Schrodinger Operator $`L`$ acting in the space of the scalar functions. This operator can be obtained from the variational principle
$$S\{\psi \}=_M(a^{jk}(x)\psi _k\psi _j+U(x)|\psi |^2)\sqrt{g(x)}d^nx$$
$$\psi _k=_k\psi $$
in the Hilbert space of square integrable functions, where $`g(x)`$ is determinant of the Riemann tensor in the local coordinate system $`x^1,\mathrm{},x^n`$. What Gelfand told me in 1971 is that the expression
$$_B((L\psi )\varphi (L\varphi )\psi )\sqrt{g(x)}d^nx$$
for the arbitrary pair of functions $`\psi ,\varphi `$ is nonzero for the domain $`B`$. Using the Stokes formula, it can be reduced to the boundary $`B=D`$. It leads to the integral
$$_B((L\psi )\varphi (L\varphi )\psi )\sqrt{g(x)}d^nx=_DW(\varphi ,\psi )๐\gamma $$
Here $`d\gamma `$ means corresponding area element on the boundary. As we can see, what we get along the boundary is in fact an analog of Wronskian in our terminology. For the selfadjoint extension of operator $`L`$ in the domain $`B`$ you need to take boundary conditions in the form of some Lagrangian Plane in the last space of pairs $`(\psi ,\varphi )H`$ of functions on the boundary.
In the main part of this work, we defined and used a discrete analog (for the Graph $`\mathrm{\Gamma }`$) of the quantity $`W`$ which is now the density of vector field $`W^j(x)\sqrt{g(x)}d^nx`$ on the manifold $`M`$ in the continuous case. Our scheme corresponds in this case to the following: we take any 1-form $`\omega _i(x)dx^i`$ with compact support on $`M`$; $`W`$ can be considered as a 1-chain on $`M`$ (โcurrentโ)
$$<z,\omega >=_M\omega _i(x)W^i(x)\sqrt{g}d^nx$$
For the pair of solutions $`(\psi ,\varphi )`$ of the equation $`L\psi =\lambda \psi `$, we are coming to the 1-cycle associated with current $`W`$.
We did not clarify any continuous analogs of the cases $`k>0`$.
After the very useful discussion of our first work with A.Schwarz in Maryland in December 1997, we came to the conclusion that this construction has a natural generalization to the nonlinear case: we may construct a closed H-valued 2-form on the space of solutions for nonlinear variational problems in both casesโ continuous and discrete, i.e., on $`M`$ and on the Graphs $`\mathrm{\Gamma }`$. Here $`H=H_1^{open}(\mathrm{\Gamma },Z)`$ for graphs, and $`H`$ is a divergionless current for manifolds. Construction of this 2-form immediately follows from this work, applying it to the operator of second variation along the solution $`f`$, to the pair of variations for $`\lambda =0`$:
$$W_f(\delta \psi ,\delta \varphi )=\mathrm{\Omega }$$
This form is closed for $`\lambda =0`$. I will publish details in the next work.
###### Remark 7
In oneโdimensional case there is a natural class of continuous operatorsโthe Schrodinger Operators on Graphs such that in every edge $`R_i`$ a selfโadjoint second order standard Schrodinger Operator $`L_i`$ is given, characterized by the set of real potentials $`v_i(x),xR_i`$ given in all edges $`R`$ as the functions continuous in the closed edge (i.e. including boundary). For any vertex $`P`$ we have $`k=m_P`$ edges $`R_i`$ ending in it. Consider Symplectic Space $`R_P^{2k}`$ given as a direct sum of 2-spaces $`R_i^2`$ associated with every edge $`R_i`$
$$R_P^{2k}=R^2\mathrm{}R^2$$
with canonical coordinates $`p_i,q_iR_i^2`$. For any solution $`L_i\psi _i(x)=\lambda \psi _i(x)`$ in the edge $`R_i`$, we have boundary values $`\psi (P),\psi ^{}(P)R_i^2`$. Let for any vertex $`P`$ a Lagrangian Plane $`\mathrm{\Lambda }_PR_P^{2k}`$ is given. We call set of solutions $`L_i\psi _i(x)=\lambda \psi _i(x),xR_i`$ solution of the real selfadjoint operator L on the graph iff in any vertex $`P`$ full set of the boundary values belongs to the Lagrangian Planes $`\mathrm{\Lambda }_P`$.
We may replace operators $`L_R`$ by the Monodromy Matrices $`M_RSL_2(R)`$:
$$M_R:R_P^2R_P^{}^2,R=PP^{}$$
All set of vertices can be considered as some kind of โboundaryโ for the Schrodinger Operator $`L=L_R`$ (union along all edges). The whole set of Lagrangian Planes $`\mathrm{\Lambda }=\mathrm{\Lambda }_P`$ is some sort of โselfadjoined extensionโ for the Operator $`L`$. As P.Kuchment informed me in May 1998, these operators have been considered by mathematical and theoretical physicists for some concrete problems of Solid State Physics and Superconductivity in the late 80-s, who formulated self-adjoint junction condition in vertices in in the classical von Neumann-Krein form. The most popular conditions are following:
$$1.\psi _i(P)=\psi _j(P)=\psi (P),\underset{i}{}\psi ^{}(P)=\alpha \psi (P)$$
$$2.\psi _i^{}(P)=\psi _j^{}(P)=\psi ^{}(P),\psi _i(P)=\alpha \psi ^{}(P)$$
Here indices $`i,j`$ as before numerate all edges coming to the vertex $`P`$. (see ) B.Pavlov with N.Gerasimenko obtained also some results in the Scattering Theory for such operators (see ). We shall compare their results with our ideas in the next work. In the works of P.Kuchment and A.Figotin a pseudodifferential model on graphs was developed for photonic crystalls (see for example ). Certainly, no one of them discussed such problems in terms of Symplectic Geometry.
Consider now any subgraph $`\mathrm{\Gamma }_1\mathrm{\Gamma }`$ such that $`R\mathrm{\Gamma }_1`$ implies $`R\mathrm{\Gamma }`$. Therefore the subgraph $`\mathrm{\Gamma }_1`$ attached to the other part of the Graph $`\mathrm{\Gamma }`$ by some edges $`R_1,\mathrm{},R_p`$ ending in the vertices $`P_i\mathrm{\Gamma }_1`$ and in the vertices $`P_i^{}(\mathrm{\Gamma }minus\mathrm{\Gamma }^{})`$. For any selfadjoint real Schrodinger Operator $`L`$ on $`\mathrm{\Gamma }`$ we can define naturally the $`\lambda `$-dependent Lagrangian Plane $`\mathrm{\Lambda }_{\mathrm{\Gamma }_1}`$ in the Symplectic Space $`R^{2p}=R_{P_1}^2\mathrm{}R_{P_p}^2`$ generated by the values of the solutions $`L_i\psi _i=\lambda \psi _i`$ along the edges $`R_i`$ and their first derivatives in the vertices $`P_i`$. All interaction of this subgraph with other part depends on this Lagrangian Plane. In a sence we may consider such subgraph equipped by the Lagrangian Plane as some more complicated kind of Selfinteracting Vertex with $`\lambda `$-dependent boundary conditions.
2. Fermionic Quadratic Forms. Let us consider now a finite dimensional real linear space $`R^n`$ with basis $`e_j`$ and total space of external powers
$$\mathrm{\Lambda }^{}(R^n)=\underset{k=0}{\overset{k=n}{}}\mathrm{\Lambda }^k(R^n)$$
Let us associate with every basic vector $`e_j`$ a Fermionic Creation Operator $`a_j`$; we associate a vacuum vector $`\eta `$ with unity $`1R=\mathrm{\Lambda }^0\mathrm{\Lambda }^{}(R^n)`$:
$$e_j=a_j(\eta )$$
The total space of exterior powers has a natural basis
$$a_{j_1}\mathrm{}a_{j_k}(\eta ),j_1<\mathrm{}<j_k$$
for all $`j,k`$.
###### Definition 8
A Real Fermionic Quadratic Form is a selfadjoint operator $`L`$ with real coefficients acting on the total space of exterior powers, written in the form:
$$L=A_{pq}a_pa_q+B_{pq}a_p^{}a_q+C_{pq}a_p^{}a_q^{}+const$$
Here the Annihilation Operators $`a_p^{}`$ are adjoint to the Creation Operators $`a_p`$. They satisfy to the โcanonicalโ relations
$$a_pa_q=a_qa_p,a_p^{}a_q+a_qa_p^{}=\delta _{pq}$$
We have obviously
$$A_{pq}=A_{qp},B_{pq}=B_{qp},C_{pq}=A_{pq}$$
###### Theorem 6
Take the new (noncanonical) basis $`a_j^\pm =a_j^{}\pm a_j`$ An Operator $`L`$ has the form
$$L=D_{pq}a_p^+a_q^{}+const,D=A+B$$
###### Definition 9
A Bogolyubov Transformation or Canonical Transformation is an isomorphism of this Clifford Algebra given by the change of canonical basis:
$$a_p=P_{pq}b_q+Q_{pq}b_q^{}$$
$$a_p^{}=Q_{qp}b_q+P_{qp}b_q^{}$$
Here new basis $`b_j^{},b_j`$ satisfies to the same algabraic relations as the original one (both of them should be canonical).
###### Theorem 7
For any Canonical Transformation both matrices $`O_\pm =P\pm Q`$ are orthogonal $`O_\pm O_n(R)`$. The Transformation Rule for the matrix $`D`$ is following:
$$D=O_+D^{}O_{}$$
where
$$L=D_{pq}a_p^+a_q^{}=D_{rs}^{}b_r^+b_s^{}$$
This theorem can be easily proved by the direct elementary verification. As a corollary from this we have
###### Corollary 6
An operator $`L`$ can be reduced to the diagonal form using Bogolyubov Transformations above and Transformation Rule for matrix $`D=A+B`$. Eigenvalues $`\mu _{j_1j_2\mathrm{}j_k}`$ of the Operator $`L`$ in the space $`\mathrm{\Lambda }^{}(R^n)`$ can be computed in the following way:
$$\mu _{j_1}+\mathrm{}\mu _{j_k}=\mu _{j_1\mathrm{}j_k},j_1<\mathrm{}<j_k$$
where $`\mu _j`$ are the eigenvalues of the โAbsolute Value Operatorโ
$$|L|=\sqrt{L^{}L}$$
in the space $`R^n`$
This algebraic statement has been found as a lemma in the present authorโs Appendix to our joint work with Misha Shubin (see ). In this Appendix I developed a nice analytic Witten-like approach trying to find right analog of the Morse Inequalities for the Vector Fields on real manifolds: necessity to diagonalize an arbitrary Real Fermionic Quadratic Form appears naturally here.
(Let us remind that in the Wittenโs approach to the Morse inequalities for ordinary functions we have $`A_{pq}=0`$; therefore only one orthogonal matrix has been used for the diagonalization). Several experts in Quantum Field Theory pointed out to the present author that this elementary observation has never appeared in the literature, so I decided to repeat it here once more. (The last one was A.Schwarz who told me that in the December 1997.)
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# OPTICAL DICHROISM IN NANOTUBES
## Abstract
Utilizing the line-group symmetry of single-wall nanotubes, we have assigned their electron-energy bands by the symmetry-based quantum numbers. The selection rules for optical absorption are presented in terms of these quantum numbers. Different interband transitions become allowed as the polarization of incident light is varied, and we predict a substantial optical dichroism. We propose how to observe this effect in experiments on a single nanotube, and how it can be used to control quantum transport in nanotubes to obtain information about the structure.
Carbon nanotubes have attracted considerable interest in their potential nanotechnology applications as well as unique physical properties1 . In particular, their optical spectra have been explored both theoretically and experimentally4 ; 14 ; 13 . Their electron- energy band structure has also been investigated by several groups2 . Some of these theoretical treatments have considered rotational and helical symmetries, but these are only a part of the full symmetry group. For a given nanotube, all its spatial symmetry operations (translations, rotation and screw axes, mirror and glide planes, etc.) form a *line group*, which is the maximal subgroup of the full Euclidean group that leaves the nanotube invariant3 . The role of the line groups in the Quantum Theory of Polymers is analogous to that of the point groups in Quantum Chemistry or the crystallographic space groups in Solid State Physics.
Here we wish to demonstrate usefulness of line-group theoretical methods for the quantum theory of nanotubes, by investigating optical absorption in one particular nanotube. We have chosen a simple example to keep the calculations and the results transparent; the full analysis for all possible nanotube types is completely analogous and will be presented elsewhere. We predict a substantial optical dichroism even in achiral (i.e. zig-zag and armchair) nanotubes. (Optical response of chiral nanotubes was already studied in detail4 .) The effect is not related to the (self-evident) anisotropy of the Drude response in metallic nanowires, but rather to the specific line-group selection rules for interband transitions. This effect could find use in determining the structure of individual nanotubes and perhaps in fabrication of electro-optic nano-devices.
We consider a single-wall, (4,0) zig-zag nanotube, with four carbon-atom hexagons (distorted to accommodate the tube curvature) along the tube perimeter (Fig. 1). The translation period is $`a=4.26\text{ร
}`$ along the tube axis ($`z`$-axis in what follows). The full spatial symmetry group of the tube is the line group $`๐8_4/mcm`$. Besides the primitive translation by $`a\stackrel{}{e}_z`$ which generates the translational subgroup, the generators of this group are: $`(C_8|\frac{1}{2})`$, the screw-axis rotation by $`\alpha =2\pi /8`$ around the $`z`$-axis followed by the translation by $`\frac{a}{2}\stackrel{}{e}_z`$; $`(\sigma _v|0)`$, the vertical mirror reflection in the $`xz`$-plane, and $`(\sigma _h|0)`$, the horizontal mirror reflection in the xy-plane. The corresponding symmetry-based quantum numbers have clear physical meaning: $`k`$, the quasi-momentum along the $`z`$-axis (which stems from the translation periodicity of the tube); $`m`$, the $`z`$-component of the quasi-angular momentum (related to the rotational symmetry); the parity with respect to $`\sigma _v`$, denoted by $`A`$ for even states and $`B`$ for odd ones, and the parity with respect to $`\sigma _h`$, denoted by โ+โ for even states and โ$``$โ for odd onesIR .
To derive the band structure of this nanotube, we used, for simplicity, the tight-binding model2 . A single orbital $`|\varphi `$ per each carbon atom is considered, and the overlap of orbitals centered at different atoms is neglected. The relevant matrix element is the transfer integral, $`\beta =\varphi _i|H|\varphi _j=2.5\mathrm{eV}`$, for the orbitals centered on the nearest neighbor atoms (some experimental data are better fitted using $`\beta =2.82.95\mathrm{eV}`$; this modification would not affect our conclusions). All further-neighbor interactions are neglected, and we have chosen the energy scale so that $`\varphi _i|H|\varphi _i=0`$, for the orbitals centered on the same atom. To assign the bands by the line-group quantum numbers, we can either inspect a posteriori the transformation properties of the one-electron eigenfunctions, or better, use a line-group symmetry-adapted basis 5 . The latter is comprised of generalized Bloch sums:
$$|k,m=\frac{1}{\sqrt{8N}}_{s=1}^8e^{ims\alpha }_te^{ik(t+s/2)a}(C_8^s|t+\frac{s}{2})|\varphi ,$$
(1)
assuming that there are $`N`$ unit cells, labeled by the summation index $`t`$. In such a basis, the calculation is considerably simplified, and it can be done analytically. The resulting bands are given by:
$$ฯต(m,k)=\pm \beta \sqrt{1+4\mathrm{cos}^2(m\alpha )+4\mathrm{cos}(m\alpha )\mathrm{cos}\left(\frac{ka}{2}\right)}.$$
(2)
where $`m=0,\pm 1,\pm 2,\pm 3,4`$, in agreement with Refs. \[2, \]. Note that here $`m`$ is defined mod(8).
In Fig. 2a, we show the electron bands of the nanotube under study, assigned by the symmetry quantum numbers. Within the present model, the valence and the conduction bands are symmetric with respect to $`E=0`$. The bands denoted as $`A`$ are non-degenerate, except of course for the spin degeneracy and the trivial โstarโ degeneracy between the states at $`k`$ and $`k`$, which follows from $`\sigma _h`$ (or from the time-reversal) symmetry. The labels 0 or 4 indicate the corresponding value of the quasi-angular momentum. For these four bands, all the corresponding one-electron states are even with respect to $`\sigma _v`$. At $`k=0`$, the parity with respect to $`\sigma _h`$ is also well-defined, and it is indicated by the signs $`+`$ and $``$, respectively.
The bands labeled as $`E`$ are two-fold degenerate throughout the Brillouin zone (BZ). The number indicates the magnitude of the quasi-angular momentum. For each $`k`$ there are two degenerate eigenstates, $`|k,+m`$ and $`|k,m`$, where $`m=1,2,3`$. Notice that this is a rare case, peculiar to quasi-1D solids, where most electrons experience a non-trivial โbandโ degeneracy. In common 3D crystals, there is very little weight associated with so-called high-symmetry k-vectors, since these are outnumbered by general (asymmetric) $`k`$-vectors.
Notice next that the $`A0`$ and $`A4`$ bands connect and cross at the BZ edge, $`k=\pi /a`$; the same is true for $`E1`$ and $`E3`$ bands. These crossings are dictated by the line group symmetry, i.e., this is an extra systematic degeneracy at the BZ edges. The degeneracy between $`E2`$ and $`A4`$ bands at $`k=0`$ is accidental, i.e., dependent on the model potential.
In Fig. 2b, we have plotted the corresponding density of states (DOS), defined as $`D(ฯต)=(Na/2\pi )|\mathrm{d}k/\mathrm{d}ฯต|`$. All the bands are zero-sloped at $`k=0`$, which results in strong van Hove singularities that dominate DOS. Similar DOS spectra have been already predicted2 and observed by scanning tunneling spectroscopy6 . The novelty here is that each DOS peak is assigned by the quasi-angular momentum and the mirror-reflection parities of the corresponding one-electron states; this is essential for the analysis of selection rules that follows.
Since the wavelength of visible light is large compared to $`a`$, the conservation of linear quasi-momentum requires that $`\mathrm{\Delta }k0`$, i.e., the dipole-allowed optical transitions are essentially vertical7 . For the quasi-angular momentum, the selection rules depend on the orientation of the electrical field. If the incident light is linearly polarized parallel to the tube, the transitions are allowed between pairs of bands for which $`\mathrm{\Delta }m=0`$. Light propagating along the tube may cause transitions between bands with $`\mathrm{\Delta }m=\pm 1`$, namely $`\mathrm{\Delta }m=1`$ for the left and $`\mathrm{\Delta }m=1`$ for the right circular polarization, respectively. The parity with respect to $`\sigma _v`$ is preserved for polarization along the $`z`$-axis ($``$) and reversed for polarization along the $`y`$-axis ($``$), while the opposite is true for the parity with respect to $`\sigma _h`$. In Table 1, we summarize these selection rules and list all the allowed transitions, for different polarization.
In Fig. 3 we have plotted the joint density of states (JDOS), which may be taken as a crude approximation to the absorption spectrum, for the pairs of bands that satisfy the selection rules. The difference between the spectra for different polarization is striking; notice that this remains true even if one would record only the easily accessible, near-infrared to near-ultraviolet portion of the spectrum.
The above predictions can be tested directly by a simple modification of the experiments already performed by several groups. Transport measurements have been made on a single nanotube in both the two-point and the four-point contact geometry, as a function of temperature and external magnetic field 8 ; 9 . It should not be too difficult to repeat such measurements with an added capability to illuminate the sample with light of a controlled polarization. For semiconducting nanotubes like the one considered here, if the photon energy is larger than the interband gap, one would expect significant photoconductivity; the (empty) conduction band is wide, over $`6\mathrm{eV}`$ according to the tight-binding calculations. This suggests using the nanotube itself as a photo-detector. A tunable light source is not necessary; the wavelength and the intensity of the light can be fixed while the device bias is varied.
As we have shown above, the optical absorption spectrum โ and in particular, the position of the first strong (allowed) interband transition peak โ should depend strongly on the polarization of light. One can adjust the bias so that the energy of excitation is below the gap for one polarization ($``$ in our example) and above the corresponding gap for the other one ($``$); in the present case, a good choice would be $`2.5\mathrm{eV}<\mathrm{}\omega <3\mathrm{eV}`$. In this case, the measured photo-current should vary dramatically even though nothing is changed other than the polarization of light.
Experimentally, band gaps are smaller, typically $`0.7\mathrm{eV}`$; however, these measurements are made on tubes of much larger radius than the one considered here. 2 ; 9 ; 10 . Furthermore, the present treatment ignores next-nearest and further neighbor interactions, matrix-element effects, other orbitals, electron-phonon and electron-electron interactions, defects, impurities, etc. On the other hand, it allows qualitative predictions on dichroism, which are based on symmetry considerations, and should remain true also in more complex models.
Indeed, it might be possible to fabricate some miniature, nanotube-based electro-optic devices based on this effect. Nearer at hand, this may provide for a simple way to obtain information about the structure of the nanotube under study, which in most cases is not known. The selection rules for direct optical absorption should be easy to check, and since they depend on the type of nanotube (zig-zag, armchair, or chiral), this would provide information on the latter. It has been demonstrated experimentally that thin films of aligned nanotubes are birefringent, due to differences in the dielectric functions for light polarized perpendicular and normal to the tubes10 . In that case, the optical response comes from an ensemble of nanotubes, and the proper description may be formulated in terms of an effective medium theory11 . In contrast, what we are proposing here is an experimental scheme allowing one to measure the optical response and dichroism of a *single* nanotube, an essentially quantum-mechanical phenomenon. It has been predicted that backscattering in nanotubes ought to be suppressed by quantum effects12 and indeed it has been demonstrated experimentally that at least some nanotubes behave as long coherent quantum wires9 . Here we indicate how this important issue could be studied in more detail.
First, by varying the wavelength and polarization of light and/or the device bias, one can select into which band to pump hot electrons. Some unoccupied bands, like the $`E2^{}`$ band, are rather narrow, and these electrons will get localized; others like the $`E3^{}`$ band are broad and should sustain coherent transport โ at least for $`kT\mathrm{\Delta }E/N`$, where $`\mathrm{\Delta }E5\mathrm{eV}`$ for the $`E3`$ band. Generally, hot electrons would tend to relax to lower-energy bands (e.g., from the $`E2^{}`$ to the $`E3`$ band), but these requires a change in quasi-angular momentum, i.e. inelastic electron scattering. Measuring the photo-conductivity, one should be able to clearly differentiate between ballistic and diffusive transport. In principle, it seems possible to switch the quantum-wire behavior on and off by rotating the polarization of light with which the nanotube is illuminated. Such experiments could teach us more about the quantum nature of electron dynamics in these mesoscopic systems. The same scheme should work for any other macromolecule to which proper contacts can be attached for transport measurements.
To summarize, we have used the full line-group symmetry of carbon nanotubes to derive the selection rules for optical absorption. Many transitions are found to be forbidden. We predict strong dichroism even in non-chiral nanotubes. Although the present calculations are simple, the predictions about the dependence of the absorption spectra on the direction and polarization of incident light should be rather robust. The results can be tested by photo-conductivity measurements on a single nanotube, which are technically feasible. Such measurements could provide information on the type of the nanotube under study and on the quantum nature of electron dynamics. We propose that quantum-wire behavior can be optically switched by rotating the light polarization.
###### Acknowledgements.
We are grateful to I. Miloลกeviฤ and T. Vukoviฤ, for useful discussions.
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# Effective theory of NN interactions in a separable representation
## 1 Introduction
During the last few years the effective field theory (EFT) has extensively been used for the study of the NN interactions. The activity in this field was inspired by the Weinberg proposal that the EFT approach could be useful in low energy nuclear physics. Since Weinbergโs original paper many aspects of this problem have been discussed .
Contrary to more phenomenological models of hadron interactions EFT allows for systematic expansion of the scattering amplitude order by order and the possibility to estimate a priory the anticipated errors at each order of the expansion using power counting rules. However, while applied to the two-nucleon systems, EFT encounters a serious difficulty which is due to the existence of the extremely large the S-wave scattering length (compared to the pion Compton wavelength). Thus, it turns out that the EFT description of the NN forces must be nonperturbative to incorporate this large scale. In the original work Weinberg proposed to apply counting rules to the irreducible diagrams in order to construct the effective potential which is to be iterated in the Lippmann-Schwinger (LS) equation. Immediately one can see a complication . The corresponding effective potential is highly singular. The origin of this singularity is the local nature of the nucleon-nucleon coupling. In order to obtain finite physical observables one needs to carry out the procedure of regularization and renormalization. The issue of renormalization is much more involved in the case of the nucleon-nucleon interaction as compared to the standard perturbative situation where the renormalization can be carried out for the set of individual Feynman diagrams, using the standard textbook methods. For the problem in hand, nonperturbative renormalization is required so that at every order the divergences of the whole nonperturbative amplitude must be subtracted.
A somewhat different way to construct the EFT of the NN-forces has been proposed some time ago by Kaplan et al. . The idea was to sum up a certain subclass of the leading order diagrams, given by the lowest order contact interactions. The rest, including the higher order contact interactions and graphs with pions, can then be treated perturbatively. This approach is systematic, chirally symmetric, and is formulated in such a way that chiral counting rules can be applied directly to the nucleon-nucleon scattering amplitude. The leading non-perturbative amplitude can be calculated in an analytic form, allowing for the renormalization to be carried out in explicit and transparent way. The renormalization of the perturbative corrections can be performed using the standard methods of dealing with divergencies of Feynman diagrams. However, the perturbative โpionic partโ of this approach seems to show rather slow convergence in some particular channels , making the practical use of this approach somewhat problematic.
In the Weinberg approach pion effects are treated to all order. At very low energies, when pion degrees of freedom can safely be integrated out, the scattering amplitude can be derived analytically and so no problem with the renormalization arises. In the more general case of a potential consisting of the contact terms and a long-range one pion exchange (OPEP) contribution, the analytic solution of the three-dimensional LS equation is no longer possible and the problem must be treated numerically. However, it is not at all clear how to carry out the renormalization in such a situation. One notes that it is not enough to regularize the integral part of the LS equation by imposing a simple cut-off or using form-factors. In this case one is still left with the bare couplings and the physical amplitude may strongly depend on the value of the cut-off parameter. It contradicts the renormalization group requirements, according to which the physical NN-amplitude must be cut-off independent (at least up to the order one is dealing with). To remove the unwanted cut-off dependence one needs to switch to renormalized effective couplings. However, this is difficult to implement in the situation where the analytical solution is not known.
In this paper we propose an approximate method of how to carry out the renormalization if an exact solution of the LS equation is not possible. Namely, we propose to use the approximate analytical solution, which can be obtained if we represent the pionic part of the effective Lagrangian by a sum of separable terms. In this case the integral equation can be transformed into a matrix equation and an analytical solution becomes possible. Then the renormalization can be carried out by subtracting the loop integrals at some fixed kinematical point $`p^2=\mu ^2`$ and by replacing the bare constants with the running ones, depending on the point of subtraction.
## 2 Model
We start from the standard nonrelativistic effective Lagrangian
$$=N^{}i_tNN^{}\frac{^2}{2M}N\frac{1}{2}C(N^{}N)^2\frac{1}{2}C_2(N^{}^2N)(N^{}N)+_\pi +h.c.+\mathrm{}.$$
(1)
Here $`_\pi `$ is the โpionicโ part of the effective chiral Lagrangian. This Lagrangian leads to the following effective potential for the $`{}_{}{}^{1}S_{0}^{}`$ NN scattering
$$V(\stackrel{}{p},\stackrel{}{p}^{})=C^{}+C_2(\stackrel{}{p}^2+\stackrel{}{p}^2)+V_\pi (\stackrel{}{p},\stackrel{}{p}^{}),$$
(2)
where
$$C^{}=C+\frac{g_A^2}{2f_\pi ^2};V_\pi (\stackrel{}{p},\stackrel{}{p}^{})=\frac{\alpha _\pi }{\stackrel{}{q}^2+m_\pi ^2};\alpha _\pi =\frac{g_A^2m_\pi ^2}{2f_\pi ^2},$$
(3)
$`\stackrel{}{q}=\stackrel{}{p}\stackrel{}{p}^{}`$, $`g_A=1.25`$ and $`f_\pi =132`$ MeV are the axial and pion decay constant respectively. As mentioned above the consistent numerical realization of the renormalization program in the nonperturbative situation is a very difficult task (see for example Ref.) therefore we adopt the strategy of an approximate analytic solution of the LS equation allowing for the explicit realization of the renormalization procedure. To achieve this goal we represent the OPEP contribution by a sum of the separable terms. As we shall henceforth limit our discussion to $`S`$-waves only, the matrix elements are functions of the magnitudes of the momenta only. We write
$$V_\pi (p,p^{})=\underset{j=1}{\overset{n}{}}\alpha _j\eta _j(p)\eta _j(p^{}).$$
(4)
One notes that, in principle, $`V_\pi (p,p^{})`$ can be parametrized with arbitrary accuracy but in this short letter we rather would like to emphasize the issues related to renormalization in the effective description of the NN interaction. So in practice we retain only one term in a separable expansion. It turned out to be enough to illustrate the main features of our approach. Of course, this is a quite crude description of the OPEP, which approximate the exact pionic part of the effective Lagrangian with an average error about 10-12$`\%`$ in the momentum region $`0.4`$ fm$`{}_{}{}^{1}<p<1.4`$ fm<sup>-1</sup>. We postpone the detailed analysis of the NN observables in the different partial waves and spin-isospin channels until future publication.
After the separable approximation is substituted, the effective potential can be represented in the following matrix form
$$V^{\mathrm{eff}}(p,p^{})=\underset{ij}{}g_i(p)M_{ij}(p)g_j(p^{}),$$
(5)
where
$$g_i(p)=\left(\begin{array}{c}1\\ p^2\\ \eta _1(p)\end{array}\right)\mathrm{and}M_{ij}=\left(\begin{array}{ccc}C^{}& C_2\hfill & 0\\ C_2& 0\hfill & 0\\ 0& 0\hfill & \alpha _1\end{array}\right).$$
(6)
The solution of the LS equation can be represented as
$$T(p,p^{};E)=g_i(p)\tau _{ij}(E)g_j(p^{}).$$
(7)
We denote $`\tau `$ the $`3\times 3`$ matrix containing the loop integrals $`I_{ij}(E)`$, given by
$$\tau (E)=\left[1MI(E)\right]^1M,$$
(8)
where
$$I_{ij}(E)=_0^{\mathrm{}}\frac{dqq^2}{2\pi ^2}\frac{g_i(q)g_j(q)}{E+iฯตE(q)}.$$
(9)
The matrix $`\tau (E)`$ contains convergent and divergent integrals so regularization and renormalization must be carried out. We use the subtraction scheme smilar tho the one suggested suggested in . Namely, all loop integrals are subtracted at some kinematical point $`p^2=\mu ^2`$. The renormalized T-matrix is
$$T^{\mathrm{Reg}}(p,p^{};E)=g_i(p)\tau _{ij}^{\mathrm{Reg}}(E)g_j(p^{}).$$
(10)
In the following we will omit the superscript โRegโ implying that we always work with the renormalized amplitude. After renormalization the Low-energy effective constants become dependent on the renormalization point $`\mu `$. The โ$`\mu `$ independenceโ of the scattering amplitude is provided by the renormalization group (RG) equations. Requiring that $`dT/d\mu `$ = 0 and using the analytic expression for the T-matrix one obtains the following set of RG equations for the leading order coefficient $`C`$.
$$\frac{C(\mu )}{\mu }=\frac{C^2M}{4\pi }2\alpha \eta _1^2(p)C^{}\frac{M}{4\pi }.$$
(11)
Neglecting the term with the form-factors $`g_i(p)`$ we arrive at the variant of the RG equations first derived by Kaplan et al. where pions were included perturbatively. In the region where the second term becomes nonnegligible, the pionic effect must be treated in a nonperturbative manner.
## 3 Numerical Results
We used the exponential form of the separable form-factors to parametrize the one-pion exchange potential
$$\eta _1(p)=\mathrm{exp}(\beta p).$$
(12)
The cut-off parameter $`\beta `$ and strengh parameter $`\alpha `$ are taken to be $`0.78`$ fm and $`1.73`$ fm<sup>2</sup> respectively. The values of the effective constants used to calculate the phase shifts are $`C(m_\pi )=3.2`$ fm<sup>2</sup> and $`C_2(m_\pi )=2.5`$ fm<sup>4</sup>. These values are to be compared with the chiral counting rules, according to which $`C_{2n}(\mu )4\pi /(M\mathrm{\Lambda }^n\mu ^{n+1})`$, where $`\mathrm{\Lambda }`$ is the scale where chiral perturbation theory breaks down. Assuming $`\mathrm{\Lambda }300400`$ MeV, one finds that the values of the effective constants are indeed consistent with the counting rules, although somewhat lower than thode obtained in Ref. . One notes that it is hard to compare the effective constants obtained in different regularization schemes, since the coupling is known to be a scheme dependent quantity.
The nonperturbative corrections due to the separable potential with the form-factor $`\eta _1(p)`$ become noticeable at $`p100`$ MeV$`/c`$. It agrees with the estimates obtained in . Of course, the precise region where pions become nonperturbative may somehow depend on the concrete form-factors used, but the general tendency of the pion effects to become too strong to be treated perturbatively at $`p>0.5`$ fm<sup>-1</sup> seems to be quite robust, making the whole problem much more complicated.
As already mentioned in this paper we focus on the $`{}_{}{}^{1}S_{0}^{}`$ channel and calculate observables up to next-to-leading order. The main goal was to develop a reasonable calculational scheme with consistent renormalization procedure so we retained only one term in the separable expansion of OPEP contribution. Of course, it gives only a crude parametrization of the long-range part of the effective Lagrangian so that our comparison of the theoretical results with the experimental phase shifts has somewhat illustrative character to demonstrate the feasibility of the method proposed. The results obtained are shown in Table 1.
The deviation from the Nijmegen phase shifts is about 12-15$`\%`$ on average in the kinematical region $`0.4`$ fm$`{}_{}{}^{1}<p<1.35`$ fm<sup>-1</sup>. At lower momenta the pionic effects can either be integrated out or safely treated perturbatively. At larger momenta the next-next-to-leading order corrections like two-pion-exchange or $`O(p^4)`$ contact terms become more and more important and must be taken into account. The errors of the theoretical analysis are comparable with those introduced by the separable representation of the effective potential, so no significant additional uncertainties are introduced by the loop integration. Therefore one could hope that taking into account a few more terms in the separable expansion of the effective potential will bring the theoretical results into better agreement with the experimental phase shifts. Work in this direction is in progress.
In summary, we analyzed the problem of renormalization in the effective theory of the NN interaction when the perturbative chiral expansion is not valid. In Weinbergโs approach, where pions are treated nonperturbatively, the scattering amplitude can be found only numerically, making the procedure of consistent renormalization difficult to implement. On the other hand, in the approach proposed by Kaplan et al., pions are treated perturbatively, so that renormalization can be carried out in the standard way. The latter approach however, shows rather slow convergence in some channels. The procedure we propose is based on the approximate but nonperturbative treatment of pionic effects based on a separable expansion of the long-range part of the effective potential ans allowing for the renormalization to be carried out in an analytic form. Our method gives a reasonable description of the $`{}_{}{}^{1}S_{0}^{}`$ NN phase shifts in the laboratory-energy region up to $`T_{\mathrm{Lab}}140`$ MeV.
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# References
hep-th/0004093
Supersymmetrizing Branes with Bulk
in Five-Dimensional Supergravity
Adam Falkowski<sup>1</sup> Zygmunt Lalak<sup>1,2</sup> and Stefan Pokorski<sup>1</sup>
<sup>1</sup>Institute of Theoretical Physics
University of Warsaw, Poland
<sup>2</sup>Physikalisches Institut, Universitรคt Bonn
Nussallee 12, D-53115 Bonn, Germany
Abstract
We supersymmetrize a class of moduli dependent potentials living on branes with the help of additional bulk terms in 5d $`N=2`$ supergravity. The space of Poincare invariant vacuum solutions includes the Randall-Sundrum solution and the $`M`$-theoretical solution. After adding gauge sectors to the branes we discuss breakdown of low energy supersymmetry in this setup and hierarchy of physical scales. In the limit of large warp factors we find decoupling between effects stemming from different branes in the compactified theory.
The idea of higher-dimensional unification of the fundamental interactions attracts considerable interest and receives more and more concrete realizations. The general setup for such unification consists of hypersurfaces hosting various gauge sectors which are embedded into higher dimensional bulk space. Bulk interactions are those of higher dimensional gravity coupled to certain scalar and form fields, as well as to fermions, which are however inert with respect to gauge groups localized on branes. From the low-energy point of view most of the nontrivial features of field theoretical models that are related to spatial separation of gauge sectors should be clearly visible at the level of the simple five-dimensional theory. So far, the most extensively studied supersymmetric models of this kind are related to the supergravity model constructed by Horava and Witten as the low energy effective theory of the strongly coupled heterotic $`E_8\times E_8`$ superstring in (see also ). In particular, a five-dimensional theory is the simplest nontrivial setup to study spontaneous supersymmetry breakdown and its transmission between the branes . The agents of that transmission are the bulk fields.
Much attention to five-dimensional gravity has also been drawn by the recent observation that 5d anti-de-Sitter gravity with 3-branes embbedded in the bulk allows for solution with localized gravitational field . However, in this scenario it is necessary to add the cosmological terms localized on the boundaries with coefficients determined uniquely by the cosmological term in the bulk. The correlation between bulk and boundary potentials is crucial for obtaining a consistent solution to Einstein equations, as well as vanishing of the cosmological constant in the effective four dimensional theory. In the original paper no symmetry justifies this apparent fine-tuning.
A considerable effort has been devoted to supersymmetrization of the Randall-Sundrum model, mostly with negative results ,. The exception is the recent reference . In that paper the authors start with 5d N=2 pure supergravity with a cosmological constant $`\mathrm{\Lambda }`$ and demonstrate that inclusion of branes in a supersymmetric way leads to the Randall-Sundrum action. Neither scalar fields in the bulk nor gauge and matter on the branes are included in that construction.
The purpose of this paper is to study, in a more general way, a class of five dimensional locally supersymmetric theories with 3-branes. We demonstrate that certain types of potentials introduced on branes, that are not parts of a supersymmetric model on a brane, can be supersymmetrized by modifications of the 5d supergravity in the bulk. The requirement of supersymmetry yields relations between bulk and brane cosmological potentials, such that in suitable limits we obtain a supersymmetric version of the Randall-Sundrum scenario or the M-theoretical solution. The general case can still preserve the characteristic features of the Randall-Sundrum model and at the same time includes non-trivial potentials for the hypermultiplets of the bulk theory. We find a vacuum solution which preserves one half of the supercharges. This solution can serve as a background for the compactification to the effective 4d theory with N=1 supersymmetry. Next, we include gauge fields on the brane, and discuss the modification of the brane action and supersymmetry transformation laws, necessary to obtain a supersymmetric theory.
Finally, we discuss supersymmetry breaking and the role played by the warp factor and conclude the paper with some remarks on the consistency of the compactification to 4d.
We start with a five-dimensional N=2 supergravity on the manifold $`M_4\times S_1/๐_2`$ which includes a gravity multiplet $`(e_\alpha ^m,\psi _\alpha ,๐_\alpha )`$ coupled to one hypermultiplet $`(\lambda ^a,V,\sigma ,\xi ,\overline{\xi })`$ forming a $`SU(2,1)/U(2)`$ non-linear sigma model. Two parallel 3-branes are located at $`x^5=0`$ and $`x^5=\pi \rho `$. This particular framework is motivated by the Horava-Witten model compactified to 5d . The sigma-model metric can be read from the Kรคhler potential: $`K=ln(S+\overline{S}2\xi \overline{\xi }),S=V+\xi \overline{\xi }+i\sigma .`$ The conventions and normalizations we use are mainly those of reference . The signature of the metric tensor is $`(++++)`$.The SU(2) spinor indices are raised with antisymmetric tensor $`ฯต^{AB}`$, and the Sp(1) indices (those of hyperino) with $`\mathrm{\Omega }^{ab}`$. We choose $`ฯต^{12}=ฯต_{12}=\mathrm{\Omega }^{21}=\mathrm{\Omega }_{21}=1`$. The rule for dealing with symplectic spinors is $`\overline{\psi _1}^A\psi _2^B=\overline{\psi _2}^B\psi _1^A`$ (note that $`\overline{\psi }^A=\overline{\psi _A}`$). The $`๐_2`$ symmetry acts as reflection $`x^5x^5`$ and is represented in such a way that bosonic fields $`(e_\mu ^m,e_5^5,๐_5,V,\sigma )`$ are even, and $`(e_5^m,e_\mu ^5,๐_\mu ,\xi )`$ are odd. The indice $`\alpha ,\beta \mathrm{}`$ are five dimensional ($`\mathrm{0..3},5`$), while 4d indices are denoted by $`\mu ,\nu ,\mathrm{}`$.The action of the $`๐_\mathrm{๐}`$ on fermion fields and on parameter $`ฯต`$ of supersymmetry transformations is defined as:
$`\gamma _5\psi _\mu ^A(x^5)=(\sigma ^3)_B^A\psi _\mu ^B(x^5)`$ $`\gamma _5\psi _5^A(x^5)=(\sigma ^3)_B^A\psi _5^B(x^5)`$
$`\gamma _5\lambda ^a(x^5)=(\sigma ^3)_b^a\lambda ^b(x^5)`$ $`\gamma _5ฯต^A(x^5)=(\sigma ^3)_B^Aฯต^B(x^5)`$ (1)
where $`\gamma _5=(_{\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}\mathbf{\hspace{0.33em}1}}^{\mathrm{๐}\mathrm{\hspace{0.33em}0}}),\sigma ^3=(_{01}^{\mathrm{1\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}}),A,a=1,2`$. Symplectic Majorana spinors in 5d satisfy $`\overline{\chi }^A=(C\chi ^A)^T`$ with $`C=i\gamma ^2\gamma ^0`$ in 4d chiral representation. The kinetic part of the action and supersymmetry transformation laws up to 3-fermi terms are:
$`S={\displaystyle }d^5xe_5{\displaystyle \frac{1}{2\kappa ^2}}(R+{\displaystyle \frac{3}{2}}_{\alpha \beta }^{\alpha \beta }+{\displaystyle \frac{1}{\sqrt{2}}}ฯต^{\alpha \beta \gamma \delta ฯต}๐_\alpha _{\beta \gamma }_{\delta ฯต}+{\displaystyle \frac{1}{2V^2}}(_\alpha V^\alpha V+D_\alpha \sigma D^\alpha \sigma )`$
$`+{\displaystyle \frac{2}{V}}_\alpha \xi ^\alpha \overline{\xi }+{\displaystyle \frac{i}{2V^2}}(\xi _\alpha \overline{\xi }D^\alpha \sigma \overline{\xi }_\alpha \xi D^\alpha \sigma ){\displaystyle \frac{1}{2V^2}}((\xi _\alpha \overline{\xi })^2+(\overline{\xi }_\alpha \xi )^2|\overline{\xi }_\alpha \xi |^2)`$
$`({\displaystyle \frac{1}{2}}\overline{\psi _\mu ^1}\gamma ^{\mu \nu \rho }D_\nu \psi _\rho ^1+(12))({\displaystyle \frac{1}{2}}\overline{\lambda ^1}\gamma ^\mu D_\mu \lambda ^1)+(12)))`$ (2)
$`\delta e_\alpha ^m={\displaystyle \frac{1}{2}}\overline{ฯต^1}\gamma ^m\psi _\alpha ^1+(12)`$
$`\delta \psi _\alpha ^1=D_\alpha ฯต^1{\displaystyle \frac{i}{4\sqrt{2}}}(\gamma _\alpha ^{\beta \gamma }4\delta _\alpha ^\beta \gamma ^\gamma )_{\beta \gamma }ฯต^1+{\displaystyle \frac{i}{4V}}D_\alpha \sigma ฯต^1+{\displaystyle \frac{1}{4V}}(\xi _\alpha \overline{\xi }\overline{\xi }_\alpha \xi )ฯต^1{\displaystyle \frac{1}{\sqrt{V}}}_\alpha \xi ฯต^2`$
$`\delta \psi _\alpha ^2=D_\alpha ฯต^2{\displaystyle \frac{i}{4\sqrt{2}}}(\gamma _\alpha ^{\beta \gamma }4\delta _\alpha ^\beta \gamma ^\gamma )_{\beta \gamma }ฯต^2{\displaystyle \frac{i}{4V}}D_\alpha \sigma ฯต^2{\displaystyle \frac{1}{4V}}(\xi _\alpha \overline{\xi }\overline{\xi }_\alpha \xi )ฯต^2+{\displaystyle \frac{1}{\sqrt{V}}}_\alpha \overline{\xi }ฯต^1`$
$`\delta ๐_\alpha ={\displaystyle \frac{i}{2\sqrt{2}}}\overline{\psi _\alpha ^1}ฯต^1+(12)`$ (3)
$`\delta V={\displaystyle \frac{i}{\sqrt{2}}}V(\overline{ฯต^1}\lambda ^1)(12)`$
$`\delta \sigma =+{\displaystyle \frac{1}{\sqrt{2}}}V(\overline{ฯต^1}\lambda ^1)+(12)+\sqrt{{\displaystyle \frac{V}{2}}}(\xi \overline{ฯต^1}\lambda ^2\overline{\xi }\overline{ฯต^2}\lambda ^1)`$
$`\delta \xi ={\displaystyle \frac{i\sqrt{V}}{\sqrt{2}}}(\overline{ฯต^2}\lambda ^1)\delta \overline{\xi }={\displaystyle \frac{i\sqrt{V}}{\sqrt{2}}}(\overline{ฯต^1}\lambda ^2)`$
$`\delta \lambda ^1={\displaystyle \frac{i}{2\sqrt{2}V}}(/(V+i\sigma )\overline{\xi }/\xi +\xi /\overline{\xi })ฯต^1+{\displaystyle \frac{i}{\sqrt{2V}}}/\xi ฯต^2`$
$`\delta \lambda ^2=+{\displaystyle \frac{i}{2\sqrt{2}V}}(/(Vi\sigma )+\overline{\xi }/\xi \xi /\overline{\xi })ฯต^2+{\displaystyle \frac{i}{\sqrt{2V}}}/\overline{\xi }ฯต^1.`$ (4)
We assume a scalar potential $`\delta (x^5)\frac{e}{\kappa ^2}(\mathrm{\Lambda }+\frac{\sqrt{2}\alpha }{V})`$ localized on, say, the first brane (note the delta function), and study the variation of the brane action under supersymmetry transformations. The motivation for the constant $`(\mathrm{\Lambda })`$ part of this expression is that it will finally lead us to the Randall-Sundrum expotential solutions. At the same time we allow for cosmological potentials for hypermultiplet scalars; the above form is motivated by the M-theory example and is a natural extension in the presence of hypermultiplets. The generalizations are possible, but $`\sigma `$-dependent terms in the potential break the translational U(1) symmetry $`\sigma \sigma +const`$ which is useful when we introduce potential in the bulk, while $`\xi `$ cannot appear in the boundary potential because of parity assignments. We will be able to supersymmetrize this action by modification of the bulk action only (thus, our construction is alternative to ).
For simplicity, we initially put $`\alpha =0`$ and consider a cosmological term of the form:
$$_B=\delta (x^5)\frac{e}{\kappa ^2}\mathrm{\Lambda }$$
(5)
where $`e`$ is 4d determinant built from the metric induced on the brane. We wish to supersymmetrize this term. The supersymmetry variation of $`_B`$ comes from varying $`e`$:
$$\delta =+\frac{1}{2}\delta (x^5)e\mathrm{\Lambda }(\overline{\psi _\mu ^1}\gamma ^\mu ฯต^1+(12)).$$
(6)
We observe that, without further modification of the boundary action, we can cancel this variation by modifying gravitino transformation law:
$`\delta \psi _\alpha ^1=+{\displaystyle \frac{\mathrm{\Lambda }}{12}}ฯต(x^5)\gamma _\alpha ฯต^1`$
$`\delta \psi _\alpha ^2={\displaystyle \frac{\mathrm{\Lambda }}{12}}ฯต(x^5)\gamma _\alpha ฯต^2.`$ (7)
Note that these corrections are compatible with $`๐_2`$ symmetry defined by (S0.Ex1).
If we vary $`\psi `$ in the gravitino kinetic term, the fifth derivative acting on the step function produces an expression multiplied by a delta function, which precisely cancels (6). But now the bulk theory is not supersymmetric. It is straightforward to show that the variations of the gravitino kinetic term resulting from (S0.Ex11) and proportional to $`\mathrm{\Lambda }ฯต(x^5)`$ can be cancelled by addding a โgravitino mass termโ:
$$_{\psi ^2}=+\frac{e_5}{8\kappa ^2}\mathrm{\Lambda }ฯต(x^5)(\overline{\psi _\alpha ^1}\gamma ^{\alpha \beta }\psi _\beta ^1\overline{\psi _\alpha ^2}\gamma ^{\alpha \beta }\psi _\beta ^2.)$$
(8)
The gravitino variation $`\delta \psi _\alpha ^A=D_\alpha ฯต^A`$ in (8) cancels the above mentioned variation, but now (S0.Ex11) applied to the mass term (8) will produce a variation proportional to $`\mathrm{\Lambda }^2`$, which can be cancelled by varying the determinat in a new โcosmological termโ:
$$_C=\frac{e_5}{6\kappa ^2}\mathrm{\Lambda }^2.$$
(9)
Moreover, in our framework, $`ฯต(x^5)`$ has another discontinuity at $`x^5=\pi \rho `$ so an additional term multiplied by $`\delta (x^5\pi \rho )`$ appears in the varied bulk Lagrangian. This variation can be cancelled by adding a cosmological term confined to that brane:
$$_B^{}=\delta (x^5\pi \rho )\frac{e}{\kappa ^2}\mathrm{\Lambda }$$
(10)
(The minus sign relative to (5) appears because $`ฯต(x^5)`$ has a โstep downโ at $`x^5=\pi \rho `$) <sup>1</sup><sup>1</sup>1The need for the bulk gravitino mass term proportional to $`ฯต(x^5)`$ has been also pointed out in ..
Note that the cosmological term appeared with a plus sign. The relevant part of the bulk action now reads $`S=\frac{1}{2}(R\frac{1}{3}\mathrm{\Lambda }^2)`$ which allows for anti-de-Sitter solutions. In fact, the coefficient of (9) is precisely the one we need to obtain the Randall-Sundrum scenario, as we will show soon.
The above mentioned corrections are still not sufficient to supersymmetrize the bulk lagrangian. We also need the hyperino mass term:
$$_{\lambda ^2}=+\frac{e_5}{8\kappa ^2}ฯต(x^5)\mathrm{\Lambda }\left(\overline{\lambda ^1}\lambda ^1(12)\right),$$
(11)
and the coupling of the graviphoton to gravitino:
$$_A=\frac{ie_5}{4\sqrt{2}\kappa ^2}ฯต(x^5)\mathrm{\Lambda }\left((\overline{\psi ^1}_\alpha \gamma ^{\alpha \beta \gamma }\psi _\gamma ^1)๐_\beta (12)\right).$$
(12)
In addition a graviphoton dependent correction to gravitino transformation law appears:
$$\delta \psi _\alpha ^A=+\frac{i}{2\sqrt{2}}ฯต(x^5)\mathrm{\Lambda }(\sigma ^3)_B^Aฯต^B๐_\alpha .$$
(13)
Further, we need 4-fermi terms in the bulk action to complete the supersymmetrization, but these are not given in this letter.
Let us now assume $`\mathrm{\Lambda }=0`$ and consider the boundary term:
$$=\delta (x^5)\frac{e}{\kappa ^2}\frac{\sqrt{2}\alpha }{V}.$$
(14)
The variation of the determinant can be canceled by modifying $`\delta \psi `$, similarly to the previous case:
$`\delta \psi _\alpha ^1={\displaystyle \frac{\sqrt{2}}{12}}{\displaystyle \frac{\alpha }{V}}ฯต(x^5)\gamma _\alpha ฯต^1`$
$`\delta \psi _\alpha ^2=+{\displaystyle \frac{\sqrt{2}}{12}}{\displaystyle \frac{\alpha }{V}}ฯต(x^5)\gamma _\alpha ฯต^2.`$ (15)
We must also vary the hyperplet modulus $`V`$ in (14) ($`\delta V=\frac{iV}{\sqrt{2}}(\overline{ฯต^1}\lambda ^1\overline{ฯต^2}\lambda ^2)`$)
$$\delta =i\delta (x^5)e\frac{\alpha }{V}(\overline{ฯต^1}\lambda ^1(12)).$$
(16)
This variation can be cancelled by modifying supersymmetry transformation law of the hyperino $`\lambda `$:
$`\delta \lambda ^1={\displaystyle \frac{i}{2V}}\alpha ฯต(x^5)ฯต^1`$
$`\delta \lambda ^2={\displaystyle \frac{i}{2V}}\alpha ฯต(x^5)ฯต^2.`$ (17)
A similar mechanism works: in the variation of the hyperino kinetic term the fifth derivative acts on the step function which leads to a term which precisely cancels (16). Note that it is only the potential $`\alpha /V`$ which causes the corrections to the hyperino transformation law. As before, we need to supersymmetrize further. Two-fermi terms and, as a consequence, a cosmological potential is necessary:
$$=i\frac{e_5}{2V\kappa ^2}\alpha ฯต(x^5)\left(\frac{\sqrt{2}}{4}(\overline{\psi _\alpha ^1}\gamma ^{\alpha \beta }\psi _\beta ^1(12))+(\overline{\lambda ^1}\gamma ^\alpha \psi _\alpha ^1+(12))+\frac{3\sqrt{2}}{4}(\overline{\lambda ^1}\lambda ^1(12))\right)$$
(18)
$$_C=\frac{e_5}{6\kappa ^2}\frac{\alpha ^2}{V^2}.$$
(19)
However, this time a minus sign relative to that of (9) appears, and anti-de-Sitter solution is not allowed. Moreover, contrary to the previous case, 2-fermi and cosmological terms are not enough to render the bulk lagrangian supersymmetric. Closer inspection shows, that terms of the form $`\alpha (ฯต\psi )_\alpha \sigma `$ do not cancel and the bulk lagrangian must be supplemented with a coupling $`\alpha _\beta \sigma ๐^\beta `$. In the context of 5d supergravity this means that the translations of the pseudoscalar $`\sigma `$ from the hypermultiplet are gauged, with graviphoton being the gauge field. To recapitulate, after starting with the boundary term (14) we are led to 5d gauged supergravity similar to that studied in .
One could also imagine other powers of V occuring in (14), let us say some function $`f(V)`$. But then supersymmetrization is possible only if the bulk sigma model quaternionic metric is found. In some simple cases one can appropriately redefine Re(S) and end up in the same sigma model, however in general one has to search for new sigma models with quaternionic kinetic metric that allow gauging, which is beyond the scope of this paper.
Interestingly enough, we can join both schemes discussed in this paper and demand a boundary term:
$$_B=\delta (x^5)\frac{e}{\kappa ^2}(\mathrm{\Lambda }+\frac{\sqrt{2}\alpha }{V}).$$
(20)
As explained we need a similar term on the second brane:
$$_B^{}=\delta (x^5\pi \rho )\frac{e}{\kappa ^2}(\mathrm{\Lambda }+\frac{\sqrt{2}\alpha }{V}).$$
(21)
Repeating the same line of arguments, we arrive at the conlusion, that we need the gauged supergravity in the bulk of the kind considered in , but with the potential:
$$_C=\frac{e_5}{6\kappa ^2}(\mathrm{\Lambda }+\frac{\sqrt{2}\alpha }{V})^2\frac{e_5}{2\kappa ^2}\frac{\alpha ^2}{V^2}.$$
(22)
Additional terms are needed to arrive at completely supersymmetric bulk action and they all fit into the general form of gauged supergravity with local translations of $`\sigma `$.
Since we want to compactify this theory down to 4d and demand that the effective theory has N=1 supersymmetry, we must search for the background which preserves exactly four supercharges. The supersymmetry transformation laws of fermions, including modifications found in the previous paragraphs are:
$`\delta \psi _\alpha ^A=D_\alpha ฯต^Aฯต(x^5){\displaystyle \frac{1}{12}}(\mathrm{\Lambda }+{\displaystyle \frac{\sqrt{2}\alpha }{V}})\gamma _\alpha (\sigma ^3)_B^Aฯต^B`$
$`\delta \lambda ^a={\displaystyle \frac{i}{2\sqrt{2}V}}_5V\gamma ^5(\sigma ^3)_B^aฯต^B+\alpha ฯต(x^5){\displaystyle \frac{i}{2V}}ฯต^a.`$ (23)
In the above formulas we neglected terms with 4d derivatives $`_\mu `$ so as to preserve 4d Poincare invariance. We also put $`\sigma =๐_5=0`$ since these fields do not occur in the potential, so this choice is consistent with equations of motion. Finally, we neglected $`_5\xi `$ term since, as we show later in this letter, expectation value of this term generically leads to supersymmetry breaking.
The ansatz for static solutions is: $`ds^2=a(x^5)dx^\mu dx^\nu \eta _{\mu \nu }+b(x^5)(dx^5)^2,V=V(x^5)`$. The relevant supersymmetry transormation laws evaluated for this ansatz are ( โ denotes $`_5`$ and the world indices are with respect to the Minkowski metric $`\eta `$):
$`\delta \psi _\mu ^A={\displaystyle \frac{a^{}}{4\sqrt{ab}}}\gamma _\mu \gamma _5ฯต^Aฯต(x^5){\displaystyle \frac{\sqrt{a}}{12}}(\mathrm{\Lambda }+{\displaystyle \frac{\sqrt{2}\alpha }{V}})\gamma _\mu (\sigma ^3)_B^Aฯต^B`$
$`\delta \psi _5^A=_5ฯต^Aฯต(x^5){\displaystyle \frac{\sqrt{b}}{12}}(\mathrm{\Lambda }+{\displaystyle \frac{\sqrt{2}\alpha }{V}})\gamma _5(\sigma ^3)_B^Aฯต^B`$
$`\delta \lambda ^a={\displaystyle \frac{i}{2\sqrt{2b}V}}V^{}(\sigma ^3)_B^a\gamma _5ฯต^B+\alpha ฯต(x_5){\displaystyle \frac{i}{2V}}ฯต^a.`$ (24)
We obtain conditions for unbroken supersymmetry by demanding that the above variations of fermionic fields are vanishing for vacuum configurations
$`{\displaystyle \frac{a^{}}{a}}={\displaystyle \frac{1}{3}}(\mathrm{\Lambda }+{\displaystyle \frac{\sqrt{2}\alpha }{V}})ฯต(x^5)\sqrt{b}`$
$`V^{}=\sqrt{2}\alpha ฯต(x^5)\sqrt{b}`$
$`_5ฯต^A={\displaystyle \frac{\sqrt{b}}{12}}(\mathrm{\Lambda }+{\displaystyle \frac{\sqrt{2}\alpha }{V}})ฯต(x^5)ฯต^A.`$ (25)
In addition we need chirality conditions for the supersymmetry generating spinor , which reduce N=2 supersymmetry down to N=1:
$`\gamma _5ฯต^1=ฯต^1`$ $`\gamma _5ฯต^2=ฯต^2`$ (26)
It turns out, that if the parameters $`a,b,V`$ of our ansatz satisfy conditions (S0.Ex17), they automatically satisfy the equations of motion (with delta sources), and give vanishing vacuum energy. We can easily solve the conditions (S0.Ex17). In the coordinate frame where $`b=R_0^2`$ the vacuum solution is:
$`V=V_0+\alpha \sqrt{2}R_0(|x^5|{\displaystyle \frac{\pi \rho }{2}})`$
$`g_{\mu \nu }=\left(1+\alpha \sqrt{2}{\displaystyle \frac{R_0}{V_0}}(|x^5|{\displaystyle \frac{\pi \rho }{2}})\right)^{1/3}e^{\frac{R_0\mathrm{\Lambda }}{3}|x^5|}\eta _{\mu \nu }`$
$`g_{55}=R_0^2`$ (27)
where a constant coefficient in the solution for $`g_{\mu \nu }`$ has been absorbed into a redefinition of the relation between 5d and 4d Planck scales. With the standard procedure we identify the four-dimensional Planck scale as
$$M_4^2=2M_5^3R_0_0^{\pi \rho }๐x^5a(x^5)=2M_5^3R_0_0^{\pi \rho }๐x^5\left(1+\alpha \sqrt{2}R_0(|x^5|\frac{\pi \rho }{2})\right)^{1/3}exp(\frac{R_0}{3}\mathrm{\Lambda }x^5)$$
(28)
In particular, for $`\alpha =0`$ one obtains $`M_4^2=\frac{6M_5^3}{\mathrm{\Lambda }}(1e^{\frac{\mathrm{\Lambda }R_0\pi \rho }{3}})`$.
For $`\mathrm{\Lambda }0`$ we are back in the domain wall solution studied in , while in the case $`\alpha 0`$ we get the Randall-Sundrum expotential solution (the connection with the normalization of reference is $`\mathrm{\Lambda }=6k`$). If we assume $`\alpha \rho `$ to be small (which is the case in the M-theoretical scenario) we are very close to the Randall-Sundrum solution and, in particular, gravity is still localized on the positive tension brane at $`x^5=0`$.
For phenomenological applications we need gauge and charged matter fields transforming in representations of the Standard Model. The problem of coupling confined to a boundary gauge and matter fields to 5d supergravity can be studied along the lines of the original Horava-Witten procedure and details of this can be found in . We summarize the results. Let us add a gauge multiplet $`(A_\mu ^a,\chi ^a)`$ , say, on the first brane (โaโ is the group index) and set the kinetic function to $`\frac{V}{4}F_{\mu \nu }F^{\mu \nu }`$. It turns out that supersymmetric coupling is possible and no changes in the bulk lagrangian are required. All we need is to add the boundary Lagrangian ($`g^2`$ is the reference gauge coupling):
$`_{YM}={\displaystyle \frac{e_4\delta (x^5)}{g^2}}({\displaystyle \frac{V}{4}}F_{\mu \nu }^aF^{a\mu \nu }{\displaystyle \frac{1}{4}}\sigma F_{\mu \nu }^a\stackrel{~}{F}^{a\mu \nu }{\displaystyle \frac{V}{2}}\overline{\chi ^a}D/\chi ^a+{\displaystyle \frac{V}{4}}(\overline{\psi }_\mu \gamma ^{\nu \rho }\gamma ^\mu \chi ^a)F_{\nu \rho }^a`$
$`+{\displaystyle \frac{3i}{4\sqrt{2}}}{\displaystyle \frac{V}{e_5^5}}(\overline{\chi }^a\gamma ^5\gamma ^\mu \chi ^a)_{\mu 5}{\displaystyle \frac{1}{4}}(\overline{\lambda }\gamma ^{\nu \rho }\chi ^a)F_{\nu \rho }^a{\displaystyle \frac{i}{8}}(\overline{\chi }^a\gamma ^5\gamma ^\mu \chi ^a)_\mu \sigma `$
$`{\displaystyle \frac{\sqrt{V}}{4e_5^5}}((\overline{\chi ^a}_L\chi _R^a)_5\overline{\xi }+(\overline{\chi ^a}_R\chi _L^a)_5\xi )+(4fermi)).`$ (29)
In the above the bulk fermions appear in their even (and Majorana in the 4d sense) combinations defined as:
$`\psi _\mu =\left(\begin{array}{cccc}i\psi _{L\mu }^2& & & \\ i\psi _{R\mu }^1& & & \end{array}\right)`$ $`\psi _5=\left(\begin{array}{cccc}i\psi _{L5}^1& & & \\ i\psi _{R5}^2& & & \end{array}\right)`$ $`\lambda =\sqrt{2}V\left(\begin{array}{cccc}\lambda _L^1& & & \\ \lambda _R^2& & & \end{array}\right).`$ (36)
We also need to modify the supersymmetry transformation laws of the even bulk fermions:
$`\delta \psi _\mu =\delta (x^5){\displaystyle \frac{\kappa ^2}{g^2}}{\displaystyle \frac{V}{8}}(g^{\mu \rho }{\displaystyle \frac{1}{2}}\gamma ^{\mu \rho })\gamma ^5ฯต(\overline{\chi ^a}\gamma ^5\gamma _\rho \chi ^a)`$
$`\delta \lambda =\delta (x^5){\displaystyle \frac{\kappa ^2}{g^2}}{\displaystyle \frac{V^2}{4}}\left(ฯต(\overline{\chi }^a\chi ^a)\gamma ^5ฯต(\overline{\chi }^a\gamma ^5\chi ^a)\right).`$ (37)
In the above, the supersymmetry parametr $`ฯต`$ is defined as an even combination of 5d supersymmetry parameters:
$$ฯต=\left(\begin{array}{cccc}iฯต_L^2& & & \\ iฯต_R^1& & & \end{array}\right).$$
(38)
Note that no gaugino dependent correction appears in the transformation law of $`\psi _5`$.
In analogy to heterotic models, we have the possibility to break supersymmetry by gaugino condesation on the hidden and/or visible brane. The supersymmetry breaking is transmitted between branes by the expectation value of the hypermultiplet field $`\xi `$. This mechanism arises because $`\xi `$, although odd, couples to gauginos on the boundaries through its fifth derivative. The equation of motion for $`\xi `$ in the presence of the condensates is:
$`{\displaystyle \frac{1}{\kappa ^2}}_5({\displaystyle \frac{e_5g^{55}}{V}}_5\xi )=_5\left({\displaystyle \frac{e_4\sqrt{V}}{2g^2e_5^5}}(\delta (x^5)(\overline{\chi }_L\chi _R)_1+\delta (x^5\pi \rho )(\overline{\chi }_L\chi _R)_2)\right).`$ (39)
We are interested in the solution for $`_5\xi `$ because this expression (and not $`\xi `$ alone) appears in the relevant formulae. For $`\alpha =0`$ the solution is :
$$_5\xi =\frac{\kappa ^2}{2g^2}V_0^{3/2}\left(\delta (x^5)\chi _1^2+\delta (x^5\pi \rho )\chi _2^2\right)+Cexp(\frac{2R_0}{3}\mathrm{\Lambda }|y|).$$
(40)
The non-trivial background effects are due to the expotential factors. The constant C can be determined from the boundary conditions (in other words, from matching delta singularities in the equation of motion):
$$C=\frac{R_0\mathrm{\Lambda }}{e^{\frac{2R_0}{3}\mathrm{\Lambda }\pi \rho }1}\frac{\kappa ^2}{6g^2}V_0^{3/2}\left(\chi _1^2+\chi _2^2\right).$$
(41)
For $`\mathrm{\Lambda }=0`$ it is customary to go to a different coordinate frame where $`g_{55}=R_0^2H^4`$, $`g_{\mu \nu }=\frac{1}{R_0}H\overline{g}_{\mu \nu },V=V_0H^3`$ and $`H=1+\frac{\alpha \sqrt{2}\pi \rho R_0}{3V_0}(|x^5|\frac{\pi \rho }{2})`$. In this frame we obtain the solution:
$$^5\xi H^3=\frac{\kappa ^2}{2g^2}V_0^{3/2}H^{3/2}\left(\delta (x^5)\chi _1^2\delta (x^5\pi \rho )\chi _2^2\right)+C$$
(42)
$$C=\frac{\kappa ^2}{3g^2}\alpha \sqrt{2}\pi \rho V_0^{3/2}\frac{\chi _1^2H^{9/2}(0)\chi _2^2H^{9/2}(\pi \rho )}{H^4(0)H^4(\pi \rho )}.$$
(43)
It is worth noting, that in the 5d theory gaugino condensates break supersymmetry (but, if we assume superpotentials on the branes we can cancel their contribution). In the presence of the condensates we have no way to satisfy simultanously $`\delta \psi _\mu ^A=0`$ and neither of the remaining conditions for unbroken supersymmetry. Indeed, $`_5\xi `$ and condensates do not alter the transformation law of $`\psi _\mu `$, so in particular, the conditions resulting from $`\delta \psi _\mu ^A=0`$ include chirality conditions (26). But then, the condensates in $`\delta \lambda ^a`$ and $`\delta \psi _5^A`$ multiply the supersymmetry parameter $`ฯต`$, which is of the chirality opposite to other $`ฯต`$โs occuring in these transformation laws. Thus, conditions $`\delta \psi _5^A=0`$ and $`\delta \lambda ^a=0`$ cannot be satisfied.
When we compactify our model to 4d on the background (S0.Ex19), the independent of $`x^5`$ integration constants $`R_0,V_0`$ together with zero modes of $`\sigma `$ and $`๐_5`$, become the ($`x^\mu `$ dependent) moduli of the effective 4d theory. The fluctuations around Minkowski metric in the solution (S0.Ex19) are described by $`\overline{g}_{\mu \nu }`$ To go to the 4d Einstein frame one needs to perform explicit integration over $`x^5`$ and a suitable moduli dependent Weyl rotation. We rescale the metric $`\overline{g}_{\mu \nu }a_0\overline{g}_{\mu \nu }`$ with $`a_0`$ chosen (up to a numerical, independent of moduli, factor which can be absorbed into the definition of the 4d gravitational constant) as $`a_0^1=_0^{2\pi \rho }๐x^5a(x^5)`$. The Killing spinors generating an unbroken $`N=1`$ supersymmetry are:
$`ฯต_R^1=e^{\frac{\mathrm{\Lambda }R_0|x^5|}{12}}\left(1+\alpha \sqrt{2}{\displaystyle \frac{R_0}{V_0}}(|x^5|{\displaystyle \frac{\pi \rho }{2}})\right)^{1/12}a_0^{1/4}\eta _R`$
$`ฯต_L^2=e^{\frac{\mathrm{\Lambda }R_0|x^5|}{12}}\left(1+\alpha \sqrt{2}{\displaystyle \frac{R_0}{V_0}}(|x^5|{\displaystyle \frac{\pi \rho }{2}})\right)^{1/12}a_0^{1/4}\eta _L.`$ (44)
Since $`ฯต_L^2=i\sigma ^2ฯต_R^1`$ (5d Majorana condition) spinor $`\eta `$ is Majorana in the 4d sense. The factor $`a_0`$ in (S0.Ex24) yields canonical form of the reduced 4d supersymmetry transformation law of the gravity multiplet, $`\eta `$ depends only on $`x^\mu `$ and has an interpretation of a parameter of supersymmetry transformations in the 4d theory.
When $`\mathrm{\Lambda }0`$ it is pretty difficult to compactify the supersymmetric model which we have defined to four dimensions and even more to bring it into the standard 4d supergravity form. Hence we postpone the discussion of this case for a while and discuss first in detail the simpler case with $`\mathrm{\Lambda }=0`$ and $`\alpha 0`$. We can now proceed with the derivation of the 4d effective theory. In that case the Kรคhler potental is :
$$K=ln(S+\overline{S})3ln(T+\overline{T}).$$
(45)
The moduli $`S,T`$ and their superpartners are defined as:
$`S=V_0+i\sigma _0`$ $`\mathrm{\Lambda }^S=<({\displaystyle \frac{H}{R_0}})^{1/4}(\lambda \alpha \sqrt{2}(|x^5|\pi \rho )\psi _5)>`$
$`T=R_0+i\sqrt{2}๐_5`$ $`\mathrm{\Lambda }^T=<({\displaystyle \frac{H}{R_0}})^{1/4}\psi _5>`$ (46)
where $`<(\mathrm{})>=\frac{1}{2\pi \rho }๐x^5(\mathrm{})`$. The gauge sectors originating from two different branes are described by the gauge functions, which includes corrections linear in $`\alpha `$:
$`f_1=S{\displaystyle \frac{\sqrt{2}}{2}}\alpha \pi \rho T`$
$`f_2=S+{\displaystyle \frac{\sqrt{2}}{2}}\alpha \pi \rho T.`$ (47)
The physical gauginos can be expressed as $`(\chi _1)_p=(\chi _1)(\frac{H(0)}{R_0})^{3/4}`$, $`(\chi _2)_p=(\chi _2)(\frac{H(\pi \rho )}{R_0})^{3/4}`$.
The above corrections were extracted from the kinetic terms of the 5d lagrangian compactified to 4d. Although the functions K and f are sufficient to reconstruct the rest of the supergravity lagrangian, an interesting consistency check would be to obtain explicitly the complete 4d lagrangian by integrating out the fifth dimension. This is fairly difficult as, e.g., the 4-fermi terms have higher order in $`\alpha `$ contributions. Another approach is to reduce 5d supersymmetry transformation laws to 4d, and check if they are consistent with the results (45,S0.Ex26). This has the advantage that corrections can be seen at lower order in the expansion in $`\alpha `$ and $`\kappa ^2`$. As an example we present how to determine the gauge kinetic functions from the transformation laws of moduli superpartners. We use the definition of $`S`$ and $`T`$ superpartners (S0.Ex25) and substitute $`_5\xi `$ with the solution of its equation of motion in the relevant part of 5d supersymmetry transformation law of $`\lambda `$ and $`\psi _5`$. After integrating over fifth dimension the result up to $`\alpha ^2`$ corrections is:
$`\delta \mathrm{\Lambda }_L^S={\displaystyle \frac{\kappa _4^2}{2g^2}}V_0^2\left(\chi _1^2+\chi _2^2\right)\eta _L`$
$`\delta \mathrm{\Lambda }_L^T={\displaystyle \frac{\kappa _4^2}{12g^2}}R_0^2\alpha \sqrt{2}\pi \rho \left(\chi _1^2\chi _2^2\right)\eta _L.`$ (48)
Noting that in 4d supergravity, scalar gaugino condensates in the transformation law of the fermions $`\mathrm{\Lambda }^S,\mathrm{\Lambda }^T`$ are multiplied by $`\frac{1}{8}f,_S(K^1)_S^S`$ and $`\frac{1}{8}f,_T(K^1)_T^T`$, respectively, the result indeed agrees with (S0.Ex26). A noteworthy detail in this derivation is that in 5d $`_5\xi `$ appears as a full square: $`_5\widehat{\xi }=_5\xi +\frac{\kappa ^2}{g^2}\delta (x^5)\frac{V^{3/2}}{2}((\overline{\chi _R}\chi _L)_1+(\overline{\chi _R}\chi _L)_2)`$ in $`\delta \lambda `$ but not in $`\delta \psi _5`$. Thus, when we calculate $`\delta \mathrm{\Lambda }^T`$ the linear part of the solution for $`_5\xi `$ cancels to zeroth order in $`\alpha `$ with delta functions occuring in this solution, leading to the correct form of $`f_{,T}`$. Note also, that the admixture of $`\psi _5`$ in the definition of $`\mathrm{\Lambda }^S`$ is crucial to obtain the correct form of $`f_{,S}`$. These conclusions confirm fully the results of .
From the transformation laws (S0.Ex27) it can be read off that presence of gaugino condensates breaks supersymmetry also in the 4d effective theory. Although one can adjust $`\chi _1^2=\chi _2^2`$ so that the condesates cancel in the regular part of the solution (42) for $`_5\xi `$ and in consequence in $`\delta \mathrm{\Lambda }^S`$, but then the non-zero condensate contribution appears in $`\delta \mathrm{\Lambda }^T`$ due to the above mentioned lacking of the โfull squareโ structure of $`\delta \psi _5`$. However, if we allow for boundary scalar fields, by appropriate adjusting of their superpotentials we have the possibility to cancell the contribution of the condensates.
To be precise, we note that the above cosiderations for the case $`\mathrm{\Lambda }=0`$ are valid only to linear order in $`\alpha `$. In $`\alpha ^n`$ order, with $`n>1`$, further corrections appear, but they are difficult to calculate. One needs to solve the equations of motion for KK modes of the bulk fields (to linear order in $`\alpha `$ it suffices to know the expectation value of the bulk fields on the branes).
While neglecting the higher order corrections in $`\alpha `$ can be justified by the expected smallness the expansion parameter $`\alpha \pi \rho `$, this is not the case for $`\mathrm{\Lambda }\pi \rho `$, since $`\mathrm{\Lambda }`$ is expected to be set by the string scale. Thus, finding the effective theory with a non-zero $`\mathrm{\Lambda }`$, even for the case $`\alpha =0`$, requires more elaborate tools. However, although we do not know the complete effective Lagrangian, we can still try to extract some information about the low energy 4d theory by computing physically important 4d operators, and using experience gained in the study of the simpler model. Let us put $`\alpha =0`$ in what follows. We know already that the parameter controlling the breakdown of low energy supersymmetry is the regular part of $`_5\xi `$ given in formula (42). This equals in the present case $`_5\xi (x^5)=\frac{1}{e^{\frac{2}{3}R_0\mathrm{\Lambda }\pi \rho }1}\frac{\kappa ^2R_0\mathrm{\Lambda }}{6g^2}V_0^{3/2}(\chi _1^2+\chi _2^2)e^{\frac{2}{3}R_0\mathrm{\Lambda }|x^5|}.`$
We note that in the presence of gaugino codensates the vacuum expectation value of $`_5\xi `$ is nonzero, and is modulated by an expotential, $`x^5`$-dependent factor. The above expression can be inserted into the bulk kinetic term of $`_5\xi `$ (the singular part of the solution drops out due to the โfull squareโ structure), to read off physical gaugino masses on each wall. These are the important parameters as they can tell us directly the physical magnitudes of induced global supersymmetry breaking terms in the boundary gauge sectors. In the limiting case $`\mathrm{\Lambda }\pi \rho 1`$, to the lowest order (and keeping $`\alpha =0`$), we recover this way soft gaugino masses which we have obtained in the compactification of the pure M-theoretical model. To perform the task in a general case, we need to expand metric around the vacuum solution. At the same time, to obtain kanonical normalization of kinetic terms of fields living on the branes we need to rescale them by expotential factors. This also gives the standard form of the supersymmetry transformation law of the gauge field $`A_\mu `$ reduced in our background, $`\delta A_\mu =\overline{\eta }\gamma _\mu \chi `$. The needed rescaling is $`\chi _i=a_i^{3/4}(\chi _i)_p`$, i.e. $`(\chi _1)_{5d}=a_0^{3/4}(\chi _1)_p`$ and $`(\chi _2)_{5d}=a_0^{3/4}e^{\frac{1}{4}R_0\mathrm{\Lambda }\pi \rho }(\chi _2)_p`$. If we interpret quartic gaugino terms as leading to gaugino masses after condensation the result for the masses is (in the limit $`\mathrm{\Lambda }\pi \rho 1`$) <sup>2</sup><sup>2</sup>2It is useful to express the 5d gravitational coupling $`\kappa ^2`$ through the 4d coupling $`\kappa _4^2`$. In the two cases of interest the relation is a) $`\kappa _4^2=\kappa ^2/(2\pi \rho )`$ when $`\mathrm{\Lambda }\pi \rho 1`$ and b) $`\kappa _4^2=\kappa ^2\mathrm{\Lambda }/6`$ when $`\mathrm{\Lambda }\pi \rho 1`$..
$`M_1={\displaystyle \frac{V_0\kappa _4^2}{2g^4}}e^{\frac{2}{3}R_0\mathrm{\Lambda }\pi \rho }\left(<\chi _{1p}^2>+<\chi _{2p}^2>e^{\frac{1}{2}R_0\mathrm{\Lambda }\pi \rho }\right)`$
$`M_2={\displaystyle \frac{V_0\kappa _4^2}{2g^4}}e^{\frac{1}{6}R_0\mathrm{\Lambda }\pi \rho }\left(<\chi _{1p}^2>+<\chi _{2p}^2>e^{\frac{1}{2}R_0\mathrm{\Lambda }\pi \rho }\right).`$ (49)
For definitness of the discussion, let us consider one after another two possible visible-hidden sector configurations. First we put the visible sector on the negative tension brane at $`x^5=\pi \rho `$ and switch on the hidden condensate on the positive tension brane. First of all, we see that $`M_2e^{\frac{1}{6}R_0\mathrm{\Lambda }\pi \rho }<\chi _{1p}^2>`$ becomes exponentially suppressed as a function of the distance between walls, and it scales exactly as expected on the basis of the argument given in . If we now revert the roles of the branes, and assume that the positive tension brane contains observable fields, the situation is similar, i.e. $`M_1e^{\frac{1}{6}R_0\mathrm{\Lambda }\pi \rho }<\chi _{2p}^2>`$ vanishes with growing distance between the walls. The thing to be noted in this case, which can be called standard hidden sector scenario, is the presence of the additional exponential factor in front of the usual dynamically generated mass scale $`a^{1/2}(\pi \rho )\mathrm{\Lambda }_{hid}^3/M_{Pl}^2`$, which is the (not necessarily welcome) source of additional hierarchy. In conclusion we stress that in the limit of large warp factors the transmission of supersymmetry breaking from the hidden brane is expotentially suppresed. Thus, in this scenario walls indeed decouple with the growing distance between them.
A different role of the warp factor can be seen when one considers a condensate forming on the same wall where the observable sector lives. If this happens on the negative tension wall the induced gaugino mass seems to be exponentially enhanced, like $`e^{\frac{1}{3}R_0\mathrm{\Lambda }\pi \rho }`$. If on the other hand the visible brane is the positive tension one, the supersymmetry breaking mass is suppressed by the factor $`e^{\frac{2}{3}R_0\mathrm{\Lambda }\pi \rho }`$. One obvious comment on this is that the walls are not equivalent, in the sense of being interchangable, as was already the case in the nonsupersymmetric Randall-Sundrum scenario. Second, let us note that expecting large, say well above $`1TeV^3`$, condensates on the negative tension brane where all physical scales are scaled down to say $`1TeV`$ may be inconsistent in the present framework.
At this point we should consider matter fields on the boundaries, interacting by means of a trilinear superpotential $`W`$. New terms in the Lagrangian which should be taken into account are
$`S_{scalar}={\displaystyle }d^5x{\displaystyle \frac{e_4}{g^2}}\delta (x^5)(D_\mu \mathrm{\Phi }D^\mu \overline{\mathrm{\Phi }}{\displaystyle \frac{2}{V}}{\displaystyle \frac{W}{\mathrm{\Phi }}}{\displaystyle \frac{\overline{W}}{\overline{\mathrm{\Phi }}}}{\displaystyle \frac{4\kappa ^2}{V}}W\overline{W}+{\displaystyle \frac{2}{Ve_5^5}}W_5\xi +h.c.)`$ (50)
(and similarly for the second wall). The results of the coupling between $`W`$ and $`_5\xi `$ are twofold. First, in the previous formulae for the vacuum solution for $`_5\xi `$ one should substitute
$$\chi _i\overline{\chi }_i\chi _i\overline{\chi }_i\frac{4W_i}{V^{3/2}}.$$
(51)
This means that expectation value of $`W`$ contributes to the supersymmetry breaking, and can in principle cancel the contribution of condensates. Let us note, that the canonical normalization of kinetic terms of scalars $`\mathrm{\Phi }_i`$ living on the $`i`$-th wall leads to rescaling $`\mathrm{\Phi }_1\mathrm{\Phi }_{1p}a_0^{1/2}`$, $`\mathrm{\Phi }_2\mathrm{\Phi }_{2p}a_0^{1/2}e^{\frac{1}{6}R_0\mathrm{\Lambda }\pi \rho }`$. This implies that superpotential from the $`i`$-th wall scales like a condensate from the same wall, hence the earlier discussion of decoupling applies here without modifications.
The second result of new couplings is the appearance of softly breaking global supersymmetry trilinear scalar terms when condensates are switched on. These terms, say on the second brane, are proportional to
$$a_2^{1/2}\frac{1}{Ve_5^5}W_{2p}<\chi _p^1\frac{4W_{1p}}{V^{3/2}}>$$
(52)
and one can easily work out their scaling properties. These terms are the physical soft terms assuming that the effective 4d vacuum energy, after switching on vevs for boundary scalars, vanishes.
After presenting this preliminary and somewhat speculative interpretation of the supersymmetry breaking pattern, we want to stress that definite conclusions can be made only when one constructs the complete effective 4d theory.
To put this discussion into a wider framework, let us remind ourselves that what we have done here so far is the traditional compactification of the fifth dimension, where one tries to combine both, in principle different, gauge sectors at the ends of the five-dimensional world into a single effective theory. However, a different approach is possible, see . One can imagine that the model living on the negative tension brane located at $`x^5=\pi \rho `$ is a holographic image of the same model living on the Planck brane located at $`x^5=0`$. Flow of the second brane along the $`x^5`$ axis accompanied by rescaling of all the mass scales on that brane by a factor $`a^{1/2}(x^5)`$ might be considered to be equivalent to renormalization group flow along momentum scale towards the IR limit. In this context we want to notice, that in the $`N=1`$ theory which we study here the mass scales scale exactly in the way required by holographic principle, but the gauge coupling does not scale with the changing warp factor. This is easy to see, since the warp factor cancels out from the expression $`e_4g^{\mu \nu }g^{\beta \alpha }F_{\mu \beta }F_{\nu \alpha }`$. The intriguing observation is that if one would try to improve for that, and scale also the gauge coupling according to one-loop scaling anomaly, see , $`\frac{1}{g^2(x^5)}=\frac{1}{g^2(M_5)}+b_0\mathrm{log}\left(\frac{M_5}{m(x^5)}\right)^2=\frac{1}{g^2(M_5)}b_0\mathrm{log}a(x^5)`$, then assuming $`\frac{1}{g^2(x^5)}=\frac{1}{g_{GUT}^2(x^5)}`$ this flow would compensate the relative enhancement factor between gaugino condensate from the second and first wall, $`\mathrm{\Lambda }_{cond}(\pi \rho )=M_5e^{\frac{1}{2b_0}(\frac{1}{g^2}b_0\mathrm{log}(a(\pi \rho )))}a^{1/2}(\pi \rho )\mathrm{\Lambda }_{cond}(0)`$.
At the end we would like to comment on two aspects of the models we discuss in this paper. Firstly, it is interesting to note that the additional terms which we have put on the boundary, $`\delta L=ef(V)`$, are not parts of a globally supersymmetric sigma model living on a brane. When one integrates over the fifth dimension these terms cancel against the bulk potential and drop out completely from the effective four dimensional model. Hence, the presence of the additional dimension offers the possibility of supersymmetrizing certain boundary terms along the direction transverse to the branes, with partner terms living in the bulk. Secondly, the vanishing vacuum energy in the pure bulk moduli sector which we observe does not solve automatically the cosmological constant problem. When we allow matter chiral superfields on the branes to follow their local dynamics given by nontrivial superpotential and gauge interactions, the new vacuum they approch is not guaranteed to give automatically a vanishing contribution to the 4d vacuum energy, and in general next instance of tuning is necessary.
To summarize, we have presented a class of five dimensional supergravities with gauge sectors living on 4d boundaries, which admit exponential warp factors analogous to that of the Randall-Sundrum model. The required fine-tuning between bulk and boundary cosmological potetnials was explained by supersymmetry. These models can be considered to be deformations of the M-theoretical model constructed in . We have discussed hidden sector supersymmetry breaking and its transmission between branes in the present models. The setup and results are likely to be relevant for the discussion of the holographic projection of $`N=1`$ supersymmetric gauge models.
This work has been supported by TMR programs ERBFMRXโCT96โ0045 and CT96โ0090. Z.L. and S.P. are supported by the Polish Committee for Scientific Research grant 2 P03B 05216(99-2000).
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# Detailed Analysis of the Pulsations During and After Bursts from the Bursting Pulsar (GRO J1744โ28)
## 1 Introduction
The Bursting Pulsar, GRO J1744$``$28, is a low-mass X-ray binary (LMXB) located on the sky close to the Galactic center (Fishman et al. 1995; Paciesas et al. 1996; Kouveliotou et al. 1996). The source exhibits two properties which separate it from other LMXBs: Type II X-ray bursts (due to spasmodic accretion) and coherent 0.467 s pulsations (Finger et al. 1996). When GRO J1744$``$28 was discovered with the Burst and Transient Source Experiment (BATSE) in December of 1995 (Fishman et al. 1995), it was the only known X-ray burst source to also emit coherent pulsations (Kouveliotou et al. 1996), hence the name the โBursting Pulsar.โ Since then, several sources of Type I bursts (due to thermonuclear flashes) have shown quasi-periodic oscillations, likely connected to the stellar rotation rate (e.g. Stromayer et al. 1996; Strohmayer et al. 1997; van der Klis 1998), and one Type I source, SAX J1808.4$``$3658, shows coherent 2.5 ms pulsations in its persistent X-ray flux (Wijnands & van der Klis 1998).
During its two years of activity, the Bursting Pulsar produced two distinct outbursts during which $``$ 10,000 hard X-ray bursts were generated. In total, more than 10<sup>45</sup> ergs of energy were released in the form of burst, persistent and pulsed emission (Woods et al. 1999). The first outburst of GRO J1744$``$28 started on 1995 December 2 and lasted until $``$ 1996 May 10 (Briggs et al. 1996; Kouveliotou & van Paradijs 1997) while the second outburst began on 1996 December 1, and lasted until $``$ 1997 April 7 (Woods et al. 1999). The two outbursts of GRO J1744$``$28 are similar in many ways. After the first day of each outburst, the burst occurrence rate (corrected for source exposure time) remained constant at roughly 40 events per day. During the first 24 hours, the burst rate was much higher at $``$ 200 and $``$ 135 bursts per day, respectively (Kouveliotou et al. 1996; Woods et al. 1999). For each outburst, the persistent, pulsed and burst flux moved nearly in lockstep. The main difference between outbursts was that the persistent, pulsed and burst flux of the second outburst were all diminished by roughly a factor of $``$ 2 (Woods et al. 1999).
Aside from the first day of each outburst, the bursts observed from GRO J1744$``$28 did not vary much in duration ($``$ 9 s) or in spectral form (Briggs et al. 1996; Giles et al. 1996; Kouveliotou & van Paradijs 1997; Woods et al. 1999). On the first day, the bursts were typically longer ($``$ 15 s). The burst spectra are consistent with the persistent emission spectrum, well represented by an Optically Thin Thermal Bremsstrahlung (OTTB) model with a temperature $`kT`$ 10 keV. The constancy of spectra in burst and persistent emission, the rapid burst recurrence pattern, and other similarities found with the well known Type II burst source, the Rapid Burster, suggested that the bursts from the Bursting Pulsar were also Type II events (Kouveliotou et al. 1996; Lewin et al. 1996; Kommers et al. 1997). Type II bursts are due to spasmodic accretion of material onto the surface of a neutron star caused by some instability within the accretion disk (Lewin, van Paradijs & Taam 1995). In the case of GRO J1744$``$28, Cannizzo (1996) has proposed a model where conditions at the inner disk radius of the accretion disk lead to a Lightman-Eardley instability in the accretion flow, causing the bursts.
Coherent pulsations with a period of 0.467 s were detected from the Bursting Pulsar as early as 1 December 1995 (Finger 1996), one day before the onset of burst activity. GRO J1744$``$28 has a highly sinusoidal pulse profile in the 20 โ 40 keV energy range with small relative amplitudes of the first two harmonics: 6.2 $`\pm `$ 0.6 % and 1.4 $`\pm `$ 0.6 %, respectively (Finger et al. 1996). It was realized early into the first outburst that the pulsations observed from the persistent emission of GRO J1744$``$28 were also found (at an enhanced amplitude) during the bursts (Kouveliotou et al. 1996). Using data acquired with the Oriented Scintillation Spectrometer Experiment (OSSE), Strickman et al. (1996) showed that the pulses within bursts did not coincide with their expected arrival times based upon the phase ephemeris of the persistent emission. The sense of this pulse arrival discrepancy during bursts was always in the direction such that the pulses arrived later than expected, i.e., a pulse time delay. Furthermore, Strickman et al. showed that this delay reached a maximum ($`\mathrm{\Delta }`$$``$ 90 ms) during the burst interval for a sample of bursts recorded in December 1995 and January 1996. This delay did not recover fully after the burst. For 10 โ 80 s following the burst, Strickman et al. (1996) found an average residual shift 29 $`\pm `$ 6 ms. Using data taken with the Proportional Counter Array (PCA) aboard the Rossi X-ray Timing Explorer (RXTE), Stark et al. (1996) found this residual time lag recovered exponentially on a timescale 700 $`\pm `$ 20 s, although this value is determined over a lower energy window than OSSE. The evolution of the peak and residual pulse time delay through the outburst were investigated using data taken with BATSE and the PCA. Using BATSE data, Koshut et al. (1998) found that the average pulse time delay for 1.5 sec near the peak of the burst remained constant both through the first outburst and over the energy range 25 โ 75 keV at $`\mathrm{\Delta }`$t$`_{\mathrm{peak}}`$ = 74 $`\pm `$13 ms, despite a net change in peak flux of $``$ 3.3. Stark et al. found that the residual phase shift (2 โ 60 keV) after bursts changed during the outburst from a time delay of $`\mathrm{\Delta }`$t$`_{\mathrm{resid}}`$ $``$ 20 ms to an advance of $`\mathrm{\Delta }`$t$`_{\mathrm{resid}}`$ $``$ 10 ms.
Using data acquired with BATSE, we have studied properties of the pulsed emission during and after bursts from both outbursts. We have tracked the pulsed amplitude and phase or time delay from the onset of the burst to $``$ 240 s following. We detect modest changes in both the burst and residual time delay as a function of burst strength. We find a marginally significant correlation between the average burst peak flux and the average time delay within the burst.
## 2 Data Analysis
During the two outbursts of the Bursting Pulsar, BATSE detected 3110 and 2709 bursts, respectively. For the 7 months between outbursts, both burst (RXTE) and persistent (RXTE and BATSE) activity were seen intermittently, but at a much lower flux level (Cui 1998; Stark et al. 1998; Kouveliotou & van Paradijs 1997). Of the 3110 and 2709 bursts that were detected with BATSE, 1350 and 311 triggered the instrument, making available fine time resolution data sufficient to study the pulsations within bursts. The reasons for the decreased number of triggered events for the second outburst were that the second outburst was dimmer and the trigger criteria were not optimized until later into this outburst.
For pulse analysis, we used data accumulated with 64 ms time resolution over 4 energy channels covering the range 25 keV to 2 MeV (DISCSC data type). This data type provided the largest sample size with an integration time sufficient to study the pulsations. Accumulation of this data type begins at 2.048 s before trigger time and lasts nominally until $``$ 570 s beyond trigger time; however, the data accumulation was decreased during these outbursts to $``$ 240 s in order to shorten the read-out time period and thereby decrease the trigger dead-time of the instrument. Data acquired prior to and after the DISCSC data readout used for this study, have the same energy binning, but a coarser time resolution of 1.024 s (DISCLA data type). Due to the soft spectrum of the source (relative to classical gamma-ray bursts), source counts are found only in the first two energy channels, $``$ 25 โ 50 keV and 50 โ 100 keV.
First, a detector response matrix (DRM) was constructed for each burst. Based upon previous spectral analysis of bursts as seen with BATSE (Kouveliotou & van Paradijs 1997; Woods et al. 1999a), we assumed an OTTB spectral form with a temperature 10 keV. Using an arbitrary normalization over two fixed energy ranges (25 โ 50 keV and 50 โ 100 keV), we folded this model through each DRM and calculated the expected count rates in the first two channels. The ratio of the input energy fluxes to the output count rates provided efficiency factors that allowed us to convert from channel 1 (channel 2) count rates directly to 25 โ 50 keV (50 โ 100 keV) energy flux. Next, a low-order polynomial (usually less than 3<sup>rd</sup> order) was fit to approximately 300 s of pre-burst and post-burst data for each channel. This background model was subtracted from the time history and the count rates were converted to energy flux using the efficiency factors.
Pulse timing analysis was not possible for individual events due to an inadequate signal-to-noise ratio. In addition, there also exists variablility on time scales not associated with the stellar rotation, which makes pulse timing more difficult. Figure 1 is a selection of bursts (25 โ 50 keV) taken from the first outburst that show the range of time scale variability involved within individual bursts. In order to study the pulse timing within bursts we were forced to sum bursts together in phase. This process allows for pulse timing analysis of the average profile, but at the cost of losing information about other structures within individual bursts. The procedure with which we phase aligned bursts and extracted pulse amplitude and timing information is described in detail in the next section.
### 2.1 Phase Alignment
A detailed pulse phase ephemeris was constructed by fitting pulse phases from non-burst times during the outburst with an orbital model and a quadratic spline phase model. The pulse phases were obtained from the fundamental Fourier amplitudes of pulse profiles derived from BATSE folded-on-board pulsar data in the 20 โ 40 keV band, which was taken during both outbursts.
Initially, the relative alignment of each burst was determined by the trigger time and the pulse phase ephemeris. The first occurrence of zero phase after the start of the fine time resolution data was found for each event. Here, zero phase relates to the sinusoid of the fundamental frequency (2.141 Hz). The light curve was shifted to the left by this amount and stored into a template. Since the frequency is slightly different for each burst due to spacecraft orbital Doppler shifts, binary orbital Doppler shifts, spin torques due to accretion, and the sampling of the data is fairly coarse (0.064 s) relative to the period of the pulsar (0.467 s), we chose to split each bin when storing the fluxes in the average burst profile or template. The flux of each bin was assumed to be constant across the bin. Upon applying this procedure for all events, we were left with a high signal-to-noise quality template.
Next, we used this template to refine our alignment procedure. In order to optimize the trigger efficiency of the Bursting Pulsar events while retaining modest sensitivity to GRBs, the trigger criteria were modified during each outburst. For the majority of the time, the threshold for a trigger was a 5.5$`\sigma `$ fluctuation in the second brightest detector integrated over discriminator channels 1 and 2 (25 โ 100 keV). For a significant fraction of the first outburst, this threshold was lowered to 3.5$`\sigma `$ or 4.0$`\sigma `$ and the energy range was constrained to 25 โ 50 keV (channel 1). Even for a constant trigger criterion, the relative time at which the instrument triggers within a given burst will change as the burst intensity varies. As the bursts become brighter, the instrument triggers earlier into the burst for a fixed threshold. Furthermore, changes in the relative position of a burst may occur for different spacecraft orientations that alter the angle of the source with respect to the BATSE detectors. All of the effects mentioned above will conspire to smear the average profile when aligning each burst relative to trigger time. To correct for this, we cross-correlated each event with the template by shifting the individual burst profile an integer number of cycles in either direction ($`\pm `$ 6 cycles or $`\pm `$ 3 s) searching for the optimum alignment. The cross-correlation was performed only upon the channel 1 rates, due to their superior signal-to-noise. The alignment of the channel 2 data followed from the channel 1 alignment. Using these refined alignments, we averaged all โcorrectedโ bursts to create another template and iterated this procedure several times.
The phase aligned burst profile (25 โ 50 keV) for 1293 bursts from both outbursts of the Bursting Pulsar is shown in Figure 2. Figure 3 displays the phase aligned profile of the same set of bursts, but over a higher energy range (50 โ 100 keV). Upon combining data from several events, the various structures seen in Figure 1 average out leaving a smooth envelope of burst emission modulated at the neutron star spin frequency.
### 2.2 Pulse Timing Measurement
Part of the difficulty in determining the pulse timing or phase shift within bursts is removing the smooth burst envelope. The goal is to retain only the pulsations without inadvertently altering their true phase shift in the process. The technique chosen for this purpose was to use a digital high-pass filter that removes the low frequency power components (upper limit chosen as 1.0 Hz) from the light curve. One of the artifacts, known as Gibbโs phenomenon, is power leakage at the beginning and end of the filtered light curve (i.e. loss of the pulsations). Since the change in time resolution falls roughly at the beginning of the burst, it is necessary to avoid this artifact in order to study the pulse timing during the burst interval. The usual technique applied during these instances is to pad the background subtracted light curve with zeroes on either end. This would be fine for a relatively flat light curve where padding zeroes would not introduce any large discontinuities, but at the beginning of the fine time resolution data, the burst envelope is not yet at the background level. Simulations using this filter have shown that a discontinuity in the light curve and/or the slope of the light curve contributes to power leakage around that point and consequently alters the phase shift. To avoid this effect, the pre-burst data (DISCLA) were saved during the phase alignment procedure and sectioned into phase bins invoking the same methodology as that described for the DISCSC data processing. Of course, no pulsar timing information was available in the DISCLA data, which have a long integration time (1.024 s); however, these data were able to provide the necessary padding for removal of the burst envelope.
Upon removal of this burst envelope using the digital filter, only the pulsations remained. The next step was to quantify both the pulse amplitude and phase during and after the burst. It is clear from the phase aligned profile that the pulse amplitude varies with time. We also know from previous studies (e.g. Strickman et al. 1996) and by closer inspection of our data that the phase shift also varies with time. Due to the small contributions made by higher harmonics, the pulse profile is well described by a pure sinusoid. Motivated by the observations listed above and our phase alignment procedure, we chose to fit a sinusoidal function, F(t), with a fixed frequency, $`\nu `$ = 2.141 Hz, and a varying pulse amplitude, A(t), and phase shift, $`\varphi `$(t), given by the following equation.
$$F(t)=A(t)\mathrm{sin}[2\pi (\nu t\varphi (t))]$$
The choice of time intervals over which fits were performed was determined by the varying pulse amplitude and signal-to-noise ratio. During the burst, when the pulse amplitude was varying rapidly and the signal-to-noise ratio was greatest, a fit interval of 0.64 s (10 bins) was used. After the burst was over and the pulse amplitude was roughly constant, but the signal-to-noise was reduced, a fit interval of 17.92 s (280 bins) was used. For the transition region between, a fit interval of 1.92 s (30 bins) was used.
To ensure that our pulse timing analysis method did not introduce an artificial phase shift, a number of simulations were performed. To illustrate the strength of our method, we describe below an end-to-end test. We constructed simulated profiles based upon the observed count rates of the phase aligned profiles but with known phase shift values. Figure 4 shows the resulting phase aligned profile of 1293 simulated bursts with Poisson noise fluctuations added. This particular profile has a constant pulse time delay of zero. Figure 4 displays the pulse time difference as measured by our method. As seen in the bottom panel of Figure 4, no significant time delay is introduced by our method for this pulse time delay model. This test was performed for multiple phase shift models at varying signal-to-noise levels in order to confirm the accuracy of the pulse time measurement method.
## 3 Results
It is clear from Figure 2 that the pulsed amplitude rises and falls with the burst envelope. Figure 5 shows the measured average pulsed flux amplitude as a function of the average burst flux during each fit interval. The amplitude is strongly correlated with the changes in flux during the burst and the pulsed fraction is systematically larger during the burst rise (diamonds) as compared to the pulsed fraction during the decline (squares) of the average burst profile.
As described in the previous section, both the pulse amplitude and the phase shift were extracted from each fit interval within the phase aligned profiles. The 25 โ 50 keV profile shows a quick rise of the phase shift to a maximum near $``$ 65 ms and a slower decay to a residual shift of $``$ 20 ms which persists to the end of the available data. A positive shift indicates that the observed pulse occurred later than expected. We defined an average burst time lag ($`\mathrm{\Delta }`$t<sub>FWHM</sub>) to be the average of all time lag measurements over the full width half maximum (FWHM) interval of the burst profile. For the full ensemble of bursts over 25 โ 50 keV, we find $`\mathrm{\Delta }`$t<sub>FWHM</sub> = 61.0 $`\pm `$ 0.8 ms. This value is marginally larger for the higher energy band $`\mathrm{\Delta }`$t<sub>FWHM</sub> (50 โ 100 keV) = 72 $`\pm `$ 5 ms. We further defined an average residual pulse time delay ($`\mathrm{\Delta }`$t<sub>resid</sub>) as the average time lag between 10 and 240 s. For the 25 โ 50 keV band, we find $`\mathrm{\Delta }`$t<sub>resid</sub> = 18.1 $`\pm `$ 0.7 ms. The relatively poor statistics in the 50 โ 100 keV band did not allow for a residual time delay measurement.
In addition to averaging over the entire burst sample, phase aligned profiles were constructed for discrete intervals during each outburst. The temporal dynamic range of the available sample of bursts from the second outburst was insufficient to search for changes in the average burst or residual time delay; however, the first outburst provided such an opportunity. Upon analyzing the data over nine separate time intervals, we found modest, but significant, changes in both the burst and residual time delay that appear to be correlated with the rise and fall of the overall outburst. To better illustrate these changes, we have grouped the bursts of the first outburst according to peak flux in the 25 โ 50 keV energy range on the 512 ms time scale. Nine peak flux ranges were defined and both the average burst and residual time lags were measured for each interval (Figure 6; diamonds). We find a significant correlation between the peak flux of the average burst profile and the average burst time delay. The value of the Spearman rank-order coefficient, $`\rho `$ = 0.92, corresponds to a 5.1 $`\times 10^4`$ chance occurrence probability. Significant changes are also measured in the residual time delay; however, there is no significant correlation with peak flux. When grouped according to fluence, rather than peak flux, we do not find a significant correlation between the fluence and the average burst time delay. For the complete sample of 1057 events with sufficient data from the first outburst, we find $`\mathrm{\Delta }`$t<sub>FWHM</sub> = 61.7 $`\pm `$ 0.7 ms over the energy range 25 โ 50 keV.
Given the limited sample from the second outburst (240 events), we were only able to split the bursts into three peak flux intervals and still maintain a reasonable group size. The average burst time lags of the two lowest peak flux groups agree well with the values found for bursts of comparable peak flux from the first outburst (Figure 6; squares). However, the group with the highest average peak flux has a significantly smaller average burst time lag as compared to the first outburst. For the complete set of bursts from the second outburst we find $`\mathrm{\Delta }`$t<sub>FWHM</sub> = 53 $`\pm `$ 2 ms. The peak flux of the average profile for the second outburst is only $``$ 10% dimmer than the peak flux of the first outburst average profile. The similar values of peak flux found in these two samples do not reflect an intrinsic similarity in burst peak flux between the two outbursts, but rather the influence of a variable trigger selection criterion. Despite the relatively small difference ($``$ 10%) in peak flux of the two aligned profiles from each outburst, they have significantly different burst time lags due to the contribution from the bursts of highest peak flux from the second outburst.
## 4 Discussion
The bursts observed from GRO J1744$``$28 are Type II bursts due to some accretion instability (Kouveliotou et al. 1996; Lewin et al. 1996), possibly a Lightman-Eardley instability (Cannizzo 1996). Based upon this picture, Miller (1996) has proposed a model for the pulse time delays. Due to the misalignment of the magnetic and spin axes, only a fraction of the field lines present avenues for the material from the disk to reach the neutron star (Basko & Sunyaev 1976). This accretion flow geometry leads to a โfootprintโ in the form of a narrow arc on the stellar surface which faces the magnetic pole. For high accretion rates, the deceleration scale height increases such that the X-ray emission radiated perpendicular to the accretion flow is enhanced, creating an โaccretion curtain.โ When a burst occurs and the accretion rate increases, the rapid change in accretion torque may deform the field lines such that the preferred โpick upโ of material from the disk is shifted and consequently, so is the footprint. Since the bulk of the emission is directed perpendicular to the accretion flow, a small azimuthal displacement of this footprint lends itself to a large observed phase shift of the pulsations. Miller suggests the residual phase lag and phase recovery over hundreds of seconds may be due to a restructuring of the accretion disk.
The observations presented here have enhanced our knowledge of the pulsed emission behavior during and after bursts from the Bursting Pulsar. The strong correlation between the changes in the unpulsed burst emission component and the pulsed flux amplitude agrees well with the idea that the height of the deceleration region scales with the mass accretion rate. As the scale height of the deceleration regions grows, so does the emitting area perpendicular to the accretion flow which leads directly to an amplification of the pulsed component.
The sign of the phase shift and the correlation of the average burst time lag with burst peak flux during the first outburst are also consistent with the accretion curtain model. As the peak accretion rate increases, one would expect the magnitude of the azimuthal shift of the footprint or peak amplitude of the pulse time delay to vary accordingly. The dependence of the magnitude of the pulse time delay on burst luminosity was not addressed in Millerโs model. Given the large azimuthal rotation of the accretion column and the likelihood of a non-zero angle between the disk plane and the magnetic moment of the neutron star, one would expect the relationship to be non-linear. The observed trend (during the first outburst) is that the burst time lag increases with burst peak flux up to $``$1 $`\times `$ 10<sup>-7</sup> ergs cm<sup>-2</sup> s<sup>-1</sup>. Above this burst peak flux value, the average burst time lag flattens out. It is not clear why the brightest bursts of the second outburst do not obey the relationship established during the first outburst. Incidently, we note that all of the bursts contained within this subset from the second outburst were recorded either during or after the 17 day interval where the burst/persistent OTTB temperature dropped by 20% (Woods et al. 1999).
Acknowledgements โ PMW acknowledges support under grants NAG 5-3003 and NAG 5-4419 and the cooperative agreement NCC 8-65. CK acknowledges support under grant NAG 5-4799. JvP acknowledges support under grants NAG 5-2755 and NAG 5-3674. MHF acknowledges support under grants NAG 5-4238. WHGL gratefully acknowledges support from NASA.
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# Effective charges and statistical signatures in the noise of normal metalโsuperconductor junctions at arbitrary bias
## I Introduction
Recent developments in condensed matter physics emphasize the importance of shot noise in mesoscopic conductors. Noise contains more information than the conductance: in the Poisson regime for instance, zero-frequency noise is proportional to the current and to the effective charge. A convincing application is the direct measurement of the fractional charge in a quantum Hall liquid . Another important issue of noise concerns the statistics of the (quasi-) particles. It is now established that Hanbury-Brown and Twiss type correlation experiments yield a different sign for bosons and for fermions .
This paper focuses on both issues in normal metal-superconductor (NS) junctions. Existing results on junctions between two normal metals (NN) are summarized below. Finite frequency shot noise has a singularity at $`\mathrm{}\omega =eV`$ (where $`V`$ is the applied bias) , which was detected experimentally . Another phenomenon, analogous to a finite frequency measurement, called the โNon-Stationary AharonovโBohm effectโ uses a local alternating field superposed to the bias voltage. Steps in the noise derivative with respect to the DC bias were predicted and measured . The height of these steps is non-monotonic with the amplitude of the harmonic perturbation.
The statistical signatures of noise correlations can be illustrated in a three terminal device where current fluctuations in the two receiving leads are expected to be fully anti-correlated , a direct consequence of the Pauli principle. Experiments were performed in the integer quantum Hall regime and in a two dimensional electron gas , with a splitter used to partition an incident beam of electrons into reflected and transmitted beams. The measurement of the correlations between the reflected and the transmitted beams reported a negative value, confirming the theoretical predictions.
In contrast to normal junctions, transport in NS junctions involves Andreev reflection : an incoming electron is reflected as a hole at the boundary. The remaining charge $`2e`$ is absorbed by the superconductor via a Cooper pair. In a previous paper, finite frequency noise was computed in the Andreev regime only ($`eV\mathrm{\Delta }`$). The noise characteristics then present a singularity at the frequency $`\omega =2eV/\mathrm{}`$, a signature of an effective charge $`2e`$ corresponding to that of a Cooper pair. This issue is not surprising, because in the Andreev regime, some physical quantities can, in principle, be extracted from the normal metal results by replacing $`e`$ by $`2e`$. In particular, at zero-frequency the doubling of shot noise and the crossover from thermal noise to excess noise have been predicted and recently measured . However, for thermal noise (at $`k_BT\mathrm{\Delta }`$), this naive substitution would imply a violation of the fluctuation dissipation theorem.
Failures of this effective charge model also occur when the bias is comparable to the gap or when it is increased beyond it. Indeed, when $`eV>\mathrm{\Delta }`$, the effective charge transfer picture breaks down, as quasi-particles above the gap bear a single electron charge. It will be shown that at such voltages, the cusps/singularities which appear in the finite frequency noise neither correspond to a charge $`e`$ nor to a charge $`2e`$. Thus, a careful analysis and an explicit calculation are especially needed to describe the crossover from sub-gap to above gap regime. Moreover, with the advent of superconducting samples with a โsmallโ gap, this also allows to consider the limit of large biases ($`eV\mathrm{\Delta }`$), where single quasiparticle transmission overrides Andreev reflection. In this situation, one recovers the results obtained for the NN junctions, with a charge transfer $`e`$.
At the same time, an NS junction which contains a splitter on the normal side constitutes a Hanbury-Brown and Twiss type experiment where statistical effects can be detected . In the Andreev regime, the noise correlations could possibly be positive (bosonic) due to the presence of Cooper pairs on the normal side (proximity effect), whereas a quasi-particle dominated regime should favor negative (fermionic) correlations. The purpose is here to investigate the effective charges and statistical tendencies which show up in the noise characteristics of an NS junction in an united fashion. Results for the sub-gap (Andreev) regime will be recalled, and confronted to novel results for above gap transport.
The paper is organized as follows. Noise correlations in a multi-terminal device coupled with a superconductor are computed at finite frequencies (section II). In section III a single N-S junction is studied for several cases: a) in the Andreev regime (section III B), the noise spectral density presents a singularity at the Josephson frequency; b) when the applied bias is increased beyond the gap (section III C), additional singularities appear; c) if a sinusoidal external field is added (non-stationary Aharonov-Bohm effect, section III D), the second derivative of noise with respect to the bias presents peaks when the frequency of the perturbation is commensurate with the Josephson frequency. The last section (IV) deals with the fermionic Hanbury-Brown and Twiss experimental proposal with a superconductor, showing that noise correlations may be either negative or positive.
## II Current, noise and noise correlations
### A Assumptions
The superconductor is connected to an arbitrary number of normal leads (multi-terminal device), and the device is supposed to be small enough that all scattering processes are elastic. Note that the case of two superconductors is not addressed here (see Ref. ). Calculations are restricted to the one-channel case, but a generalization to a multi-channel system is straightforward. Thus, transport is dominated by the scattering properties of the N-S junction . The two scattering processes at play are then Andreev reflection and normal reflection of electrons and holes. The superconductor is maintained at a constant chemical potential $`\mu _S`$, and each normal terminal is fixed at the same potential $`\mu _N`$. For convenience, all energies are measured with respect to $`\mu _S`$, so that the applied bias reads $`\mu _N\mu _S=eV`$. This bias is chosen to be positive throughout the paper.
Shot noise in a given lead, or alternatively noise correlations between two (normal) terminals are defined as the Fourier transform of the current-current correlation function:
$`S_{ij}(\omega )`$ $`=`$ $`\underset{T+\mathrm{}}{lim}{\displaystyle \frac{1}{T}}{\displaystyle _{T/2}^{T/2}}๐t{\displaystyle _{\mathrm{}}^+\mathrm{}}๐t^{}e^{i\omega t^{}}`$ (2)
$`\left(I_i(t)I_j(t+t^{})I_iI_j\right).`$
When $`i=j`$, $`S_{ii}(\omega )`$ corresponds to the noise in the terminal $`i`$, whereas if $`i`$ and $`j`$ are different, $`S_{ij}(0)`$ represents the zero frequency noise correlations between lead $`i`$ and lead $`j`$. $``$ designates the thermodynamical average in the grand-canonical ensemble.
### B Bogolubov-de Gennes equations
The Bogolubov-de Gennes (BdG) approach to inhomogeneous superconductivity is the adapted formalism to treat electrons and holes on the same footing. Performing the Bogolubov transformation (which must diagonalize the effective BdG Hamiltonian), and going to an energy representation, the annihilation operator of a particle with spin $`\sigma `$ ($`\sigma =\pm 1`$) at the position $`x`$ in the terminal $`i`$ $`\psi _{i,\sigma }(x)`$ can be written as:
$`\psi _{i,\sigma }(x)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi }}}{\displaystyle \underset{j}{}}{\displaystyle \underset{\beta }{}}{\displaystyle _0^+\mathrm{}}dE({\displaystyle \frac{u_{ij\beta }(x)}{\sqrt{\mathrm{}v_e^j(E)}}}c_{j\beta \sigma }(E)`$ (3)
$`\sigma {\displaystyle \frac{v_{ij\beta }^{}(x)}{\sqrt{\mathrm{}v_h^j(E)}}}c_{j\beta \sigma }^+(E)).`$ (4)
State $`u_{ij\beta }`$ ($`v_{ij\beta }`$) corresponds to the wave function of a electron (a hole) scattered in terminal $`i`$, due to a quasi-particle of type $`\beta `$ (electron or hole, $`\beta =e,h`$) which was incoming from lead $`j`$. Operators $`c(E)`$ and $`c^+(E)`$ satisfy standard anticommutation relations. $`v_e^j(E)=\mathrm{}k_e^j(E)`$ is the velocity in the lead $`j`$. The Bogolubov-de Gennes equations may be written as:
$$\{\begin{array}{cccc}Eu_{ij\beta }(x)\hfill & =\hfill & & \left(\frac{\mathrm{}^2}{2m}\frac{^2}{x^2}\mu _S+V(x)\right)u_{ij\beta }(x)\hfill \\ & & & \\ & & & +\mathrm{\Delta }(x)v_{ij\beta }(x),\hfill \\ & & & \\ Ev_{ij\beta }(x)\hfill & =\hfill & \hfill & \left(\frac{\mathrm{}^2}{2m}\frac{^2}{x^2}\mu _S+V(x)\right)v_{ij\beta }(x)\hfill \\ & & & \\ & & & +\mathrm{\Delta }^{}(x)u_{ij\beta }(x),\hfill \end{array}$$
(5)
and describe the evolution of particle states $`u_{ij\beta }`$ and $`v_{ij\beta }`$. The pair potential $`\mathrm{\Delta }(x)`$ should be calculated self-consistently, but for simplicity corresponds here to the superconducting gap in the bulk superconductor ($`x>0`$), and gives zero in the normal terminals ($`x<0`$).
### C States in a normal terminal
In order to calculate noise with Eq. (2), the states which appear in the Bogolubov transformation (4) are specified using the scattering ($`S`$) matrix describing the junction. In a normal, ideal lead $`\mathrm{\Delta }(x)=0`$ and $`V(x)=0`$, the Bogolubov-de Gennes equations (5) reduces to a Schrรถdinger equation for electrons, and to its time reversed analog for holes. Solutions of the form $`e^{ik_e^Nx}`$ for electrons, and $`e^{ik_h^Nx}`$ for holes are chosen, where $`k_e^N=\sqrt{2m\left(\mu _S+E\right)}/\mathrm{}`$ and $`k_h^N=\sqrt{2m\left(\mu _SE\right)}/\mathrm{}`$ are the wave vectors of electrons and holes. Electrons and holes in lead $`i`$ which originate from a particle of type $`\beta `$ ($`\beta =e,h`$) in terminal $`j`$ and scattered into $`i`$ are described by:
$`u_{ij\beta }(x)`$ $`=`$ $`\delta _{i,j}\delta _{e,\beta }e^{ik_e^Nx}+s_{ije\beta }\sqrt{{\displaystyle \frac{k_\beta ^j}{k_e^N}}}e^{ik_e^Nx},`$ (6)
$`v_{ij\beta }(x)`$ $`=`$ $`\delta _{i,j}\delta _{h,\beta }e^{ik_h^Nx}+s_{ijh\beta }\sqrt{{\displaystyle \frac{k_\beta ^j}{k_h^N}}}e^{ik_h^Nx}.`$ (7)
Note the opposite sign for momenta of electrons and holes. $`x_i`$, the position in terminal $`i`$ is specified as $`x`$ in Eqs. (6) and (7) for simplicity of notation. $`s_{ij\alpha \beta }`$ is the scattering matrix element expressing the amplitude of an outgoing particle $`\alpha `$ in lead $`i`$ due to an incident particle of type $`\beta `$ in lead $`j`$.
### D Current operator and average current
The current operator in lead $`i`$ is defined by:
$`I_i(x)`$ $`=`$ $`e{\displaystyle \frac{\mathrm{}}{2mi}}{\displaystyle \underset{\sigma }{}}(\psi _{i,\sigma }^+(x){\displaystyle \frac{\psi _{i,\sigma }(x)}{x}}`$ (9)
$`{\displaystyle \frac{\psi _{i,\sigma }^+(x)}{x}}\psi _{i,\sigma }(x)).`$
Substituting $`\psi `$ by Eq. (4), the current operator becomes:
$`I_i(x)`$ $`=`$ $`{\displaystyle \frac{e\mathrm{}}{2miv_F}}{\displaystyle \frac{1}{2\pi \mathrm{}}}{\displaystyle _0^+\mathrm{}}๐E_1{\displaystyle _0^+\mathrm{}}๐E_2{\displaystyle \underset{m,n}{}}{\displaystyle \underset{\sigma }{}}`$ (14)
$`[(u_{im}^{}_xu_{in}_xu_{im}^{}u_{in})c_{m\sigma }^+c_{n\sigma }`$
$`\left(u_{im}^{}_xv_{in}^{}_xu_{im}^{}v_{in}^{}\right)\sigma c_{m\sigma }^+c_{n\sigma }^+`$
$`\left(v_{im}_xu_{in}_xv_{im}u_{in}\right)\sigma c_{m\sigma }c_{n\sigma }`$
$`+(v_{im}_xv_{in}^{}_xv_{im}v_{in}^{})c_{m\sigma }c_{n\sigma }^+],`$
where the sums over $`j`$ and $`\beta `$ have been replaced by a single sum over index $`m`$. Expressions with index $`m`$ ($`n`$) have an energy dependence $`E_1`$ ($`E_2`$). Solving the Bogolubov-de Gennes equations in the superconductor leads to find the waves vectors $`k_{e,h}^S=\sqrt{2m}\left(\mu _S\pm \left(E^2\mathrm{\Delta }^2\right)^{1/2}\right)^{1/2}/\mathrm{}`$ for electron-like (+) and hole-like (-) quasi-particles. The chemical potential of the superconductor $`\mu _S`$ is large compared to all the energy scales involved in the system. Thus, the assumption $`k_e^N=k_h^N=k_e^S=k_h^S=k_F`$ is made, which explains the presence of the Fermi velocity $`v_F`$ in Eq. (14).
The calculation of the average current involves the average of creation and annihilation operators products such as $`c_{m\sigma }^+(E_1)c_{n\sigma }(E_2)=f_m(E_1)\delta _{mn}\delta (E_1E_2)`$. $`f_m(E)=f_{FD}(EeV)`$ for electrons and holes on the normal side, with $`f_{FD}(E)`$ the Fermi-Dirac distribution. $`f_m(E)=f_{FD}(E)`$ in the superconductor. The average current is then:
$`I_i(x)`$ $`=`$ $`{\displaystyle \frac{e}{2\pi miv_F}}{\displaystyle _0^+\mathrm{}}๐E{\displaystyle \underset{m}{}}`$ (17)
$`[(u_{im}^{}_xu_{im}_xu_{im}^{}u_{im})f_m`$
$`+(v_{im}_xv_{im}^{}_xv_{im}v_{im}^{})(1f_m)].`$
### E Noise and noise correlations
Since a single current operator is composed of products of two creators or annihilators, $`I_i(x,t)I_j(x,t+t^{})`$ is a sum of average values of four creation or annihilation operators. These average values are expressed as a function of the Fermi-Dirac distributions using Wickโs theorem. The calculation of noise is now performed using Eq. (2). It is convenient to define the following matrix elements:
$`A_{imjn}(E,E^{},t)`$ $`=`$ $`u_{jn}(E^{},t)_xu_{im}^{}(E,t)`$ (19)
$`u_{im}^{}(E,t)_xu_{jn}(E^{},t),`$
$`B_{imjn}(E,E^{},t)`$ $`=`$ $`v_{jn}^{}(E^{},t)_xv_{im}(E,t)`$ (21)
$`v_{im}(E,t)_xv_{jn}^{}(E^{},t),`$
$`C_{imjn}(E,E^{},t)`$ $`=`$ $`u_{jn}(E^{},t)_xv_{im}(E,t)`$ (23)
$`v_{im}(E,t)_xu_{jn}(E^{},t).`$
Calculating all the average values and the difference $`I_i(t)I_j(t+t^{})I_iI_j`$, one obtains the noise or the noise correlations:
$`S_{ij}(\omega )`$ $`=`$ $`{\displaystyle \frac{e^2\mathrm{}^2}{2m^2v_F^2}}{\displaystyle \frac{1}{\left(2\pi \mathrm{}\right)^2}}\underset{T+\mathrm{}}{lim}{\displaystyle \frac{1}{T}}{\displaystyle _{T/2}^{+T/2}}๐t{\displaystyle _{\mathrm{}}^+\mathrm{}}๐t^{}e^{i\omega t^{}}`$ (36)
$`\times {\displaystyle _0^+\mathrm{}}dE{\displaystyle _0^+\mathrm{}}dE^{}{\displaystyle \underset{m,n}{}}\{`$
$`f_m(E)(1f_n(E^{}))e^{i(E^{}E)t^{}/\mathrm{}}`$
$`\times [A_{imjn}(E,E^{},t)A_{imjn}^{}(E,E^{},t+t^{})`$
$`+B_{imjn}^{}(E,E^{},t)B_{imjn}(E,E^{},t+t^{})`$
$`+A_{imjn}(E,E^{},t)B_{imjn}(E,E^{},t+t^{})`$
$`+B_{imjn}^{}(E,E^{},t)A_{imjn}^{}(E,E^{},t+t^{})]`$
$`+f_m(E)f_n(E^{})e^{i(E+E^{})t^{}/\mathrm{}}C_{imjn}^{}(E,E^{})`$
$`\times (C_{ศทnim}(E^{},E,t+t^{})`$
$`+C_{imjn}(E,E^{},t+t^{}))`$
$`+(1f_m(E))(1f_n(E^{}))e^{i(E+E^{})t^{}/\mathrm{}}`$
$`\times \left(C_{ศทnim}(E^{},E,t)+C_{imjn}(E,E^{},t)\right)`$
$`\times C_{imjn}^{}(E,E^{},t+t^{})\}.`$
So far as the process is stationary (for example if no time dependent external field is applied), matrix elements $`A_{imjn}`$, $`B_{imjn}`$ et $`C_{imjn}`$ are time independent. As a consequence, the integration over $`t`$ simplifies, and the integration over $`t^{}`$ gives $`\delta `$ functions with energy. As a result, terms proportional to $`(1f_m)(1f_n)`$ cancels because one is dealing with quasi-particles with a positive energy. This yields:
$`S_{ij}(\omega )`$ $`=`$ $`{\displaystyle \frac{e^2\mathrm{}^2}{2m^2v_F^2}}{\displaystyle \frac{1}{2\pi \mathrm{}}}{\displaystyle _0^+\mathrm{}}dE{\displaystyle \underset{m,n}{}}\{`$ (47)
$`\mathrm{\Theta }(E+\mathrm{}\omega )f_m(E+\mathrm{}\omega )(1f_n(E))`$
$`\times \left|A_{imjn}(E+\mathrm{}\omega ,E)+B_{imjn}^{}(E+\mathrm{}\omega ,E)\right|^2`$
$`+\mathrm{\Theta }(\mathrm{}\omega E)f_m(\mathrm{}\omega E)f_n(E)`$
$`\times C_{imjn}^{}(\mathrm{}\omega E,E,t)`$
$`\times (C_{ศทnim}(E,\mathrm{}\omega E)`$
$`+C_{imjn}(\mathrm{}\omega E,E))`$
$`+\mathrm{\Theta }(E\mathrm{}\omega )(1f_m(E\mathrm{}\omega ))(1f_n(E))`$
$`\times C_{imjn}^{}(E\mathrm{}\omega ,E)`$
$`\times (C_{ศทnim}(E,E\mathrm{}\omega )`$
$`+C_{imjn}(E\mathrm{}\omega ,E))\},`$
after integration over $`E^{}`$. This expression corresponds to the noise if indices $`i`$ and $`j`$ are the same:
$`S_{ii}(\omega )`$ $`=`$ $`{\displaystyle \frac{e^2\mathrm{}^2}{2m^2v_F^2}}{\displaystyle \frac{1}{2\pi \mathrm{}}}{\displaystyle _0^+\mathrm{}}dE{\displaystyle \underset{m,n}{}}\{`$ (57)
$`\mathrm{\Theta }(E+\mathrm{}\omega )f_m(E+\mathrm{}\omega )(1f_n(E))`$
$`\times \left|A_{imin}(E+\mathrm{}\omega ,E)+B_{imin}^{}(E+\mathrm{}\omega ,E)\right|^2`$
$`+\mathrm{\Theta }(\mathrm{}\omega E)f_m(\mathrm{}\omega E)f_n(E)`$
$`\times C_{imin}^{}(\mathrm{}\omega E,E,t)`$
$`\times \left(C_{inim}(E,\mathrm{}\omega E)+C_{imin}(\mathrm{}\omega E,E)\right)`$
$`+\mathrm{\Theta }(E\mathrm{}\omega )(1f_m(E\mathrm{}\omega ))(1f_n(E))`$
$`\times C_{imin}^{}(E\mathrm{}\omega ,E)`$
$`\times (C_{inim}(E,E\mathrm{}\omega )`$
$`+C_{imin}(E\mathrm{}\omega ,E))\}.`$
The zero-frequency limit for noise correlations between terminals $`i`$ and $`j`$ yields :
$`S_{ij}(0)`$ $`=`$ $`{\displaystyle \frac{e^2\mathrm{}^2}{2m^2v_F^2}}{\displaystyle \frac{1}{2\pi \mathrm{}}}{\displaystyle _0^+\mathrm{}}๐E{\displaystyle \underset{m,n}{}}f_m(E)(1f_n(E))`$ (59)
$`\times \left|A_{imjn}(E,E)+B_{imjn}^{}(E,E)\right|^2.`$
## III Single N-S junction
### A General expression for noise
A single N-S junction with arbitrary transparency (with a tunneling barrier at the interface) is considered first for a small applied bias (Andreev regime $`eV\mathrm{\Delta }`$) and then for biases larger than the gap. Analytical expressions are obtained in the first case, while numerical results will be presented in the latter regime. For simplicity, the temperature is chosen to be much smaller than the gap in both cases. In the the Andreev regime, the integrals over energy in Eq. (57) can be performed, resulting in three distinct contributions combining different products of Fermi-Dirac distributions. It is interesting to note that although the current operator of Eq. (14) itself cannot couple states which differ by two quasi-particles, its fluctuations give a contribution which is proportional to $`f_nf_m`$ in this finite frequency calculation. Rewriting down $`A_{mn}`$, $`B_{mn}`$ and $`C_{mn}`$ as a function of the $`S`$ matrix elements, three distinct expressions of the noise are found. If $`\mathrm{}\omega <eV`$:
$`S(\omega )`$ $`=`$ $`{\displaystyle \frac{2e^2}{h}}\{{\displaystyle _0^{eV\mathrm{}\omega }}dE`$ (69)
$`\times [|s_{NNee}(E+\mathrm{}\omega )|^2(1|s_{NNee}(E)|^2)`$
$`+|s_{NNhe}(E+\mathrm{}\omega )|^2\left(1|s_{NNhe}(E)|^2\right)`$
$`+s_{NNee}^{}(E+\mathrm{}\omega )s_{NNee}(E)`$
$`\times s_{NNhe}(E+\mathrm{}\omega )s_{NNhe}^{}(E)`$
$`+s_{NNee}(E+\mathrm{}\omega )s_{NNee}^{}(E)`$
$`\times s_{NNhe}^{}(E+\mathrm{}\omega )s_{NNhe}(E)]`$
$`+{\displaystyle _0^\mathrm{}\omega }dE[|s_{NNee}(E)|^2|s_{NNhe}(\mathrm{}\omega E)|^2`$
$`+s_{NNee}(\mathrm{}\omega E)s_{NNhe}(E)`$
$`\times s_{NNee}^{}(E)s_{NNhe}^{}(\mathrm{}\omega E)]\}.`$
If $`eV<\mathrm{}\omega <2eV`$, one obtains:
$`S(\omega )`$ $`=`$ $`{\displaystyle \frac{2e^2}{h}}{\displaystyle _{\mathrm{}\omega eV}^{eV}}dE[|s_{NNee}(E)|^2|s_{NNhe}(\mathrm{}\omega E)|^2`$ (72)
$`+s_{NNee}(\mathrm{}\omega E)s_{NNhe}(E)`$
$`\times s_{NNee}^{}(E)s_{NNhe}^{}(\mathrm{}\omega E)].`$
If $`\mathrm{}\omega >2eV`$ noise vanishes. Eq. (72) contains no spatial dependence as a consequence of the approximation $`\mu _S\mathrm{}\omega ,eV`$ mentioned in Sec. (II C).
### B Small biases: Andreev regime
When the applied bias is much smaller than the gap, the $`S`$ matrix elements can be taken to be constant. Using the unitarity of the $`S`$ matrix, both expressions (69) and (72) are unified in the same formula over the whole energy interval $`0<\mathrm{}\omega <2eV`$:
$$\{\begin{array}{cccc}S(\omega )\hfill & =\hfill & \frac{4e^2}{h}(2eV\mathrm{}\omega )R_A(1R_A)\hfill & \text{if }\mathrm{}\omega <2eV,\hfill \\ & & & \\ S(\omega )\hfill & =\hfill & 0\hfill & \text{if }\mathrm{}\omega >2eV,\hfill \end{array}$$
(73)
where $`R_A=|s_{NNhe}(0)|^2`$ is the Andreev reflection probability. The noise spectral density decreases linearly with frequency, and vanishes beyond the Josephson frequency $`2eV/\mathrm{}`$ (figure 1), thus displaying a singularity at this frequency.
This result has to be compared with both the Josephson effect and with the analog result for a normal metal junction (figure 1). In the former case, a DC bias applied to a junction between two superconductors generates an oscillatory current. The order parameter on each side oscillates as $`\psi _{1,2}\mathrm{exp}[i2\mu _{S_{1,2}}t/\mathrm{}]`$ with $`\mu _{S_1}`$ and $`\mu _{S_2}`$ the chemical potentials of each superconductor (figure 2a). The resulting current involves the overlap of these two states $`\psi _1\psi _2^{}`$, and therefore oscillates at the frequency $`2|\mu _{S_2}\mu _{S_1}|/\mathrm{}`$. The noise characteristic exhibits a peak at $`2eV/\mathrm{}`$ which radiation line-width was computed in Ref. (inset figure 1). In the former case (figure 2b), the wave functions have a time dependence as $`\psi _{1,2}\mathrm{exp}[i\mu _{1,2}t/\mathrm{}]`$, so that although the resulting current is constant, finite frequency noise involves the overlap $`\psi _1\psi _2^{}`$ leading to a singularity at the frequency $`|\mu _2\mu _1|/\mathrm{}=eV/\mathrm{}`$.
In the N-S case (figure 2c), only Andreev reflection contributes to the current, involving the emission or the absorption of Cooper pairs (charge $`2e`$) on the superconducting side. An incoming electron in the normal side at energy $`\mu _S+eV`$ drags another electron at energy $`\mu _SeV`$, forming a reflected hole of energy $`\mu _SeV`$. The two combined electrons have a total energy $`2\mu _S`$ which corresponds to a Cooper pair, and are thus allowed to be transfered to the superconducting side. Now the above argument for an oscillatory time dependence can be repeated, since the incoming electron wave function oscillates as $`\psi _e\mathrm{exp}[i(\mu _S+eV)t/\mathrm{}]`$, whereas the hole wave function oscillates as $`\psi _h\mathrm{exp}[i(\mu _SeV)t/\mathrm{}]`$. The noise combines these dependences in the product $`\psi _e\psi _h^{}`$ which now oscillates at the Josephson frequency $`2eV/\mathrm{}`$ corresponding to the singularity. In a junction containing a single superconductor, the singularity therefore appears in the noise rather than the current, and the detection of this frequency can be considered as an analog to the Josephson effect.
### C Large biases
The applied bias is now larger than (or comparable to) the gap, so that the scattering matrix elements depends on the energy. A specific description is needed to characterize this dependence: the BTK model is particularly suited for this purpose as it allows a description with a minimal number of parameters.
A local tunnel barrier $`V_B(x)=V_B\delta (x)`$ is introduced at the boundary. Since the complete knowledge of the $`S`$ matrix of the junction is necessary to compute the noise, the quasi-particle states in the superconductor are specified. This only makes sense if these states are not evanescent ($`E>\mathrm{\Delta }`$). The Bogolubov-de Gennes equations for these states are solved on the superconducting side. Using the continuity of the wave functions at the interface, and specifying the discontinuity of their derivative, one obtains the $`S`$ matrix elements (Appendix A).
The energy integrals in Eqs. (69) and (72) are performed numerically. Plotting the noise as a function of frequency, additional cusps or singularities are found at $`\omega =(eV\mathrm{\Delta })/\mathrm{}`$, $`\omega =(2\mathrm{\Delta })/\mathrm{}`$, $`\omega =(eV+\mathrm{\Delta })/\mathrm{}`$, on top of the Josephson singularity at $`\omega =2eV/\mathrm{}`$ (figure 3). All these frequencies can be illustrated on an energy diagram (figure 4). This numerical calculation can also be performed for small biases, yielding full agreement with the previous calculation (73). Another interesting limit arises when $`eV\mathrm{\Delta }`$. In this case, transport is dominated by single quasi-particle transfer with a charge $`e`$, whereas the contribution of Andreev reflection is small. Thus similar results to those of normal-normal metals junction are expected. This is obviously the case (figure 5), even though the above mentioned singularities can still be identified. One may object that if the applied bias is too large, the non-equilibrium processes dominate, and the previous assumptions are not correct anymore because of heating effects. This limit is then valid for superconductors with a small gap ($`\mathrm{\Delta }/k_B0.1K`$) because the condition $`eV\mathrm{\Delta }`$ may be satisfied in a near-equilibrium situation.
In order to visualize the additional singularities, the argument invoking the oscillatory time dependence can be used once again. This time, because of the large value of the bias, several charge transfer processes occur: a) Andreev reflection is still there, and it implies the same singularity at the Josephson frequency $`2eV/\mathrm{}`$. b) Electrons in the normal side are transmitted as electron-like quasi-particles in the superconductor. Wave functions oscillate as $`\psi _{N,e}\mathrm{exp}[i(\mu _S+eV)t/\mathrm{}]`$ and $`\psi _{S,e}\mathrm{exp}[i(\mu _S+\mathrm{\Delta })t/\mathrm{}]`$, and the overlap gives a singularity at $`(eV\mathrm{\Delta })/\mathrm{}`$. Note that the same transfer process occurs with holes and hole-like quasi-particles, giving the same singularity. c) Electrons in the normal side are transmitted as hole-like quasi-particles in the superconductor (Andreev transmission). Here, the time dependence of the wave functions is $`\psi _{N,e}\mathrm{exp}[i(\mu _S+eV)t/\mathrm{}]`$ and $`\psi _{S,h}\mathrm{exp}[i(\mu _S\mathrm{\Delta })t/\mathrm{}]`$, implying a singularity at $`(eV+\mathrm{\Delta })/\mathrm{}`$. The same transfer process exists with holes and electron-like quasi-particles. d) Andreev reflection also occurs on the superconducting side, when electron-like quasi-particles are reflected as hole-like quasi-particles, and vice versa. Wave functions oscillates as $`\psi _{S,e}\mathrm{exp}[i(\mu _S+\mathrm{\Delta })t/\mathrm{}]`$ and $`\psi _{S,h}\mathrm{exp}[i(\mu _S\mathrm{\Delta })t/\mathrm{}]`$, giving a singularity at the frequency $`2\mathrm{\Delta }/\mathrm{}`$. These four singularities are summarized in Fig. 3.
### D Non-stationary Aharonov-Bohm effect
Finite frequency measurements can represent a real challenge for noise, so it is interesting to imagine a scenario where an alternating field superposed to the DC bias allows to probe the finite frequency effect. The non-stationary AharonovโBohm effect has been introduced several years ago in a normal conductor connected to reservoirs . In this proposal, a time dependent vector potential is applied in a confined region $`[x_1,x_2]`$ of the conductor, which adds a phase to the electrons and holes. The phase is chosen to be a periodic function of time $`\mathrm{\Phi }(t)=\mathrm{\Phi }_a\mathrm{sin}(\mathrm{\Omega }t)`$ with $`\mathrm{\Phi }_a2\pi _{x_1}^{x_2}๐xA_x/\varphi _0`$, and where $`\varphi _0=hc/e`$ is the normal flux quantum. The most striking consequence is the presence of steps in the derivative of the shot noise with respect to the voltage $`S/eV`$ when the applied bias $`eV`$ is a multiple of the frequency of the perturbation $`\mathrm{}\mathrm{\Omega }`$. Moreover, the gaps between the steps are non-monotonic with the amplitude of the harmonic vector potential. This effect has been experimentally observed in normal diffusive samples .
Here, this result is extended to an N-S junction using the same framework (figure 6). The perturbation remains confined in the interval $`[x_1,x_2]`$ near the boundary and is assumed to contain an adiabatic time modulation. The main difference with the previous case is due to the Andreev reflection. The wave function of an incoming electron accumulates a phase $`\mathrm{\Phi }(t)`$ in the region where the potential is confined, but after a normal reflection the same phase is subtracted. On the contrary, if the electron is Andreev reflected, the outgoing hole accumulates a phase $`\mathrm{\Phi }`$, totalizing a phase $`2\mathrm{\Phi }`$ for the complete reflection process. So in the Andreev regime, the $`S`$ matrix of the junction can be written as follow:
$$S=\left(\begin{array}{cc}s_{ee}& s_{eh}e^{2i\mathrm{\Phi }(t)}\\ s_{he}e^{2i\mathrm{\Phi }(t)}& s_{hh}\end{array}\right),$$
(74)
where $`s_{ee}`$, $`s_{eh}`$, $`s_{he}`$ and $`s_{hh}`$ are the standard matrix elements describing the N-S boundary only (without the external time perturbation).
In contrast to the usual Aharonov-Bohm effect, no closed topology is imposed: the flux does not have to be enclosed in a loop, and the current is not periodic in the accumulated phase $`2\mathrm{\Phi }(t)`$. Moreover, the effect of the perturbation on the average current is straightforward in the limit where the probability of Andreev reflection $`R_A`$ depends weakly on the energy: it brings a periodic modulation of the current $`\mathrm{\Delta }I=(4e^2/h)R_A[\mathrm{}\mathrm{\Omega }/e]\mathrm{\Phi }_a\mathrm{cos}(\mathrm{\Omega }t)`$. The most striking consequence of the flux occurs when the current-current correlations are considered: the modulation leads to a non-monotonic effect as a function of phase, in contrast with the electromotive force action on the current.
However, because of this periodic perturbation, translational invariance in time is broken, and the process becomes non-stationary. So the noise depends in general on two frequencies and thus can be written as:
$`\stackrel{~}{S}(\mathrm{\Omega }_1,\mathrm{\Omega }_2)`$ $`=`$ $`{\displaystyle ๐t_1๐t_2e^{i\left(\mathrm{\Omega }_1t_1+\mathrm{\Omega }_2t_2\right)}}`$ (76)
$`\left(I(t_1)I(t_2)I^2\right).`$
This double Fourier transform can be rewritten as:
$$\stackrel{~}{S}(\mathrm{\Omega }_1,\mathrm{\Omega }_2)=\underset{m=\mathrm{}}{\overset{+\mathrm{}}{}}2\pi \delta (\mathrm{\Omega }_1+\mathrm{\Omega }_2m\mathrm{\Omega })S^{(m)}(\mathrm{\Omega }_2).$$
(77)
The zero harmonic, which is proportional to $`\delta (\mathrm{\Omega }_1+\mathrm{\Omega }_2)`$ is the most standard quantity to study. From Eq. (36), its zero-frequency expression is given by:
$`S^{(0)}(0)`$ $`=`$ $`{\displaystyle \frac{e^2\mathrm{}^2}{2m^2v_F^2}}{\displaystyle \frac{1}{\left(2\pi \mathrm{}\right)^2}}{\displaystyle _{\mathrm{}}^+\mathrm{}}๐t{\displaystyle _{\mathrm{}}^+\mathrm{}}๐t^{}`$ (90)
$`\times {\displaystyle _0^+\mathrm{}}dE{\displaystyle _0^+\mathrm{}}dE^{}{\displaystyle \underset{m,n}{}}\{`$
$`f_m(E)(1f_n(E^{}))e^{i(E^{}E)(t^{}t)/\mathrm{}}`$
$`\times [A_{NmNn}(E,E^{},t)A_{NmNn}^{}(E,E^{},t^{})`$
$`+B_{NmNn}^{}(E,E^{},t)B_{NmNn}(E,E^{},t^{})`$
$`+A_{NmNn}(E,E^{},t)B_{NmNn}(E,E^{},t^{})`$
$`+B_{NmNn}^{}(E,E^{},t)A_{NmNn}^{}(E,E^{},t^{})]`$
$`+f_m(E)f_n(E^{})e^{i(E+E^{})(t^{}t)/\mathrm{}}`$
$`\times C_{NmNn}^{}(E,E^{})(C_{NnNm}(E^{},E,t^{})`$
$`+C_{NmNn}(E,E^{},t^{}))`$
$`+(1f_m(E))(1f_n(E^{}))e^{i(E+E^{})(t^{}t)/\mathrm{}}`$
$`\times \left(C_{NnNm}(E^{},E,t)+C_{NmNn}(E,E^{},t)\right)`$
$`\times C_{NmNn}^{}(E,E^{},t^{})\}.`$
Performing this integral at finite temperature from the explicit time dependence of the current matrix elements and using the generating function of the Bessel functions $`J_n`$, one obtains:
$`S^{(0)}(0)`$ $`=`$ $`{\displaystyle \frac{4e^2}{h}}R_A(1R_A){\displaystyle \underset{m=\mathrm{}}{\overset{+\mathrm{}}{}}}J_m^2(2\mathrm{\Phi }_a)F_V(m\mathrm{}\mathrm{\Omega })`$ (92)
$`+{\displaystyle \frac{8e^2}{h}}R_A^2k_BT.`$
where the temperature dependence appears in the form:
$$F_V(m\mathrm{}\mathrm{\Omega })=(2eVm\mathrm{}\mathrm{\Omega })\mathrm{coth}[(2eVm\mathrm{}\mathrm{\Omega })/2k_BT].$$
(93)
Note the factor $`2`$ reminiscent of the Cooper pair charge in the argument of the Bessel function, which originates from the accumulated phase $`2\varphi `$. Now the derivative of the noise with respect to the voltage is taken:
$$\frac{S^{(0)}(0)}{V}\frac{8e^3}{h}R_A(1R_A)\underset{m=M}{\overset{+M}{}}J_m^2(2\mathrm{\Phi }_a).$$
(94)
$`F_V(m\mathrm{}\mathrm{\Omega })`$ specifies how the steps in the noise derivative are smeared with temperature. In Eq. (94) the sum over harmonics has a cutoff at $`M=2eV/\mathrm{}\mathrm{\Omega }`$. In experiments, it is more convenient to characterize the non-monotonic dependence on voltage by taking the second derivative of the Aharonov-Bohm contribution to the noise. This is illustrated for two distinct temperatures in figure 7. For small temperatures $`k_BT<\mathrm{}\mathrm{\Omega }/2`$, the noise steps are individually resolved, and one observes oscillations as a function of $`2eV/\mathrm{}\mathrm{\Omega }`$, with a clustering of peaks with a large amplitude. For larger temperatures ($`k_BT>\mathrm{}\mathrm{\Omega }/2`$), one expects the signal to vanish but this is obviously not the case: although individual peaks separated by $`\mathrm{}\mathrm{\Omega }`$ can no longer be identified, clusters of peaks (or clusters of โlargeโ steps in the noise derivative) continue to give an average contribution to the non-stationary AB effect. This robustness enhances the likelihood of experimental observations.
The corresponding experiment was successfully recently achieved in diffusive conductors . For comparison with theory, the current spectral density is averaged over the transmission channels, and Eq. (92) becomes:
$`S^{(0)}(0)`$ $`=`$ $`4k_BTG_{NS}(1\eta )`$ (96)
$`+2\eta G_{NS}{\displaystyle \underset{m=\mathrm{}}{\overset{+\mathrm{}}{}}}J_m^2(2\mathrm{\Phi }_a)F_V(m\mathrm{}\mathrm{\Omega }),`$
where $`G_{NS}`$ is the differential conductance of the device, and $`\eta =1/3`$ the suppression factor for a normal diffusive conductor. The second derivative with respect to the voltage of the measured noise clearly shows peaks at the Josephson frequency. This constitutes a rather robust experimental check of the presence of an effective charge $`2e`$ in the fluctuation spectrum of single NS junctions.
## IV Hanbury-Brown and Twiss gedanken experiment with a superconductor
### A Introduction
So far, attention on effective charges have been the primary focus. Effects associated with the statistics of the charge carriers are now considered. In the mid-1950s, Hanbury-Brown and Twiss described a new type of interferometer in order to find the size of a radio star by measuring the correlations between the signals of two aerials. This experiment was followed by another one using a coherent light source, where a mercury arc lamp beam was partitioned by a splitter into a reflected and a transmitted part. Intensity correlations between reflected and transmitted beams were found to be positive. This result can be explained by the quantum statistical properties of photons, which are bosons. Particles in a beam of bosons tend to cluster together (bunching), so the probability to detect simultaneously two photons (one in each beam) is non-zero, and therefore correlations are positive. On the other hand, two indistinguishable fermions exclude each other because of the Pauli principle (anti-bunching), and consequently, reflected and transmitted beams are anti-correlated .
More recently, two analogs to the original Hanbury-Brown and Twiss experiment, using fermions propagating in semiconductors (electrons) โ instead of photons is vacuum โ were achieved. Negative correlations were expected, and experimentally verified . Here an hybrid system is envisioned: a superconductor is introduced just next to the beam splitter. This implies that transport involves Cooper pairs on the superconducting side, which have a finite penetration length on the normal side, the essence of the proximity effect . While Cooper pairs are not strictly bosons, an arbitrary number of these can exist in the same momentum state, so bosonic statistics could be detected in such a system. Thus the possibility for positive noise correlations cannot be ruled out. Below, it is shown that the sign of the noise correlations depends on the transparency of the beam splitter.
### B Model
The device is composed of two normal leads (1 and 2, see figure 8) linked by a semi-transparent beam splitter (BS) and connected to a superconductor. The state corresponding to an electron incoming (outgoing) in (from) the lead $`i`$ is labelled $`c_{ie}^+`$ ($`c_{ie}^{}`$). The hole incoming (outgoing) in (from) the lead $`i`$ is described by $`c_{ih}^{}`$ ($`c_{ih}^+`$) (see figure 8). With this convention, the $`S`$ matrix of the whole system is defined as:
$$\left(\begin{array}{c}c_{1e}^{}\\ c_{1h}^+\\ c_{2e}^{}\\ c_{2h}^+\\ c_{4e}^{}\\ c_{4h}^+\end{array}\right)=S\left(\begin{array}{c}c_{1e}^+\\ c_{1h}^{}\\ c_{2e}^+\\ c_{2h}^{}\\ c_{4e}^+\\ c_{4h}^{}\end{array}\right).$$
(97)
The goal is now to calculate the expression of the noise correlations between leads 1 and 2. From Eq. (59) and in the limit of zero temperature, it is possible to show that the expression for the noise correlations reduces to:
$`S_{12}(0)`$ $`=`$ $`{\displaystyle \frac{2e^2}{h}}{\displaystyle _0^{eV}}dE[{\displaystyle \underset{i,j=1,2}{}}(s_{1iee}^{}s_{1jeh}s_{1ihe}^{}s_{1jhh})`$ (101)
$`\times \left(s_{2jeh}^{}s_{2iee}s_{2jhh}^{}s_{2ihe}\right)`$
$`+{\displaystyle \underset{i=1,2;\alpha =e,h}{}}\left(s_{1iee}^{}s_{14e\alpha }s_{1ihe}^{}s_{14h\alpha }\right)`$
$`\times (s_{24e\alpha }^{}s_{2iee}s_{24h\alpha }^{}s_{2ihe})].`$
The sign of Eq. (101) cannot be determined at this stage: it depends on the specific form of the $`S`$ matrix. Thus, for analytical purposes, a simple model is proposed, where the beam splitter is dissociated from the N-S junction (see figure 8). To establish the $`S`$ matrix of the junction, one needs to combine the $`S`$ matrices of the beam splitter and of the N-S junction (between 3 and 4).
### C $`S`$ matrix of the splitter
The beam splitter is described by a $`S`$ matrix $`S_M`$ which gives the outgoing states as a function of incoming ones. For electrons one obtains:
$$\left(\begin{array}{c}c_{1e}^{}\\ c_{2e}^{}\\ c_{3e}^{}\end{array}\right)=S_{M_e}\left(\begin{array}{c}c_{1e}^+\\ c_{2e}^+\\ c_{3e}^+\end{array}\right).$$
(102)
Expression of $`S_{M_e}`$ is identical to that of Ref. :
$$S_{M_e}=\left(\begin{array}{ccc}a& b& \sqrt{\epsilon }\\ b& a& \sqrt{\epsilon }\\ \sqrt{\epsilon }& \sqrt{\epsilon }& (a+b)\end{array}\right),$$
(103)
where $`a=\left(\sqrt{12\epsilon }1\right)/2`$, $`b=\left(\sqrt{12\epsilon }+1\right)/2`$, and $`\epsilon `$ can vary from 0 to $`1/2`$. $`S_{M_e}`$ depends only on a single parameter $`\epsilon `$ which monitors the transparency of the splitter. For example if $`\epsilon =0`$ no transmission occurs from region (1) or (2) to region (3). A similar relation holds for holes:
$$\left(\begin{array}{c}c_{1h}^+\\ c_{2h}^+\\ c_{3h}^+\end{array}\right)=S_{M_h}\left(\begin{array}{c}c_{1h}^{}\\ c_{2h}^{}\\ c_{3h}^{}\end{array}\right).$$
(104)
Note that the splitter does not couple electrons and holes. Expression of the matrix for holes is given by the relation $`S_{M_h}(E)=S_{M_e}^{}(E)`$, as no magnetic field is assumed to be present here, but since $`S_{M_e}`$ is real and does not depend on the energy $`S_{M_h}=S_{M_e}`$.
### D Small biases: Andreev regime
When the applied bias is much smaller than the gap ($`eV\mathrm{\Delta }`$), Andreev reflection between 3 and 4 is the only transmission process. One can then write :
$$\left(\begin{array}{c}c_{3e}^+\\ c_{3h}^{}\end{array}\right)=\left(\begin{array}{cc}0& \gamma \\ \gamma & 0\end{array}\right)\left(\begin{array}{c}c_{3e}^{}\\ c_{3h}^+\end{array}\right),$$
(105)
with $`\gamma =e^{i\mathrm{arccos}(E/\mathrm{\Delta })}`$. In such a case, all matrix elements like $`s_{14pq}`$ or $`s_{24pq}`$ (with $`p,q=e,h`$) are zero. Setting $`x=\sqrt{12\epsilon }`$ it is possible to show that:
$`s_{11ee}=s_{11hh}=s_{22ee}=s_{22hh}`$ $`=`$ $`{\displaystyle \frac{(x1)(1+\gamma ^2x)}{2(1\gamma ^2x^2)}},`$ (106)
$`s_{21ee}=s_{21hh}=s_{12ee}=s_{12hh}`$ $`=`$ $`{\displaystyle \frac{(x+1)(1\gamma ^2x)}{2(1\gamma ^2x^2)}},`$ (107)
$`s_{11eh}=s_{21eh}`$ $`=`$ $`s_{12eh}=s_{22eh}=s_{11he}=s_{21he}=s_{12he}=s_{22he}`$ (108)
$`=`$ $`{\displaystyle \frac{\gamma (1x)(1+x)}{2(1\gamma ^2x^2)}}.`$ (109)
Because $`E\mathrm{\Delta }`$ one can make the assumption that $`\gamma i`$. Since the $`S`$ matrix elements do not depend on the energy anymore, the integral (101) can be performed. One finally obtains:
$$S_{12}(0)=\frac{2e^2}{h}eV\frac{\epsilon ^2}{2(1\epsilon )^4}\left(\epsilon ^22\epsilon +1\right).$$
(110)
The noise correlations vanish at $`\epsilon =0`$, when conductors $`1`$ and $`2`$ are equivalent to a twoโterminal device decoupled from the superconductor, and in addition, $`S_{12}`$ vanishes when $`\epsilon =\sqrt{2}1`$. A plot of $`S_{12}`$ (normalized to the noise in $`1`$ (or $`2`$) at $`\epsilon =1/2`$) as a function of the beam splitter transmission (figure 9) indicates that indeed, the correlations are positive (bosonic) for $`0<\epsilon <\sqrt{2}1`$ and negative (fermionic) for $`\sqrt{2}1<ฯต<1/2`$. At maximal transmission into the normal leads ($`ฯต=1/2`$), the correlations give the negative minimal value: electrons and holes do not interfere and propagate independently into the normal terminals. This is the signature of a purely fermionic system. When the transmission $`ฯต`$ is decreased, Cooper pairs may leak in region $`3`$ because of multiple Andreev processes at the boundary. Further reducing the beam splitter transmission allows to balance the contribution of Cooper pairs with that of normal particles. Expression (110) predicts maximal (positive) correlations at $`ฯต=1/3`$: a compromise between a high density of Cooper pairs and weak transmission.
### E Larger biases
If the applied bias is greater than the gap, transmission of quasi-particles between 3 and 4 is now allowed, and one has to take into account the energy dependence of the $`S`$ matrix elements. As in section III C, the BTK model is chosen, and thus quasi-particles at arbitrary energy can be handled. For simplicity, the same beam splitter is still used, assuming that its $`S`$ matrix is independent of the energy. Even though this may appear as a crude approximation, this remains correct for example when the superconductor has a small gap. The $`S`$ matrix of the whole system is computed in appendix II.
A numerical calculation of noise correlations is performed with the help of Eq. (101). If one considers a high transparency barrier ($`Z=0.1`$) and a small bias, one finds a good agreement with previous analytical results (figure 10), except that the noise correlations (still normalized to the noise in a normal lead when $`\epsilon =1/2`$) do not quite reach the minimal value at $`\epsilon =1/2`$. This is an early signature of the potential barrier at the NS interface. The more the bias is increased, the weaker are the positive correlations. If the voltage is large enough (beyond the gap) positive correlations are completely destroyed. As in the analogy with the normal-normal junction encountered previously, Cooper pairs contribute only for a small part to the transport, and the system loses its bosonic features.
Intermediate transparencies are now considered ($`Z=1`$, figure 11), and a strikingly different behavior is obtained. For weak biases, noise correlations remain positive over the whole range of $`\epsilon `$. It is possible to find an appropriate value (for example $`eV=0.95\mathrm{\Delta }`$) in order to observe oscillations between positive and negative values of the correlations. Further increasing bias, correlations again become negative over the whole range of $`\epsilon `$. Calculations for larger values of $`Z`$ confirm the tendency of the system towards dominant positive correlations at low biases with $`S_{12}(ฯต)/S_1(1/2)>1`$ over a wide range of $`ฯต`$ (not shown). The phenomenon of positive correlations in fermionic systems with a superconducting injector is thus enhanced by the barrier opacity at the N-S boundary. Nevertheless, at the same time, for opaque barriers, the absolute magnitude of $`S_1`$ and $`S_{12}`$ becomes rather small, which limits the possibility of an experimental check in this regime.
A suggestion for the experimental device is depicted figure 12. Assume that a high mobility two dimensional electron gas has a rather clean interface with a superconductor . A first point contact ($`P_1`$) close to the interface selects a maximally occupied electron channel. The beam of electrons is incident on a semiโtransparent mirror similar to the one used in the HanburyโBrown and Twiss fermion analogs . A second point contact located in front of the mirror ($`P_2`$) allows to modulate the reflection of the splitter in order to monitor both bosonic and fermionic noise correlations. In addition, by choosing a superconductor with a relatively small gap, one could observe the dependence of the correlations on the voltage bias without encountering heating effects in the normal metal.
An alternative interpretation of these positive correlation has been proposed in terms of the sign of the effective charges obtained from the spectral weight associated to electrons and holes. Nevertheless, statistical analogies are often useful in condensed matter physics as these allow to isolate the dominant behavior in the transport characteristic of a given system. For instance, in the fractional quantum Hall effect, dissipationless transport occurs because electrons with an odd number of flux quanta represent a composite boson .
## V Conclusion
Both dynamical and statistical aspects of noise have been presented in a unified formalism. Expressions for the finite-frequency noise and the noise correlations for a conductor containing an arbitrary number of terminals, connected to a superconductor (Eq. (57) and (59)) have been derived. In a first step, a single N-S junction was considered. In the Andreev regime, the noise spectral density presents a singularity at the Josephson frequency, and vanishes beyond. This can be interpreted in terms of an effective charge $`2e`$ transfered at the boundary. Note that this argument fails if the bias voltage is increased above the gap. In this case, both a single and a double charge transfer are allowed. Thus the effective charges which are identified in the spectral noise density plots are not well defined ($`e<e^{}<2e`$).
The non-stationary Aharonov-Bohm effect has been proposed as a tool to analyze these features in a zero frequency measurement. It allows the observation of peaks in the second derivative of the noise with respect to the voltage when the frequency of the applied perturbation is commensurate with the Josephson frequency. Because these kinds of measurements are in principle easier to achieve, this non-stationary Aharonov-Bohm effect has caught the interest of experimentalists , who have provided a confirmation of the theoretical predictions of this paper. Thus, a single N-S junction is an adequate system to observe the Josephson frequency with only one superconductor instead of two, as in the usual Josephson effect.
In a second step, the feasibility of an analog to the fermionic HanburyโBrown and Twiss experiment with a superconductor has been addressed. Correlations are shown to be either positive or negative, depending on the reflection coefficient of the beam splitter. Therefore, such a fermionic system can exhibit a bosonic behavior. A qualitative interpretation of this puzzling result is reached as follows: when the transmission at the interface decreases, Cooper pairs leak on the normal side, and these can be considered as โcomposite bosonsโ, hence the positive statistical signature. Recent experiments in the โnormalโ fermionic HanburyโBrown and Twiss analog were performed successfully, and these experiments could possibly be extended to the case presented here, giving the opportunity to observe for the first time positive correlations in a fermionic system.
Nevertheless, the issues of this paper present some limitations. All the calculations have been performed in the single channel case, even if a generalization to several channels is possible. However, this extension should not bring major changes. The assumption that the $`S`$ matrix elements are independent on the energy is correct as long as the applied bias remains small enough. For larger biases, the BTK model takes this energy dependence into account, but only allows numerical calculations. Moreover, further increasing the bias leads to a non-equilibrium situation which cannot be described with this formalism. An appropriate approach would be to employ the Keldysh Greenโs functions method. However, in order to go further than the present calculations, heating effects should be taken into account self-consistently. Nevertheless, the physics presented here is rather robust, and different results, especially concerning the effective charge $`2e`$ in the Andreev regime are not expected. The calculations have been performed for a arbitrary $`S`$-matrix describing a specific sample, but as pointed out in Ref. , all these results can be extended to the diffusive case without difficulty by averaging over the transmission channels with the standard methods of Ref. .
Future considerations may include the transport characteristics of other types of superconductors (high $`T_c`$ superconductors), where the gap varies in momentum space. Recently, the noise in a junction between a normal metal and a $`d`$-wave superconductor has been calculated . Moreover, as it was emphasized above, the study of the statistics and of the effective charges of quasi-particles is a relevant issue in condensed matter systems. For instance, in the fractional quantum Hall effect, Laughlinโs quasi-particles are supposed to obey fractional statistics . Results concerning particles which obey exclusion statistics showed that the shot-thermal noise crossover deviates from the fermion case . Another example is the study of the transport properties of โatomicโ composite fermions/bosons, such as alkali atoms or $`{}_{}{}^{3}\text{He}`$ and $`{}_{}{}^{4}\text{He}`$ which off-equilibrium properties are not known at this time. Finally, noise correlations have been computed here only at zero frequency. Is there anything to gain from the finite frequency spectrum of noise correlations ? This quantity combines the dynamical aspects of current fluctuations with the statistical nature of multi-terminal geometries.
## Acknowledgements
Work of G.B.L. was partly supported by the Russian Fund for Basic Research (N:000216617). Discussions with D. C. Glattli, G. Montambaux and A. Kozhevnikov are gratefully acknowledged. One of us (J. T.) acknowledges valuable discussions with D. Quirion.
## A $`S`$ matrix elements of N-S junction with a barrier
Following the BTK model , with the barrier potential $`V_B(x)=V_B\delta (x)`$ and the pair potential $`\mathrm{\Delta }(x)=\mathrm{\Delta }\theta (x)`$, the Bogolubov-de Gennes equations are solved on each side of the junction, giving the states in the normal lead and in the superconductor. The wave functions are continuous at the N-S boundary. Integrating the Bogolubov-de Gennes equations on each side of the junction gives another condition over the derivatives of the wave functions. Writing these conditions for both particle types and both sides of the junction, one obtains four linear systems of equations with four unknowns, which are the $`S`$ matrix elements:
$`s_{NNee}`$ $`=`$ $`s_{SSee}={\displaystyle \frac{(u_0^2v_0^2)(Z^2+iZ)}{\gamma }}`$ (A1)
$`s_{NNhh}`$ $`=`$ $`s_{SShh}={\displaystyle \frac{(u_0^2v_0^2)(Z^2iZ)}{\gamma }}`$ (A2)
$`s_{NNhe}`$ $`=`$ $`s_{NNeh}=s_{SShe}=s_{SSeh}={\displaystyle \frac{u_0v_0}{\gamma }}`$ (A3)
$`s_{SNee}`$ $`=`$ $`s_{NSee}={\displaystyle \frac{u_0\sqrt{u_0^2v_0^2}(1iZ)}{\gamma }}`$ (A4)
$`s_{SNhh}`$ $`=`$ $`s_{NShh}={\displaystyle \frac{u_0\sqrt{u_0^2v_0^2}(1+iZ)}{\gamma }}`$ (A5)
$`s_{SNhe}`$ $`=`$ $`s_{SNeh}=s_{NShe}=s_{NSeh}`$ (A6)
$`=`$ $`{\displaystyle \frac{iv_0\sqrt{u_0^2v_0^2}Z}{\gamma }},`$ (A7)
where:
$$u_0^2=\frac{1}{2}\left(1+\frac{(E^2\mathrm{\Delta }^2)^{1/2}}{E}\right)=1v_0^2.$$
(A8)
$`Z=mV_B/(\mathrm{}^2k_F)`$ is the relative height of the barrier and $`\gamma u_0^2+(u_0^2v_0^2)Z^2`$. Note that the unitarity of the $`S`$ matrix is satisfied.
## II $`S`$ matrix elements of a three terminal N-S junction with a barrier
To compute the complete $`S`$ matrix, one searches which outgoing states are obtained when a single particle is injected in a given terminal. For example, injecting an electron in 4 (ie a state $`c_{4e}^+`$), one obtains reflected waves ($`c_{4e}^{}`$ and $`c_{4h}^+`$) and transmitted waves ($`c_{1e}^{}`$, $`c_{1h}^+`$, $`c_{2e}^{}`$ and $`c_{2h}^+`$) (see Fig. 8). One can therefore deduct the corresponding $`S`$ matrix elements: $`s_{44ee}`$, $`s_{44he}`$ $`s_{14ee}`$, $`s_{14he}`$, $`s_{24ee}`$ and $`s_{24he}`$. This operation is made for all the terminals and for both types of particle. One obtains:
$`\left(\begin{array}{cc}s_{44ee}& s_{44eh}\\ s_{44he}& s_{44hh}\end{array}\right)`$ $`=`$ $`S_{SS}(a+b)S_{SN}\left[1+(a+b)S_{NN}\right]^1S_{NS},`$ (3)
$`\left(\begin{array}{cc}s_{14ee}& s_{14eh}\\ s_{14he}& s_{14hh}\end{array}\right)`$ $`=`$ $`\left(\begin{array}{cc}s_{24ee}& s_{24eh}\\ s_{24he}& s_{24hh}\end{array}\right)=\sqrt{\epsilon }\left(S_{NS}(a+b)S_{NN}\left[1+(a+b)S_{NN}\right]^1S_{NS}\right),`$ (8)
$`\left(\begin{array}{cc}s_{41ee}& s_{41eh}\\ s_{41he}& s_{41hh}\end{array}\right)`$ $`=`$ $`\left(\begin{array}{cc}s_{42ee}& s_{42eh}\\ s_{42he}& s_{42hh}\end{array}\right)=\sqrt{\epsilon }S_{SN}\left[1+(a+b)S_{NN}\right]^1,`$ (13)
$`\left(\begin{array}{c}s_{11ee}\\ s_{11he}\end{array}\right)`$ $`=`$ $`\left(\begin{array}{c}s_{22ee}\\ s_{22he}\end{array}\right)=\left[\left(\begin{array}{cc}a& 0\\ 0& 0\end{array}\right)+\left(\begin{array}{cc}\epsilon +a(a+b)& 0\\ 0& \epsilon \end{array}\right)S_{NN}\right]\left[1+(a+b)S_{NN}\right]^1\left(\begin{array}{c}1\\ 0\end{array}\right),`$ (24)
$`\left(\begin{array}{c}s_{11ee}\\ s_{11he}\end{array}\right)`$ $`=`$ $`\left(\begin{array}{c}s_{22ee}\\ s_{22he}\end{array}\right)=\left[\left(\begin{array}{cc}0& 0\\ 0& a\end{array}\right)+\left(\begin{array}{cc}\epsilon & 0\\ 0& \epsilon +a(a+b)\end{array}\right)S_{NN}\right]\left[1+(a+b)S_{NN}\right]^1\left(\begin{array}{c}0\\ 1\end{array}\right),`$ (35)
$`\left(\begin{array}{cc}s_{12ee}& s_{12eh}\\ s_{12he}& s_{12hh}\end{array}\right)`$ $`=`$ $`\left(\begin{array}{cc}s_{21ee}& s_{21eh}\\ s_{21he}& s_{21hh}\end{array}\right)=\left(\begin{array}{cc}s_{11ee}+1& s_{11eh}\\ s_{11he}& s_{11hh}+1\end{array}\right).`$ (42)
Here $`S_{NS}`$, $`S_{SN}`$, $`S_{NN}`$ and $`S_{SS}`$ are $`2\times 2`$ matrices of which elements have been computed in appendix A. All the calculations have been made above the gap. But the obtained results are valid even if the energy is smaller than the gap, using the correct values for the $`S`$ matrix of the N-S junction: $`S_{NS}`$ and $`S_{SN}`$ are zero, and $`S_{NN}`$ and $`S_{SS}`$ are given in appendix A. In this case, expressions of $`S_{11}`$, $`S_{22}`$, $`S_{21}`$ et $`S_{12}`$ remain the same, but $`S_{41}`$, $`S_{42}`$, $`S_{14}`$ and $`S_{24}`$ are zero, and $`S_{42}=S_{SS}`$.
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# A Formula for Gauร-Manin Determinants
## 1. Introduction
Let $`K`$ be a function field over a field $`k`$ of characteristic 0, and let $`j:U_K^1`$ be a Zariski open set of the projective line. We consider a flat connection $`(E,)`$ on $`U`$. The de Rham cohomology groups $`H_{DR}^i(U/K,_{/K})`$ carry a $`K/k`$ connection, the Gauร-Manin connection, and taking the alternate tensor of the determinant connections
$$(detH_{DR}^i(U/K,_{/K}),\mathrm{Gau}\mathrm{ร}\mathrm{Manin})^{(1)^i},$$
one defines the Gauร-Manin determinant connection, denoted by
$$detH_{DR}(U/K,_{/K}).$$
This invariant is living in the group of isomorphism classes of $`K`$-lines endowed with a connection, which is the abelian group
$$\mathrm{\Omega }_K^1/d\mathrm{log}K^\times .$$
The aim of this article is to give an explicit formula for it (see theorem 1.3 for a vague formulation, and 2.8 for a precise one) under a genericity assumption on $`(E,)`$. Special examples are contained in .
We comment briefly on the meaning and interest in such a formula. There is a deep analogy between connections on curves over function fields in characteristic $`0`$ and $`\mathrm{}`$-adic sheaves $`_{\mathrm{}}`$ on curves $`U`$ over finite fields $`๐ฝ_q`$. Irregular singular points for the connection correspond to wild ramification at $`\mathrm{}`$ for the $`\mathrm{}`$-adic sheaf, and the Gauร-Manin determinant connection corresponds to the global epsilon factor
$$ฯต(_{\mathrm{}}):=det(f|detR\mathrm{\Gamma }(U,_{\mathrm{}})).$$
Our hope is that the local formula we obtain for higher rank irregular connections will suggest local formulas for $`ฯต`$-factors extending the abelian Tate theory.
The Gauร-Manin construction is fairly standard and we do not recall it in detail. By way of example, we cite two classical formulas (Gauร hypergeometric and Bessel functions, respectively) :
$$\frac{\mathrm{\Gamma }(b)\mathrm{\Gamma }(cb)}{\mathrm{\Gamma }(c)}F(a,b;c;z)=_0^1u^{b1}(1u)^{cb1}(1uz)^a๐u$$
$$J_n(z)=\frac{1}{2\pi i}_{S_0}u^n\mathrm{exp}\frac{z}{2}(u+\frac{1}{u})\frac{du}{u}(S_0=\text{circle about }0\text{)}.$$
In both cases, the integrand is a product of a solution of a rather simple degree $`1`$ differential equation in $`u`$, the solution being either
$$u^{b1}(1u)^{cb1}(1uz)^a\text{ or}u^n\mathrm{exp}\frac{z}{2}\left(u+\frac{1}{u}\right),$$
with an algebraic $`1`$-form ($`du`$ or $`\frac{du}{u}`$). The integral is taken over a chain in the $`u`$-plane. The resulting functions $`F(a,b;c;z)`$ and $`J_n(z)`$ satisfy Gauร-Manin equations, which are much more interesting degree $`2`$ equations in $`z`$.
It is not our purpose to go further into the classical theory, but, to understand the role of the determinant, we remark that in each of the above cases, there is a second path and a second algebraic $`1`$-form such that the two integrals, say $`f_1(z)`$ and $`f_2(z)`$, satisfy the same second order equation. The Wronskian determinant
$$\left|\begin{array}{cc}f_1& f_2\\ \frac{df_1}{dz}& \frac{df_2}{dz}\end{array}\right|$$
satisfies the degree $`1`$ equation given by the determinant of Gauร-Manin. It seems to us to be possible using the theory of Stokes structures to formulate a theory of period integrals for irregular connections in such a way that the Gauร-Manin determinant connection has as solution the determinant of the period matrix. We hope to return to this in a future paper.
Let $`X`$ be a complete, smooth curve over $`K`$. For purposes of this article, we define the group of relative algebraic differential characters
(1.1)
$$AD^2(X/K):=^2(X,๐ฆ_2\stackrel{d\mathrm{log}}{}\mathrm{\Omega }_X^2/(๐ช_X\mathrm{\Omega }_K^2))$$
(The notation here differs from , as one has factored out $`2`$-forms coming from the base and in particular truncated the differential forms of degree 3). The transfer
(1.2)
$$f_{}:AD^2(X/K)AD^1(K)=\mathrm{\Omega }_K^1/d\mathrm{log}K^\times $$
maps the group of relative algebraic differential characters of degree 2 on $`X`$ to the group of algebraic characters of degree 1 on $`K`$, which is the group of connections on $`K`$. Indeed this is an isomorphism (lemma 2.7). But to write connections on $`K`$ as coming from differential characters on $`X`$ allows to single out two types of classes, global decomposable classes and local classes, which we discuss in the sequel.
Let $`๐=m_ix_i`$ be an effective divisor on $`X`$, and let $`D=x_i`$ be the corresponding reduced divisor. We define a sheaf of meromorphic $`1`$-forms
(1.3)
$$\mathrm{\Omega }_X^1(๐D)\mathrm{\Omega }_X^1\{๐\}\mathrm{\Omega }_X^1(๐)$$
as follows. If $`z`$ is a local parameter at a point $`x`$ of multiplicity $`m`$ in $`๐`$, a $`1`$-form is a section of $`\mathrm{\Omega }_X^1\{๐\}`$ if it can be written in local coordinates in the form
(1.4)
$$\frac{fdz}{z^m}+\frac{\eta }{z^{m1}}$$
where $`f๐ช_{X,x}`$ and $`\eta ๐ช_{X,x}\mathrm{\Omega }_K^1`$ are regular at $`x`$. We define $`\mathrm{\Omega }_X^p\{๐\}=\mathrm{\Omega }_X^1\{๐\}\mathrm{\Omega }_X^{p1}\mathrm{\Omega }_X^p(๐)`$. There is an exact sequence
(1.5)
$$0๐ช_X(๐D)\mathrm{\Omega }_K^1\mathrm{\Omega }_X^1\{๐\}\omega _{X/K}(๐)0$$
where we write $`\omega _{X/K}`$ for the sheaf of relative $`1`$-forms.
The graded algebra $`_n^n(\mathrm{\Omega }_X^1\{๐\})`$ is closed under exterior $`d`$. Further, writing $`=๐ช(๐)๐ช_X`$ for the ideal sheaf, we have
(1.6)
$$d\mathrm{log}((1+)^\times )\mathrm{\Omega }_X^p\{๐\}\mathrm{\Omega }_X^{p+1}.$$
Let $`E`$ be a vector bundle on $`X`$, and let
(1.7)
$$:EE\mathrm{\Omega }_X^1\{๐\}$$
be an absolute connection (i.e. parameters from $`K`$ are also differentiated).
###### Definition 1.1.
The connection $``$ is vertical, if the curvature
$$^2:EE(D)\mathrm{\Omega }_K^2.$$
We assume our connection $``$ is vertical. (Of course the most important case is that of a flat connection $`^2=0`$.) We write $`_{/K}:E\omega _{X/K}(๐)`$ for the corresponding relative connection. Viewing $`๐`$ as a nilpotent subscheme of $`X`$, it is easy to check that $``$ induces a function linear โpolar partโ map
(1.8)
$$_๐:E|_๐E\left(\mathrm{\Omega }_X^1\{๐\}/\mathrm{\Omega }_X^1\right)\text{(Absolute)}$$
$$_{๐/K}:E|_๐E\omega _{๐/K}=E(\omega _{X/K}(๐)/\omega _{X/K})\text{(Relative)}$$
###### Definition 1.2.
The connection (1.7) is said to be admissible if the relative polar parts map $`_{๐/K}:E|_๐E\omega _{๐/K}`$ is an isomorphism in a singular point of multiplicity $`2`$, and if in a singular point of multiplicity 1, Deligneโs condition that the eigenvalues of the residue do not belong to $`\{0,1,2\mathrm{}\}`$ is fulfilled.
Notice that the notion of admissibility depends on the extension of $`E`$ to all of $`X`$. Although the definition makes reference only to the relative connection, admissibility depends also on the absolute connection, which is required to take values in $`\mathrm{\Omega }_X^1\{๐\}\mathrm{\Omega }_X^1(๐)`$. It is a local formal property. The motivation for this definition comes from a struture theorem (, , , compare also with , p.124) asserting that locally formally, after ramification of the curve, a flat connection $`(E,)`$ becomes a direct sum of summands $`L\mathrm{\Lambda }`$, where $`\mathrm{\Lambda }`$ is a higher rank flat connection with logarithmic singularities, and $`L`$ is either a rank 1 trivial connection or a rank 1 flat connection with multiplicity $`2`$ (strictly speaking, this is proven in only over $``$, outside of a Baire set). Since rank 1 vertical connections are admissible (, lemma 3.1), we see that up to ramification, any flat connection is locally of sum of admissible and logarithmic connections.
For a rank 1 vertical connection we may view
(1.9)
$$_{๐/K}:E|_๐E|_๐\omega _{X/K}(๐)|_๐$$
as defining a trivialization of $`\omega _{X/K}(๐)|_๐`$, i.e. a class $`(\omega _{X/K}(๐),_{๐/K})\mathrm{Pic}(X,๐)`$. There is a cohomological pairing ($`j:XDX`$)
(1.10)
$$\{,\}:\mathrm{Pic}(X,๐)^1(X,j_{}๐ช_{XD}^\times \mathrm{\Omega }_X^1\{๐\})$$
$$AD^2(X)=^2(X,๐ฆ_2\stackrel{d\mathrm{log}}{}\mathrm{\Omega }_X^2)$$
and in the rank $`1`$ case (see main theorem of )
(1.11)
$$detH_{DR}(U/K,_{/K})=f_{}\{(\omega _{X/K}(๐),_{๐/K}),(E,)\}$$
$$\mathrm{\Omega }_K^1/d\mathrm{log}K^\times .$$
In higher rank, however, we have examples of connections $`(E,)`$ with $`(det(E),det())`$ trivial but non-trivial Gauร-Manin determinant connection (see , remark 3.3, equation 3.27, and remark 2.9).
Still, the choice of a meromorphic section $`s\omega _{X/K}(๐)K(X)`$ which generates the sheaf at the points of $`๐`$ defines a rigidification $`c_1(\omega _{X/K}(๐),s)\mathrm{Pic}(X,๐)`$, and allows to define a class
$$\{c_1(\omega _{X/K}(๐),s),det(E,)\}AD^2(X).$$
We refer to it as the global factor (see (2.13)).
In each singularity, we define local factors (see proposition 2.4) which play the rรดle of the local epsilon factors defined to express the global epsilon of an $`\mathrm{}`$-adic sheaf. If $`A_i=g_i\frac{dz}{z^m}+\frac{\eta _i}{z^{m1}}`$ is the local equation of $``$ in a local basis around the point $`a_iD`$, then one defines $`\mathrm{Tr}dg_ig_i^1A_iAD^2(X/K)`$. We also define a 2-torsion local factor $`\frac{1}{2}d\mathrm{log}(detg_i(a_i)))AD^2(X/K)`$ (see definition 2.5).
The main theorem of this article says
###### Theorem 1.3.
Let $`(E,)`$ be an admissible connection on $`_K^1`$ having at least one point of multiplicity $`2`$. Then
$$detH_{DR}(U,_{/K})=f_{}\{c_1(\omega _{X/K}(๐),s),det(E,)\}+$$
$$\underset{i}{}\mathrm{res}_{a_i}\mathrm{Tr}\left(dg_ig_i^1A_i\right)+\frac{1}{2}\underset{i}{}m_id\mathrm{log}(det(g_i(a_i)))$$
$$\mathrm{\Omega }_K^1/d\mathrm{log}(K^\times ).$$
(See theorem 2.8 for a slightly more precise formulation).
The cases rank $`(E)=1`$, resp. $``$ with logarithmic poles, were considered in the earlier articles , resp. , except that for the rank 1 case, our results did not include torsion. In those two cases, there is a well defined class $`\gamma (E,)AD^2(X)`$ such that $`f_{}\gamma (E,)=detH_{DR}(U/K,_{/K})`$. In the higher rank, non-logarithmic case considered here, one still has the global factor in $`AD^2(X)`$, but the local factors are well defined in $`AD^2(X/K)`$ only (see proposition 2.4).
It would be of great interest to find some variant of this formula which applied to epsilon factors for $`\mathrm{}`$-adic sheaves.
We now discuss the proof of the main theorem. Let $`K`$ be a field in characteristic 0. A classical theorem by Euler (, III, 6, lemma 2) asserts that if $`gK[t]`$ is a polynomial, and $`hL=K[u]/gK[u]`$, then the trace of multiplication by $`h`$, viewed as a $`K`$-linear map from $`L`$ to itself, is computed by
$$\mathrm{res}_{u=\mathrm{}}dgg^1h.$$
We define a generalization of this in the non-commutative situation as follows. Let $`V`$ be a finite dimensional $`K`$-vectorspace, and $`g=_{i=0}g_iu^i\mathrm{End}(V)[u]`$ be a polynomial with coefficients in the endomorphisms of $`E`$, such that the leading coefficient $`g_m\mathrm{Aut}(V)`$ is invertible. The invertibility of $`g_m`$ allows us to write an element of $`W=V[u]/gV[u]`$ as the class of an element $`_{r=0}^{m1}v_iu^i`$, where $`v_iV`$, yielding a splitting $`\sigma :WV[u]`$ of the natural projection $`p:V[u]W`$. For any $`h\mathrm{End}(V)[u]`$, $`\varphi (h):=ph\sigma :WW`$ will have a trace. Proposition 5.1 says
$$\mathrm{Tr}_{V[u]/gV[u]}(\varphi (h))=\mathrm{Tr}_V\mathrm{res}_{u=\mathrm{}}(dgg^1h).$$
The second point is to relate the trace of this linear operator with the trace of a differential operator. The crucial case to understand is that of a connection on a trivial bundle $`E=V_K๐ช_^1`$ on $`_K^1`$. Such a connection is given by a matrix which has the shape
(1.12)
$$\underset{i=1}{\overset{N}{}}\underset{r=1}{\overset{m_i}{}}\frac{g_r^{(i)}d(ta_i)}{(ta_i)^r}+\eta =g+\eta ,$$
where $`g_r^{(i)}\mathrm{End}(V)`$ and $`\eta \mathrm{End}(V)\mathrm{\Omega }_K^1๐ช_{_K^1}(D)`$. We write $`g`$ also for the corresponding matrix of relative forms, so $`_{/K}=d+g`$. We fix a certain finite-dimensional vector subspace $`\sigma :HH^0(_K^1,V_K\omega (D))`$ such that composition with the natural projections give isomorphisms
(1.13)
$$H\stackrel{\sigma }{}H^0(_K^1,V_K\omega (D))\stackrel{p_{}}{}H_{DR}^1(U/K,_{/K})$$
$$=H^0(_K^1,V_K\omega (D))/\mathrm{Im}_{/K}$$
$$H\stackrel{\sigma }{}H^0(_K^1,V_K\omega (D))\stackrel{p_g}{}H^0(_K^1,V_K\omega (D))/\mathrm{Im}g$$
The operators
$$\eta _{}:=(p_{}\sigma )^1p_{}\eta \sigma :HH\mathrm{\Omega }_K^1$$
$$\eta _\gamma :=(p_g\sigma )^1p_g\eta \sigma :HH\mathrm{\Omega }_K^1$$
will be referred to as the (Gauร-Manin) de Rham operator and Higgs operator respectively. The traces of these operators play a central role in the Gauร-Manin determinant, and the remarkable fact is that for an admissible, vertical connection on a trivial bundle on $`_K^1`$ one finds
(1.14)
$$\mathrm{Tr}(\eta _{}\eta _\gamma )\frac{1}{2}\underset{i}{}m_id\mathrm{log}(det(g_{m_i}^{(i)}))modd\mathrm{log}(K^\times ).$$
(Here the $`g_{m_i}^{(i)}`$ are as in (1.12).) This result is theorem 3.6. It is reminiscent of Hitchinโs comparison of de Rham and Higgs twisted cohomologies on projective manifolds, and of Kontsevichโs theorem comparing de Rham and Higgs cohomology of $`df`$, where $`f`$ is a regular function on a manifold. Algebraically, if
$$(\frac{g_m}{z^m}+\frac{g_{m1}}{z^{m1}}+\mathrm{})dz+\frac{\eta _{m1}}{z^{m1}}+\frac{\eta _{m2}}{z^{m2}}+\mathrm{},$$
represents the polar part of our admissible, vertical connection at a point $`z=0`$, the essential result (proposition 3.8) is that
$$\mathrm{Tr}\underset{s=0}{\overset{m1}{}}g_m^1[g_{ms},\eta _s]$$
is identically vanishing. We must confess that, even after performing the computation, we donโt really understand its meaning.
Acknowledgements: It is a pleasure to thank A. Beilinson, C. Sabbah and T. Saito for interesting discussions related to the topics discussed in this article.
## 2. Admissible Connections
Let $`K`$ be a function field over a field $`k`$ of characteristic 0, $`f:X\mathrm{Spec}K`$ be a smooth projective curve, $`j:UX`$ a non-trivial Zariski open set such that the closed points of $`D=XU`$ are $`K`$ rational points, and $`(E,)`$ a global connection of rank $`r`$ on $`X`$ which is regular on $`U`$. Barring express mention to the contrary, we shall always assume $``$ to be vertical (definition 1.1). We shall need a small generalization of the notion of admissibility introduced in definition 1.2.
###### Definition 2.1.
The connection $`(E,)`$ is pseudo-logarithmic at $`xXU`$ if the local equation of $``$ in some basis of $`E`$ has the shape
$$A=g\frac{dz}{z}+\frac{\eta }{z},$$
where $`z`$ is a local parameter around $`x`$, $`\eta M(r\times r,\mathrm{\Omega }_K^1๐ช_X)`$, $`gGL(r,๐ช_x)`$. The connection $`(E,)`$ is pseudo-admissible if it is admissible in singularities with multiplicities $`m2`$ and pseudo-logarithmic in points with multiplicities $`m=1`$.
We will use a very special simple shape of pseudo-logarithmic singularities, which we single out in the following definition.
###### Definition 2.2.
A special pseudo-logarithmic point of a connection $`(E,)`$ is pseudo-logarithmic, and there is local basis
$$(e_\nu )=((e_1,\mathrm{},e_s),(e_{s+1},\mathrm{},e_r))$$
with respect to which the block-matrix of the connection has the shape
$$\left(\begin{array}{cc}A+m\frac{dz}{z}\hfill & zB\hfill \\ \frac{C}{z}\hfill & D+n\frac{dz}{z}\hfill \end{array}\right),$$
where the connection matrix
$$\left(\begin{array}{cc}A\hfill & B\hfill \\ C\hfill & D\hfill \end{array}\right)$$
has no poles and $`m,nk`$.
A connection is special pseudo-logarithmic if it is admissible, and special pseudo-logarithmic in pseudo-logarithmic points.
Working with pseudo-admissible connections will enable us to reduce the Gauร-Manin determinant computation for a general $`(E,)`$ on $`^1`$ to the case where $`E๐ช_^1^r`$. We use the following:
###### Theorem 2.3.
\[Compare with , lemma 4.2 and reduction 4.1\] Let $`(E,)`$ be an admissible connection on $`_K^1`$ having a singularity of multiplicity $`2`$. Then there are finitely many points $`p_iU(K)`$, such that if $`\lambda :V=U\{p_i\}_K^1`$ denotes the open embedding, then $`(E|_V,|_V)`$ extends to a special pseudo-admissible connection $`(_1^r๐ช_{_K^1},)`$ on $`_K^1`$ such that
$$(_1^r๐ช_{_K^1})\stackrel{_{/K}}{}\omega (๐+\underset{i}{}p_i)(_1^r๐ช_{_K^1})$$
$$(\lambda _{}E_V\stackrel{_{/K}}{}\lambda _{}(\omega E_V))$$
is a quasiisomorphism.
###### Proof.
Without loss of generality, we may assume that $`\mathrm{}`$ is a smooth point of the connection. Let $`x`$ be a point of multiplicity $`2`$, and let $`z`$ be a local coordinate at $`x`$. Note the effect of twisting (i.e. replacing $`E`$ by $`E(Nx)`$) is to replace the local connection matrix $`A`$ at $`x`$ with respect to a basis $`e_i`$ with $`AN\frac{dz}{z}I`$ for the basis $`\frac{e_i}{z^N}`$. In particular, $`x`$ will remain an admissible singularity for the new connection. After such a twist, we may assume $`E=_{i=1}^r๐ช(n_i)`$, with $`0n_1n_2\mathrm{}`$. We argue by induction on $`n_rn_1`$. If $`n_rn_1=0`$, we replace $`E`$ by $`E(n_1x)`$ and argue as above.
Assume $`n_rn_1>0`$. Let $`E^{}=_{i=1}^{r1}๐ช(n_i)๐ช(n_r1)`$, and embed $`E^{}`$ in $`E`$ via $`๐ช((n_r1)\mathrm{})๐ช(n_r\mathrm{})`$. If $`z`$ is a local parameter at $`\mathrm{}`$, and $`e_\nu `$ is a local basis of $`๐ช(n_\nu )`$ at $`\mathrm{}`$, then $`((e_\nu ,\mu r1),ze_r)`$ is a local basis of $`E^{}`$, and if
(2.3)
$$\left(\begin{array}{cc}A\hfill & B\hfill \\ C\hfill & D\hfill \end{array}\right)$$
is the local block matrix of the connection $``$ in the basis $`((e_1,\mathrm{},e_{r1}),e_r)`$, then
(2.6)
$$\left(\begin{array}{cc}A\hfill & zB\hfill \\ \frac{C}{z}\hfill & D+\frac{dz}{z}\hfill \end{array}\right)$$
is the local block matrix of the connection in the basis $`((e_1,\mathrm{},e_{r1}),ze_r)`$. If $`C`$ has a local expansion $`C=C_0+C_1z+\mathrm{}`$, then the polar part of this connection is
(2.9)
$$\left(\begin{array}{cc}0\hfill & 0\hfill \\ \frac{C_0}{z}\hfill & \frac{dz}{z}\hfill \end{array}\right).$$
Thus replacing now $`E^{}`$ by $`E^{\prime \prime }=E^{}(2\mathrm{})_{i=1}^{r1}๐ช(n_i+2)๐ช(n_r+1)`$, the local equation of the connection at $`\mathrm{}`$ becomes
(2.12)
$$\left(\begin{array}{cc}A2\frac{dz}{z}\hfill & 0\hfill \\ \frac{C}{z}\hfill & D\frac{dz}{z}\hfill \end{array}\right),$$
and therefore, is pseudo-admissible. On the other hand, $`n_rn_1`$ has decreased. We conclude by induction. โ
Next we describe the class $`\gamma (E,)AD^2(X/K):=^2(X,๐ฆ_2\stackrel{d\mathrm{log}}{}\mathrm{\Omega }_X^2/๐ช_X\mathrm{\Omega }_K^2)`$ from theorem 2.8. If we choose a meromorphic section $`s`$ of $`\omega _{X/K}(๐)`$ which generates this sheaf in a neighborhood of $`๐`$, we may view $`s`$ as defining a trivialization of $`\omega _{X/K}(๐)|_๐`$, i.e. a class $`(\omega (๐),s)\mathrm{Pic}(X,๐)`$. As in (1.10), we may consider the product
(2.13)
$$\{(\omega (๐),s),(det(E),det())\}AD^2(X).$$
We refer to this class as the global factor.
Fix a basis $`e_i`$ for $`E`$ in a neighborhood of $`๐`$. the choice of $`e_i`$ determines a local connection matrix $`A`$, so $`=d+A`$. Let $`๐ช_{X,๐}`$ denote the semi-local ring of functions regular at all points of $`๐`$. The choice of $`s`$ determines $`gGL_r(๐ช_{X,๐})`$ such that the relative connection $`_{/K}=d+gs`$. Note the hypothesis of pseudo-admissibility insures that $`g`$ is invertible.
The basic local invariant we consider is
(2.14)
$$\mathrm{Tr}(dgg^1A)H^0(X,\mathrm{\Omega }_X^2\{๐\}/\left(\mathrm{\Omega }_X^2+๐ช_X(๐D)\mathrm{\Omega }_K^2\right)).$$
The boundary map from the exact sequence
(2.15)
$$\begin{array}{c}0\mathrm{\Omega }_X^2/๐ช_X\mathrm{\Omega }_K^2\mathrm{\Omega }_X^2\{๐\}/\left(๐ช_X(๐D)\mathrm{\Omega }_K^2\right)\hfill \\ \hfill \mathrm{\Omega }_X^2\{๐\}/\left(\mathrm{\Omega }_X^2+๐ช_X(๐D)\mathrm{\Omega }_K^2\right)0\end{array}$$
together with the evident map $`H^1(X,\mathrm{\Omega }_X^2/๐ช_X\mathrm{\Omega }_K^2)AD^2(X/K)`$ enables us to define an element, which we denote by abuse of notation
(2.16)
$$\mathrm{Tr}(dgg^1A)AD^2(X/K).$$
###### Proposition 2.4.
Let $`(E,)`$ be a pseudo-admissible vertical connection on $`X`$. The element $`\mathrm{Tr}(dgg^1A)`$ (2.16) is independent of the choice of local bases around $`๐`$. The element
(2.17)
$$\{(\omega (๐),s),(det(E),det())\}+\mathrm{Tr}(dgg^1A)AD^2(X/K)$$
is independent both of the choice of local bases and the trivializing meromorphic section $`s`$ of $`\omega (๐)`$.
###### Proof.
We show first that $`\mathrm{Tr}(dgg^1A)`$ is independent of the local bases. We work locally around a point $`x`$ which is a singular point of the connection with multiplicity $`m`$. We assume first that $`s=\frac{dz}{z^m}`$ for a local coordinate, and that the connection matrix is
$$A=\frac{gdz}{z^m}+\frac{\eta }{z^m}.$$
with $`gGL_r(๐ช)`$ and $`\eta M_r(๐ช\mathrm{\Omega }_K^1)`$. (This includes both the admissible and pseudolog cases.) We take a gauge transformation of the form $`A\varphi A\varphi ^1+d\varphi \varphi ^1`$ with $`\varphi GL_r(๐ช)`$. This amounts to
$$g\varphi g\varphi ^1+z^m\frac{d\varphi }{dz}\varphi ^1;\eta \varphi \eta \varphi ^1+z^md_K\varphi \varphi ^1.$$
Here $`d=d_z+d_K`$. We claim
$$\mathrm{Tr}(dgg^1A)\mathrm{\Omega }_X^2(๐)/\left(๐ช(๐)\mathrm{\Omega }_K^2+\mathrm{\Omega }_X^2\right)$$
is invariant. We compute (writing $`T(A):=\mathrm{Tr}(dgg^1A)`$, and computing modulo $`\mathrm{\Omega }_X^2`$)
(2.18)
$$\begin{array}{c}T(\varphi A\varphi ^1+d\varphi \varphi ^1)=\hfill \\ \hfill \mathrm{Tr}\left(d(\varphi g\varphi ^1+z^m\frac{d\varphi }{dz}\varphi ^1)(\varphi g\varphi ^1+z^m\frac{d\varphi }{dz}\varphi ^1)^1(\varphi A\varphi ^1+d\varphi \varphi ^1)\right)\\ \hfill \mathrm{Tr}\left(d(\varphi g\varphi ^1+z^m\frac{d\varphi }{dz}\varphi ^1)\varphi g^1\varphi ^1\varphi A\varphi ^1\right)\\ \hfill \mathrm{Tr}((d\varphi \varphi ^1+\varphi dgg^1\varphi ^1\varphi g\varphi ^1d\varphi \varphi ^1\varphi g^1\varphi ^1\\ \hfill +mz^{m1}\frac{d\varphi }{dz}g^1\varphi ^1dz)\varphi A\varphi ^1)\\ \hfill \mathrm{Tr}\left(\varphi ^1d\varphi A+dgg^1Ag\varphi ^1d\varphi g^1A+mz^{m1}\varphi ^1\frac{d\varphi }{dz}g^1dzA\right)\\ \hfill \mathrm{Tr}\left(dgg^1A+\varphi ^1d\varphi (Ag^1Ag)+mz^{m1}\varphi ^1\frac{d\varphi }{dz}g^1dzA\right)\\ \hfill \mathrm{Tr}\left(dgg^1A+\varphi ^1\frac{d\varphi }{dz}g^1dz(gAAg+mz^{m1}A)\right)\end{array}$$
(Note that $`gAAg`$ has entries in $`\mathrm{\Omega }_K^1K(X)`$, justifying replacing $`d\varphi `$ by $`\frac{d\varphi }{dz}dz`$.) To show invariance, it will suffice to show
$$dz(gAAg+mz^{m1}A)0mod\mathrm{\Omega }_X^2.$$
This expression can be written
$$()=\frac{dz}{z^m}[g,\eta ]+m\frac{dz}{z}\eta .$$
Verticality gives
$$dg\frac{dz}{z^m}+m\eta \frac{dz}{z^{m+1}}+\frac{d_z\eta }{z^m}=\frac{dz}{z^{2m}}[g,\eta ]$$
Multiplying through by $`z^m`$, the expression $`()`$ above becomes
$$()m\frac{dz}{z}\eta +m\eta \frac{dz}{z}0mod\mathrm{\Omega }_X^2.$$
It remains to show independence of $`s`$. Let $`s^{}=fs`$ where $`f`$ is meromorphic on $`X`$ and invertible on $`D`$. Consider a diagram
(2.19)
$$\begin{array}{ccccc}H^0\left(๐ช_๐^\times \right)& \stackrel{}{}& H^1\left(\left(1+_๐\right)^\times \right)=\mathrm{Pic}(X,๐)& & H^1\left(๐ช_X^\times \right)=\mathrm{Pic}\left(X\right)\\ \times & & \times & & \times \\ \mathrm{\Omega }_X^1\left\{๐\right\}/\left(\mathrm{\Omega }_X^1+d\mathrm{log}j_{}๐ช_{XD}^\times \right)& & ^1\left(j_{}๐ช_{XD}^\times \mathrm{\Omega }_X^1\left\{๐\right\}\right)& & ^1\left(๐ช_X^\times \mathrm{\Omega }_X^1\right)\\ & & & & & & \\ \mathrm{\Omega }_X^2\left\{๐\right\}/\left(\mathrm{\Omega }_X^2+d\mathrm{log}j_{}๐ฆ_{2,๐ช_{XD}}\right)& & AD^2\left(X/K\right)& =& AD^2\left(X/K\right)\end{array}$$
The classes of the rigidified bundles $`(\omega (๐),s)`$ and $`(\omega (๐),fs)`$ differ by $`(\stackrel{~}{f})`$, where $`\stackrel{~}{f}H^0(๐ช_๐)`$ is the image of $`f`$. It follows that (with notation as above)
(2.20)
$$\{(\omega (๐),fs)(\omega (๐),s)^1,(det(E),det())\}=\mathrm{Tr}(\frac{d\stackrel{~}{f}}{\stackrel{~}{f}}A)$$
Replacing $`s`$ with $`fs`$ in (2.17), this gives the desired invariance. โ
To complete the construction of the class $`\gamma (E,)AD^2(X/K)`$ we need one more invariant. Let $`xD`$ and assume $`m2`$, where $`m`$ is the multiplicity of $`x`$ in $`๐`$. Let $`z`$ be a local coordinate at $`x`$. Write the local relative connection $`_{/K}=d+g\frac{dz}{z^m}=\frac{g_mdz}{z^m}+\frac{g_{m1}dz}{z^{m1}}+\mathrm{}`$ with $`g_mGL_r(K)`$.
###### Definition 2.5.
If the multiplicity is $`2`$, the invariant
$$\tau _x(E,):=\frac{m}{2}d\mathrm{log}(det(g_m))\frac{1}{2}d\mathrm{log}(K^\times )/d\mathrm{log}(K^\times )$$
is associated to the rank 1 quadratic form
$$detg_m^mK^\times /(K^\times )^2H^1(K,/2).$$
In a point of multiplicity 1, we set $`\tau _x(E,)=1`$.
A change of local gauge replaces $`g`$ with $`hgh^1+z^m\frac{dh}{dz}h^1`$ with $`hGL_r(K[[z]])`$. It follows that $`det(g_m)`$ is invariant under gauge transformation of $`m2`$. On the other hand, replacing $`z`$ with $`z^{}=uz`$ leads to $`g_m^{}=u^{m1}g_m`$, whence $`det(g_m^{})=u^{r(m1)}det(g_m)`$ and
$$\frac{m}{2}d\mathrm{log}(det(g_m^{}))=\frac{m}{2}d\mathrm{log}(det(g_m))+\frac{rm(m1)}{2}d\mathrm{log}(u),$$
so the definition is independent of the choice of $`z`$.
For $`xX(K)`$, we define a map
(2.21)
$$\rho _x:K^\times /K^{\times 2}AD^2(X/K)$$
as follows. One has a map of exact sequence of complexes
(2.22)
$$\begin{array}{ccccc}๐ฆ_{2X}& & j_x๐ฆ_{2,X\{x\}}& & i_xK^\times \\ & & & & a& & \\ \mathrm{\Omega }_X^2/๐ช_X\mathrm{\Omega }_K^2& & \mathrm{\Omega }_X^2\{x\}/๐ช_X\mathrm{\Omega }_K^2& & \mathrm{\Omega }_X^2\{x\}/\left(๐ช_X\mathrm{\Omega }_K^2+\mathrm{\Omega }_X^2\right).\end{array}$$
Write $`z`$ for a local coordinate and let $`a`$ be as in (2.22). The mapping
(2.23)
$$K^\times /\text{coker}(a);\kappa \frac{1}{n}\frac{1}{n}\frac{dz}{z}\frac{d\kappa }{\kappa }$$
is well-defined. We compose this with the boundary map from (2.22) to define $`\rho _x`$.
###### Definition 2.6.
Let $`(E,)`$ be a pseudo-admissible connection as above. Then
(2.24)
$$\begin{array}{c}\gamma (E,)=\{(\omega (๐),s),(det(E),det())\}\hfill \\ \hfill +\mathrm{Tr}(dgg^1A)+\underset{x๐,m_x2}{}\rho _x(\tau _x(E,))AD^2(X/K).\end{array}$$
We continue to assume $`f:X\mathrm{Spec}(K)`$ is a smooth, projective curve. The transfer map $`f_{}:AD^2(X/K)\mathrm{\Omega }_K^1/d\mathrm{log}(K^\times )`$ is defined as follows. We remark that $`H^2(X,๐ฆ_2)=(0)`$ and $`\mathrm{\Omega }_X^2/๐ช_X\mathrm{\Omega }_K^2\omega _{X/K}\mathrm{\Omega }_K^1`$, and we define $`f_{}`$ from the diagram
(2.25)
$$\begin{array}{ccccccc}H^1(X,๐ฆ_2)& & H^1(X,\omega _{X/K})\mathrm{\Omega }_K^1& & AD^2(X/K)& & 0\\ \mathrm{Tr}& & & & f_{}& & \\ K^\times & & \mathrm{\Omega }_K^1& & \mathrm{\Omega }_K^1/d\mathrm{log}(K^\times )& & 0\end{array}$$
The check that with $`\gamma (E,)`$ defined as in (2.24), $`f_{}\gamma (E,)`$ has the form as in theorem 1.3 is straightforward and will be omitted. Since the trace map $`\mathrm{Tr}:H^1(X,๐ฆ_2)K^\times `$, which is simply defined on the generators $`_x\lambda _x_{xX^{(1)}}K(x)^\times `$ by $`\mathrm{Tr}_{[K(x):K]}d\mathrm{log}\lambda _x`$, is surjective, we obtain the
###### Lemma 2.7.
The transfer map
$$f_{}:AD^2(X/K)AD^1(K)=\mathrm{\Omega }_K^1/d\mathrm{log}K^\times $$
is an isomorphism.
Now we are in the position to give a slightly more precise formulation of our main theorem.
###### Theorem 2.8.
Let $`(E,)`$ be a special pseudo-admissible connection on $`_K^1`$, smooth over $`\mathrm{}U_K^1`$, such that the singularities $`_K^1U=D`$ of $``$ consist of $`K`$-rational points. Then, with the notation of definition 2.6, one has
$$detH_{DR}(U/K,_{/K})=f_{}\gamma (E,)AD^1(K)=\mathrm{\Omega }_K^1/d\mathrm{log}K^\times .$$
Finally, we take a moment to point out some simple consequences of theorem 2.8.
###### Remark 2.9.
(i). Let $`(E,)`$ be an admissible connection on $`_K^1`$, and let $`(E^{},^{})`$ be the dual connection. then
(2.26)
$$detH_{DR}(E,)detH_{DR}(E^{},^{})^{(1)}.$$
Indeed, replacing $`E`$ with $`E^{}`$ replaces $`g`$ with $`{}_{}{}^{t}g`$ and $`A`$ with $`{}_{}{}^{t}A`$. Verticality and admissibility imply that $`[g,A]`$ has no pole, so
$$\begin{array}{c}\mathrm{Tr}(d({}_{}{}^{t}g)({}_{}{}^{t}g)^1({}_{}{}^{t}A))=\mathrm{Tr}({}_{}{}^{t}(g^1dg){}_{}{}^{t}A)=\mathrm{Tr}(g^1dgA)\hfill \\ \hfill =\mathrm{Tr}(dgAg^1)=\mathrm{Tr}(dgg^1A).\end{array}$$
(ii). In , remark 3.3, equation 3.27, we give an example of an admissible connection on $`_K^1`$ with trivial determinant, for which the determinant of the Gauร-Manin connection is not torsion. More generally, given the main theorem of , if $`(L,_L)`$ and $`(M,_M)`$ are two connections, say on $`_K^1`$, with the same singularities $`๐`$, which are generic enough so that the singularites of $`(LM,_L_M)`$ are exactly $`๐`$ as well, then $`detA`$, with
(2.30)
$$A=\left(\begin{array}{ccc}LM\hfill & 0\hfill & 0\hfill \\ 0\hfill & L^1\hfill & 0\hfill \\ 0\hfill & 0\hfill & M^1\hfill \end{array}\right)$$
is trivial, while the main theorem of says that the Gauร-Manin determinant is computed by
(2.31)
$$c_1(\omega (๐),\mathrm{\Gamma }_L+\mathrm{\Gamma }_M)c_1(_L+_M)$$
$$c_1(\omega (๐),\mathrm{\Gamma }_L)c_1(_L)c_1(\omega (๐),\mathrm{\Gamma }_M)c_1(_M),$$
where $`\mathrm{\Gamma }_L`$ and $`\mathrm{\Gamma }_M`$ are the principal parts of $`_L`$ and $`_M`$. For generic $`L`$ and $`M`$, this wonโt vanish.
## 3. Higgs and de Rham Traces
In this section we introduce the concepts of Higgs and de Rham operators associated to a vertical pseudo-admissible connection on the trivial bundle on $`_K^1`$, and analyse the difference between the traces of those operators.
It will be convenient to write $`E=V๐ช`$ with $`V=\mathrm{\Gamma }(^1,E)`$. Let $`(e_\mu ),\mu =1,\mathrm{},r`$ be a basis of $`V`$. The connection $``$ will be a vertical pseudo-admissible connection on $`E`$ with poles on $`D=_{i=1}^N(a_i)`$ where for simplicity we take $`a_i^1(K)`$. We assume $`\mathrm{}D`$. The relative connection is given by
(3.1)
$$_{/K}e_\mu =\underset{i=1}{\overset{N}{}}\underset{r=1}{\overset{m_i}{}}\frac{g_r^{(i)}(e_\mu )dt}{(ta_i)^r}.$$
Here the $`g_r^{(i)}`$ are matrices with entries in $`K`$. The admissibility condition implies that $`g_{m_i}^{(i)}`$ is invertible over $`๐ช_{_K^1,a_i}`$. Regularity of the connection at infinity means
(3.2)
$$\underset{i=1}{\overset{N}{}}g_1^{(i)}=0.$$
###### Definition 3.1.
Let $`M_i=m_i1`$ if $`m_i2`$, and $`M_i=m_i=1`$ else.
The absolute connection has the following equation
(3.3)
$$e_\mu =\underset{i=1}{\overset{N}{}}\underset{r=1}{\overset{m_i}{}}\frac{g_r^{(i)}(e_\mu )d(ta_i)}{(ta_i)^r}+\underset{i=1}{\overset{N}{}}\underset{r=1}{\overset{M_i}{}}\frac{\eta _r^{(i)}(e_\mu )}{(ta_i)^r}+\eta _0(e_\mu ),$$
where the $`\eta `$ are matrices with entries in $`\mathrm{\Omega }_K^1`$.
###### Definition 3.2.
We define $`\gamma _K`$ by $`_{/K}=d+\gamma _K`$, thus concretely
$$\gamma _K=\underset{i=1}{\overset{N}{}}\underset{r=1}{\overset{m_i}{}}\frac{g_r^{(i)}dt}{(ta_i)^r}.$$
We define $`\eta `$ by
$$\eta =\underset{i=1}{\overset{N}{}}\underset{r=1}{\overset{M_i}{}}\frac{\eta _r^{(i)}}{(ta_i)^r}+\eta _0,$$
and $`\gamma `$ by
$$\gamma =\underset{i=1}{\overset{N}{}}\underset{r=1}{\overset{m_i}{}}\frac{g_r^{(i)}d(ta_i)}{(ta_i)^r},$$
so that $`=d+\gamma +\eta `$.
We have natural identifications
(3.4)
$$\mathrm{\Gamma }(E(D))=V[\frac{1}{ta_1},\mathrm{},\frac{1}{ta_N}]$$
(3.5)
$$\mathrm{\Gamma }(E\omega (D))V[\frac{1}{ta_1},\mathrm{},\frac{1}{ta_N}]dt$$
where the strict inclusion in (3.5) comes from the requirement of no poles at infinity.
The following lemma will be useful in the sequel.
###### Lemma 3.3.
For integers $`r,s1`$ one has a formal identity
$$\frac{1}{(ta)^r(tb)^s}=\underset{p=1}{\overset{r}{}}\frac{A_p(a,b)}{(ta)^p}+\underset{q=1}{\overset{s}{}}\frac{B_q(a,b)}{(tb)^q}.$$
One has
$$A_r=(ab)^s;B_s=(1)^r(ab)^r=(ba)^r.$$
The partial fraction expansion of $`\frac{1}{(tb)^s(ta)}`$ begins
$$\frac{1}{(tb)^s(ta)}=\frac{(ab)^s}{ta}\frac{(ab)^s}{tb}+\mathrm{}$$
In particular, we have
(3.6)
$$\begin{array}{c}\frac{1}{(tb)^s}\left(\frac{d(ab)dt}{ta}\frac{d(a_Nb)dt}{ta_N}\right)\hfill \\ \hfill =(ab)^sd(ab)dt\left(\frac{1}{ta}\frac{1}{ta_N}\right)\\ \hfill +\left((a_Nb)^sd(a_Nb)dt(ab)^sd(ab)dt\right)\\ \hfill \times \left(\frac{1}{tb}\frac{1}{ta_N}\right)+\text{ terms involving }\frac{1}{(tb)^r}\text{ for }r2.\end{array}$$
###### Proof.
We have
(3.7)
$$\begin{array}{c}\frac{1}{(tb)^s(ta)^r}\hfill \\ \hfill =\frac{1}{(s1)!(r1)!}\left(\frac{d}{db}\right)^{s1}\left(\frac{d}{da}\right)^{r1}\left(\frac{(ab)^1}{ta}\frac{(ab)^1}{tb}\right).\end{array}$$
The formulas in the lemma follow easily from this. โ
###### Definition 3.4.
We denote by $`H\stackrel{\sigma }{}\mathrm{\Gamma }(E\omega (D))`$ be the $`K`$-vector subspace with basis
(3.8)
$$\frac{e_\mu dt}{(ta_i)^r},\{\begin{array}{cc}2rm_i\hfill & 1iN1\hfill \\ 2rm_N1\hfill & i=N\hfill \end{array},$$
$$e_\mu dt\left(\frac{1}{ta_i}\frac{1}{ta_N}\right),i<N.$$
There are two splittings of $`\sigma `$,
$$\pi _\gamma :\mathrm{\Gamma }(E\omega (D))\mathrm{\Gamma }(E\omega (D))/\gamma _K\mathrm{\Gamma }(E(D))H$$
$$\pi _{}:\mathrm{\Gamma }(E\omega (D))\mathrm{\Gamma }(E\omega (D))/_{/K}\mathrm{\Gamma }(E(D))H$$
There is a multiplication map
$$\eta :\mathrm{\Gamma }(E\omega (D))\mathrm{\Gamma }(E\omega (D))\mathrm{\Omega }_K^1.$$
We define now two $`K`$-linear operators.
###### Definition 3.5.
The composite map
$$\eta _\gamma :=\pi _\gamma \eta \sigma :HH\mathrm{\Omega }_K^1$$
(resp.
$$\eta _{}:=\pi _{}\eta \sigma :HH\mathrm{\Omega }_K^1)$$
will be called the Higgs (resp. de Rham) operator. Similarly, if $`h`$ is one of the terms $`\frac{\eta _r^{(i)}}{(ta_i)^r}`$ appearing in the definition of $`\eta `$, we denote by $`h_\gamma `$ and $`h_{}`$ the corresponding Higgs and de Rham operators.
The rest of this section is devoted to the comparison of the trace of those two $`K`$-linear operators. We will show
###### Theorem 3.6.
Let $`(E,)`$ be a pseudo-admissible connection on the trivial bundle $`E_1^r๐ช_{_K^1}`$ on $`_K^1`$ having at least one singularity of order $`2`$. Then
$$\mathrm{Tr}(\eta _\gamma \eta _{})\frac{1}{2}\underset{m_i2}{}m_id\mathrm{log}(det(g_{m_i}^{(i)}))modd\mathrm{log}K^\times .$$
We assume henceforth that $`m_N2`$.
Suppose first $`a_i`$ is a pseudo-logarithmic point for the connection. We write $`h=\frac{\eta ^{(i)}}{ta_i}`$, and we compute $`\mathrm{Tr}(h_{})\mathrm{Tr}(h_\gamma )`$.
The notation $`x=y+(H)`$ will mean $`x`$ and $`y`$ differ by an element in $`H`$. The pattern is then we take $`x`$ in the basis of $`H`$. We write
(3.9)
$$h(x)=\gamma _Ky+(H)=_{/K}y^{}+(H).$$
Then
(3.10)
$$z:=h_{}(x)h_\gamma (x)=dy^{}+\gamma _K(yy^{}).$$
Of course, if $`h(x)H`$ then $`y=y^{}=z=0`$. Also, we are only interested in the trace, so if the expansion of $`z`$ in the basis of $`H`$ does not involve $`x`$, we can ignore it. Suppose e.g. $`x=\frac{e_\mu dt}{(ta_j)^r},ji`$. Then $`h(x)=\frac{()dt}{(ta_i)(ta_j)^r}H`$ (the condition to lie in $`H`$ amounts to a bound on the pole order together with no pole of the differential form at infinity.) Thus such elements $`x`$ contribute $`0`$. Similarly, if $`ji`$ then
(3.11)
$$\frac{()dt}{(ta_i)(ta_j)}\frac{()dt}{(ta_i)(ta_N)}H$$
so
(3.12)
$$x=e_\mu dt\left(\frac{1}{ta_j}\frac{1}{ta_N}\right)$$
contributes $`0`$.
It remains to consider $`x=e_\mu dt\left(\frac{1}{ta_i}\frac{1}{ta_N}\right)`$. We have
(3.13)
$$h(x)=\frac{\eta _1^{(i)}(e_\mu )dt}{(ta_i)^2}+(H).$$
So we can take
(3.14)
$$y=\frac{(g_1^{(i)})^1\eta _1^{(i)}(e_\mu )dt}{ta_i};y^{}=\frac{(g_1^{(i)}I)^1\eta _1^{(i)}(e_\mu )dt}{ta_i}.$$
Write $`\gamma _K=\frac{g_1^{(i)}dt}{ta_i}+\gamma _K^{}`$. Then
(3.15)
$$z=\gamma _K^{}(yy^{}).$$
Since we are interested in the trace, we need only consider the coefficient of $`e_\mu dt\left(\frac{1}{ta_i}\frac{1}{ta_N}\right)`$ in the expansion of $`z`$ in the basis of $`H`$. This coefficient is the coefficient of $`e_\mu `$ in
(3.16)
$$\gamma _K^{}|_{t=a_i}(yy^{})=\underset{\begin{array}{c}ji\\ r\end{array}}{}(a_ia_j)^rg_r^{(j)}\left((g_1^{(i)}I)^1(g_1^{(i)})^1\right)\eta _1^{(i)}(e_\mu ).$$
Summing over $`\mu `$ yields finally
(3.17)
$$\mathrm{Tr}(h_{}h_\gamma )=\mathrm{Tr}\left(\underset{\begin{array}{c}ji\\ r\end{array}}{}(a_ia_j)^rg_r^{(j)}\left((g_1^{(i)}I)^1(g_1^{(i)})^1\right)\eta _1^{(i)}\right).$$
Next we consider $`i`$ with $`m_i2`$. Take first
$$x=\frac{e_\mu dt}{(ta_i)^r};\{\begin{array}{cc}2rm_i\hfill & 1iN1\hfill \\ 2rm_N1\hfill & i=N\hfill \end{array}.$$
Since we have already handled the $`h=\frac{\eta ^{(i)}}{ta_i}`$ in pseudo-logarithmic points, we introduce the notation
(3.18)
$$\eta ^{}=\eta \underset{\mathrm{pseudo}\mathrm{log}}{}\frac{\eta ^{(i)}}{ta_i},$$
$$\gamma _K^{}=\gamma _K\underset{\mathrm{pseudo}\mathrm{log}}{}\frac{g_i^{(i)}}{(ta_i)}dt.$$
Take
(3.19)
$$y_0=(g_{m_i}^{(i)})^1\eta _{m_i1}^{(i)}(e_\mu )/(ta_i)^{r1}.$$
It follows from lemma 3.3 that $`\eta ^{}x=\gamma _K^{}y_0+\text{ lower order terms}`$. Here โlower order termsโ means terms with denominators $`(ta_j)^s`$ where $`sm_j,ji`$ and $`sm_i+r2`$ for $`j=i`$. Now continue in this way, replacing $`y_0`$ by
(3.20)
$$y=y_0+\underset{s=0}{\overset{r2}{}}\frac{v_s}{(ta_i)^s}.$$
We may write
(3.21)
$$\eta ^{}(e_\mu )dt/(ta_i)^r=\gamma _K^{}y+\underset{j=1}{\overset{N1}{}}\underset{u=1}{\overset{m_j}{}}\frac{w_{j,u}dt}{(ta_j)^u}+\underset{u=1}{\overset{m_N1}{}}\frac{w_{N,u}dt}{(ta_N)^u}.$$
From equations (3.19) and (3.20) we may also write
(3.22)
$$\begin{array}{c}\frac{\eta ^{}(e_\mu )dt}{(ta_i)^r}=(d+\gamma _K^{})y+\underset{j=1}{\overset{N1}{}}\underset{u=1}{\overset{m_j}{}}\frac{w_{j,u}dt}{(ta_j)^u}+\underset{u=1}{\overset{m_N1}{}}\frac{w_{N,u}dt}{(ta_N)^u}\hfill \\ \hfill +(r1)(g_{m_i}^{(i)})^1\eta _{m_i1}^{(i)}(e_\mu )dt/(ta)^r+\underset{s=1}{\overset{r2}{}}\frac{sv_sdt}{(ta_i)^{s+1}}.\end{array}$$
For $`r=1`$ we may write for suitable $`v,w_{j,u}\mathrm{\Gamma }(E)`$
(3.23)
$$\eta ^{}(e_\mu )dt(\frac{1}{ta_i}\frac{1}{ta_N})=\gamma _K^{}v+\underset{j=1}{\overset{N1}{}}\underset{u=1}{\overset{m_j}{}}\frac{w_{j,u}dt}{(ta_j)^u}+\underset{u=1}{\overset{m_N1}{}}\frac{w_{N,u}dt}{(ta_N)^u}.$$
Since $`dv=0`$ in (3.23) we conclude from equations (3.17), (3.22) and (3.23) that
(3.24)
$$\begin{array}{c}\mathrm{Tr}(\eta _{}\eta _\gamma )=\underset{i=1}{\overset{N1}{}}\underset{r=2}{\overset{m_i}{}}(r1)\mathrm{Tr}\left((g_{m_i}^{(i)})^1\eta _{m_i1}^{(i)}\right)\hfill \\ \hfill +\underset{r=2}{\overset{m_N1}{}}(r1)\mathrm{Tr}\left((g_{m_N}^{(N)})^1\eta _{m_N1}^{(N)}\right)\\ \hfill +\underset{\begin{array}{c}i\\ m_i=1\end{array}}{}\mathrm{Tr}\left(\underset{\begin{array}{c}ji\\ r\end{array}}{}(a_ia_j)^rg_r^{(j)}\left((g_1^{(i)}I)^1(g_1^{(i)})^1\right)\eta _1^{(i)}\right).\end{array}$$
(Notice that replacing $`\gamma _K`$ by $`\gamma _K^{}`$ in (3.21), (3.22) and (3.23) will not affect the trace calculation.) We now use the verticality condition $`dA=AA\mathrm{mod}\mathrm{\Omega }_K^2K(X)`$.
(3.25)
$$\begin{array}{c}0=\underset{i=1}{\overset{N}{}}\underset{r=1}{\overset{m_i}{}}\frac{dg_r^{(i)}dt}{(ta_i)^r}+\underset{i=1}{\overset{N}{}}\underset{s=1}{\overset{M_i}{}}\frac{s\eta _s^{(i)}dt}{(ta_i)^{s+1}}\hfill \\ \hfill +\underset{i,j=1}{\overset{N}{}}\underset{r,s=1}{\overset{m_i,M_j}{}}[g_r^{(i)},\eta _s^{(j)}]\frac{dt}{(ta_i)^r(ta_j)^s}+\underset{i=1}{\overset{N}{}}\underset{r=1}{\overset{m_i}{}}[g_r^{(i)},\eta _0]\frac{dt}{(ta_i)^r}.\end{array}$$
Dropping terms with poles at $`t=a_i`$ of degree $`>M_i+1`$, we find
(3.26)
$$\begin{array}{c}0=\underset{i=1}{\overset{N}{}}\underset{r=1}{\overset{m_i}{}}\frac{dg_r^{(i)}dt}{(ta_i)^r}+\underset{i=1}{\overset{N}{}}\underset{s=1}{\overset{M_i}{}}\frac{s\eta _s^{(i)}dt}{(ta_i)^{s+1}}\hfill \\ \hfill +\underset{i,j=1;ij}{\overset{N}{}}\underset{r,s=1}{\overset{m_i,M_j}{}}[g_r^{(i)},\eta _s^{(j)}]\frac{dt}{(ta_i)^r(ta_j)^s}\\ \hfill +\underset{i=1}{\overset{N}{}}\underset{r+sM_i+1}{}[g_r^{(i)},\eta _s^{(i)}]\frac{dt}{(ta_i)^{r+s}}+\underset{i=1}{\overset{N}{}}\underset{r=1}{\overset{m_i}{}}[g_r^{(i)},\eta _0]\frac{dt}{(ta_i)^r}.\end{array}$$
In an admissible point, we calculate as before, multiplying through by
$$(g_{m_i}^{(i)})^1(ta_i)^{m_i}/dt$$
and set $`t=a_i`$ to get
(3.27)
$$\begin{array}{c}0=(g_{m_i}^{(i)})^1dg_{m_i}^{(i)}+(m_i1)(g_{m_i}^{(i)})^1\eta _{m_i1}^{(i)}\hfill \\ \hfill +\underset{ji}{}\underset{s=1}{\overset{M_j}{}}(g_{m_i}^{(i)})^1[g_{m_i}^{(i)},\eta _s^{(j)}]/(a_ia_j)^s+\underset{r+s=m_i}{}(g_{m_i}^{(i)})^1[g_r^{(i)},\eta _s^{(i)}]\\ \hfill +(g_{m_i}^{(i)})^1[g_{m_i}^{(i)},\eta _0].\end{array}$$
Taking traces gives
(3.28)
$$\begin{array}{c}0=d\mathrm{log}(det(g_{m_i}^{(i)}))+(m_i1)\mathrm{Tr}((g_{m_i}^{(i)})^1\eta _{m_i1}^{(i)})\hfill \\ \hfill +\underset{r+s=m_i}{}\mathrm{Tr}\left((g_{m_i}^{(i)})^1[g_r^{(i)},\eta _s^{(i)}]\right).\end{array}$$
On the other hand, in a pseudo-logarithmic point, we multiply through by $`(ta_i)^2/dt`$ and then set $`t=a_i`$ getting
(3.29)
$$\eta _1^{(i)}=[\eta _1^{(i)},g_1^{(i)}].$$
Now discard those terms, multiply by $`(ta_i)/dt`$ and set $`t=a_i`$. One gets
(3.30)
$$0=dg_1^{(i)}+\underset{ji}{}\underset{s=1}{\overset{M_j}{}}(a_ia_j)^s\left([g_1^{(i)},\eta _s^{(j)}]+[g_s^{(j)},\eta _1^{(i)}]\right)+[g_1^{(i)},\eta _0].$$
Formula (3.29) gives
(3.31)
$$\eta _1^{(i)}(g_1^{(i)}I)=g_1^{(i)}\eta _1^{(i)},$$
whence, assuming the indicated matrices invertible, one has
(3.32)
$$\eta _1^{(i)}(g_1^{(i)}I)^1=(g_1^{(i)})^1\eta _1^{(i)}.$$
Using $`\mathrm{Tr}(a[b,c])=0`$ if $`[a,b]=0`$, multiplying equation (3.30) on the left by $`(g_1^{(i)})^1`$ (resp. by $`(g_1^{(i)}I)^1`$) and taking traces yields
(3.33)
$$\mathrm{Tr}\left(\underset{ji}{}\underset{s=1}{\overset{M_j}{}}(a_ia_j)^s(g_1^{(i)})^1[g_s^{(j)},\eta _1^{(i)}]\right)d\mathrm{log}K^\times ,$$
$$\mathrm{Tr}\left(\underset{ji}{}\underset{s=1}{\overset{M_j}{}}(a_ia_j)^s(g_1^{(i)}I)^1[g_s^{(j)},\eta _1^{(i)}]\right)d\mathrm{log}K^\times .$$
We now get
(3.34)
$$\begin{array}{c}\underset{\begin{array}{c}i\\ m_i=1\end{array}}{}\mathrm{Tr}\left(\underset{\begin{array}{c}ji\\ r\end{array}}{}(a_ia_j)^rg_r^{(j)}\left((g_1^{(i)}I)^1(g_1^{(i)})^1\right)\eta _1^{(i)}\right)\hfill \\ \hfill =\underset{\begin{array}{c}i\\ m_i=1\end{array}}{}\mathrm{Tr}\left(\underset{\begin{array}{c}ji\\ r\end{array}}{}(a_ia_j)^r\left((g_1^{(i)}I)^1(g_1^{(i)})^1\right)\eta _1^{(i)}g_r^{(j)}\right)\\ \hfill \underset{\begin{array}{c}i\\ m_i=1\end{array}}{}\mathrm{Tr}\left(\underset{\begin{array}{c}ji\\ r\end{array}}{}(a_ia_j)^r\left(\eta _1^{(i)}(g_1^{(i)}I)^1(g_1^{(i)})^1\eta _1^{(i)}\right)g_r^{(j)}\right)\\ \hfill 0mod(d\mathrm{log}K^\times ).\end{array}$$
Now one can compare (3.24), (3.28), and (3.34) and deduce:
###### Proposition 3.7.
With notation as in definition 3.5 above, and assuming that $`a_N`$ has multiplicty $`m_N2`$, one has
$$\begin{array}{c}\mathrm{Tr}(\eta _{}\eta _\gamma )\underset{i=1}{\overset{N1}{}}\frac{m_i}{2}\left(d\mathrm{log}(det(g_{m_i}^{(i)}))+\mathrm{Tr}\underset{r+s=m_i}{}(g_{m_i}^{(i)})^1[g_r^{(i)},\eta _s^{(i)}]\right)\hfill \\ \hfill \frac{m_N2}{2}\left(d\mathrm{log}(det(g_{m_N}^{(N)}))+\mathrm{Tr}\underset{r+s=m_N}{}(g_{m_N}^{(N)})^1[g_r^{(N)},\eta _s^{(N)}]\right)\\ \hfill modd\mathrm{log}K^\times .\end{array}$$
To complete the proof of theorem 3.6, we must show
###### Proposition 3.8.
Let $`(E,)`$ be a vertical admissible connection, with local equation
$$\frac{g_mdz}{z^m}+\frac{g_{m1}dz}{z^{m1}}+\mathrm{}+\frac{\eta _{m1}}{z^{m1}}+\frac{\eta _{m2}}{z^{m2}}+\mathrm{}$$
in an admissible point. Then
$$\mathrm{\Phi }=\mathrm{Tr}(g_m^1\underset{s=0}{\overset{m1}{}}[g_{ms},\eta _s])=0$$
###### Proof.
The connection $``$ is vertical. Vanishing for curvature terms involving $`z^p`$ for $`pm+1`$ implies
(3.35)
$$[g_m,\eta _{\mathrm{}}]+[g_{m1},\eta _{\mathrm{}+1}]+\mathrm{}[g_{\mathrm{}+1},\eta _{m1}]=0$$
$$\mathrm{for}\mathrm{}=1,\mathrm{},m1.$$
The tactic is to eliminate first $`\eta _1`$ from $`\mathrm{\Phi }`$, then $`\eta _2`$ etc. One easily verifies matrix relations
(3.36)
$$[a^1,b]=a^1[a,b]a^1$$
$$\mathrm{Tr}(g^1[a,b])=\mathrm{Tr}(a[g^1,b])=\mathrm{Tr}(ag^1[g,b]g^1)$$
$$\mathrm{Tr}(ag^1[b,\eta ]g^1)=\mathrm{Tr}(ag^1b\eta g^1)\mathrm{Tr}(bg^1ag^1\eta ).$$
In particular,
(3.37)
$$\mathrm{Tr}(ag^1[b,\eta ]g^1)=\mathrm{Tr}(ag^1bg^1[g,\eta ]g^1)\mathrm{if}ag^1b=bg^1a.$$
Write
(3.38)
$$\mathrm{\Phi }=\mathrm{Tr}g_m^1[g_{m1},\eta _1]+\mathrm{Tr}\underset{s=2}{\overset{m1}{}}g_m^1[g_{ms},\eta _s].$$
This yields
(3.39)
$$\mathrm{\Phi }=\mathrm{Tr}g_m^1g_{m1}g_m^1[g_{m1},\eta _2]+\mathrm{Tr}g_m^1[g_{m2},\eta _2]$$
$$\mathrm{Tr}\underset{s=3}{\overset{m1}{}}g_m^1g_{m1}g_m^1[g_{ms+1},\eta _s]+\mathrm{Tr}\underset{s=3}{\overset{m1}{}}g_m^1[g_{ms},\eta _s].$$
Applying again now the relations (3.36) yields
(3.40)
$$\mathrm{\Phi }=\mathrm{Tr}(g_m^1g_{m1}g_m^1g_{m1}g_m^1+g_m^1g_{m2}g_m^1)[g_m,\eta _2]$$
$$\mathrm{Tr}\underset{s=3}{\overset{m1}{}}g_m^1g_{m1}g_m^1[g_{ms+1},\eta _s]+\mathrm{Tr}\underset{s=3}{\overset{m1}{}}g_m^1[g_{ms},\eta _s].$$
Assume inductively that for some $`t2`$, one can write $`\mathrm{\Phi }`$ as follows:
(3.41)
$$\mathrm{\Phi }=\mathrm{Tr}(\underset{a=1}{\overset{t}{}}(1)^{a1}\underset{\tau _1+\mathrm{}+\tau _a=t}{}g_m^1g_{m\tau _1}\mathrm{}g_m^1g_{m\tau _a}g_m^1)[g_m,\eta _t]$$
$$+\mathrm{Tr}\underset{s=t+1}{\overset{m1}{}}\underset{\mathrm{}=0}{\overset{t1}{}}(\underset{a=0}{\overset{\mathrm{}}{}}(1)^a\underset{\tau _1+\mathrm{}+\tau _a=\mathrm{}}{}g_m^1g_{m\tau _1}\mathrm{}g_m^1g_{m\tau _a}g_m^1)[g_{ms+\mathrm{}},\eta _s].$$
Applying (3.35) to the first line, and isolating the terms in $`\eta _{t+1}`$ and in $`\eta _s,s(t+2)`$, one obtains
(3.42)
$$\mathrm{\Phi }=F(t+1)+$$
$$\mathrm{Tr}\underset{s=t+2}{\overset{m1}{}}\underset{\mathrm{}=0}{\overset{t}{}}(\underset{a=0}{\overset{\mathrm{}}{}}(1)^a\underset{\tau _1+\mathrm{}+\tau _a=\mathrm{}}{}g_m^1g_{m\tau _1}\mathrm{}g_m^1g_{m\tau _a}g_m^1)[g_{ms+\mathrm{}},\eta _s],$$
with
(3.43)
$$F(t+1)=\mathrm{Tr}(\underset{a=1}{\overset{t}{}}(1)^a\underset{\tau _1+\mathrm{}\tau _a=t}{}g_m^1g_{m\tau _1}\mathrm{}g_m^1g_{m\tau _a}g_m^1)[g_{m1},\eta _{t+1}]$$
$$+\mathrm{Tr}\underset{\mathrm{}=0}{\overset{t1}{}}(\underset{a=0}{\overset{\mathrm{}}{}}(1)^a\underset{\tau _1+\mathrm{}+\tau _a=\mathrm{}}{}g_m^1g_{m\tau _1}\mathrm{}g_m^1g_{m\tau _a}g_m^1)[g_{mt1+\mathrm{}},\eta _{t+1}].$$
It remains to arrange $`F(t+1)`$. To this aim, write
(3.44)
$$F(t+1)=\underset{\mathrm{}=0}{\overset{t}{}}\underset{a=0}{\overset{\mathrm{}}{}}\underset{\tau _1+\mathrm{}+\tau _a=\mathrm{}}{}\mathrm{Tr}$$
$$((1)^ag_{m\tau _1}g_m^1\mathrm{}g_{mt1+\mathrm{}}\eta _{t+1}g_m^1(1)^ag_{mt1+\mathrm{}}g_m^1\mathrm{}g_{m\tau _a}g_m^1\eta _{t+1}).$$
Now we group those terms differently. To a tuple $`(\tau _1,\mathrm{},\tau _a)`$, with $`\tau _1+\mathrm{}+\tau _a=\mathrm{}`$, we associate the tuple $`(\tau _1^{},\mathrm{},\tau _a^{})`$ with $`\tau _1^{}+\mathrm{}\tau _a^{}+\tau _1=t+1`$, $`\tau _a^{}=t+1\mathrm{}`$, and otherwise $`\tau _i=\tau _{i1}^{}`$ for $`i2`$. Using the first relation of (3.35) again, this gives for those 2 terms together
(3.45)
$$\mathrm{Tr}(1)^ag_m^1g_{m\tau _1}g_m^1\mathrm{}g_{mt1+\mathrm{}}g_m^1[g_m,\eta _{t+1}].$$
This shows that the relation (3.41) is true, with $`t`$ replaced by $`t+1`$. As the last equation of (3.35) for $`\mathrm{}=m1`$ is $`[g_m,\eta _{m1}]=0`$, one obtains by induction that $`\mathrm{\Phi }`$ vanishes on the variety defined by (3.35). โ
###### Remark 3.9.
Writing $`a_i=g_i`$ and $`b_i=\eta _{i1}`$, the above proposition can be restated as follows. Suppose $`a(t)=a_mt^m+\mathrm{}+a_1t`$ and $`b(t)=b_mt^m+\mathrm{}+b_1t`$ are polynomials with matrix coefficients satisfying $`a(0)=b(0)=0`$ and $`a_m`$ invertible. Assume $`[a(t),b(t)]=c_mt^m+\text{ lower order terms}`$. Then $`\mathrm{Tr}(a_m^1c_m)=0`$.
## 4. The Gauร-Manin Determinant: Step 1
In this section we begin the computation of the Gauร-Manin determinant appearing in the main theorem 2.8.
We keep the same notations as in section 3. In particular, $`E`$ is a trivial bundle on $`_K^1`$ with basis $`e_\mu `$, having at least one point of multiplicity $`2`$, $`D=\{a_1,\mathrm{},a_N\}`$, and $`H\mathrm{\Gamma }(E\omega (D))`$ is the $`K`$-subspace with basis defined in 3.4. We continue to write $`=d+\gamma +\eta `$ and $`_{/K}=d+\gamma _K`$ as in definition 3.2.
The Gauร-Manin connection is computed from the diagram
(4.1)
$$\begin{array}{ccccc}& & \mathrm{\Gamma }(E(D))& =& \mathrm{\Gamma }(E(D))\\ & & & & _{/K}& & \\ \mathrm{\Gamma }(E(D))\mathrm{\Omega }_K^1& & \mathrm{\Gamma }(E\mathrm{\Omega }^1(D))& \stackrel{\stackrel{s}{}}{}& \mathrm{\Gamma }(E\omega (D))\\ _{/K}1& & & & \\ \mathrm{\Gamma }(E\omega (D))\mathrm{\Omega }_K^1& \underset{\iota }{\overset{}{}}& \mathrm{\Gamma }(E\mathrm{\Omega }^2(D)/F^2)\end{array}$$
Here in the central column $`\mathrm{\Omega }`$ refers to the Kรคhler differentials $`\mathrm{\Omega }_{_K^1/k}`$, and $`F^2:=๐ช_^1(D)\mathrm{\Omega }_K^2\mathrm{\Omega }^2(D)`$. We are interested in the induced map from $`H_{DR}^1=H_{DR/K}^1(^1D,(E,))`$, which is the cokernel of the right hand column, to $`H_{DR}^1_K\mathrm{\Omega }_K^1`$, which is the cokernel of the left hand column. Let $`p:\mathrm{\Gamma }(E\omega (D))H_{DR}^1`$ be the projection. By construction, $`H\mathrm{\Gamma }(E\omega (D))`$ splits $`p`$. Let $`q:H_{DR}^1H`$ denote the splitting. The section $`s`$ is given on $`H`$ by
(4.2)
$$\begin{array}{c}s\left(\frac{e_\mu dt}{(ta_i)^r}\right)=\frac{e_\mu d(ta_i)}{(ta_i)^r};\hfill \\ \hfill s\left(e_\mu dt\left(\frac{1}{ta_i}\frac{1}{ta_N}\right)\right)=\frac{e_\mu d(ta_i)}{ta_i}\frac{e_\mu d(ta_N)}{ta_N}.\end{array}$$
###### Lemma 4.1.
The Gauร-Manin determinant is the trace of the map
$$(q1)(p1)\iota ^1s:HH.$$
###### Proof.
Straightforward. โ
Explicitly, this map is obtained by applying the projection $`(q1)(p1)`$ to the right hand side in
(4.3)
$$\begin{array}{c}\frac{e_\mu dt}{(ta_i)^r}\underset{j=1}{\overset{N}{}}\underset{s=1}{\overset{m_j}{}}\frac{g_s^{(j)}(e_\mu )d(a_ia_j)dt}{(ta_j)^s(ta_i)^r}\hfill \\ \hfill +\underset{j}{}\underset{s=1}{\overset{M_j}{}}\frac{\eta _s^{(j)}(e_\mu )dt}{(ta_j)^s(ta_i)^r}\end{array}$$
(4.4)
$$\begin{array}{c}e_\mu dt\left(\frac{1}{ta_i}\frac{1}{ta_N}\right)\hfill \\ \hfill \underset{j=1}{\overset{N}{}}\underset{s=1}{\overset{m_j}{}}g_s^{(j)}(e_\mu )\left(\frac{d(a_ia_j)dt}{(ta_j)^s(ta_i)}\frac{d(a_Na_j)dt}{(ta_j)^s(ta_N)}\right)\\ \hfill +\underset{j}{}\underset{s=1}{\overset{M_j}{}}\eta _s^{(j)}(e_\mu )dt\left(\frac{1}{(ta_j)^s(ta_i)}\frac{1}{(ta_j)^s(ta_N)}\right).\end{array}$$
We leave aside for the moment the terms in the trace involving $`\eta `$ and focus on the trace of the map which we rewrite using lemma 3.3 as
(4.5)
$$\begin{array}{c}\frac{e_\mu dt}{(ta_i)^r}\underset{j=1}{\overset{N}{}}\underset{s=1}{\overset{m_j}{}}g_s^{(j)}(e_\mu )d(a_ia_j)dt\left(\frac{(a_ia_j)^s}{(ta_i)^r}+\mathrm{}\right)\hfill \end{array}$$
(4.6)
$$\begin{array}{c}e_\mu dt\left(\frac{1}{ta_i}\frac{1}{ta_N}\right)\hfill \\ \hfill \underset{j=1}{\overset{N}{}}\underset{s=1}{\overset{m_j}{}}g_s^{(j)}(e_\mu )[(a_ia_j)^sd(a_ia_j)dt(\frac{1}{ta_i}\frac{1}{ta_N})\\ \hfill +\left((a_Na_j)^sd(a_Na_j)dt(a_ia_j)^sd(a_ia_j)dt\right)\\ \hfill \times (\frac{1}{ta_j}\frac{1}{ta_N})+\mathrm{}].\end{array}$$
Terms are to be dropped if some factor becomes $`0`$. The terms represented by ellipses $`(\mathrm{})`$ do not enter into the trace calculation. Also all terms lie in the $`K`$-span of the basis (3.19). Let $`\mathrm{\Psi }`$ denote the resulting endomorphism of $`H`$. The contribution to $`\mathrm{Tr}(\mathrm{\Psi })`$ from (4.5) is
(4.7)
$$\begin{array}{c}\underset{i=1}{\overset{N}{}}(m_i1)\underset{\begin{array}{c}j=1\\ ji\end{array}}{\overset{N}{}}\underset{s=1}{\overset{m_j}{}}\mathrm{Tr}(g_s^{(j)})(a_ia_j)^sd(a_ia_j)dt\hfill \\ \hfill \underset{j=1}{\overset{N1}{}}\underset{s=1}{\overset{m_j}{}}\mathrm{Tr}(g_s^{(j)})(a_Na_j)^sd(a_Na_j)dt.\end{array}$$
The second sum arises because $`\frac{e_\mu dt}{(ta_N)^{m_N}}`$ is not a basis element for $`H`$. The contribution from (4.6) is
(4.8)
$$\begin{array}{c}\underset{i=1}{\overset{N1}{}}\underset{\begin{array}{c}j=1\\ ji\end{array}}{\overset{N}{}}\underset{s=1}{\overset{m_j}{}}\mathrm{Tr}(g_s^{(j)})(a_ia_j)^sd(a_ia_j)dt\hfill \\ \hfill +\underset{j=1}{\overset{N1}{}}\underset{s=1}{\overset{m_j}{}}\mathrm{Tr}(g_s^{(j)})(a_Na_j)^sd(a_Na_j)dt.\end{array}$$
In total, this gives
(4.9)
$$\begin{array}{c}\underset{i=1}{\overset{N}{}}m_i\underset{\begin{array}{c}j=1\\ ji\end{array}}{\overset{N}{}}\underset{s=1}{\overset{m_j}{}}\mathrm{Tr}(g_s^{(j)})(a_ia_j)^sd(a_ia_j)dt\hfill \\ \hfill \underset{j=1}{\overset{N1}{}}\underset{s=1}{\overset{m_j}{}}\mathrm{Tr}(g_s^{(j)})(a_Na_j)^sd(a_Na_j)dt.\end{array}$$
In fact, the above analysis of $`\mathrm{Tr}(\mathrm{\Psi })`$ omits some terms. On the right in (4.3) taking $`j=N`$ and $`s=m_N`$ gives a term
$$\frac{g_{m_N}^{(N)}(e_\mu )d(a_ia_N)dt}{(ta_N)^{m_N}(ta_i)^r}.$$
Expanding this by lemma 3.3 yields a term (for $`2rm_i`$)
(4.10)
$$\begin{array}{c}\frac{g_{m_N}^{(N)}(e_\mu )(a_Na_i)^rd(a_ia_N)dt}{(ta_N)^{m_N}}\hfill \\ \hfill \underset{j,s}{^{}}\frac{g_s^{(j)}(e_\mu )(a_Na_i)^rd(a_ia_N)dt}{(ta_j)^s}.\end{array}$$
Here $``$ means equivalent in $`H_{DR}^1\mathrm{\Omega }_K^1`$. The prime in the sum means omit the pair $`j=N,s=m_N`$.
Similarly, from (4.4) we get a term
(4.11)
$$\begin{array}{c}\frac{g_{m_N}^{(N)}(e_\mu )(a_Na_i)^1d(a_ia_N)dt}{(ta_N)^{m_n}}\hfill \\ \hfill \underset{j,s}{^{}}\frac{g_s^{(j)}(e_\mu )(a_Na_i)^1d(a_ia_N)dt}{(ta_j)^s}.\end{array}$$
Of course, in (4.10) and (4.11) the contribution to the trace comes from $`j=i`$. These precisely cancel the second double sum on the right in (4.11). Thus, one gets
(4.12)
$$\mathrm{Tr}(\mathrm{\Psi })=\underset{i=1}{\overset{N}{}}m_i\underset{\begin{array}{c}j=1\\ ji\end{array}}{\overset{N}{}}\underset{s=1}{\overset{m_j}{}}\mathrm{Tr}(g_s^{(j)})(a_ia_j)^sd(a_ia_j)dt.$$
Finally, comparing (4.3), (4.4), and definition 3.5, we have
###### Proposition 4.2.
With notation as above (definition 3.5 and equation (4.12)), the Gauร-Manin trace on $`H_{DR}^1`$ is given by
$$\begin{array}{c}\mathrm{Tr}_{GM}(H_{DR}^1)=\mathrm{Tr}(\mathrm{\Psi })+\mathrm{Tr}(\eta _{})\hfill \\ \hfill \stackrel{\mathrm{thm}.\text{3.6}}{}\mathrm{Tr}(\mathrm{\Psi })+\mathrm{Tr}(\eta _\gamma )+\frac{1}{2}\underset{i;m_i2}{}m_id\mathrm{log}(det(g_{m_i}^{(i)}))modd\mathrm{log}K^\times .\end{array}$$
## 5. The Higgs Trace
The purpose of this section and of the next one is to rewrite the Higgs trace $`\mathrm{Tr}(\eta _\gamma )`$ as a sum of terms which are in some sense local, associated to the singularities $`a_i`$ of the connection. In the next section we will compute these local traces.
It will be convenient to write
(5.1)
$$๐ฑ:=\mathrm{\Gamma }(E(D));๐ฒ:=\mathrm{\Gamma }(E\omega (D))๐ฑdt;$$
$$\gamma _K=\underset{j=1}{\overset{N}{}}\underset{r=1}{\overset{m_j}{}}\frac{g_r^{(j)}dt}{(ta_j)^r}:๐ฑ๐ฒ.$$
(See equations (3.5) and definition 3.2).
We identify $`H๐ฒ`$ with basis (3.8). As in section 3, there is a splitting $`H๐ฒ/\gamma _K๐ฑ`$. We write
(5.2)
$$\eta =\eta _0+\underset{j=1}{\overset{N}{}}\underset{s=1}{\overset{M_j}{}}\frac{\eta _s^{(j)}}{(ta_j)^s}=\eta _0+\underset{j}{}\eta ^{(j)}.$$
The $`\eta _s^{(j)}`$ are matrices with entries in $`\mathrm{\Omega }_K^1`$. We view these objects as linear maps $`HH_K\mathrm{\Omega }_K^1`$:
$$H๐ฒ\stackrel{\eta ^{(i)}}{}๐ฒ\mathrm{\Omega }_K^1H\mathrm{\Omega }_K^1$$
Now fix an $`i`$. It will be convenient to put $`a_i`$ at $`\mathrm{}`$, so we set
(5.3)
$$u:=\frac{1}{ta_i}.$$
Define
(5.4)
$$\begin{array}{c}R:=\mathrm{\Gamma }(^1D,๐ช)=K[\frac{1}{ta_1},\mathrm{},\frac{1}{ta_N}]\hfill \\ \hfill =K[\frac{u}{1(a_1a_i)u},\mathrm{},u,\mathrm{},\frac{u}{1(a_Na_i)u}].\end{array}$$
In the $`u`$ coordinates,
(5.5)
$$\gamma _K=g_s^{(j)}\left(\frac{u}{1(a_ja_i)u}\right)^s.$$
The basis of $`H`$ is
(5.6)
$$e_\mu dt\left(\frac{u}{1(a_ja_i)u}\right)^r;2rm_j\text{ (resp. }2rm_N1\text{)},$$
$$e_\mu dt\left(\frac{u}{1(a_ja_i)u}\frac{u}{1(a_Na_i)u}\right)$$
$$=e_\mu dt\frac{(a_ja_N)u^2}{(1(a_ja_i)u)(1(a_Na_i)u)};jN.$$
Define
(5.7)
$$\theta :=\underset{ji}{}(1(a_ja_i)u)^{m_j},$$
$$\theta _1:=\theta /(1(a_Na_i)u),$$
$$g=\theta \gamma _K=\underset{j,s}{}g_s^{(j)}u^s.$$
Note that $`\theta `$ is a unit in $`R`$. We can write
(5.8)
$$\begin{array}{c}g=\underset{ji}{}(a_ia_j)^{m_j}g_{m_i}^{(i)}u^m+\text{lower order terms}\hfill \\ \hfill =u^2+\text{higher order terms},\end{array}$$
where $`m=m_j`$. Let $`V=_\mu Ke_\mu =\mathrm{\Gamma }(^1,E)`$ and write
(5.9)
$$H^{}:=Vu^2dt\mathrm{}Vu^{m1}dtV[u]dt.$$
As a consequence of (5.9) we have
(5.10)
$$\theta _1H=H^{}.$$
We are interested in the trace of $`\eta ^{(i)}=_{s=1}^{M_i}\eta _s^{(i)}u^s`$. Consider the diagram
(5.11)
$$\begin{array}{ccccccccc}H& \stackrel{}{}& ๐ฒ& \stackrel{\eta ^{(i)}}{}& ๐ฒ\mathrm{\Omega }_K^1& & ๐ฒ/\gamma _K๐ฑ\mathrm{\Omega }_K^1& \stackrel{}{}& H\mathrm{\Omega }_K^1\\ & & \theta _1& & \theta _1^1& & \theta _1^1& & & & \\ H^{}& \stackrel{}{}& ๐ฒ& \stackrel{\eta ^{(i)}}{}& ๐ฒ\mathrm{\Omega }_K^1& & ๐ฒ/\gamma _K๐ฑ\mathrm{\Omega }_K^1& \stackrel{}{}& H^{}\mathrm{\Omega }_K^1\\ & & & & & & a& & & & \\ H^{}& \stackrel{}{}& u^2V[u]dt& \stackrel{\eta ^{(i)}}{}& u^2V[u]dt\mathrm{\Omega }_K^1& & \frac{u^2V[u]}{gV[u]}dt\mathrm{\Omega }_K^1& \stackrel{}{}& H^{}\mathrm{\Omega }_K^1\end{array}$$
###### Proposition 5.1.
The following maps have the same trace
$$\eta ^{(i)}:HH\mathrm{\Omega }_K^1$$
$$\eta ^{(i)}:H^{}H^{}\mathrm{\Omega }_K^1$$
$$\eta ^{(i)}:\frac{V[u]}{gV[u]}dt\frac{V[u]}{gV[u]}dt\mathrm{\Omega }_K^1.$$
Here the first two maps are given by horizontal rows in (5.11). The third is given by embedding
$$\frac{V[u]}{gV[u]}dtV[u]dt$$
via the basis $`VVu\mathrm{}Vu^{m1}`$ and then proceeding as in (5.11).
###### Proof.
The first two traces are equal by the diagram. For the third, note that since $`g=u^2+\text{ higher}`$, it follows that one has an exact sequence compatible with the endomorphism multiplication by $`u`$
$$0H^{}V[u]/gV[u]dtV[u]/u^2V[u]dt0.$$
Since $`\eta ^{(i)}`$ has no constant term in $`u`$, it acts nilpotently on the right. โ
## 6. The Higgs trace: local calculation
In this section we give a formula for the trace of $`\eta ^{(i)}`$ as in proposition 5.1, involving residues. As already mentioned in the introduction, the method here is reminiscent of the classical residue calculation for the trace of an element in a field extension.
To simplify, we write $`h`$ in place of $`\eta ^{(i)}`$. We also suppress the $`\mathrm{\Omega }_K^1`$ and treat $`h(u)`$ as a polynomial with matrix coefficients. The case of matrices with coefficients in $`\mathrm{\Omega }_K^1`$ follows immediately by applying arbitrary derivations $`\mathrm{\Omega }_K^1K`$ to the entries.
To avoid confusion we write
(6.1)
$$\varphi (h):V[u]/gV[u]V[u]\stackrel{h}{}V[u]V[u]/gV[u],$$
where $`V[u]/gV[u]V[u]`$ is defined as in proposition 5.1 via the invertibility of the leading coefficient of $`g`$
(6.2)
$$VVu\mathrm{}Vu^{m1}V[u].$$
By (4.9) and admissibility, the leading coefficient of $`g(u)`$ is invertible so $`g^1\mathrm{End}(V)((u^1))`$. Write $`dg=\frac{dg}{du}du`$ and let
$$\mathrm{res}_{u=\mathrm{}}:\mathrm{End}(V)((u^1))\mathrm{End}(V)$$
be the evident extension of the residue map.
One has
###### Proposition 6.1.
The notations being as above, one has
$$\mathrm{Tr}_{V[u]/gV[u]}(\varphi (h))=\mathrm{Tr}_V\mathrm{res}_{u=\mathrm{}}(dgg^1h).$$
###### Proof.
Write $`g=a_0u^m+a_1u^{m1}+\mathrm{}+a_m`$. Note that neither side of the identity changes if we replace $`g`$ by $`ga_0^1`$ so we may assume $`a_0=1`$.
Also, by linearity, we may assume $`h=cu^p`$. The matrix for the action of $`u`$ on $`V[u]/gV[u]`$, the entries of which are themselves matrices, is
$$M=\left(\begin{array}{cccc}0& 0& \mathrm{}& a_n\\ 1& 0& \mathrm{}& a_{n1}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& 1& a_1\end{array}\right)$$
The matrix for $`u^p`$ is $`M^p`$. We write $`\mathrm{Tr}M^p\mathrm{End}(V)`$ for the naive trace, i.e. the sum of the diagonal elements. E.g. $`\mathrm{Tr}M=a_1\mathrm{End}(V)`$. Then
$$\mathrm{Tr}(\varphi (cu^p))=\mathrm{Tr}_V(\mathrm{Tr}(M^p)c).$$
Also
$$\mathrm{Tr}_V\mathrm{res}_{u=\mathrm{}}(dgg^1cu^p)=\mathrm{Tr}_V(\mathrm{res}(dgg^1u^p)c).$$
(The residue is computed in the ring $`\mathrm{End}(V)((u^1))`$. Since $`u`$ is in the center of this ring, we may move $`c`$ past $`u^p`$ under the residue.) It will therefore suffice to show
(6.3)
$$\mathrm{Tr}(M^p)=\mathrm{res}_{u=\mathrm{}}(dgg^1u^p).$$
Let $`z=u^1`$ and write $`g=u^mG(z)`$ with $`G(z)=I+a_1z+\mathrm{}+a_mz^m`$. The assertion becomes
(6.4)
$$dGG^1=(\mathrm{Tr}(M)+\mathrm{Tr}(M^2)z+\mathrm{})dz.$$
###### Lemma 6.2.
Let $`X=(x_{ij})`$ be an $`m\times m`$ matrix. Then
(6.5)
$$\mathrm{Tr}(XM^p)=\underset{q=0}{\overset{p}{}}(1)^q\underset{\begin{array}{c}1m_1,\mathrm{},m_qm\\ 1i,i_1m\\ {\scriptscriptstyle m_k}=p+ii_1\\ m_1mi_1+1\end{array}}{}x_{i,i_1}a_{m_1}\mathrm{}a_{m_q}.$$
In particular, taking $`X=I`$ it follows that
(6.6)
$$\mathrm{Tr}(M^p)=\underset{q=1}{\overset{p}{}}(1)^q\underset{\begin{array}{c}1m_1,\mathrm{},m_qm\\ 1im\\ {\scriptscriptstyle m_k}=p\\ m_1mi+1\end{array}}{}a_{m_1}\mathrm{}a_{m_q}.$$
###### proof of lemma.
Write $`M=(M_{ij})_{1i,jm}`$. We have $`M_{i+1,i}=1,M_{i,m}=a_{m+1i}`$, and $`M_{ij}=0`$ otherwise. Thus
(6.7)
$$\begin{array}{c}\mathrm{Tr}(XM^p)=\underset{i,i_1,\mathrm{},i_p}{}x_{i,i_1}M_{i_1,i_2}\mathrm{}M_{i_p,i}=\underset{i,i_1,q,j_1,\mathrm{},j_q}{}x_{i,i_1}M_{j_1,m}\mathrm{}M_{j_q,m}\hfill \\ \hfill =\underset{i,i_1,q,j_1,\mathrm{},j_q}{}(1)^qx_{i,i_1}a_{mj_1+1}\mathrm{}a_{mj_q+1}\end{array}$$
The conditions on the tuples $`\{i,i_1,q,j_1,\mathrm{},j_q\}`$ over which the right hand sums are taken become
(6.8)
$$0qp;j_1i_1;$$
$$(i_1j_1)+1+(mj_2)+1+\mathrm{}+(mj_q)+1+(mi)=p$$
Replacing $`j_k`$ by $`m_k:=mj_k+1`$, these become
(6.9)
$$0qp;m_1mi_1+1;m_k=p+ii_1,$$
proving the lemma. โ
Write $`c_p=\mathrm{Tr}(M^p)`$. We must show
(6.10)
$$\begin{array}{c}(c_1+c_2z+c_3z^2+\mathrm{})(1+a_1z+\mathrm{}+a_mz^m)\hfill \\ \hfill =a_1+2a_2z+\mathrm{}+ma_mz^{m1}.\end{array}$$
This amounts to
(6.11)
$$c_p+c_{p1}a_1+\mathrm{}+c_1a_{p1}=\{\begin{array}{cc}pa_p\hfill & p<m\hfill \\ 0\hfill & \text{else}\hfill \end{array}$$
Suppose first $`p<m`$. With reference to (6.6), one can isolate the terms in $`c_p`$ ending in $`a_k`$ for $`1kp1`$ and write
(6.12)
$$c_p=c_{p,1}a_1+c_{p,2}a_2+\mathrm{}+c_{p,p1}a_{p1}+R_p.$$
Here
(6.13)
$$c_{p,k}=\underset{r=1}{\overset{pk}{}}(1)^r\underset{\begin{array}{c}1m_1,\mathrm{},m_rm\\ 1im\\ {\scriptscriptstyle m_k}=pk\\ m_1mi+1\end{array}}{}a_{m_1}\mathrm{}a_{m_r}=c_{pk}.$$
(Notice that since each $`m_j1`$, terms with $`r>pk`$ are impossible. Also, since $`k<p`$, necessarily $`r1`$.) The remainder $`R_p`$ is given by the terms $`a_p`$ in $`c_p`$. In the sum for $`c_p`$ these terms arise when $`q=1`$ and $`pmi+1`$, i.e. $`mp+1im`$. There are $`p`$ such terms:
(6.14)
$$R_p=a_p.$$
Finally, in (6.11) we consider the terms with $`pm`$. Writing $`t_k=\mathrm{Tr}(XM^k)`$ and replacing $`X`$ with $`M^j`$ for some $`j`$, it suffices to show
(6.15)
$$t_0a_m+\mathrm{}+t_{m1}a_1+t_m=0.$$
We start with
(6.16)
$$t_m=\underset{q=1}{\overset{p}{}}(1)^q\underset{\begin{array}{c}1m_1,\mathrm{},m_qm\\ 1i,i_1m\\ {\scriptscriptstyle m_k}=n+ii_1\\ m_1ni_1+1\end{array}}{}x_{i,i_1}a_{m_1}\mathrm{}a_{m_q}.$$
Note $`q=0`$ is not possible because $`m_k=m+ii_11`$. Again, by grouping together the terms ending with $`a_k`$ we get
$$t_m=t_{m1}a_1\mathrm{}t_0a_m,$$
which is the desired equation. โ
###### Corollary 6.3.
We have with notation as in definition 3.5
$$\begin{array}{c}\mathrm{Tr}(\eta _{})(m2)\mathrm{Tr}(\eta _0)\underset{i}{}\mathrm{res}_{t=a_i}\mathrm{Tr}(dgg^1\eta ^{(i)})\hfill \\ \hfill +\frac{1}{2}\underset{i;m_i2}{}d\mathrm{log}(det(g_{m_i}^{(i)}))modd\mathrm{log}(K^\times ).\end{array}$$
###### Proof.
By theorem 3.6, we may replace $`\eta _{}`$ with $`\eta _\gamma `$. By proposition 4.2 $`\mathrm{Tr}(\eta _\gamma \eta _0)`$ is the sum of the $`\mathrm{Tr}(\eta ^{(i)})`$ on $`V[u]/gV[u]dt`$. By proposition 5.1 this is the same as $`_i\mathrm{Tr}_V\mathrm{res}_{t=a_i}(dgg^1\eta ^{(i)})`$. Note the factor $`m2`$ on the right is because as a matrix $`\eta _0`$ acts on $`V=\mathrm{\Gamma }(^1,E)`$ while the trace one wants is the action on $`HV^{m2}`$. โ
## 7. The proof of the main Theorem
In this section we deduce the main theorem 2.8 from the equality of the Higgs and de Rham traces (theorem 3.6) and from the shape of the Higgs trace (proposition 6.1) via residues.
We start with an admissible connection $`(E,)`$ on $`_K^1`$. Let $`VU`$ be a Zariski open subset, with complement $`Z`$. By localization, one obtains
(7.1)
$$detH_{DR}(U,_{/K})=detH_{DR}(V,_{/K})+det|_Z.$$
On the other hand, at a special pseudo-logarithmic point the local factor $`\mathrm{Tr}(dgg^1A)=0`$. Indeed, writing the connection as $`g_1\frac{dz}{z}+g_0dz+\mathrm{}+\frac{\eta _1}{z}+\frac{\eta _0}{+}\mathrm{}`$, the local factor is $`\mathrm{Tr}g_0g_1^1\eta _1`$. The special pseudo-logarithmic points have, in the notations of the definition 2.2, a local matrix of the shape
(7.4)
$$\left(\begin{array}{cc}A+m\frac{dz}{z}\hfill & zB\hfill \\ \frac{C}{z}\hfill & D+n\frac{dz}{z}\hfill \end{array}\right).$$
Thus in particular
(7.7)
$$\eta _1=\left(\begin{array}{cc}0\hfill & 0\hfill \\ \gamma _0\hfill & 0\hfill \end{array}\right),$$
where $`C=cdz+\gamma _0+\gamma _1z+\mathrm{}`$, while $`g_0`$ and $`g_1`$ are both of the shape
(7.10)
$$\left(\begin{array}{cc}\hfill & 0\hfill \\ & \hfill \end{array}\right).$$
Thus $`\mathrm{Tr}g_0g_1^1\eta _1=0`$.
Thus the difference of the right hand side of the theorem 2.8 for $`U`$ and $`V`$ is the difference of the global factors, which is $`det|_Z`$, as one sees taking a trivializing section which is good for $`V`$. Thus by theorem 2.3, we may assume that $`E=_1^r๐ช_{_K^1}`$.
Let $`G=\gamma _K_j(ta_j)^{m_j}`$. Note $`G=u^mg(u)`$ with $`u`$ as in (5.3). Write the absolute connection as $`=d+A`$ with $`A=\gamma +\eta `$ as in definition 3.2.
###### Proposition 7.1.
We have
(7.11)
$$\begin{array}{c}\underset{i}{}\mathrm{Tr}\mathrm{res}_{t=a_i}dGG^1A=\underset{\begin{array}{c}i,j,r\\ ji\end{array}}{}\mathrm{Tr}(g_r^{(i)})m_j(a_ja_i)^rd(a_ja_i)\hfill \\ \hfill +\underset{i}{}\mathrm{Tr}\mathrm{res}_{t=a_i}(dGG^1\eta ^{(i)}).\end{array}$$
###### Proof.
Define absolute forms $`s`$, $`s(i)`$ and $`\eta (i)`$:
(7.12)
$$s=\frac{dt}{_j(ta_j)^{m_j}};s(i)=\frac{d(ta_i)}{_j(ta_j)^{m_j}};=d+Gs(i)+\eta (i).$$
The local term at $`t=a_i`$ is
$$\mathrm{Tr}\mathrm{res}_{t=a_i}dGG^1A=\mathrm{Tr}\mathrm{res}_{t=a_i}dGs(i)+\mathrm{Tr}\mathrm{res}_{t=a_i}dGG^1\eta (i).$$
Applying trace to $`dA=AA`$ yields
$$\mathrm{Tr}(dGs(i)+Gds(i)+d\eta (i))=0.$$
(Note here that $`s(i)`$ is not closed as an absolute form!) Also, modulo $`\mathrm{\Omega }_K^2`$, we have $`\mathrm{res}\mathrm{Tr}(d\eta (i))=0`$ because the residue of an exact form vanishes. The local term thus becomes
(7.13)
$$\mathrm{Tr}\mathrm{res}_{t=a_i}dGG^1A=\mathrm{Tr}\mathrm{res}_{t=a_i}Gds(i)+\mathrm{Tr}\mathrm{res}_{t=a_i}dGG^1\eta (i).$$
We have
(7.14)
$$\begin{array}{c}Gds(i)=\hfill \\ \hfill \left(\underset{j}{}(ta_j)^{m_j}\underset{r,k}{}\frac{g_r^{(k)}}{(ta_k)^r}\right)\frac{_jm_j_{kj}(ta_k)d(ta_j)d(ta_i)}{_j(ta_j)^{m_j+1}}\\ \hfill =\left(\underset{r,k}{}\frac{g_r^{(k)}}{(ta_k)^r}\right)\underset{j}{}m_j\frac{d(a_ia_j)dt}{ta_j}.\end{array}$$
Thus
(7.15)
$$\mathrm{res}_{t=a_i}\mathrm{Tr}(Gds(i))=\mathrm{res}_{t=a_i}\left(\underset{\begin{array}{c}j,k,r\\ ji\end{array}}{}\frac{\mathrm{Tr}(g_r^{(k)})m_jd(a_ia_j)dt}{(ta_k)^r(ta_j)}\right).$$
Expanding
$$\frac{1}{(ta_j)}=(a_ja_i)^1\underset{n=0}{\overset{\mathrm{}}{}}\left(\frac{ta_i}{a_ja_i}\right)^n$$
and substituting on the right in (7.15)
(7.16)
$$\mathrm{res}_{t=a_i}\mathrm{Tr}(Gds(i))=\underset{\begin{array}{c}j,r\\ ji\end{array}}{}\mathrm{Tr}(g_r^{(i)})m_j(a_ja_i)^rd(a_ja_i)$$
Thus, (7.15) becomes after summing over $`i`$
(7.17)
$$\begin{array}{c}\underset{i}{}\mathrm{Tr}\mathrm{res}_{t=a_i}dGG^1A=\underset{\begin{array}{c}i,j,r\\ ji\end{array}}{}\mathrm{Tr}(g_r^{(i)})m_j(a_ja_i)^rd(a_ja_i)\hfill \\ \hfill +\underset{i}{}\mathrm{Tr}\mathrm{res}_{t=a_i}(dGG^1\eta (i)).\end{array}$$
It remains to compare $`\eta ^{(i)}`$ and $`\eta (i)`$. Recall $`\gamma _K=Gs`$. We have
(7.18)
$$\gamma =\gamma _K\underset{j,r}{}\frac{g_r^{(j)}da_j}{(ta_j)^r}$$
(7.19)
$$Gs(i)=\gamma _K\underset{j,r}{}\frac{g_r^{(j)}da_i}{(ta_j)^r}$$
(7.20)
$$=d+Gs(i)+\eta (i)=d+\gamma +\eta _0+\underset{j}{}\eta ^{(j)}.$$
From these equations it follows that
$$\eta (i)\eta ^{(i)}=\underset{ji}{}\frac{k_r^{(j)}}{(ta_j)^r}.$$
Since this difference has no pole at $`a_i`$, and since $`G(a_i)`$ is invertible, we find
$$\mathrm{res}_{t=a_i}(dGG^1\eta (i))=\mathrm{res}_{t=a_i}(dGG^1\eta ^{(i)})$$
Making this substitution in (7.17) proves the proposition. โ
Our calculations to this point have been on $`H_{DR}^1`$ which introduces a minus sign in the final formula. (Note, admissibility forces $`H_{DR}^0=(0)`$.) We find therefore
(7.21)
$$\begin{array}{c}\mathrm{Tr}_{GM}(H_{DR}^{})=\mathrm{Tr}(\mathrm{\Psi })+\mathrm{Tr}(\eta _{})\text{(proposition }\text{4.2}\text{)}\hfill \\ \hfill \mathrm{Tr}(\mathrm{\Psi })+(m2)\mathrm{Tr}(\eta _0)\underset{i}{}\mathrm{Tr}\mathrm{res}_{t=a_i}(dgg^1\eta ^{(i)})\\ \hfill +\frac{1}{2}\underset{i;m_i2}{}d\mathrm{log}(det(g_{m_i}^{(i)}))modd\mathrm{log}K^\times \text{(corollary }\text{6.3}\text{)}\\ \hfill \mathrm{Tr}(\mathrm{\Psi })+(m2)\mathrm{Tr}(\eta _0)\underset{i}{}\mathrm{Tr}\mathrm{res}_{t=a_i}(dGG^1\eta ^{(i)})\\ \hfill +\frac{1}{2}\underset{i;m_i2}{}d\mathrm{log}(det(g_{m_i}^{(i)}))modd\mathrm{log}K^\times \\ \hfill (m2)\mathrm{Tr}(\eta _0)\underset{i}{}\mathrm{Tr}\mathrm{res}_{t=a_i}(dGG^1A)\\ \hfill +\frac{1}{2}\underset{i;m_i2}{}d\mathrm{log}(det(g_{m_i}^{(i)}))modd\mathrm{log}K^\times \text{(proposition }\text{7.1}\text{)}.\end{array}$$
Note here we can replace $`g`$ by $`G=u^mg`$ because $`\eta ^{(i)}`$ only involves terms of degrees $`1`$ in $`u`$, so $`\mathrm{res}(\frac{du}{u}\eta ^{(i)})=0`$.
View $`s=\frac{dt}{_j(ta_j)^{m_j}}`$ as a relative form, i.e. as a meromorphic section of $`\omega (m_j(a_j))`$. As such, it has a zero of order $`m2`$ at infinity, $`(s)=(m2)\mathrm{}`$. Note $`det(E,)|_{\mathrm{}}=(K,\mathrm{Tr}(\eta _0))`$. Since the relative connection is given by $`_{/K}=Gs`$, the desired formula is
(7.22)
$$\begin{array}{c}\mathrm{Tr}_{GM}(H_{DR}^{})det(E,)|_{(s)}+\underset{i}{}\mathrm{res}_{t=a_i}\mathrm{Tr}(dGG^1A)\hfill \\ \hfill +\frac{1}{2}\underset{i;m_i2}{}d\mathrm{log}(det(g_{m_i}^{(i)}))modd\mathrm{log}K^\times .\end{array}$$
Finally, comparing (7.21) and (7.22) we see that theorem 2.8 holds for pseudo-admissible connections on bundles on $`^1`$.
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# 1 Introduction
## 1 Introduction
Compact functional integrals appear in a number of field theoretical and statistical models. For instance, all integrals in lattice gauge theories are compact as well as integrals in nonlinear sigma-models, etc.. One interesting example is connected with the propagator of the goldstone boson in a theory with spontaneously symmetry breaking.
Let us consider a simple $`d`$โdimensional field theoretical model with $`O(2)U(1)`$ global symmetry (see also ,) Throughout this paper a lattice regularization will be used and $`d3`$. Let $`\varphi _x=\varphi _x^{(1)}+i\varphi _x^{(2)}`$ be a complex scalar field defined on the infinite lattice where components $`\varphi _x^{(i)}`$ ($`i=1,2)`$ are noncompact, i.e. $`\mathrm{}\varphi _x^{(i)}\mathrm{}`$. The action $`S`$ is given by
$$S=\underset{x}{}\left[\frac{1}{2}\underset{\mu }{}_\mu \varphi _x^{}_\mu \varphi _x\frac{m^2}{2}\varphi _x^{}\varphi _x+\lambda (\varphi _x^{}\varphi _x)^2\right],$$
(1.1)
where $`m^2>0`$, $`_\mu \varphi _x=\varphi _{x+\mu }\varphi _x`$ and the lattice spacing is chosen to be unity. Evidently, action $`S`$ is invariant with respect to the transformations $`\varphi _xe^{i\alpha }\varphi _x`$ where $`\alpha `$ is some constant. This action has an infinite number of minima (โvacuaโ) at $`\varphi _x=\overline{\varphi }e^{i\theta }`$ where $`\overline{\varphi }^{\mathrm{\hspace{0.17em}2}}=m^2/4\lambda `$ and $`\pi <\theta \pi `$. The average of any functional $`๐ช(\varphi )`$ is
$$๐ช(\varphi )=\frac{1}{Z}_{\mathrm{}}^{\mathrm{}}\underset{z}{}d\varphi _z^{(1)}\varphi _z^{(2)}๐ช(\varphi )e^{S(\varphi )},$$
(1.2)
and the partition function $`Z`$ is defined by $`1=1`$. To trace the appearence of the goldstone boson it is convinient to make a change of variables $`\varphi _x=\rho _xe^{\theta _x}`$ where $`0\rho _x\mathrm{}`$ and $`\pi <\theta _x\pi `$. It is important to note that ranges of the variables $`\rho _x`$ and $`\theta _x`$ do not extend over the whole real axis. Evidently, the main contribution to the integral in eq.(1.2) comes from the region $`\rho _x\overline{\varphi }`$, at least, for large enough $`m^4/\lambda `$. Making the change of variables $`\rho _x=\rho _x^{}+\overline{\varphi }`$ one observes that new radial field $`\rho _x^{}`$ has a mass term $`m_\rho ^{}^2_x\rho _x^{\mathrm{\hspace{0.17em}2}}`$ where $`m_\rho ^{}^2=8\lambda \overline{\varphi }^2`$, and angle field $`\theta _x`$ has no mass term (goldstone boson). Rescaling $`\theta `$โfield ($`\theta _x\phi _x/\overline{\varphi }`$) one finds the free action of the (massless) $`\phi `$-field :
$$S_0(\phi )=\frac{1}{2}\underset{x\mu }{}(_\mu \phi _x)^2;|\phi _x|M\pi \overline{\varphi }.$$
(1.3)
This field is compact and the corresponding free propagator $`\stackrel{~}{G}_{xy}`$ is given by
$$\stackrel{~}{G}_{xy}=\phi _x\phi _y_0\frac{1}{Z_0}_M^M\underset{z}{}d\phi _z\phi _x\phi _ye^{S_0(\phi )},$$
(1.4)
where $`Z_0`$ is defined by $`1_0=1`$. The problem is to calculate this integral at finite $`M`$. The same problem arises in perturbative expansion in lattice gauge theories, nonlinear sigmaโmodels, XYโmodel and others.
It is the aim of this paper to calculate the free propagator defined in eq.(1.4) at $`M<\mathrm{}`$. The next section is dedicated to the integration identities method which permits to calculate compact functional integrals. In the third section the analytical expression for the free correlator $`\stackrel{~}{G}_{xy}`$ at large $`M`$ is given. Fourth section is dedicated to the numerical calculation of the propagator $`\stackrel{~}{G}(p)`$ at nonzero momenta and the comparison with analytical results. The last section is reserved for summary and discussions.
## 2 Integration identities
Let $`๐ช(\phi )`$ be any functional of the compact field $`\phi _x`$ and
$$๐ช_0=\frac{1}{Z_0}_M^M\underset{z}{}d\phi _z๐ช(\phi )e^{S_0(\phi )}.$$
(2.1)
Let us make an infinitesimal change of variables
$$\phi _x\phi _x^{}=\phi _x\delta f_x,$$
(2.2)
where $`\delta f_x`$ could be any infinitesimal parameters and
$$M\delta f_x\phi _x^{}M\delta f_x.$$
(2.3)
Then
$$๐ช(\phi )=๐ช(\phi ^{})+\delta ๐ช(\phi ^{})๐ช(\phi ^{})+\underset{x}{}\delta f_x\delta ๐ช_x(\phi ^{})+\mathrm{},$$
(2.4)
and
$`S_0(\phi )`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{x\mu }{}}(_\mu \phi _x)^2S_0(\phi ^{})+\delta S_0(\phi ^{});`$
$`\delta S_0(\phi ^{})`$ $`=`$ $`{\displaystyle \underset{x}{}}\delta f_x\mathrm{\Delta }\phi _x^{}+\mathrm{},`$ (2.5)
where $`\mathrm{\Delta }=_\mu _\mu \overline{}_\mu `$ and $`\overline{}_\mu \phi _x=\phi _x\phi _{x\mu }`$.
In the case of finite $`M`$ the variation of the limits of integration must be taken into account. For any functional $`\mathrm{\Phi }(\phi )`$ one obtains
$$_M^M๐\phi _x\mathrm{\Phi }(\phi )=_{M\delta f_x}^{M\delta f_x}๐\phi _x^{}\mathrm{\Phi }^{}(\phi ^{})=_M^M๐\phi _x^{}\mathrm{\Phi }^{}+\delta ^{}_M^M๐\phi _x\mathrm{\Phi }^{}(\phi ),$$
(2.6)
where
$$\delta ^{}_M^M๐\phi _x\mathrm{\Phi }^{}(\phi )=\delta f_x_M^M๐\phi _x^{}\mathrm{\Phi }^{}\left[\delta (\phi _x^{}M)\delta (\phi _x^{}=M)\right]+\mathrm{}.$$
(2.7)
Therefore,
$$\delta ^{}๐ช_0\underset{x}{}\delta f_x\left[\delta (\phi _xM)\delta (\phi _x+M)\right]๐ช_0+\mathrm{}.$$
(2.8)
Finally, one obtains the integration identities
$$\delta ๐ช_0\delta ๐ช_0๐ช\delta S_0+\delta ^{}๐ช_00$$
(2.9)
or
$$\delta ๐ช_0\underset{x}{}\delta f_x\left\{\mathrm{\Delta }_x\phi _x๐ช_0+\left[\delta (\phi _xM)\delta (\phi _x+M)\right]๐ช_0\right\}=0.$$
(2.10)
In the case of noncompact integrals, i.e. $`M=\mathrm{}`$, one obtains standard (WardโTakahashi) identities
$$\delta ๐ช_0\underset{x}{}\delta f_x\mathrm{\Delta }_x\phi _x๐ช_0=0.$$
(2.11)
## 3 Free propagator
Let us choose $`๐ช=\phi _y`$. Then $`\delta ๐ช=\delta f_y=_x\delta f_x\delta _{xy}`$ and from eq.(2.10) one obtains
$$\mathrm{\Delta }_x\stackrel{~}{G}_{xy}+\left[\delta (\phi _xM)\delta (\phi _x+M)\right]\phi _y_0=\delta _{xy},$$
(3.1)
where
$$\stackrel{~}{G}_{xy}\phi _x\phi _y_0=\frac{1}{(2\pi )^d}_\pi ^\pi d^dpe^{ip(xy)}\stackrel{~}{G}(p).$$
(3.2)
If $`M=\mathrm{}`$ then from eq.(2.11) follows
$$\mathrm{\Delta }_xG_{xy}=\delta _{xy},$$
(3.3)
and the solution is
$$G_{xy}=\frac{1}{(2\pi )^d}_\pi ^\pi d^dp\frac{e^{ip(xy)}}{๐ฆ^2(p)};๐ฆ^2(p)=\underset{\mu }{}4\mathrm{sin}^2\frac{p_\mu }{2}.$$
(3.4)
This propagator is wellโdefined at $`d3`$. Let $`J_x`$ be some current. Then
$`e^{iJ\phi }_0`$ $`=`$ $`\mathrm{exp}\left\{{\displaystyle \frac{1}{2}}J\stackrel{~}{G}J+\delta F(J;M)\right\};`$ (3.5)
$`\delta F(J;M)`$ $`=`$ $`{\displaystyle \underset{n2}{}}\delta F^{(n)}(J;M);`$
$`\delta F^{(n)}(J;M)`$ $`=`$ $`{\displaystyle \underset{\{x^{(i)}\}}{}}\delta F_{x^{(1)}\mathrm{}x^{(2n)}}^{(n)}(M){\displaystyle \underset{i=1}{\overset{2n}{}}}J_{x^{(i)}}.`$
At $`d3`$
$$\stackrel{~}{G}_{xy}G_{xy};F_{x^{(1)}\mathrm{}x^{(2n)}}^{(n)}(M)0$$
(3.6)
when $`M\mathrm{}`$. Therefore, $`\delta F(J;M)`$ is a small correction at large $`M`$.
Let us calculate the matrix element in eq.(2.10).
$$\left[\delta (\phi _xM)\delta (\phi _x+M)\right]\phi _y_0=\frac{1}{\pi }_{\mathrm{}}^{\mathrm{}}๐\xi \mathrm{sin}(\xi M)\frac{}{J_y}e^{iJ\phi }_0|_{J_z=\xi \delta _{zx}}.$$
(3.7)
At large enough $`M`$ one can discard $`\delta F`$ in eq.(3.5) and
$$\left[\delta (\phi _xM)\delta (\phi _x+M)\right]\phi _y_0=\omega ^2\stackrel{~}{G}_{xy},$$
(3.8)
where
$$\omega ^2=\frac{M\stackrel{~}{\zeta }^3\sqrt{2}}{\sqrt{\pi }}e^{\frac{1}{2}\stackrel{~}{\zeta }^2M^2},$$
(3.9)
and
$$\stackrel{~}{\zeta }^2=\frac{1}{\stackrel{~}{G}_0};\stackrel{~}{G}_0\stackrel{~}{G}_{xx}.$$
(3.10)
Finally, one obtains
$$\left(\mathrm{\Delta }_x+\omega ^2\right)\stackrel{~}{G}_{xy}=\delta _{xy},$$
(3.11)
and the propagator $`\stackrel{~}{G}`$ is given by
$$\stackrel{~}{G}_{xy}=\frac{1}{(2\pi )^d}_\pi ^\pi d^dp\frac{e^{ip(xy)}}{๐ฆ^2(p)+\omega ^2},$$
(3.12)
where $`\stackrel{~}{\zeta }`$ should satisfy
$$\frac{1}{\stackrel{~}{\zeta }^2}=\frac{1}{(2\pi )^d}_\pi ^\pi d^dp\frac{1}{๐ฆ^2(p)+\omega ^2}.$$
(3.13)
It is easy to see that in the limit $`M\mathrm{}`$ $`\stackrel{~}{\zeta }\zeta `$ where $`\zeta `$ is given by
$$\frac{1}{\zeta ^2}\frac{1}{(2\pi )^d}_\pi ^\pi d^dp\frac{1}{๐ฆ^2(p)}.$$
(3.14)
## 4 Numerical calculation of $`\stackrel{~}{G}(p)`$
Results of the analytical calculation of the propagator $`\stackrel{~}{G}`$ defined in eq.(1.4) can be confronted with the results of the numerical study of this propagator on a final lattice. In the previous section this propagator has been analytically studied at large values of $`M`$, so that the mass squared $`\omega ^2(M)1`$. On the other side, method Monte Carlo gives a possibility to study this propagator also at small values of $`M`$.
The Fourier transform of the propagator
$$\phi (p)\phi (p)_0=\frac{1}{Z_0}_M^M\underset{z}{}d\phi _z\phi (p)\phi (p)e^{_{x\mu }(_\mu \phi _x)^2}=\frac{V}{2}\stackrel{~}{G}(p)$$
(4.1)
was calculated numerically on the finite lattice at different values of $`M`$ and momenta $`p`$, $`V`$ being a number of sites. It is convinient to define the effective mass $`\omega _{eff}(p)`$ :
$$\omega _{eff}^2(p)=\stackrel{~}{G}^1(p)๐ฆ^2(p).$$
(4.2)
Evidently, the propagator $`\stackrel{~}{G}(p)`$ is massive if $`\omega _{eff}^2(p)`$ does not depend on $`p`$.
In Figure 1 the dependence of the effective mass $`\omega _{eff}^2(p)`$ on $`๐ฆ^2(p)`$ for different $`M`$ is shown. Solid lines correspond to averages of $`\omega _{eff}^2(p)`$ for every $`M`$. One can see that the dependence on $`p`$ is practically absent as it was expected.
It is interesting to compare numerically calculated $`\omega ^2=\omega ^2(M)`$ with that given in eq.(3.9) (taking into account $`MM\sqrt{2}`$ because of the different normalization of the action in eq.(4.1) ). In Figure 2 one can see that at $`M_{}^>1`$ the results of analytical calculation (full circles) converge to $`\omega ^2`$ calculated numerically (open circles).
## 5 Summary and discussions
It is shown that the free propagator of an angular, i.e. compact, field with zero lagrangian mass acquires at $`d3`$ a nonzero dimensionless propagator mass $`\omega `$ (kinematical mass generation).
To demonstrate this effect the free propagator of the goldstone boson in an $`O(2)`$ lattice model with spontaneous symmetry breaking is calculated. It is shown that this propagator is massive, the mass $`\omega `$ being a function of the scalar โcondensateโ $`\overline{\varphi }`$. The results of numerical simulations on the finite lattice are in good agreement with the results of analytical calculations.
In the case of spin systems lattice has a physical meaning and no continuum limit is needed. In the case of continuum theory <sup>2</sup><sup>2</sup>2It is worthwhile to note that $`\lambda \varphi ^4`$ theory in four dimensions has no nontrivial continuum limit . the question of interest is the dependence of the dimensional mass $`m_{dim}`$
$$m_{dim}=\frac{\omega (M)}{a}$$
in the limit $`a0`$ where $`a`$ is lattice spacing.
The appearence of a nonzero (propagator) mass $`\omega `$, i.e. the effect of kinematical mass generation, could help to resolve the problem of the strong infrared divergencies in $`4d`$ QCD at finite temperature . Indeed, in QCD with lattice regularization all integrals are compact. Therefore, $`m_{dim}(a)=\omega /a`$ is nonzero and provides a natural regularization of the infrared divergencies at finite spacing $`a`$. Finally, it can give rise to the infrared cutoff discussed in .
In principle, one can speculate that the mechanism of the kinematical mass generation gives a possibility to obtain massive gauge fields without the introduction of higgs bosons.
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# 1 Introduction
## 1 Introduction
Since the advent of unification schemes based on non-abelian gauge models the quest for vectorially massive propagating modes has become phenomenologically important. The electroweak mechanism for gauge symmetry breaking, the Higgs mechanism, is viewed by many physicists as esthetically unattractive and phenomenologically unsatisfactory. In spite of many efforts, a realistic mechanism to give mass to gauge fields has not been found. For some attempts, the solution was found by the addition of extra fields not required by the phenomenology, like technifermions and Higgs superparticles. Attempts to replace the Higgs scalars by fermionic bound states have also been considered unsatisfactory. It is interesting to compare these ideas with the so called dynamical gauge symmetry breaking mechanisms that do not require the presence of Higgs - the two dimensional Schwinger model and the three dimensional Maxwell-Chern-Simons theory (MCS).
We propose a new interpretation for the phenomenon of dynamical mass generation as a consequence of quantum interference of massless โchiralโ modes based on the soldering formalism. The interference mechanism becomes the fundamental principle unifying the Schwinger mechanism with the topological mass generation provided by the Chern-Simons term. An explicit realization of this phenomenon in two dimensions using the soldering formalism was found. It was shown that fusing the massless modes of two chiral Schwinger models of oppositely chiralities produces the massive vector mode present in the Schwinger model. Here we extend the use of the soldering formalism to fuse the massive mode of the MCS out of the two massless chiral modes in (2+1) dimensions which are dimensional extensions of the 2D chiral bosons. In the next section we study the connection of these models by dimensional reduction. The soldering mechanism for the two-dimensional case is reviewed in section 3. Section 4 contains our main proposals: a derivation of a three dimensional chiral boson using the dual projection procedure and their use in the soldering algorithm to obtain the topologically massive mode of the MCS. We present our conclusions in section 5.
## 2 Dimensional Reduction
The description of the topologically massive mode of the MCS theory as the interference of chiral modes is signalized from its connection by dimensional reduction with the Schwinger model. This technique works by expanding the fields in normal modes corresponding to the compatified dimensions and forms the basis for the modern Kaluza-Klein theories. To our purposes here we consider a more restricted class of reduction in which the fields are independent of the extra dimensions. To perform the dimensional reduction of the MCS theory,
$$_{MCS}=\frac{1}{4}F_{\mu \nu }F^{\mu \nu }+\frac{m}{2}ฯต^{\mu \nu \lambda }A_\mu _\nu A_\lambda ,$$
(1)
we split the basic potential as $`A_\mu =(A_a,\varphi )`$. The dimensional reduction is effected by assuming the potentials to be independent of $`x_2`$, for instance, which produces
$$_{MCS}|^{red}=\frac{1}{4}F_{ab}F^{ab}+\frac{1}{2}\left(_a\varphi \right)^2m\stackrel{~}{F}\varphi $$
(2)
after dropping a surface term. Here $`\stackrel{~}{F}=\frac{1}{2}ฯต^{ab}F_{ab}`$. We recognize this Lagrangian as the quantum Schwinger model which incorporates automatically the anomaly of the axial-vector current. This result indicates a deep connection between the topologically massive vectorial mode of the MCS theory and that of the Schwinger model.
It is useful at this point to digress on the physical meaning of the mechanism involving these phenomena. Let us examine the residues of the propagators of the MCS theory at the position of the poles. After including a gauge fixing term in the $`_{g.f.}=\frac{1}{2\alpha }\left(_\mu A^\mu \right)^2`$ in the MCS theory the transverse and longitudinal sectors of the propagators become,
$`\mathrm{\Delta }_T^{\mu \nu }(k)`$ $`=`$ $`{\displaystyle \frac{i}{k^2(k^2m^2)}}\left[imฯต^{\mu \lambda \nu }k_\lambda +k^2\left(\eta _{\mu \nu }{\displaystyle \frac{k^\mu k^\nu }{k^2}}\right)\right]`$
$`\mathrm{\Delta }_L^{\mu \nu }(k)`$ $`=`$ $`{\displaystyle \frac{i\alpha }{k^2}}\left({\displaystyle \frac{k^\mu k^\nu }{k^2}}\right).`$ (3)
The longitudinal propagator has a massless pole only while the transverse propagator has both massless ($`k^2=0`$) and massive ($`k^2m^2=0`$) poles. Since $`k^20`$ there is no tachyon and causality is warranted. To check unitarity we couple the 2-point Green functions to external conserved currents that saturates the propagators and compute the amplitudes $`\widehat{A}_i=J_\mu ^{}\mathrm{\Delta }_i^{\mu \nu }J_\nu `$, $`i=L,T`$. Unitarity then requires that the imaginary part of the residues of these amplitudes at the position of the poles must be nonnegative,
$$\text{Im}\text{Res}\widehat{A}_i_{\text{poles}}0;i=T,L.$$
(4)
To compute the amplitudes we choose $`k^\mu =(m,0,\pm m)`$ for the massless pole and $`k^\mu =(m,0,0)`$ for the massive one. Then, after imposing current conservation ($`k^\mu J_\mu =0`$) we obtain,
$`\text{Im}\text{Res}\widehat{A}_i_{k^2=0}`$ $`=`$ $`0`$
$`\text{Im}\text{Res}\widehat{A}_T_{k^2=m^2}`$ $`=`$ $`J_1+iJ_2^2>0`$ (5)
showing that the quantum excitation associated to the long range pole is non-propagating. On the other hand from it is clear that the propagating excitations are indeed massive. The connection with the dimensionally reduced Schwinger model is seen by noticing that the MCS theory contains Nielsen-Olesen string-like solutions. The long range nature of the potentials is inferred from the equations of motion coupled to external sources, whose $`\nu =0`$ component is
$$.๐\frac{m}{2}B=J^0.$$
(6)
Integrating over the whole plane gives,
$$m๐.\mathrm{๐๐ฑ}0$$
(7)
showing that $`๐`$ is a long ranged potential whose field strength is short ranged. The Schwinger model, on the other hand, has a global axial symmetry whose current is not conserved due to the presence of the anomaly,
$$_\mu j_A^\mu =m\stackrel{~}{F}.$$
(8)
Since in the Schwinger model the anomaly is critically responsible for giving mass to the gauge boson we conclude that the topological mass that is responsible for the long range potential is also responsible for the anomaly in the dimensionally reduced SM.
## 3 Soldering and Interference in 2D
To introduce the basic concepts of the soldering formalism let us briefly examine the soldering of two chiral Schwinger models. The explicit one loop calculation of the fermionic determinant, following Schwingerโs point splitting method yields, in bosonized language
$`W_\pm ^{(0)}[\phi ]`$ $`=`$ $`i\mathrm{log}det(i/+eA/_\pm )`$ (9)
$`=`$ $`{\displaystyle \frac{1}{4\pi }}{\displaystyle d^2x\left(_+\phi _{}\phi +2eA_\pm _{}\phi +a_\pm e^2A_+A_{}\right)}.`$
Note that the regularization ambiguity is manifested through the Jackiw-Rajaraman parameters $`a_\pm `$ which are arbitrary except that $`a_\pm 1`$ to avoid tachyonic excitations. The spectrum of these models has been carefully studied and shown to fall in three distinct classes characterized according to the number of second-class constraints present in the Hamiltonian approach. The original study $`(a>1)`$ has disclosed the presence of a massive and a massless excitations while the four constraints class $`(a=1)`$ studied in has only displayed a massless particle. A new class of solutions with three constraints was latter studied in and . The spectrum was shown to be analogous to the two constraint class but the massless excitation is chiral.
After implementing the soldering, one finds a Polyakov-Weigman type effective action containing a current-current interference term,
$$W[\mathrm{\Phi }(\phi ,\rho )]=W_+^{(0)}\left[\phi \right]+W_{}^{(0)}\left[\rho \right]+\frac{1}{2}d^2x\left[J(\phi ,\rho )\right]^2.$$
(10)
The Noether current in the interference piece is
$`J(\phi ,\rho )`$ $`=`$ $`J_+\left(\phi \right)+J_{}\left(\rho \right)`$
$`J_\pm \left(\phi \right)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}\left(_\pm \phi +eA_\pm \right).`$ (11)
The effective soldered action now reads
$$W[\mathrm{\Phi }]=\frac{1}{4\pi }d^2x\left\{\left(_+\mathrm{\Phi }_{}\mathrm{\Phi }+2eA_+_{}\mathrm{\Phi }2eA_{}_+\mathrm{\Phi }\right)+(a_++a_{}2)e^2A_+A_{}\right\}$$
(12)
where $`\mathrm{\Phi }=\phi \rho `$ is the collective field, invariant under the soldering transformation. As discussed in this action reduces to the usual gauge invariant Schwinger model for the case $`a_+=a_{}=1`$ which corresponds to the four constraints regularization class and massless spectrum. This shows that the massive mode in the Schwinger model is the result of the interference between right and left chiral modes.
## 4 3D Chiral Bosons and Soldering
Let us next discuss the three dimensional โchiralโ modes. We define chiral modes, in a dimensionally independent way, as the half degree of freedom of a massless scalar field. To construct it we reduce the phase space by imposing a chiral like constraint in the first-order action of the model. The resulting chiral mode is described by an action similar in form to the well known Floreanini-Jackiw chiral boson in (1+1) dimension. This result per se is already quite surprising since there exists a strong belief that chiral bosons only exist in spacetimes of (twice odd) even dimensions (D=4k-2 ; $`kZ_+`$) and certainly not in odd dimensional spacetimes. To explicitly construct the chiral modes we write the massless scalar action in its first-order form
$$S[\varphi ]=๐x\left[\pi \dot{\varphi }\frac{1}{2}\pi ^2\frac{1}{2}\varphi \left(^2\right)\varphi \right]$$
(13)
and impose the โchiralโ constraint. A simple inspection will show that such restriction can not be acchieved in functional space. Indeed if a restriction like $`\varphi \varphi _1`$ and $`\pi \pm \varphi _2^{}`$, with $`\varphi ^{}=\sqrt{^2}\varphi `$, is implemented then the resulting action acquires the Schwarz-Sen structure and the phase space does not get reduced. To find the proper chiral restriction over the phase space we follow the procedure already depicted in called dual projection. This technique discloses a four dimensional phase space for the Fourier modes. In this sense we introduce a two-dimensional basis $`\{e_a(๐ค,๐ฑ);a=1,2\}`$ with $`(๐ค,๐ฑ)`$ being a pair of conjugate variables. The vectors spanning the Fourier space satisfy an orthonormalization condition as,
$$๐๐ฑe_a(๐ค,๐ฑ)e_b(๐ค^{},๐ฑ)=\delta _{ab}\delta (๐ค๐ค^{})$$
(14)
and are chosen to be eigenvectors of the Laplacian operator,
$$^2e_a(๐ค,๐ฑ)=\omega ^2(๐ค)e_a(๐ค,๐ฑ).$$
(15)
Using this basis to represent our elementary fields,
$`\varphi (๐ฑ,t)`$ $`=`$ $`{\displaystyle ๐๐คq_a(๐ค,t)e_a(๐ค,๐ฑ)}`$
$`\pi (๐ฑ,t)`$ $`=`$ $`{\displaystyle ๐๐คp_a(๐ค,t)e_a(๐ค,๐ฑ)},`$ (16)
with $`q_a`$ and $`p_a`$ being the expansion coefficients, the Lagrangian for the scalar field is reduced to that of a two-dimensional harmonic oscillator for each mode,
$$L=๐k\left(p_a\dot{q}_a\frac{1}{2}p_ap_a\frac{1}{2}\omega ^2q_aq_a\right).$$
(17)
The basic idea of the dual projection is to impose the chiral constraint in the Fourier space as,
$$p_a(๐ค,t)=\pm \omega (๐ค)ฯต_{ab}q_b(๐ค,t).$$
(18)
This procedure reduces the four dimensional phase space and the resulting Lagrangian,
$$L_\pm =๐๐ค\omega \left[\pm \dot{q}_a^{(\pm )}ฯต_{ab}q_b^{(\pm )}\omega q_a^{(\pm )}q_a^{(\pm )}\right],$$
(19)
represents a chiral field with each mode describing a chiral oscillator. For the two-dimensional spacetime this representation for the chiral scalar has been proposed by Bazeia through the substitution
$`_t\varphi `$ $``$ $`\dot{q}_a`$
$`_x\varphi `$ $``$ $`\omega ฯต_{ab}q_b.`$ (20)
Clearly the action (19) reduces to Floreanini-Jackiw action in this dimension but the dual projection procedure extends this concept to any dimension.
Once we have the at our disposal the chiral actions representing chiral scalar degrees of freedom of opposite chirality the stage is set for the soldering formalism. As discussed above we want to construct an effective theory in the form,
$$L_{eff}=L_+^{(0)}(q_a^+)+L_{}^{(0)}(q_a^{})+L_{int}(q_a^+,q_a^{})$$
(21)
with the chiral components $`q_a^\pm `$ being considered as independent variables and the interference term having the general form of current-current coupling
$$L_{int}=\frac{1}{2}๐๐ค๐ฅ(q_a^+,q_a^{}).๐ฅ(q_a^+,q_a^{})$$
(22)
but with the soldering current being a separable function of both chiral fields as
$$๐ฅ(q_a^+,q_a^{})=J_+(q_a^+)+J_{}(q_a^{}).$$
(23)
For the case at hand we find
$$J_a^{(\pm )}=\pm eฯต_{ab}q_a^{(\pm )}$$
(24)
where $`e`$ is a coupling constant. It is interesting to notice that the Noether current has the same form as in the Chiral Schwinger model and reduces to it by the dimensional mechanism.
Next we redefine the fields in terms of the symmetric and antisymmetric combinations of $`q_a^\pm `$ and introduce a suggestive electromagnetic notation as,
$$\pi _i(๐ฑ,t)=๐๐ค\left[M_{ijab}^{(+)}q_a^{(+)}(๐ค,t)+M_{ijab}^{()}q_a^{()}(๐ค,t)\right]\widehat{}_je_b(๐ค,๐ฑ)$$
(25)
where
$`\widehat{}_j`$ $`=`$ $`{\displaystyle \frac{_j}{\sqrt{^2}}}`$
$`M_{ijab}^\pm `$ $`=`$ $`\omega (๐ค)ฯต_{ij}\delta _{ab}\pm e\delta _{ij}ฯต_{ab}`$ (26)
and
$$A_i(๐ฑ,t)=๐๐คฯต_{ab}ฯต_{ij}\left[q_a^{(+)}(๐ค,t)q_a^{()}(๐ค,t)\right]\widehat{}_je_b(๐ค,๐ฑ)+\psi (๐ฑ,t).$$
(27)
Here $`\pi _i`$ and $`A_i`$ represent the conjugate pair of electromagnetic variables and $`\psi `$ is an arbitrary function reflecting the longitudinal ambiguity of the electromagnetic potential. Notice that, as defined by (27), the (scalar) magnetic field is,
$`B(๐ฑ,t)`$ $`=`$ $`ฯต_{ij}_iA_j(๐ฑ,t)`$ (28)
$`=`$ $`{\displaystyle ๐๐ค\omega (๐ค)q_a(๐ค,t)e_a(๐ค,๐ฑ)}`$
and satisfy the MCS constraint (6) for the free case
$$G=.\pi eB.$$
(29)
This constraint is next incorporate into the theory via a Lagrange multiplier, call it $`A_0`$. Bringing these definitions into the effective action (21) and making use of the identity
$$\delta _{ij}=\widehat{}_i\widehat{}_j+ฯต_{ik}ฯต_{jm}\widehat{}_k\widehat{}_m$$
(30)
we obtain,
$$S_{eff}=d^3x[\pi .\dot{๐}\frac{1}{2}\pi .\pi \frac{1}{2}B^2\frac{e^2}{2}๐.๐e๐.ฯต.\pi +A_0G]$$
(31)
which is the first-order action for the Maxwell-Chern-Simon theory, with coupling constant playing the role of the mass of the vectorial mode, $`e=m/2`$. Observe that by solving for the $`\pi _i`$ field, the resulting second-order action is,
$$_{eff}=_{MCS}(A_k,A_0)$$
(32)
and depends only on โcollectiveโ fields that are functions of the anti-symmetric combination of the chiral scalars, i.e., it depends only on the invariant combination $`Q_a=q_a^+q_a^{}`$ of the chiral variables. This is similar to the behavior of the soldered action of chiral scalar yielding the vectorial Schwinger model in 2D.
## 5 Conclusions
In this paper we have proposed a new interpretation for the vectorial massive mode of the topologically massive Maxwell-Chern-Simons theory as an interference phenomenon. This mechanism would parallel a similar phenomenon in two-dimensional field theory known as Schwinger mechanism that results from interference between right and left massless chiral scalars. To this end we have proposed a new chiral boson theory defined in any dimensions, both odd and even. This is a new result that extends the notion of D=2 chiral scalars defined in the Floreanini-Jackiw theory. The chiral action results from a constraint imposed over the Fourier modes of the ordinary first-order scalar action as a twisting between the canonical components of the fields. The corresponding action in functional space results being of nonlocal character. For the D=3 case, the soldering of these chiral components leads directly to the topologically massive Maxwell-Chern-Simos theory. This result unifies both phenomena of mass generation as a consequence of chiral interference and confirms the connection among the models already given by dimensional reduction.
Acknowledgment: This work is supported in part by CNPq, CAPES, FINEP and FUJB (Brazilian Research Agencies).
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# 1 Introduction
## 1 Introduction
Following the conjecture of the duality between the super Yang-Mills theory and super-string theory, many people approached to the Yang-Mills theory in the context of the string theory. And an approach to the non-supersymmetric Yang-Mills theory has been proposed in by using the non-critical string theory based on the supersymetric Liouville theory. In this theory, the space-time fermions are removed by taking the GSO projection as in the type 0 string theory which has no space-time supersymmetry . Instead, two kinds of RR-fields and tachyon-field appear in the bulk space other than the usual bosons of the type II string theory. While the tachyon in the world volume of the D-brane can be removed by imposing the GSO projection on the open string sector. Then the Yang-Mills field and some scalar fields are retained on the D-brane world volume. This formulation could be extendable to any dimension smaller than ten, and the five-dimensional case has been considered previously to study the pure 4d Yang-Mills theory .
On the other hand, it could be possible to identify the world-sheet action of the non-critical string with the fully quantized 2d sigma model coupled to the quantum gravity . The critical behaviors of the sigma model are obtained from the classical solutions of the low-energy effective action of the non-critical string by noticing the relation of the Liouville field and the mass-scale of the 2d sigma model. If this approach to the 2d sigma model is successful, then it would be possible to determine the critical behaviors of two different theories, the Yang-Mills theory and 2d sigma model, simultaneously by one classical solution of the non-critical string theory with D-brane background. The Yang-Mills fields live in the bulk space where D-branes are accumulated, and the sigma model is defined on the world-sheet of the non-critical string. These two theories, which live on different dimensional and independent world, are connected by a higher dimensional gravitational theory or a closed string theory. <sup>2</sup><sup>2</sup>2 An approach to this problem has recently been proposed in from the viewpoint of the confromal field theory by exploiting linear renormalization group equations near the conformal limit. The 2d sigma model has been examined by a motivation that its properties are similar to the 4d Yang-Mills theory, i.e. asymptotic freedom and instantons e.t.c.. From the viewpoint of the non-critical string theory, they are related more intimately. They could be studied as a dynamically coupled system through the classical equations, which represent the renormalization group equations of the coupled system, of the non-critical string theory.
Previously, the bosonic case of the non-critical string has been considered under the linear dilaton background , but the discussions were formal since the central charge is larger than one for the sigma model. The problem to be resolved is the possible instability of the tachyon in the bulk. This problem could be however evaded by considering an appropriate potential or a curved space-time . When we consider the non-critical string based on the supersymmetric world-sheet action, the RR-fields should be added to the condensed background fields, and the possibility to resolve the tachyon instability is extended . At least, this problem is resolved by considering the AdS bulk space generated by the condensation of RR-fields. More important thing provided by the RR-fields is the existence of the Yang-Mills theory on the boundary of this curved space. For these two reasons, it would be meaningful to consider the non-critical string based on the supersymmetric world-sheet action.
Our purpose is to address the critical behaviours of both theories, the Yang-Mills theory and 2d sigma model, through the non-critical string theory constructed by the supersymmetric world-sheet action. The mass scale of the running coupling constants for both theories is given by the Liouville field. The solutions of the low-energy effective action are obtained as functions of Liouville field in order to obtain the renormalization group equations of the two theories.
In the next section, we briefly review the relation of the 2d sigma model coupled to quantum gravity and the non-critical string theory. And the role of the Liouville field as a mass scale is also reviewed. The low-energy effective action and the gravitational equations to be solved are given in the section three. In section four, the critical behaviours of the sigma model are addressed in the linear dilaton vacuum, where D-branes are absent, according to the equations given in the previous section. When D-branes are added, the Yang-Mills theory appears and couples to the sigma model. In section five, we consider the fixed points in this case and finite coupling constants are given. A kind of dual relation of the coupling constants for the two theories is shown. In obtaining these solutions, the RR-fields are essential. Further, the running behaviours of the coupling constants of both theories are addressed. In section six, we show several solutions with asymptotic freedom for either theory. In these cases, the $`d+1`$ dimensional space deviates largely from the $`AdS_{d+1}`$ which appears near the horizon of the D-branes in type IIB string model. In the final section, concluding remarks and discussions are given.
## 2 2d sigma model coupled to gravity and mass scale
Here, we briefly review a method to obtain the renormalization group equation of the sigma model coupled to quantum gravity in two dimension according to .
First, we consider a theory before coupling to quantum gravity and a simple derivation of the $`\beta `$-function in terms of conformal field theory . Let $`S_0`$ denote the action of the conformal invariant theory, and let $`J`$ denote a marginal operator. The total theory will be written by:
$$S=S_0+fd^2zJ,$$
(1)
and this system will deviate away from the conformal fixed point given by $`S_0`$. Denote the short distance cut-off $`\widehat{a}`$, and assume that $`J`$ has the operator product expansion, i.e.
$$J(r)J(0)\frac{c}{r^2}J(0),r0.$$
(2)
This implies
$$f^nd^2z_1d^2z_2\mathrm{}J(z_1)J(z_2)\mathrm{}_{S_0}2\pi c\mathrm{log}\widehat{a}f^nd^2z\mathrm{}J(z)\mathrm{}_{S_0}.$$
(3)
A change in cut-off $`\widehat{a}\widehat{a}(1+dl)`$ can be compensated by a change $`ffdl\pi cf^2`$ in the lower order term of the perturbative expansion and this leads to the $`\beta `$-function
$$\beta (f)=\frac{df}{dl}=\pi cf^2+O(f^3).$$
(4)
Next, let us consider the situation where the theory is coupled to quantum gravity. We work in conformal gauge. The metric is decomposed in a fiducial background metric and the Liouville field $`\rho `$ by
$$g_{\alpha \beta }=\widehat{g}_{\alpha \beta }e^{2\rho }.$$
(5)
At the conformal point, where $`f=0`$, the coupled theory is given in Ref. as the sum of the Liouville action and $`S_0`$ described by $`\widehat{g}_{\alpha \beta }`$. The Liouville part of the theory can be written as
$$S_L=\frac{1}{8\pi }d^2z\sqrt{\widehat{g}}\left(\widehat{g}^{\alpha \beta }_\alpha \rho _\beta \rho Q\widehat{R}\rho +\mu e^{\alpha \rho }\right),$$
(6)
where
$$\alpha =\{\begin{array}{cc}\frac{1}{2}(Q\sqrt{Q^28}),Q=\sqrt{\frac{25c}{3}}\hfill & \text{for Bosonic}\hfill \\ \frac{1}{2}(Q\sqrt{Q^24}),Q=\sqrt{\frac{9c}{2}}\hfill & \text{for Supersymmetric}.\hfill \end{array}$$
(7)
There are two ultra-violet cut-off: $`\widehat{a}`$ defined in terms of the fiducial metric $`\widehat{g}_{\alpha \beta }`$ and the physical cut-off $`a`$ defined by
$$ds^2=e^{\alpha \rho }\widehat{g}_{\alpha \beta }dz^\alpha dz^\beta >a^2.$$
(8)
The theory must be independent of the cut-off $`\widehat{a}`$ since the fiducial metric is arbitrary: the $`\beta `$-function must vanish. If we consider the theory defined by (1) ($`f0`$ case) which has a non-vanishing $`\beta `$-function before coupling to gravity, we have a dependence of $`\widehat{a}`$. Then this dependence should be eliminated by introducing new couplings between the Liouville field and the matter fields such that all cut-off dependence of $`\widehat{a}`$ cancels order by order of $`f`$. In this way, the fully quantized action can be obtained for the theory of interacting matter fields coupled to the gravity.
The total action $`S_L+S_{\mathrm{matter}}`$ can be written by a more general form of non-linear sigma model:
$$S_{eff}=\frac{1}{4\pi }d^2z\sqrt{\widehat{g}}\left[\frac{1}{2}G_{\mu \nu }(X)\widehat{g}^{\alpha \beta }_\alpha X^\mu _\beta X^\nu +\widehat{R}\mathrm{\Phi }(X)+T(X)\right],$$
(9)
where the Liouville field is represented by one of $`X^\mu `$; $`X^\mu =(X^0,X^i)=(\rho ,X^i)`$. In the terminology of string theory, $`G_{\mu \nu }(X)`$, $`\mathrm{\Phi }(X)`$ and $`T(X)`$ represent the metric, dilaton and tachyon, respectively, and they are determined such that the theory is conformal invariant.
Although the $`\beta `$-function in terms of the unphysical cut-off $`\widehat{a}`$ is zero by construction, we can see a slightly modified form of the original $`\beta `$-function (4) from the change of the action generated by a change of the physical cut-off $`a`$ defined by (8).
Consider a change $`aa(1+dl)`$ of the physical cut-off. According to (8) this leads to a change $`\rho \rho +2dl/\alpha `$. The โrunningโ of the coupling constants is seen by absorbing the shift $`\rho \rho +2dl/\alpha `$ in a redefinition of the coupling constants $`f`$ . This requirement determines the scale-dependence of $`f`$ or its $`\beta `$-function. To $`O(f^3)`$ the modified $`\beta `$-function, $`\beta _G(f)`$, defined as $`df/dl`$, is obtained, and it is related to the $`\beta `$-function, $`\beta _(f)`$, obtained before coupling to gravity as
$$\beta _G(f)=\frac{2}{\alpha Q}\beta (f).$$
(10)
The modification by the pre-factor $`\frac{2}{\alpha Q}`$ is called as โgravitational dressingโ of the $`\beta `$ function. This is also seen in for $`O(N)`$ non-linear sigma model and sine-Gordon model.
A more efficient way to obtain the fully quantized action or the renormalization group equations is to consider in the framework of the non-critical string. The total action $`S_{eff}`$ given in (9) can be interpreted as the world-sheet action of the non-critical string in the background specified by $`G_{\mu \nu }(X)`$, $`\mathrm{\Phi }(X)`$ and $`T(X)`$, which are given as a solution of classical equations of the low-energy effective action of the string theory. Here, the solutions should be obtained as
$$G_{ij}(X)=G_{ij}(\rho ,X^i),\mathrm{\Phi }(X)=\mathrm{\Phi }(\rho ),T(X)=T(\rho ),$$
(11)
and $`G_{ij}(0,X^i)`$ represents the original part of the sigma model. In other words, the solutions are restricted to the form which could represent the renormalization group equations of the coupling constants of the original field theory coupled to the quantum gravity. The mass-scale of the renormalization group is given here by the Liouville field $`\rho `$.
If this procedure is successful to see the critical behaviour of the 2d sigma model, this would be regarded as a kind of holography. Namely, the renormalization group flows of 2d sigma model could be found from higher dimensional gravity. Further analysis in this context is given in section four in the linear dilaton vacuum with non-trivial potential of the tachyon.
We consider this program in a more interesting case, where D-branes are contained in the bulk configurations. In this case, the gravity in the bulk is the dual of the Yang-Mills theory on the branes and $`e^\mathrm{\Phi }`$ represents the coupling constant of the Yang-Mills theory. Then we can see the running of both coupling constants simultaneously by solving the same gravitational equations under the assumption that $`\rho `$ represents the mass scale for both field theories. One more merit to consider D-branes is that it would be possible to extend the sigma model to the case of $`c>1`$ since the background has a curvature to stabilize the tachyon.
## 3 Effective action and equations to be solved
Let us consider here the super-symmetric case of the non-linear sigma model which has $`d+n=D1`$ boson fields; The boson part of the action is written as
$$S=\frac{1}{8\pi }d^2z\sqrt{g}\left\{\underset{\mu =1}{\overset{d}{}}_\beta \varphi ^\mu ^\beta \varphi ^\mu +\underset{i,j=1}{\overset{n}{}}\widehat{G}_{ij}(\varphi )_\beta \varphi ^i^\beta \varphi ^j\right\},$$
(12)
where $`\widehat{G}_{ij}(\varphi )`$ denotes the $`S^n`$ metric, and the fermionic parts are neglected since they are not used here. The full super-symmetric and general form of action would be found in . This model consists of $`d`$-free fields and $`n`$ interacting fields, which form the $`O(n+1)`$ non-linear sigma model here. The sector of the free fields are prepared for the space-time of the D-branes where Yang-Mills fields are living. The interesting case is $`d=4`$, but we consider in general $`d`$ here. In the 2d world-sheet action the parameters of the Yang-Mills theory can not be seen until the theory is coupled to the quantum gravity. When the model is coupled to 2d quantum gravity and quantized in the conformal gauge, we get (ignoring as usual the ghost terms) the following boson part of the quantized action as
$`S(\widehat{g})`$ $`=`$ $`{\displaystyle \frac{1}{8\pi }}{\displaystyle }d^2z\sqrt{\widehat{g}}\{G_{00}(\rho )_\beta \rho ^\beta \rho +\widehat{R}\mathrm{\Phi }(\rho )+G_{MN}(\rho ,\varphi )_\beta \varphi ^M^\beta \varphi ^N`$ (13)
$`+(RR\mathrm{bg})\},`$
where $`M,N=1D1`$, $`G_{MN}(\rho ,\varphi )=\{G_{\mu \nu }(\rho ),G_{ij}(\rho ,\varphi )\}`$ and $`\rho `$ denotes the Liouville field. The last term $`(RR\mathrm{bg})`$ represents the part depending of the $`RR`$-background fields which appear since we are considering super-symmetric world sheet action of the corresponding string model. $`\mathrm{\Phi }(\rho )`$, $`G_{00}(\rho )`$, $`G_{MN}(\rho ,\varphi )`$ and $`RR\mathrm{bg}`$ are determined such that the above action is conformal invariant as mentioned in the previous section. From the viewpoint of the holography, we comment on these functions: (i) When the D-branes are present, $`e^{\mathrm{\Phi }(\rho )}`$ represents the Yang-Mills coupling constant. (ii) As for $`G_{MN}(\rho ,\varphi )`$, its sigma model part can be denoted as $`G_{ij}(\rho ,\varphi )=e^{2C(\rho )}\widehat{G}_{ij}(\varphi )`$ according to the principle mentioned in the previous section, and $`e^{2C(\rho )}`$ represents the running coupling constant of the sigma model. We must notice here that it is controlled by the Yang-Mills theory or D-branes. The free field part is also non-trivial in the presence of D-branes, and it is denoted here as $`G_{\mu \nu }(\rho )=e^{2A(\rho )}\eta _{\mu \nu }`$. This is the reflection of the fact that the sector of the Yang-Mills theory interacts with the sigma model sector via Liouville fields $`\rho `$.
This action represents the boson part of the super-symmetric world-sheet action of the non-critical string which couples to the background defined by $`G_{MN}(\rho ,\varphi )`$, $`\mathrm{\Phi }(\rho )`$ and $`RRbg`$. Here we suppose a string theory of type 0 in which there is no space-time super-symmetry but modular invariance of the loop amplitudes is satisfied. In the target-space, only one R-R field $`A_{p+1}`$ is considered other than the usual NS-NS fields. <sup>3</sup><sup>3</sup>3Although two kinds of the fundamental D-brane can be considered , we here consider only the electric type of R-R charge. And we expect that N $`D_{p+1}`$-branes are stacked on the boundary to make the U(N) gauge theory there.
Then we start from the following target-space action,
$`S_D`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa ^2}}{\displaystyle }dx^D\sqrt{|g|}\{e^{2\mathrm{\Phi }}(R4(\mathrm{\Phi })^2+(T)^2+V(T)+c)`$ (14)
$`+{\displaystyle \frac{1}{2(p+2)!}}f(T)F_{p+2}^2\},`$
where $`c=(10D)/2\alpha ^{}`$, and $`F_{p+2}=dA_{p+1}`$ is the field strength of $`A_{p+1}`$. Hereafter we take $`\alpha ^{}=1`$. The total dimension $`D`$ includes the Liouville direction, which was denoted by $`\rho `$. The tachyon potential is represented by $`V(T)`$, and $`f(T)`$ denotes the couplings between the tachyon and the R-R field investigated in . When we solve the equations near $`T=0`$, we use for $`V_c(T)=c+V(T)`$ its well-known form,
$$V_c=\frac{D10}{2}T^2+O(T^4).$$
(15)
In the case of super-symmetric world-sheet action, the potential would be the even function of $`T`$ .
Although $`f(T)`$ is expected to play an important role in the type 0 model , we neglect here its $`T`$-dependence and set $`f(T)=1`$ for the simplicity. As for the stability of the tachyon in the dimension $`D>2`$, it is recovered here by $`V(T)`$ and D-branes as seen below. Then the equations of motion are written as
$`R_{\mu \nu }2_\mu _\nu \mathrm{\Phi }`$ $`=`$ $`_\mu T_\nu T+e^{2\mathrm{\Phi }}T_{\mu \nu }^A`$ (16)
$`4_\mu \mathrm{\Phi }^\mu \mathrm{\Phi }+2^2\mathrm{\Phi }`$ $`=`$ $`{\displaystyle \frac{D2d2}{4(p+2)!}}e^{2\mathrm{\Phi }}F_{p+2}^2+V_c(T)`$ (17)
$`^2T2_\mu \mathrm{\Phi }^\mu T`$ $`=`$ $`{\displaystyle \frac{1}{2}}V_c^{}(T)`$ (18)
$$_\mu (\sqrt{|g|}F^{\mu \nu _1\mathrm{}\nu _{p+1}})=0,$$
(19)
where
$$T_{\mu \nu }^A=\frac{1}{2(p+1)!}\left(F_{\mu \nu _1\mathrm{}\nu _{p+1}}F_\nu ^{\nu _1\mathrm{}\nu _{p+1}}\frac{g_{\mu \nu }}{2(p+2)}F_{\nu _1\mathrm{}\nu _{p+2}}F^{\nu _1\mathrm{}\nu _{p+2}}\right).$$
(20)
We solve the above equations according to the following ansatz;
$$ds^2=e^{2A(r)}\eta _{\mu \nu }dx^\mu dx^\nu +e^{2B(r)}dr^2+e^{2C(r)}\widehat{G}_{ab}dx^adx^b$$
(21)
$$\mathrm{\Phi }\mathrm{\Phi }(r),TT(r)\text{and}A_{01\mathrm{}p}=e^{q(r)},$$
(22)
where $`(x^\mu ,x^a)`$, $`\mu =0p(=d1)`$ and $`a=1n`$, denote the space-time coordinates. And $`r`$ is related to the Liouville direction as given below. The equation (19) is solved as
$$_re^{c(r)}=Ne^{dA+B+\overline{d}C}$$
(23)
where $`\overline{d}=Dd1=Dp2`$ and N denotes the number of the p-brane. The remaining equations (16) and (17) are solved in the form
$$A(\rho )=\gamma \rho +a(\rho ),B(\rho )=\rho +b(\rho ),$$
(24)
$$C(\rho )=C_0+c(\rho ),\mathrm{\Phi }(\rho )=\mathrm{\Phi }_0+\varphi (\rho ),T(\rho )=T_0+t(\rho ),$$
(25)
where we used the following notation for the Liouville mode,
$$\rho =\mathrm{ln}r.$$
This relation is given such that the flat metric of $`d+1`$ sector could be found for $`\gamma =0`$, $`a=0`$ and $`b=0`$ when their coordinates are taken by $`(\rho ,x^\mu )`$ as in considering the sigma model.
Then the equations to be solved are given as
$$\ddot{a}+\dot{a}(d\dot{a}\dot{b}+\overline{d}\dot{c}2\dot{\varphi })+\gamma (2d\dot{a}\dot{b}+\overline{d}\dot{c}2\dot{\varphi })=d\gamma ^2+\frac{\lambda _0^2}{4}e^{2l},$$
(26)
$$d[\ddot{a}+\gamma (2\dot{a}\dot{b})+\dot{a}(\dot{a}\dot{b})]2(\ddot{\varphi }\dot{b}\dot{\varphi })+\dot{t}^2+\overline{d}[\ddot{c}+\dot{c}(\dot{c}\dot{b})]=d\gamma ^2+\frac{\lambda _0^2}{4}e^{2l},$$
(27)
$$\ddot{c}+\dot{c}(d\dot{a}\dot{b}+\overline{d}\dot{c}2\dot{\varphi })+d\gamma \dot{c}=(\overline{d}1)e^{2C_0+2(bc)}\frac{\lambda _0^2}{4}e^{2l},$$
(28)
$$\ddot{\varphi }+\dot{\varphi }(d\dot{a}\dot{b}+\overline{d}\dot{c}2\dot{\varphi })+d\gamma \dot{\varphi }=\frac{D2d2}{8}\lambda _0^2e^{2l}+\frac{1}{2}V_c(T)e^{2b},$$
(29)
$$\ddot{t}+\dot{t}(d\dot{a}\dot{b}+\overline{d}\dot{c}2\dot{\varphi })+d\gamma \dot{t}=\frac{1}{2}V_c^{}(T)e^{2b},$$
(30)
where
$$l=b+\varphi \overline{d}(C_0+c),\lambda _0=Ne^{\mathrm{\Phi }_0}.$$
The dot denotes the derivative with respect to $`\rho `$, and $`\lambda _0`$ represents the tโHooft coupling constant.
## 4 Solution in linear dilaton vacuum
Here we firstly examine the renormalization group equations of the sigma model only before studying the coupled system of the Yang-Mills theory and the sigma model. The equations are obtained from the above equations by setting as $`N=0`$, which means no D-branes in the background. In this case, the simplest configuration is the linear dilaton vacuum, which is set as
$$\gamma =0,\varphi (\rho )=\frac{1}{2}Q\rho +\phi (\rho ).$$
(31)
Now the d-dimensional part is not necessary since the D-branes are absent, then we consider the case $`d=0`$ for the simplicity. Further, we take $`t(\rho )=0`$, which represents the fluctuation of $`T`$ around $`T=T_0`$, and $`T_0`$ is specified by
$$V^{}(T_0)=0.$$
(32)
Then the functions to be solved are $`b,c`$ and $`\phi `$. Their equations are obtained from (27) $``$ (29) as follows:
$$\overline{d}[\ddot{c}+\dot{c}(\dot{c}\dot{b})]Q\dot{b}=2(\ddot{\phi }\dot{b}\dot{\phi }),$$
(33)
$$\ddot{c}+\dot{c}(\dot{b}+\overline{d}\dot{c}2\dot{\phi })+Q\dot{c}=(\overline{d}1)e^{2C_0+2(bc)},$$
(34)
$$\ddot{\phi }+\dot{\phi }(\dot{b}+\overline{d}\dot{c}2\dot{\phi })+Q(2\dot{\phi }\frac{1}{2}\overline{d}\dot{c})=\frac{1}{2}[Q^2+V_c(T_0)e^{2b}].$$
(35)
The fixed point of the sigma model is easily seen by setting $`\dot{c}=0`$ in Eq.(34). Then we find the fixed point at,
$$g_N=e^{2C}=0.$$
(36)
Further, we should take $`\dot{\varphi }=0`$ since the linear dilaton vacuum is considered as the fixed point. Then the background charge is obtained from Eq.(35) as $`Q=e^b^{}\sqrt{V_c(T_0)}`$, $`V_c(T_0)<0`$ is required. And $`b^{}`$ is a constant as seen from Eq.(33).
We can check the stability for the tachyon fluctuation at this fixed point, where the linearized equation of (30) is written as,
$$\ddot{t}+Q\dot{t}=\frac{1}{2}V_c^{\prime \prime }(T_0)t,$$
(37)
where $`V_c^{}(T_0)=0`$ is used. Then we obtain the following condition of stability,
$$V_c^{\prime \prime }(T_0)\frac{D10}{4}.$$
(38)
When we consider the case $`T_0=0`$, which leads to $`V_c^{\prime \prime }(T_0=0)=2`$, the above condition is reduced to $`D2`$, which is the well-known result. If we consider to extend this fixed point up to $`D=10`$, then we must require $`T_00`$ and $`V_c^{\prime \prime }(T_0)0`$.
The possible position of this vacuum is shown in Fig.1, which shows the schematic tachyon-potential since the correct form of $`V(T)`$ is not known. The point $`B`$ represents the minimum of $`V(T)`$, and such a point will be found if the second order term of $`T^4`$ is positive. But this is open here, and we assume that there is such a point.
Now, we study the running behaviour of $`g_N`$ near this fixed point. The running solutions are obtained by expanding $`\phi ,b`$ and $`c`$ around this fixed point by an appropriate small parameter. Here two expansion-forms are considered. First, we expand the running parameters by $`g_N`$ as in the usual perturbation since we are considering near $`g_N=0`$. Then $`\phi `$ and $`b`$ are expanded as
$$\phi =\phi _1g_N+\phi _2g_N^2+\mathrm{},b=b_1g_N+b_2g_N^2+\mathrm{}.$$
(39)
And the $`\beta `$-function of $`g_N`$ is defined as
$$\beta _g=\dot{g_N}=\beta _0g_N^2+\beta _1g_N^3+\mathrm{},$$
(40)
since the loop-corrections for the coupling constant begins from $`O(g_N^2)`$. Then the equations (33) $``$ (35) are rewritten in terms of $`\beta _g`$, for example (34) can be written as
$$\beta [g_N\beta ^{}+Qg_N\beta (\frac{\overline{d}}{2}+1+2g_N\phi ^{}+g_Nb^{})]=2g_N^3(\overline{d}1)e^{2b},$$
(41)
where prime denotes the derivative with respect to $`g_N`$. From the lower order equations, we obtain
$$\beta _0=2\frac{\overline{d}1}{Q},\beta _1=4\frac{(\overline{d}1)^2}{Q^3},$$
(42)
$$b_1=\frac{\overline{d}(\overline{d}1)}{2Q},\phi _1=\frac{5\overline{d}(\overline{d}1)}{16Q^2}+\frac{\overline{d}}{8}.$$
(43)
The โdressedโ $`\beta `$-function should be defined as $`\beta _g=dg_N/\alpha d\rho `$, here $`\alpha =1/2(Q\sqrt{Q^2+2V^{\prime \prime }(T_0)})`$, according to the section two. Then we obtain
$$\beta _g=\frac{2}{\alpha Q}((\overline{d}1)g_N^22\frac{(\overline{d}1)^2}{Q^2}g_N^3+\mathrm{}).$$
(44)
This is the expected $`\beta `$-function of $`g_N`$ since it shows the asymptotic freedom and the dressed factor given in (10). The coefficient is exact at least for the one loop result. But the coefficient of the two-loop correction depends of $`Q`$ even if the dressed factor was moved out. This implies that the relation given in (10) is not correct at two-loop order and the dressed factors are different order by order. The second remark is that the $`\beta `$-function given above is considered as the one of super-symmetric O$`(\overline{d})`$-nonlinear sigma model. And it is known that the $`\beta `$-function is one-loop finite for O$`(3)`$ super-symmetric sigma model . But this can not be seen from (44) when we respect to the relation (10), so we should consider that the second order term would be largely modified by the quantum gravity. However the one-loop part is unchanged and Eq.(10) is satisfied. Noticing this point, we continue the analysis further.
Next, we solve the same equations, (33) $``$ (35), in terms of another expansions. The asymptotic free coupling constant generally has the behaviour like $`1/\rho ^a`$ with positive constant $`a`$ near the fixed point, where $`\rho 0`$. Then we expect $`c=c_0\mathrm{ln}\rho +\mathrm{}`$, where $`\mathrm{}`$ tends to zero for $`\rho \mathrm{}`$ and $`c_0>0`$. Then by assuming the form,
$$C=C_0+c_0\mathrm{ln}\rho +\mathrm{},b=b_0\mathrm{ln}\rho +\mathrm{},\phi =\phi _0\mathrm{ln}\rho +\mathrm{},$$
(45)
we obtain the following solution,
$$c_0=\frac{1}{2},b_0=0,\phi _0=\frac{\overline{d}}{8},\mathrm{and}\mathrm{e}^{2\mathrm{C}_0}=\frac{2(\overline{\mathrm{d}}1)}{\mathrm{Q}}.$$
(46)
This result gives the same $`\beta _g`$ up to the one loop order, and we can see $`g_N1/\rho `$ at large $`\rho `$. But the $`\phi (\rho )`$, which begins from $`\mathrm{ln}\rho `$ here, has different behaviour from the one obtained by the $`g_N`$-expansions, where $`\phi (\rho )`$ begins from $`1/\rho `$. Both expansions are the perturbative expansions around the same fixed point, so the differences in the $`\rho `$ dependence of the parameters of the theory could be considered as the difference of the regularization scheme, but the one-loop coefficient of the $`\beta `$-function is scheme independent. We notice here that $`\phi (\rho )`$ does not now represent the coupling constant of the gauge theory, which is absent in this case.
The above equations, (33) $``$ (35), might be used even at large coupling region. And we would expect an infrared fixed point at some point $`g_N=g_N^{}0`$, which smoothly continued to the ultra-violet fixed point at $`g_N=0`$ given above. If such a fixed point existed, it might be found by using the second type expansions,
$$\beta =\beta _0(g_Ng_N^{})^{\beta _1}+\mathrm{},\beta _1>0$$
(47)
$$b=b_0\mathrm{ln}(g_Ng_N^{})+\mathrm{},\phi =\phi _0\mathrm{ln}(g_Ng_N^{})+\mathrm{}.$$
(48)
But we could not find such a solution. Then we could say that the sigma model has only the ultra-violet fixed point at $`g_N=0`$.
In the following sections, we consider the case of $`\lambda _00`$, where the D-branes are in the background and $`\varphi (\rho )`$ represents the gauge coupling constant. And we see how the above critical behaviors of the sigma model will be changed.
## 5 Solution in background with D-branes
Here we consider the equations, (26) $``$ (30), for the case of $`N0`$ and $`\gamma 0`$. Then the terms of the D-branes are included in the equations. The fixed point of $`g_N`$ and $`\lambda =Ne^\mathrm{\Phi }`$ is simply seen by taking them as constants, $`g_N^{}`$ and $`\lambda ^{}`$. Then we obtain the following relations from Eqs.(28) and (29) by neglecting their left hand sides,
$$(\overline{d}1)g_N^{}=\frac{\lambda ^2}{4}g_N^{\overline{d}},$$
(49)
$$(D2d2)\frac{\lambda ^2}{4}g_N^{\overline{d}}=V_c(T^{}).$$
(50)
From these, we obtain
$$\lambda ^2g_N^{\stackrel{~}{d}}=4\stackrel{~}{d},$$
(51)
where $`\stackrel{~}{d}=\overline{d}1=Dd2`$. We consider the case of $`\stackrel{~}{d}>0`$. The relation (51) implies a kind of duality of $`\lambda ^{}`$ and $`g_N^{}`$. The asymptotic freedom of gauge coupling constant could be seen in the large coupling region of $`g_N`$ and vice versa. This relation would be satisfied in quite general $`d+1`$-dimensional manifold since Eq.(51) is independent on $`a(\rho ),b(\rho )`$ and $`\gamma `$ which are responsible for the geometry of the $`d+1`$-dimensional manifold. It is possible to determine the geometry of the background manifold for the fixed point satisfied (51) by solving Eqs.(26) and (27) with respect to $`a(\rho )`$ and $`b(\rho )`$. By assuming $`t=0`$, we can solve them as
$$\dot{a}=\frac{1}{4}\lambda ^2g_N^{\overline{d}}e^b\gamma ,$$
(52)
where $`b(\rho )`$ is arbitrary. When $`b`$ is remained as unknown function of $`\rho `$, the analysis below becomes very obscure. Then we make an anzatz that $`a(=a^{})`$ and $`b(=b^{})`$ are constant at the fixed point also. By taking further as $`\dot{t}=0`$, we obtain from the remaining equations
$$d\gamma ^2=\frac{\lambda ^2}{4}g_N^{\overline{d}}e^{2b^{}},$$
(53)
$$V_c^{}(T^{})=0.$$
(54)
These results are obtained by neglecting the $`\rho `$-dependence of all fluctuations, $`\chi _i=`$ $`\{`$ $`a(\rho ),b(\rho ),\varphi (\rho ),t(\rho )`$ $`\}`$, from the biggining. And we arrive at the fixed point configuration, $`AdS_{d+1}S^n`$.
We firstly solve these near $`T=0`$, then $`T^{}=T_0=0`$ is obtained from Eqs.(54) and (15). This corresponds to the point $`A`$ in Fig.1 of the tachyon potential. Other parameters are determined by solving the remaining equations. Possible points examined here are shown in $`Dd`$ plane of Fig.2, but all these points are not stable. The stability condition is obtained by solving the linearized equation of Eq.(30) with respect to $`t`$ such that it has a real solution in the form of $`t=e^{\alpha \rho }`$, i.e. $`\alpha `$ being real. The equation is given as
$$\ddot{t}+d\gamma \dot{t}=te^{2b^{}},$$
(55)
then the requirement is expressed by,
$$(d\gamma /e^b^{})^24,$$
(56)
since $`\alpha `$ is obtained as
$$\alpha =\frac{1}{2}(d\gamma \pm \sqrt{(d\gamma )^24e^{2b^{}}}).$$
(57)
After all, we find three stable solutions which satisfy the above condition (56), and they are shown by disks in the Fig.2. The parameters for these solutions are summarized in the Table 1.
$$\begin{array}{cccccc}& & & & & \\ & \text{(D,d)}& \lambda ^{}& g_N^{}& \gamma /e^b^{}& \text{n}\\ & & & & & \\ \text{sol.1}& \text{(10,4)}& 4(e^b^{}/\gamma )^4& (\gamma /e^b^{})^2& \text{any constant }1/2& \text{5}\\ & & & & & \\ \text{sol.2}& \text{(7,3)}& 8\sqrt{2}/3& \frac{3}{4}& \frac{1}{\sqrt{2}}& \text{3}\\ & & & & & \\ \text{sol.3}& \text{(5,2)}& 2\sqrt{2/5}& \frac{5}{2}& \frac{\sqrt{5}}{2}& \text{2}\end{array}$$
Table 1. The stable fixed points.
We give several comments on these solutions: The (sol.1) is special since Eq.(50) does not give any constraint in this case, and all the values of parameters are not determined. But they are bounded from the stability as, $`g_N^{}1/4`$ and $`\lambda ^{}64`$. And we can see the relation of these two critical couplings,
$$g_N^2\lambda ^{}=4,$$
(58)
which is independent of $`\gamma /b^{}`$. Although $`g_N^{}`$ approaches to zero with decreasing $`\gamma `$, it is however bounded from below due to the stability and it can not arrive at zero. Then it would be impossible to see the asymptotic free region of the sigma model in the background with D-branes and $`T_0=0`$. This can be interpreted as that the fixed point observed at $`g_N=0`$ in the linear dilaton vacuum was pushed to the finite value by D-branes or Yang-Mills theory. If $`\gamma `$ decreased across the lower bound, the the tachyon would condense to stabilize the system and a new fixed point will be found in the different background where $`T_00`$.
On the other hand, it will be possible to consider the limit of $`\lambda ^{}=0`$ in this vacuum, and this is the asymptotic free limit of the gauge theory. In this case, the equations for the running couplings could be solved by expanding them in the series of $`\lambda `$ as done in the previous section for $`g_N`$. In performing this expansion, we should notice $`g_N^{}\mathrm{}`$ and $`e^b^{}0`$ for $`\lambda ^{}0`$. Then we parametrize them as
$$b(\rho )=b_0\mathrm{ln}\rho +b_1/\rho +\mathrm{},c(\rho )=c_0\mathrm{ln}\rho +c_1/\rho +\mathrm{},$$
(59)
and introduce $`\beta _\lambda =d\lambda /d\rho `$ which is expected to be expanded as $`\beta _\lambda =\beta _0\lambda ^3+\mathrm{}`$. However we can not find any solution in this form. The reason why this expansion has failed would be reduced to the fact that the right hand side of Eq.(29) vanishes. But the terms of the right hand side are necessary to obtain a desired renormalization group flow of the Yang-Mills theory. This point can be understood from the solution obtained in the previous section, where the first term of the right hand side of Eq.(28) was necessary to obtain the expected asymptotic free $`\beta `$-function of the sigma model. In fact also for $`\lambda `$, the asymptotic free solutions are seen by using the above expansion in the next section where the second term of the right hand side of Eq.(29) is retained by considering the vacuum with $`T_00`$. Then the running behaviours of the solution (sol.1) can be seen in a different expansion-form which is suitable to the case of the finite coupling constant.
For solutions (sol.2,3), the parameters are all determined definitely. The value of $`b^{}`$ depends on $`\gamma `$, but $`\lambda ^{}`$ and $`g_N^{}`$ are fixed independently on $`\gamma `$. Then the coupling constants at the fixed points are fixed definitely, this is due to availability of the Eq.(50). Although the field theory on the branes are different from the 4d Yang-Mills theory, we can expect the similar features of the flow equations to the case of (sol.1). As shown below, these are the ultra-violet fixed points for both sigma model and the field theory on the branes.
Running behaviours : First we consider the (sol.1), where we can see the relation of the sigma model and the 4d Yang-Mills theory. Their coupling constants at fixed points are related by Eq.(58). Near the fixed point, the equations can be approximated by the linearized one;
$$\ddot{a}+\gamma (2d\dot{a}\dot{b}+\overline{d}\dot{c}2\dot{\varphi })=\frac{\lambda _0^2}{2}(\varphi \overline{d}c+b),$$
(60)
$$d\ddot{a}+d\gamma (2\dot{a}\dot{b})+\overline{d}\ddot{c}2\ddot{\varphi }=\frac{\lambda _0^2}{2}(\varphi \overline{d}c+b),$$
(61)
$$\ddot{c}+d\gamma \dot{c}=\frac{\lambda _0^2}{2}[\varphi (\overline{d}1)c],$$
(62)
$$\ddot{\varphi }+d\gamma \dot{\varphi }=0,$$
(63)
$$\ddot{t}+d\gamma \dot{t}=\frac{1}{2}V_c^{\prime \prime }(T_0)t.$$
(64)
First, we can solve Eqs.(62) and (63) with respect to $`c`$ and $`\varphi `$. They represent how two dynamical system, 2d sigma model and 4d Yang-Mills theory, are interacting. Once some non-trivial $`c`$ is given, the running behaviour of $`\varphi `$ is given from Eq.(62). In other words, the $`\beta `$-function of the Yang-Mills theory is induced by the 2d sigma model and vice versa. By using $`\varphi `$ and $`c`$ determined by Eqs.(62) and (63), $`a`$ and $`b`$ are obtained from Eqs.(60) and (61). The equation of $`t`$, (64), is separated alone, then it does not give any essential effect to the running couplings of two theories.
Eq.(63) is solved as $`\varphi =\varphi _1e^{d_0\rho }`$, where $`d_0=d\gamma `$ and $`\varphi _1`$ is some constant. Then solutions for $`\chi _i`$ can be solved systematically order by order in terms of the following expansions,
$$\chi ^i(r)=\underset{n=1}{\overset{\mathrm{}}{}}\chi _n^i(e^{d_0\rho })^n.$$
(65)
For example, $`a(r)=_n`$ $`a_n(e^{d_0\rho })^n`$. Up to the second order, the coefficients $`\{`$ $`c_1,c_2`$ $`\}`$ and $`\{`$ $`a_1,a_2`$ $`\}`$ are taken arbitrarily, and the one of $`\varphi ,b`$ and $`t`$ are represented by them:
$$\varphi _1=4c_1,\varphi _2=16c_1(c_1a_1);t(\rho )=O(e^{3\lambda _0\rho }),$$
(66)
$$b_1=5c_14a_1,b_2=8a_2\frac{41}{3}c_2+\frac{8}{3}(29c_1^228c_1a_13a_1^2).$$
(67)
From these perturbative results, the $`\beta `$-function, which is defined as $`\beta (\lambda )d\lambda /d\rho `$ for $`\lambda (=Ne^\mathrm{\Phi }=Ng_{YM}^2)`$, satisfies the following relation at the critical point:
$$\beta ^{}(\lambda ^{})=d_0=d\gamma .$$
(68)
For $`g_N=e^{2C}`$, we obtain $`\beta ^{}(g_N^{})=2d_0/|\alpha |`$ by re-scaling the scale parameter, where $`\alpha `$ is given in (57). This means that the fixed point given above is the ultra-violet one for both 2d sigma model and the 4d Yang-Mills theory.
In the case of $`D<10`$, there are two stable solutions at $`(D,d)=(7,3)`$ and $`(5,2)`$ as shown in the Table 1. In both cases, the d-dimensional field theories are not the 4d Yang-Mills theory and $`\mathrm{\Phi }`$ would not correspond to the running coupling-constant of the Yang-Mills theory. But we can see the similar relations between the sigma model and the theory in the branes as in the case of $`D=10`$. They affect each other and the fixed points of both theories are at finite values as given in the Table 1. As for the linearized equations of $`\chi ^i`$ are the same with the one of $`D=10`$ except for Eq.(63), which is written here by
$$\ddot{\varphi }+d\gamma \dot{\varphi }=\frac{D10}{2}(\varphi \overline{d}c).$$
(69)
The equations are solved as in the case of $`D=10`$. First, this equation and Eq.(62) are solved in the form of $`\varphi =\varphi _1e^{\delta \rho }`$ and $`c=c_1e^{\delta \rho }`$, then we obtain
$$\delta =1\pm \sqrt{E_\pm },E_\pm =\frac{1}{2}(D2\pm \sqrt{D^212D+84}).$$
(70)
The value of $`\delta `$ are evaluated for the two cases as
$$\delta =\{\begin{array}{cc}4.30,\mathrm{\hspace{0.17em}2.07},1.12\pm 0.39i\hfill & \text{for (D,d)=(5,2)}\hfill \\ 4.09,1.81,0.308,\mathrm{\hspace{0.17em}1.97}\hfill & \text{for (D,d)=(7,3)}.\hfill \end{array}$$
(71)
It should be real and negative since we are considering at the ultra-violet fixed point. In this sense, we can choose $`\delta =4.30`$ for $`(D,d)=(5,2)`$, but there are three candidates in the case of $`(D,d)=(7,3)`$ and there is no principle to choose one of them. Including this problem, these two solutions are remained to be explained in more detail based on some meaningful dynamical system.
## 6 Asymptotic free solution
The fixed points considered above correspond to a finite value of the coupling constants for both gauge theory and the sigma model. However we can expect a fixed point where asymptotic freedom is seen for one of them due to the relation (51). Such a solution would be found by solving the equations in terms of the following expansion for $`\chi ^i`$ . For $`a`$, we take the form,
$$a(\rho )=\overline{a}_0\mathrm{ln}\rho +\overline{a}_1\frac{1}{\rho }(\mathrm{ln}\rho +\overline{a}_{10})+\mathrm{},$$
(72)
For $`b`$ and $`c`$, they are written by replacing ($`a`$, $`\overline{a}_0`$ $`\overline{a}_{10}`$) by ($`b`$, $`\overline{b}_0`$, $`\overline{b}_{10}`$) and ($`c`$, $`\overline{c}_0`$, $`\overline{c}_{10}`$) respectively in the above equation (72). And we set
$$\varphi (\rho )=\overline{\varphi }_0\mathrm{ln}\rho +\overline{\varphi }_1\frac{1}{\rho }\mathrm{ln}\rho +\overline{\varphi }_2\frac{1}{\rho ^2}\mathrm{ln}^2\rho +\mathrm{},$$
(73)
$$t(\rho )=\overline{t}_1\frac{1}{\rho }+\overline{t}_2\frac{1}{\rho ^2}(\mathrm{ln}\rho +\overline{t}_{20})+\mathrm{}.$$
(74)
In these functional form, the asymptotic free gauge theory is obtained for $`\overline{\varphi }_0<0`$. While the asymptotic free behaviour of the 2d sigma model will be found for $`\overline{c}_0>0`$.
### 6.1 Solutions for $`\gamma 0`$
First, we consider the case of $`\gamma 0`$. The linearized equations with respect to the fluctuations $`\chi ^i`$ are not useful when we use the above expansions, and full form of equations are now used. And they are solved by expanding equations in the power series of $`1/\rho `$, which is assumed being very small. Firstly the lowest order terms are examined. From Eqs. (26), (27) and (28), we obtain
$$\frac{\lambda _0^2}{4}e^{2\overline{d}C_0}=d\gamma ^2=(\overline{d}1)e^{2C_0},$$
(75)
$$\overline{\varphi }_0=(Dd2)\overline{c}_0,\overline{c}_0=\overline{b}_0.$$
(76)
The above solution is possible only for $`Dd2>0`$ since we are considering the case $`\gamma 0`$. From (29) if $`D2(d+1)`$, then $`\overline{b}_0=0`$ in order to cancel the lowest order term on the right hand side of this equation (29). Then (76) implies the trivial solution, $`\overline{\varphi }_0=\overline{c}_0=\overline{b}_0=0`$. So, we must set $`D=2(d+1)`$. Then the first equation of (76) is written as $`\overline{\varphi }_0=d\overline{c}_0`$. From this we can see that if Yang-Mills theory is asymptotic free then the coupling constant of the sigma model is asymptotically infinite and vice versa. This is the reflection of the relation given in (51). For $`\gamma 0`$ case, only the solution of negative $`\overline{\varphi }_0`$ is possible as shown below.
Namely, we obtain $`\overline{b}_0=1/2`$ and $`V_c(T_0)=2d\gamma \overline{\varphi }_0`$ by considering the next order terms ($`O(1/\rho )`$) in (29). Then $`c_0=1/2`$, and this implies the asymptotically infinite sigma model coupling constant as pointed out above . The results are summarized as
$$\overline{\varphi }_0=\frac{D2}{4},\overline{c}_0=\overline{b}_0=\frac{1}{2},D=2(d+1),$$
(77)
$$V_c(T_0)=\frac{D2}{2}d\gamma .$$
(78)
As for the tachyon potential, we can see more from the lowest and the first order terms of Eq.(30), which leads to
$$V^{}(T_0)=0,V^{\prime \prime }(T_0)=2d\gamma .$$
(79)
The second equation of (79) is derived by assuming $`\overline{t}_10`$. From these, the fixed points given here will be situated at the maximum point of the tachyon potential; at point $`A(T_0=0)`$ or $`C(T_00)`$ in the Fig.1.
As for the value of $`T_0`$, we can check it from (78) and (15). If $`T_0=0`$, we obtain
$$D=\frac{10+d\gamma }{1+d\gamma }.$$
(80)
This is not satisfied for $`D=10`$ since $`\gamma 0`$. Then the fixed point for $`D=10`$ should be realized at $`T_00`$ which is identified with the point $`C`$, or other local maximum with $`T_00`$. We give one more remark for the case of $`D=10`$. We obtain $`\overline{\varphi }_0=2`$ and $`d=4`$ from equations of (77), then we can see that the coupling constant of 4d Yang-Mills theory decreases at large $`\rho `$ as $`g_{YM}^21/\rho ^2`$. But the expected case is $`\overline{\varphi }_0=1`$. This point might be resolved by considering an effective coupling constant obtained from the Born-amplitude of $`Q\overline{Q}`$ scattering .
Next, we comment on the solutions for $`D<10`$. It is easy to find the solution of $`\overline{\varphi }_0=1`$ at $`D=6`$. But we find $`d=2`$ in this case, so $`\overline{\varphi }_0=1`$ can not be connected to the favorable behaviour of the $`\beta `$-function of the 4d Yang-Mills theory. For $`D=6`$ solution, $`T_0=0`$ is possible and all parameters are determined as
$$\lambda _0=8\sqrt{2},\gamma =1/2,e^{2C_0}=1/4.$$
(81)
Then this fixed point can be taken at the point $`A`$ in the Fig.1, and the parameters would be determined definitely. The above solutions are summarized in the Table 2.
$$\begin{array}{cccccc}& & & & & \\ & \text{(D,d)}& \overline{\varphi }_0& \overline{c}_0& T_0& \text{n}\\ & & & & & \\ \text{af1}& \text{(10,4)}& \text{-2}& \text{-1/2}& 0& \text{5}\\ & & & & & \\ \text{af2}& \text{(6,2)}& \text{-1}& \text{-1/2}& \text{could be 0}& \text{3}\end{array}$$
Table 2. Asymptotic free solutions for $`\gamma 0`$.
Finally we examine the stability of the tachyon fluctuation from its linearized equation of Eq.(30). Near the fixed point, $`\rho \mathrm{}`$, the linear term of $`t`$ is expressed as
$$\ddot{t}+d\gamma \dot{t}=\frac{1}{2\rho }V_c^{\prime \prime }(T_0)t.$$
(82)
Since the right hand side is negligible small, then this fixed point is stable against small tachyon fluctuation for the above two solutions.
### 6.2 Solutions for $`\gamma =0`$
Next, we consider the case of $`\gamma =0`$. In this case, the bulk configuration will largely deviate from the horizon configuration, $`AdS_{d+1}S^n`$, of the original D-branes given in the type IIB string theory. Then we now widely extend the duality relation of bulk gravity and the quantum field theory on the boundary or the branes.
The equations are solved in the form given by (72) $``$ (74). Here we notice the following points. In this case also, the term from the D-brane, the term proportional to $`\lambda _0`$, must be suppressed at $`\rho \mathrm{}`$ at least to the order of $`\rho ^2`$ to obtain a solution with $`\gamma =0`$ as seen from Eqs.(26) and (27). This is because of the fact that the left hand sides of these two equations are the order of $`\rho ^2`$. The situation is the same for the other three equations. Then the terms of the right hand sides, the first term of (28) (the curvature term of $`S^n`$) and the second potential term of (29), will also suppressed as $`\rho ^2`$ or more. Several possibilities are considered here in solving the equations depending on which terms are retained or abandoned in the right hand sides as the one of order of $`\rho ^2`$. Among those solutions, we show here two interesting cases.
First we consider the case where the terms coming from the D-branes and $`S^n`$-curvature are retained and the term from the tachyon-potential is suppressed. Namely, we assume
$$\overline{b}_0+\overline{\varphi }_0\overline{d}\overline{c}_0=1,\overline{b}_0\overline{c}_0=1,\overline{b}_0<1.$$
(83)
Then we obtain
$$\overline{\lambda }_0^2=2(D2)\overline{a}_0^2,e^{2C_0}=(\frac{D2}{2(\overline{d}1)})^2\overline{a}_0^2,$$
(84)
where $`\overline{\lambda }_0=\lambda _0e^{2\overline{d}C_0}`$ and
$$\overline{\varphi }_0=(d+1\frac{D}{2})\overline{a}_0,\overline{c}_0=\frac{\overline{\varphi }_0}{\overline{d}1},\overline{b}_0=\overline{c}_01.$$
(85)
Here $`\overline{a}_0`$ remains undetermined. Since $`\overline{b}_0<1`$, we can see that $`\overline{\varphi }_0`$ and $`\overline{c}_0`$ should be negative. This solution then could provide the desirable asymptotic free 4d Yang-Mills theory if we set as $`\overline{\varphi }_0=1`$ and $`d=4`$, which is possible here. In order to proceed the systematic perturbation in solving the equations, the right hand sides of the equations to be solved should be expanded by the power series of $`1/\rho `$. For the above setting, we obtain the integer value of $`\overline{b}_0`$ for $`D=7`$ as $`\overline{b}_0=(D5)/(D6)=2`$. And other parameters are determined as $`\overline{a}_0=2/3,\overline{c}_0=1`$ and
$$\overline{\lambda }_0=\frac{2}{3}\sqrt{10},e^{C_0}=\frac{5}{6}.$$
(86)
From these we obtain the $`\beta `$-function defined as $`\beta _\lambda =d\lambda /d\rho `$ for the tโHooft parameter $`\lambda =Ne^\mathrm{\Phi }`$ as
$$\beta _\lambda =\frac{25}{24\sqrt{10}}\lambda ^2+O(\lambda ^3).$$
(87)
This result is the expected one for the 4d Yang-Mills theory, but the coefficient $`\beta _0=\frac{25}{24\sqrt{10}}`$ might be adjusted by the factor coming from the relation between $`\rho `$ and the mass scale in the 4d Yang-Mills theory. In this sense, the relative ratios of the coefficients will be quantitatively important.
As for the sigma model, its coupling constant is asymptotically infinite and we have no knowledge to compare with this result. Then we comment only on the relation of the mass scale ($`1/a`$) in the 2d sigma model and $`\rho `$. When we respect the relation $`\rho =2\mathrm{ln}a/\alpha `$, we must determine $`\alpha `$ from the linealized equation of tachyon fluctuation $`t`$ as setting $`t=e^{\alpha \rho }`$. However, we obtain $`\alpha =0`$ due to $`\gamma =0`$. If we set as $`\alpha =0^{}`$, the large variation of $`\rho `$ corresponds to a very small change of $`1/a`$ and the coupling constant does not run with respect to $`a`$.
We show the second interesting solution. It is obtained when the terms proportional to $`\lambda _0`$ and $`V_c`$ are retained, and the term of $`S^n`$ is neglected. This situation is realized by the relations,
$$\overline{b}_0+\overline{\varphi }_0(Dd1)\overline{c}_0=1,\overline{b}_0=1,\overline{b}_0\overline{c}_0<1.$$
(88)
In this case, we obtain
$$V_c(T_0)=\frac{D}{4}\overline{\lambda }_0^2,$$
(89)
$$\overline{\varphi }_0=\frac{\overline{d}}{2\sqrt{D1}}\overline{\lambda }_0,\overline{c}_0=\frac{1}{2\sqrt{D1}}\overline{\lambda }_0=\overline{a}_0.$$
(90)
In this solution, both $`\overline{\varphi }_0`$ and $`\overline{c}_0`$ are positive, then 2d sigma model is asymptotic free but $`\lambda `$ is asymptotically infinite. This solution was expected in the section five as the limit of $`\gamma 0`$ of the (sol1), where $`(D,d)=(10,4)`$. Here several values for $`(D,d)`$ are possible, but we do not consider this solution furthermore since the situation of the mass scale for the sigma model is very different from the case of the linear dilaton vacuum as mentioned above. The value of $`T_0`$ should be nonzero since $`V_c(T_0)`$ should be negative and finite as seen from Eq.(89). Then the fixed points given here would be situated at point $`B`$ or $`C`$ in the Fig.1. The above two solutions are summarized in the Table 3.
$$\begin{array}{cccccc}& & & & & \\ & \text{(D,d)}& \overline{\varphi }_0& \overline{c}_0& T_0& \text{n}\\ & & & & & \\ \text{af3}& \text{(7,4)}& \text{-1}& \text{-1}& \text{could be 0}& \text{2}\\ & & & & & \\ \text{af4}& & \text{positive}& \text{positive}& 0& \end{array}$$
Table 3. Asymptotic free solutions for $`\gamma =0`$.
As for the stability of the above two solutions, there is no problem in the sense that the linearized equation of $`t`$ does not provide imaginary solution. The term proportional to $`\lambda _0`$, which is representing the D-branes, was essential to obtain the above two solutions. This point would be important to obtain a realistic critical behaviour of the Yang-Mills theory, but the solution of $`\overline{\varphi }_0=1`$ is restricted to $`(D,d)=(7,4)`$.
We finally comment on the fact that we can get more various solutions when we take the conditions,
$$\overline{b}_0+\overline{\varphi }_0(Dd1)\overline{c}_0<1,\overline{b}_0<1,\overline{b}_0\overline{c}_0<1,$$
(91)
by which we can neglect all the terms on the right hand sides of the Eqs.(26) $``$ (30) at least in the lowest order. The order of these neglected terms are determined by solving the equations of lower order, where these terms can be neglected, and the consistency of the results with the above assumptions are assured. But we do not consider this case more since it seems to be unnatural to determine the lowest order part of the renormalization group equations without D-branes or $`S^n`$ curvature.
## 7 Conclusion
We have examined the critical behaviours of the Yang-Mills theory and the 2d sigma model through the non-critical string theory, which is based on the super-symmetric world-sheet action, in the context of the holography. The Yang-Mills theory lives on the D-branes at the boundary of the bulk-space and the sigma model can be considered on the world-sheet of the non-critical string which could propagate in the bulk-space. They are coupled each other through the bulk gravity. The classical solutions of the gravity with D-branes provides the renormalization group flows for both theories simultaneously, and the Liouville field plays the role of the common mass scale of the renormalization group equations in both theories.
The fixed points found here can be specified by the vacuum value of the tachyon ($`T`$) and the position of its potential. Since the potential is not known except for the region near $`T=0`$, a schematic tachyon-potential $`V(T)`$ has been used for the help of understanding. In the analysis of the sigma model, the D-branes can be neglected and we obtain the expected $`\beta `$-function in the linear dilaton vacuum which is specified at the minimum of $`V(T)`$ with $`T0`$. When D-branes are present, we obtain renormalization group equations for both theories, 2d sigma model and 4d Yang-Mills theory. The fixed points are obtained by neglecting the scale-parameter dependence of the running couplings. We find that the coupling constants of the two theories are not independent and their product is finite at the fixed point. This relation implies that the asymptotic freedom of one theory can be seen in the region where the coupling of the other theory is asymptotically infinite. We could find an explicit solution which shows the asymptotic free behavior of 4d Yang-Mills theory as expected from the perturbation of the field theory. This solution is obtained in the limit where the AdS like geometry disappears. On the other hand, the coupling constant of the sigma model is very large, and it can not be โrunningโ when the mass-scale is replaced by the physical one of the 2d sigma model.
Many problems are remained to be resolved. There are many other kinds of fixed points and renormalization group flows for both the sigma model and Yang-Mills theory. They are classified by three schematically typical positions of the tachyon potential. Before studying physical properties of these fixed point, it would be necessary to find a reliable form of the potential in order to accept these fixed points and the renormalization group flows as the realistic one. Secondly, we have neglected the running of the tachyon field for the simplicity. If we could find a non-trivial running solution of the tachyon, which could connect two positions corresponding to the different-type fixed points of the Fig.1, it might be a solution of a renormalization group flow connecting two fixed points. This is an open problem here. Further, we should resolve the usefulness of our analysis at small โtHooft coupling region where string-loop corrections are usually expected.
Acknowledgement
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# Nuclear ๐ฝ-decay, Atomic Parity Violation, and New Physics
## Abstract
Determinations of $`|V_{ud}|^2`$ with super-allowed Fermi $`\beta `$-decay in nuclei and of the weak charge of the cesium in atomic parity-violation deviate from the Standard Model predicitions by $`2\sigma `$ or more. In both cases, the Standard Model over-predicts the magnitudes of the relevant observables. I discuss the implications of these results for R-parity violating (RPV) extensions of the minimal supersymmetric Standard Model. I also explore the possible consequences for RPV supersymmetry of prospective future low-energy electroweak measurements.
The search for physics beyond the Standard Model (SM) is one of the primary objectives of present and future high-energy collider experiments. At the same time, there exist a variety of low- and medium-energy atomic and nuclear studies making important contributions in the search for new physics. For example, measurements of superallowed nuclear Fermi $`\beta `$-decay provide the most precise determination of the $`ud`$ element of the Cabibbo-Kobayashi-Maskawa (CKM) matrix, $`V_{ud}`$. When combined with determinations of $`|V_{us}|`$ and $`|V_{ub}|`$ from $`K`$ and $`B`$ meson decays , nuclear Fermi $`\beta `$-decay provides a stringent test of CKM matrix unitarity. In the neutral current sector, the Boulder group has obtained a precise determination of the weak charge of the cesium atom, $`Q_W`$, using atomic parity-violation (APV). In both cases, the results deviate from the SM predictions by $`2\sigma `$ or more. Denoting $`|V_{ud}|_{SM}^2`$ the value implied by CKM unitarity and $`Q_W^{SM}`$ the weak charge computed in the SM, one has :
$`(|V_{ud}|_{EX}^2|V_{ud}|_{SM}^2)/|V_{ud}|_{SM}^2`$ $`=`$ $`0.0029\pm 0.0014`$ (1)
$`(Q_W^{EX}Q_W^{SM})/Q_W^{SM}`$ $`=`$ $`0.016\pm 0.006,`$ (2)
where โ$`EX`$โ denotes the experimental value for the corresponding observable and where the experimental and systematic errors (including theoretical) have been combined in quadrature. The APV results correspond to a single experiment, whereas the $`\beta `$-decay results have been obtained by averaging over nine different decays. Interestingly, the relative deviations from the SM in both cases are negative.
Assuming the deviations in Eqs. (1-2) cannot be explained by conventional hadronic, nuclear, or atomic effects, they may hint at the presence of new physics. In this respect, the cesium APV result has sparked considerable recent attention. Among the more interesting possbilities is that an additional neutral weak gauge boson is the culprit behind the observed deviation. The sign of the observed deviation has a natural explanation in the context of $`E_6`$ theories . The presence of an additional U(1) symmetry alone, however, would not help account for the longer-standing $`\beta `$-decay result.
In what follows, I investigate whether new physics scenarios exist which might account for both the common sign of the results in Eqs. (1-2) as well as the observed magnitudes. After making some general observations about the impact of new interactions on these observables, I illustrate using extensions of the minimal supersymmetric SM having R-parity violating (RPV) interactions. I show that low-energy electroweak data place severe constraints on this scenario. Nevertheless, at the 2$`\sigma `$ level, there exists a small but non-vanishing region in the parameter space of RPV couplings and sfermiom masses which may account for the $`\beta `$-decay and APV results. I also show that, within this framework, consistency of the low-energy results with rare decay limits does not appear to require significant mass hierarchies in the sfermion spectrum. Finally, if RPV supersymmetry is responsible for the results in Eqs. (1-2), observable consequences may also follow for other prospective low-energy precision measurements. I discuss three such cases: (i) a measurement of the PV Mรถller scattering asymmetry, (ii) a determination of the weak charge of the proton using parity-violating electron scattering (PVES), and (ii) a measurement of ratios of APV observables for different atoms along an isotope chain. The sensitivity of all three measurements to new RPV interactions differs substantially from that of $`\beta `$-decay and APV. I discuss the conditions under which these new measurements may impose further constraints on the RPV parameter space.
In general, the presence of new physics may modify low-energy semileptonic electroweak observables in two ways: (i) directly, via a new semileptonic interaction or modification of the SM semileptonic interaction, and (ii) indirectly, through a modification of the relative normalizations of leptonic and semileptonic amplitudes. Indirect effects may arise because semileptonic SM amplitudes are expressed in terms of $`G_\mu `$, the Fermi constant measured in $`\mu `$-decay. In the SM, it is related to the semiweak couplings as
$$\frac{G_\mu ^{SM}}{\sqrt{2}}=\frac{g^2}{8M_W^2}+\text{rad. corr.}\frac{g^2}{8M_W^2}[1+\mathrm{\Delta }r_\mu ],$$
(3)
where โrad. corr.โ and $`\mathrm{\Delta }r_\mu `$ denote the appropriate radiative corrections to the tree-elvel $`\mu `$-decay amplitude. The presence of new leptonic physics modifies the relation (3) as
$$\frac{G_\mu }{\sqrt{2}}=\frac{g^2}{8M_W^2}\left(1+\mathrm{\Delta }r_\mu +\mathrm{\Delta }_\mu \right)=\frac{G_\mu ^{SM}}{\sqrt{2}}(1+\mathrm{\Delta }_\mu ),$$
(4)
where $`\mathrm{\Delta }_\mu `$ denotes the new physics correction to the tree-level SM $`\mu `$-decay amplitude. When the SM is used to compute $`\beta `$-decay or APV amplitudes, one requires $`g^2/M_W^2`$ as input. Since $`G_\mu `$ is one of the three most precisely measured electroweak input parameters, it is standard to rewrite $`g^2/M_W^2`$ in terms of $`G_\mu `$ using Eq. (3). Thus, the presence of $`\mathrm{\Delta }_\mu `$ would modify the normalization of the $`\beta `$-decay and APV amplitudes via Eq. (4).
In the case of PV neutral current amplitudes, an additional $`\mathrm{\Delta }_\mu `$-dependence arises from the determination of the weak mixing angle. At tree-level in the SM, the weak charge is given by
$$Q_W^0=Z(14x)N,$$
(5)
where $`x\mathrm{sin}^2\theta _W`$ is computed in terms of $`\alpha `$, $`G_\mu `$, and $`M_Z`$ from the relation
$$x(1x)=\frac{\pi \alpha }{\sqrt{2}G_\mu M_Z^2(1\mathrm{\Delta }r\mathrm{\Delta }_\mu )},$$
(6)
and where the precise values of $`x`$ and the radiative corrections $`\mathrm{\Delta }r`$ depend on the choice of renormalization scheme. The $`\mathrm{\Delta }_\mu `$-dependence of $`\mathrm{sin}^2\theta _W`$ in Eq. (6) translates into a corresponding dependence of $`\mathrm{\Delta }_\mu `$ in $`Q_W`$.
In order to delineate the effects of new leptonic and semileptonic physics in the semileptonic observables of interest here, it is useful to define effective Fermi constants for the latter:
$`G_F^\beta `$ $`=`$ $`G_\mu |V_{ud}|\left(1\mathrm{\Delta }r_\mu +\mathrm{\Delta }r_\beta \mathrm{\Delta }_\mu +\mathrm{\Delta }_\beta \right)`$ (7)
$`G_F^{PV}`$ $`=`$ $`G_\mu Q_W^0(\mathrm{\Delta }_\mu )\left(1\mathrm{\Delta }r_\mu +\mathrm{\Delta }r_{PV}\mathrm{\Delta }_\mu +\mathrm{\Delta }_{PV}\right),`$ (8)
where $`\mathrm{\Delta }r_\beta `$ and $`\mathrm{\Delta }r_{PV}`$ denote the appropriate SM radiative corrections to the charged current $`\beta `$-decay and neutral current PV amplitudes, respectively, and where $`\mathrm{\Delta }_\beta `$ and $`\mathrm{\Delta }_{PV}`$ denote the corresponding semileptonic new physics corrections. The $`\mathrm{\Delta }_\mu `$-dependence of $`Q_W^0`$ arises for the reasons discussed above<sup>*</sup><sup>*</sup>*It is conventional to define the SM weak charge as $`Q_W^{SM}=Q_W^0(1\mathrm{\Delta }r_\mu +\mathrm{\Delta }r_{PV})`$.. The experimental results imply that
$`G_F^{\beta ,EX}/G_F^{\beta ,SM}`$ $`<`$ $`1`$ (9)
$`G_F^{PV,EX}/G_F^{PV,SM}`$ $`<`$ $`1,`$ (10)
where the SM values are computed using $`\mathrm{\Delta }_\mu =\mathrm{\Delta }_\beta =\mathrm{\Delta }_{PV}=0`$. The conventional interpretation of the reduction in effective Fermi constants is given in Eqs. (1-2).
At first glance, it appears that a positive value for $`\mathrm{\Delta }_\mu `$ would reduce the effective Fermi constants from their SM values and explain the sign of the observed deviations without requiring the interpretation of Eqs. (1-2). In the case of APV, however, the $`\mathrm{\Delta }_\mu `$-dependence of $`Q_W^0`$ cancels against the $`\mathrm{\Delta }_\mu `$-induced modification of the overall normalization, yielding a negligible net effect from $`\mathrm{\Delta }_\mu `$ on $`G_F^{PV}`$.This cancellation was first noted in Ref. in the context of oblique corrections to electroweak observables. To see this cancellation explicitly, one may expand $`Q_W^0(\mathrm{\Delta }_\mu )`$ to first order in $`\mathrm{\Delta }_\mu `$ using Eq. (6), yielding
$$G_F^{PV}G_\mu Q_W^0\left(1\mathrm{\Delta }r_\mu +\mathrm{\Delta }r_{PV}+\xi \mathrm{\Delta }_\mu +\mathrm{\Delta }_{PV}\right),$$
(11)
where
$`\xi `$ $`=`$ $`1(4Z/Q_W^0)\lambda _x`$ (12)
$`\lambda _x`$ $``$ $`{\displaystyle \frac{x(1x)}{12x}}{\displaystyle \frac{1}{1\mathrm{\Delta }r}}.`$ (13)
For cesium, $`\xi 0.05`$ when the weak mixing angle is defined in the $`\overline{MS}`$ scheme. Thus, while a non-zero value for $`\mathrm{\Delta }_\mu `$ might account for the reduction in $`G_F^\beta `$ from its SM value, it is an unlikely source of the 1.6% reduction in $`G_F^{PV}`$. Instead, one must look to new semileptonic neutral current interactions to generate the observed APV effect.
Extensions of the minimal supersymmetric standard model (MSSM) containing RPV interactions can generate tree-level contributions to $`\mathrm{\Delta }_\mu `$, $`\mathrm{\Delta }r_\beta `$, and $`\mathrm{\Delta }r_{PV}`$. The MSSM is a popular candidate for SM extensions. Although no direct evidence for supersymmetry (SUSY) has yet been obtained, there exist compelling theoretical arguments as to why it should be correct (for a review, see Ref. ). The MSSM can be extended to include terms in the superpotential which do not conserve the quantum number $`P_R=(1)^{3(BL)+2S}`$, where $`B`$ and $`L`$ denote baryon and lepton number, respectively, and $`S`$ is the spin of a given particle. Such RPV interactions result in the Lagrangians
$`_{RPV}`$ $`=`$ $`\lambda _{ijk}[\stackrel{~}{\nu }_L^i\overline{e}_R^ke_L^j+\stackrel{~}{e}_L^j\overline{e}_R^k\nu _L^i+(\stackrel{~}{e}_R^k)^{}(\overline{\nu }_L^i)^ce_L^j`$ (17)
$`(ij)]+\text{h.c.}`$
$`+\lambda _{ijk}^{}[\stackrel{~}{\nu }_L^i\overline{d}_R^kd_L^j+\stackrel{~}{d}_L^j\overline{d}_R^k\nu _L^i+(\stackrel{~}{d}_R^k)^{}(\overline{\nu }_L^i)^cd_L^j`$
$`\stackrel{~}{e}_L^i\overline{d}_R^ku_L^j\stackrel{~}{u}_L^j\overline{d}_R^ke_L^i(\stackrel{~}{d}_R^k)^{}(\overline{e}^i)_L^cu_L^j]+\text{h.c.},`$
where the $`i,j,k`$ indices denote generation and where the $`\stackrel{~}{f}`$ denotes the supersymmetric partner of the corresponding fermion $`f`$. Both the $`\lambda `$ and $`\lambda ^{}`$ terms in Eq. (17) violate lepton number conservation.
At low-energies, the exchange of a sfermion between SM fermions yields four-fermion effective interactions. Upon Fierz reordering, these interactions take on the structure of the corresponding effective current-current interactions in the SM. Consequently, one expects $`_{RPV}`$ to induce corrections to low-energy electroweak observables. In the present context, one may express these corrections in terms of the quantities $`\mathrm{\Delta }_{12k}(\stackrel{~}{e}_R^k)`$, $`\mathrm{\Delta }_{11k}^{}(\stackrel{~}{d}_R^k)`$, $`\mathrm{\Delta }_{1j1}^{}(\stackrel{~}{q}_L^j)`$, where
$$\mathrm{\Delta }_{12k}(\stackrel{~}{e}_R^k)=\frac{|\lambda _{12k}|^2}{4\sqrt{2}G_\mu ^{SM}M_{\stackrel{~}{e}_R^k}^2}.$$
(18)
with $`\stackrel{~}{e}_R^k`$ being the exchanged slepton, and where $`\mathrm{\Delta }_{11k}^{}(\stackrel{~}{d}_R^k)`$ and $`\mathrm{\Delta }_{1j1}^{}(\stackrel{~}{q}_L^j)`$ are defined as in Eq. (18) but with $`\lambda _{12k}\lambda _{11k}^{}`$, $`M_{\stackrel{~}{e}_R^k}^2M_{\stackrel{~}{d}_R^k}^2`$ and $`\lambda _{12k}\lambda _{1j1}^{}`$, $`M_{\stackrel{~}{e}_R^k}^2M_{\stackrel{~}{q}_L^j}^2`$, respectively. In terms of these quantities, which are non-negative, one has
$`\mathrm{\Delta }_\beta \mathrm{\Delta }_\mu `$ $``$ $`\mathrm{\Delta }_{11k}^{}(\stackrel{~}{d}_R^k)\mathrm{\Delta }_{12k}(\stackrel{~}{e}_R^k)`$ (19)
$`\mathrm{\Delta }_{PV}+\xi \mathrm{\Delta }_\mu `$ $``$ $`0.05\mathrm{\Delta }_{12k}(\stackrel{~}{e}_R^k)2\left({\displaystyle \frac{2Z+N}{N}}\right)\mathrm{\Delta }_{11k}^{}(\stackrel{~}{d}_R^k)`$ (21)
$`+2\left({\displaystyle \frac{2N+Z}{N}}\right)\mathrm{\Delta }_{1j1}^{}(\stackrel{~}{q}_L^j).`$
In arriving at the expression in Eqs. (21) I have omitted small contributions to the tree-level amplitude involving $`14\mathrm{sin}^2\theta _W`$. Note that $`\mathrm{\Delta }_{11k}^{}`$ and $`\mathrm{\Delta }_{12k}`$ cancel against each other in the $`\beta `$-decay amplitude. In contrast, the impact of $`\mathrm{\Delta }_{12k}`$ on the PV amplitude is suppressed while the effects of the $`\lambda ^{}`$ terms are enhanced by the factors $`2(2Z+N)/N2(2N+Z)/N5`$.
Typically, limits on the RPV interactions of Eqs. (17) are obtained assuming all but one of the $`\lambda _{ijk}`$ and $`\lambda _{ijk}^{}`$ vanish. In the present case, however, a common explanation for the $`\beta `$-decay and APV results does not obtain if only one of the terms in Eq. (17) is non-vanishing. For example, taking $`\mathrm{\Delta }_{12k}>0`$ but $`\mathrm{\Delta }_{11k}^{}=0=\mathrm{\Delta }_{1j1}^{}`$ could not account for the common sign of both the $`\beta `$-decay and APV deviations. Similarly, taking $`\mathrm{\Delta }_{12k}=0`$ but either $`\mathrm{\Delta }_{11k}^{}0`$ or $`\mathrm{\Delta }_{1j1}^{}0`$ would not generate the observed phasesA recent analysis of APV and other semi-leptonic data in terms of leptoquark interactions has been reported in Ref. . In that analysis, no new purely leptonic interactions were included. These authors find โ as noted here โ that the APV and charged current decay results are not consistent with $`\mathrm{\Delta }_{11k}^{}>0`$ in the absence of new leptonic physics.. A potentially successful scenario may arise when the both a leptonic and a semi-leptonic RPV interaction occur.
To illustrate, consider the case in which $`\mathrm{\Delta }_{12k}>\mathrm{\Delta }_{11k}^{}>\mathrm{\Delta }_{1j1}^{}=0`$. In Fig. 1 I show the values of these corrections needed ยฟto account for the low-energy results at the 2$`\sigma `$ level. By themselves, these results allow $`\mathrm{\Delta }_{12k}`$ and $`\mathrm{\Delta }_{11k}^{}`$ to differ from zero over considerable ranges. A further restriction on the allowed region is obtained by studying the results of $`\pi _\mathrm{}2`$ decays. The ratio
$$R_{e/\mu }=\frac{\mathrm{\Gamma }(\pi ^+e^+\nu _e+\pi ^+e^+\nu _e\gamma )}{\mathrm{\Gamma }(\pi ^+\mu ^+\nu _\mu +\pi ^+\mu ^+\nu _\mu \gamma )}$$
(22)
has been measured precisely at PSI and TRIUMF . Comparing the Particle Data Group average with the SM value as calculated in Ref. one has
$$\frac{R_{e/\mu }^{EX}}{R_{e/\mu }^{SM}}=0.9958\pm 0.0033\pm 0.0004$$
(23)
where the first error is experimental and the second is theoretical. In terms of RPV interactions, one has
$$\frac{R_{e/\mu }}{R_{e/\mu }^{SM}}=1+2\left[\mathrm{\Delta }_{11k}^{}(\stackrel{~}{d}_R^k)\mathrm{\Delta }_{21k}^{}(\stackrel{~}{d}_R^k)\right].$$
(24)
Note that the leptonic correction $`\mathrm{\Delta }_{12k}`$ to the overall normalization cancels from the ratio of these charged current decays, leaving only the new semileptonic contributions. Assuming $`\mathrm{\Delta }_{11k}^{}(\stackrel{~}{d}_R^k)>\mathrm{\Delta }_{21k}^{}(\stackrel{~}{d}_R^k)=0`$ one obtains strong upper bounds on $`\mathrm{\Delta }_{11k}^{}(\stackrel{~}{d}_R^k)`$ from the results in Eq. (24). The corresponding $`2\sigma `$ bounds are also shown in Fig. 1.
In principle, an additional restriction on the allowed region arises from the the self-consistency of electroweak parameters. For example, one may relate $`G_F^{SM}`$ to other parameters in the SM
$$G_F^{SM}=\frac{\pi \alpha }{\sqrt{2}M_W^2\mathrm{sin}^2\theta _W(M_Z)_{\overline{MS}}(1\mathrm{\Delta }r(M_Z)_{\overline{MS}})},$$
(25)
where $`\mathrm{\Delta }r(M_Z)_{\overline{MS}}`$ denotes a radiative correction to this relation in the $`\overline{MS}`$-scheme. From a comparison of $`G_\mu `$ with the value of the Fermi constant computed according to Eq. (25), one obtains the $`2\sigma `$ limits<sup>ยง</sup><sup>ยง</sup>ยงNote that $`\mathrm{\Delta }_{12k}0`$ according to Eq. (18). For a similar analysis in terms of the oblique parameters, see Ref.
$$0.0035<\mathrm{\Delta }_{12k}<0.0040.$$
(26)
This constraint is also shown in Fig. 1 (similar constraints can be obtained in other renormalization schemes.) At this level, the bounds from Eq. (26) do not significantly impact the allowed region. The approximate centroid of the allowed is given by ($`\mathrm{\Delta }_{12k}=0.0025`$, $`\mathrm{\Delta }_{11k}^{}=0.0010`$). This point corresponds to a -0.15% shift in $`G_F^\beta `$ and a -0.5% change in $`G_F^{PV}`$ from the SM values.
In general, experimental limits on flavor-changing neutral currents and other rare processes impose stringent limits on products of the $`\lambda _{ijk}`$ and $`\lambda _{ijk}^{}`$ couplings when two or more are simultaneously non-vanishing. The case considered above is no exception. However, when the purely leptonic correction $`\mathrm{\Delta }_{12k}(\stackrel{~}{e}_R^k)`$ involves the exchange of a $`\tau `$ slepton ($`k=3`$), the limits from rare processes do not appear to rule out the simultaneous occurrence of a leptonic and semi-leptonic RPV interaction. For example, if the $`\lambda _{123}`$ and $`\lambda _{11k}^{}`$ ($`k=2`$ or 3 but not both) interactions are both non-zero, then the decays $`B^0\tau ^\pm \mu ^\pm `$ (k=3) or $`\tau \mu K^0`$ (k=2) can occur via the exchange of a $`\stackrel{~}{\nu }_{e_L}`$. The corresponding branching ratios are (90% C.L.)
$`B(\tau \mu K^0)`$ $`<`$ $`1\times 10^3`$ (27)
$`B(B^0\tau ^\pm \mu \pm )`$ $`<`$ $`8.3\times 10^4.`$ (28)
These results imply that
$`\sqrt{|\lambda _{112}^{}\lambda _{123}|}`$ $`<0.11(M_{\stackrel{~}{\nu }_e^L}/100\text{GeV})`$ (29)
$`\sqrt{|\lambda _{113}^{}\lambda _{123}|}`$ $`<0.036(M_{\stackrel{~}{\nu }_e^L}/100\text{GeV}).`$ (30)
By comparison, taking $`\mathrm{\Delta }_{12k}(\stackrel{~}{e}_R^k)=0.0025`$ and $`\mathrm{\Delta }_{11k}^{}(\stackrel{~}{d}_R^k)=0.0010`$ as above would require
$`|\lambda _{12k}|`$ $`=`$ $`0.041(M_{\stackrel{~}{e}_R^k}/100\text{GeV})`$ (31)
$`|\lambda _{11k}^{}|`$ $`=`$ $`0.026(M_{\stackrel{~}{d}_R^k}/100\text{GeV}).`$ (32)
If $`M_{\stackrel{~}{\nu }_e^L}M_{\stackrel{~}{e}_R^k}M_{\stackrel{~}{d}_R^k}`$, then Eqs. (31) imply
$$\sqrt{|\lambda _{11k}^{}\lambda _{12k}|}0.033(M_{\stackrel{~}{f}}/100\text{GeV}),$$
(33)
where $`M_{\stackrel{~}{f}}`$ is a common sfermion mass scale. Comparing Eqs. (33) and (29,30), one sees that the $`\beta `$-decay and APV results and rare decay limits can be accomodated in the RPV MSSM without requiring mass heirarchies in the soft SUSY-breaking sector.
The viability of RPV supersymmetry in the present context would be further constrained by improved limits on rare $`B`$ and $`\tau `$ decays. In the light flavor sector, it may be tested by future low-energy electroweak measurements. New measurements of pion, neutron, and Fermi nuclear $`\beta `$-decay will further test the deviation of $`G_F^\beta `$ from the SM value. A new determination of the $`{}_{}{}^{10}\text{C}(0^+,\text{g.s.})^{10}\text{B}(0^+,1.74\text{MeV})`$ branching ratio yields a value for $`G_F^\beta `$ consistent with the SM value, though the errors are considerably larger than those corresponding to Eq. (1). A 0.7% determination of the neutron $`\beta `$-decay asymmetry parameter $`A`$ has been obtained at ILL . When combined with the world average for the neutron lifetime, the new value for $`A`$ implies an even smaller value for $`G_F^\beta `$ than obtained from the average of superallowed decays, with a similar uncertainty. A future, precise determination of $`A`$ is underway at Los Alamos.
Among neutral current studies, a PV Mรถller scattering experiment is planned for SLAC . The Mรถller asymmetry is sensitive to the leptonic correction $`\mathrm{\Delta }_{12k}`$. At tree level, one has
$$\delta _e=A_{LR}(ee)/A_{LR}^{SM}(ee)\left[1+\left(\frac{4}{14\mathrm{sin}^2\theta _W}\right)\lambda _x\right]\mathrm{\Delta }_{12k}(\stackrel{~}{e}_R^k).$$
(34)
Including the $`๐ช(\alpha )`$ electroweak corrections in $`A_{LR}^{SM}`$ leads to $`\delta _e31\mathrm{\Delta }_{12k}(\stackrel{~}{e}_R^k)`$. The expected precision for this experiment is $`\pm 7\%`$. Thus, a result implying $`\delta _e^{EX}\genfrac{}{}{0pt}{}{>}{}0.11`$ would begin to impact the 2$`\sigma `$ constraints in Fig. 1.
In the semi-leptonic sector, additional experiments are planned in APV. These measurements will consider ratios of PV observables along an isotope chain in order to reduce the effect of atomic theory uncertainties. For example, if $`A_{PV}(N)`$ denotes an APV observable for an isotope with $`N`$ neutrons, one may consider
$$=\frac{A_{PV}(N^{})A_{PV}(N)}{A_{PV}(N^{})+A_{PV}(N)}\frac{Q_W(N^{})Q_W(N)}{Q_W(N^{})+Q_W(N)}.$$
(35)
Letting $`=^{SM}(1+\delta _{})`$, where $`^{SM}`$ denotes the value in the SM, one has
$`\delta _{}`$ $``$ $`2\left({\displaystyle \frac{2Z}{N^{}+N}}\right)[2\lambda _x\mathrm{\Delta }_{12k}(\stackrel{~}{e}_R^k)+2\mathrm{\Delta }_{11k}^{}(\stackrel{~}{d}_R^k)\mathrm{\Delta }_{1j1}^{}(\stackrel{~}{q}_L^j)]`$ (37)
$`\left({\displaystyle \frac{N^{}}{\mathrm{\Delta }N}}\right)(Z\alpha )^2(3/7)\delta (\mathrm{\Delta }X_N).`$
Here, I have followed Refs. and approximated the nucleus as a sphere of constant neutron and proton densities out to radii $`R_N`$ and $`R_P`$, respectively. The parameter $`\mathrm{\Delta }X_N=(R_N^{}R_N)/R_P`$ and $`\delta \mathrm{\Delta }X_N`$ denotes the uncertainty in this quantity. Note that unlike the correction to the PV amplitude for a single isotope, the dependence of $`\delta _{}`$ on the purely leptonic new physics is not negligible. Given the allowed region in Fig. 1, the first term in Eq. (37) could range between -0.0006 and 0.0019. Although one anticipates an experimental uncertainty in $`\delta _{}`$ of $`0.0010.003`$, the uncertainty in the nuclear structure term is likely to be larger . The sensitivity of isotope ratio measurements to possible RPV effects is thus complicated by nuclear structure uncertainty.
Alternatively, one may access the RPV corrections with a PV electron scattering (PVES) measurement of the protonโs weak charge. The relative shift induced in this case is
$$\delta _P=\mathrm{\Delta }Q_W^p/Q_W^p\left(\frac{2}{14\mathrm{sin}^2\theta _W}\right)[2\lambda _x\mathrm{\Delta }_{12k}(\stackrel{~}{e}_R^k)+2\mathrm{\Delta }_{11k}^{}(\stackrel{~}{d}_R^k)\mathrm{\Delta }_{1j1}^{}(\stackrel{~}{q}_L^j)],$$
(38)
where a small contribution to the coefficient of $`\mathrm{\Delta }_{12k}`$ proportional to $`(14\mathrm{sin}^2\theta _W)`$ has been omitted for simplicity of illustration. Note that โ apart from the latter โ the dependence of $`Q_W^p`$ on new RPV physics is the same as that of $``$, to first order in the new interactions. This feature is general and applies to situations other than the RPV SUSY scenario discussed here . From Eq. (38), one would expect $`0.03\mathrm{\Delta }Q_W^p/Q_W^p0.4`$ for the allowed region in Fig. 1. Alternatively, a 3% determination of $`Q_W^p`$ would begin to tighten the 2$`\sigma `$ allowed region if $`\delta _P^{EX}\genfrac{}{}{0pt}{}{<}{}0.02`$. Recently, a letter of intent to measure $`Q_W^p`$ at the 3-5% level with PVES at the Jefferson Lab has appeared . In contrast to the situation with the isotope ratios, the interpretation of a 3% PVES determination $`Q_W^p`$ does not appear to be limited by strong interaction uncertainties. Such a measurement could place new and interesting constraints on the possibility of low-energy RPV effects.
###### Acknowledgements.
It is a pleasure to thank R. Lebed for useful discussions, W. Marciano for comments on an earlier version of this manuscript, and for S.J. Puglia for assistance in preparing the figure. This work was supported in part under U.S. Department of Energy contract #DE-AC05-84ER40150 and a National Science Foundation Young Investigator Award.
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# Measuring the relative CP-even and CP-odd Yukawa couplings of a Higgs boson at a muon-collider Higgs factory
## Acknowledgments
We thank S. Geer, R. Raja and R. Rossmanith for helpful conversations on experimental issues. This work was supported in part by the U.S. Department of Energy, the U.C. Davis Institute for High Energy Physics, the State Committee for Scientific Research (Poland) grant No. 2 P03B 014 14 and by Maria Sklodowska-Curie Joint Fund II (Poland-USA) grant No. MEN/NSF-96-252.
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# One- and two-particle microrheology
\[
## Abstract
We study the dynamics of rigid spheres embedded in viscoelastic media and address two questions of importance to microrheology. First we calculate the complete response to an external force of a single bead in a homogeneous elastic network viscously coupled to an incompressible fluid. From this response function we find the frequency range where the standard assumptions of microrheology are valid. Second we study fluctuations when embedded spheres perturb the media around them and show that mutual fluctuations of two separated spheres provide a more accurate determination of the complex shear modulus than do the fluctuations of a single sphere.
\]
Microrheology is an important experimental probe of the viscoelastic properties of soft materials. Unlike more traditional macrorheology, in which a sample is subjected to an externally imposed uniform shear strain, microrheology relies on the Brownian fluctuations of the micron-sized beads dispersed in the sample to assess the viscoelastic response function (complex shear modulus), $`G(\omega )`$. The principal advantages of this technique are that it can be used for the detailed study of materials that cannot be produced in bulk quantities and that it can be used to probe the local properties of rheologically inhomogeneous materials. Because of these two strengths, microrheology promises to open a new window on cellular biology by facilitating the study of the rheological properties of intra-cellular structures in living cells. In addition, this technique is currently being used to study various soft biomaterials.
In a typical microrheology experiment, the time-dependent position correlation function of individual probe particles is measured either by light scattering or by direct realโspace imaging. This correlation function provides a complete description (via the FluctuationโDissipation Theorem) of the frequency-dependent response of the probe particles to an external force. If inertial effects are ignored, the rheological properties of a Newtonian fluid are completely determined by a single quantity, its viscosity $`\eta `$. The displacement of a spherical particle, $`๐ฎ(\omega )`$, of radius $`a`$ in response to a force $`๐(\omega )`$ at frequency $`\omega `$ in such a fluid is given by the standard Stokes-Einstein relation:
$$u(\omega )=\frac{f(\omega )}{6\pi aG(\omega )},$$
(1)
where $`G(\omega )=i\omega \eta `$ is the complex shear modulus. A natural hypothesis is that this relation can be generalized to rheologically complex materials in which $`G(\omega )`$, the complex shear modulus has both storage (real) and loss (imaginary) components. We will refer to this extension of Eq. (1) as the Generalized StokesโEinstein relation (GSER).
In this Letter we address two basic questions regarding the interpretation of microrheological data: (1) In a homogeneous viscoelastic medium does the GSER provide the correct response function to an applied force? and, (2) if the introduction of the probe particles perturbs the local rheological properties of the medium, how does one extract the unperturbed, bulk rheological properties from the data? Recent experiments suggest that, at least in certain systems, a discrepancy exits between the macro- and microrheological measurement of the shear modulus making this question one of current interest.
To address the first of these questions, we use a model viscoelastic medium consisting of an elastic network that is viscously coupled to a fluid in which the network is embedded . In the second half of this letter, we approach the problem of rheological inhomogeneities and explicitly show that inter-particle position correlations are insensitive to the local particle environment, and therefore, provide a more reliable probe of the properties of the bulk material than do single particle fluctuations as proposed in reference .
Our model viscoelastic medium consists of an elastic network, characterized by a displacement variable $`๐ฎ`$, that is viscously coupled via a friction coefficient $`\mathrm{\Gamma }`$ to an incompressible Newtonian fluid characterized by a velocity field $`๐ฏ`$. In the absence of viscous coupling, $`๐ฎ`$ obeys the standard equation for an isotropic, elastic, compressible medium with Lamรฉ coefficients $`\lambda `$, $`\mu `$, and $`๐ฏ`$ obeys the incompressible Navier-Stokes equation with viscosity $`\eta `$. With friction included, the equations for $`๐ฎ`$ and $`๐ฏ`$ are
$`\rho \ddot{๐ฎ}\mu ^2๐ฎ\left(\lambda +\mu \right)\left(๐ฎ\right)`$ $`=`$ $`\mathrm{\Gamma }\left(\dot{๐ฎ}๐ฏ\right)+๐_\mathrm{u}`$ (2)
$`\rho _\mathrm{F}\dot{๐ฏ}\eta ^2๐ฏ+P`$ $`=`$ $`\mathrm{\Gamma }\left(\dot{๐ฎ}๐ฏ\right)+๐_\mathrm{v}`$ (3)
$`๐ฏ`$ $`=`$ $`0,`$ (4)
where $`P`$ is the pressure and $`๐_\mathrm{u}`$ and $`๐_\mathrm{v}`$ are, respectively, the force densities exerted on $`๐ฎ`$ and $`๐ฏ`$ by the embedded beads. The friction coefficient $`\mathrm{\Gamma }`$ is estimated by considering a uniform displacement of the network relative to the fluid at constant relative velocity $`๐ฏ`$. The friction force per unit volume, $`\mathrm{\Gamma }๐ฏ`$, is equal to the friction force $`\eta \xi ๐ฏ`$ on a strand of the network of length equal to the mesh size $`\xi `$ divided by $`\xi ^3`$, the volume per strand. The result is $`\mathrm{\Gamma }\eta /\xi ^2`$.
Our goal is to calculate the frequency-dependent displacement compliance $`\alpha (\omega )`$ relating bead displacement $`๐ซ(\omega )`$ to the external force $`๐
(\omega )`$ imposed on it:
$$๐ซ(\omega )=\alpha (\omega )๐
(\omega ),$$
(5)
and to determine under which conditions, if any, the GSER, $`\alpha (\omega )=1/\left(6\pi aG(\omega )\right)`$ applies, i.e. under what conditions measurements of the displacement of an individual particle provide a direct measure of the complex shear modulus of the two-fluid medium. The complete solution to this problem requires solving Eqs. 24 with time derivatives replaced by $`i\omega `$, $`๐_\mathrm{u}`$ and $`๐_\mathrm{v}`$ equal to zero, and with boundary conditions that $`๐ฎ(\omega )=๐ฏ/(i\omega )=๐ซ(\omega )`$ at the surface of the sphere. The resulting functions $`๐ฎ(๐ฑ,\omega )`$ and $`๐ฏ(๐ฑ,\omega )`$ can then be used to calculate the stress at the surface of the bead and by integration the total force $`๐
_\mathrm{b}(\omega )`$ exerted on the medium by the bead. Newtonโs equation for a bead of mass $`M`$, $`\omega ^2M๐ฎ+๐
_\mathrm{b}(\omega )=๐
(\omega )`$ then determines $`\alpha (\omega )`$. This procedure is laborious at best, and we will apply a slightly less rigorous one. We localize the beadโmedium forces $`๐_\alpha `$, ($`\alpha =\mathrm{u},\mathrm{v}`$) on the bead by setting $`๐_\alpha (๐ค,\omega )=๐
_\alpha (\omega )\mathrm{\Theta }(\left|๐ค\right|k_{\mathrm{max}})`$ where $`๐_\alpha (๐ค,\omega )`$ is the Fourier transform of $`๐_\alpha (๐ฑ,t)`$, $`๐
_\alpha (\omega )`$ is the integrated force exerted by the bead, $`k_{\mathrm{max}}=\pi /2a`$, and $`\mathrm{\Theta }(x)`$ is the unit step function. The total force exerted on the bead by the medium is $`๐
_\mathrm{b}(\omega )=๐
_\mathrm{u}(\omega )+๐
_\mathrm{v}(\omega )`$ and Newtonโs equation for a bead is the same as above.
Our procedure is to use Eqs. 24 to calculate $`๐ฎ(๐ค,\omega )`$ and $`๐ฏ(๐ค,\omega )`$ in terms of $`๐_\mathrm{u}(๐ค,\omega )`$ and $`๐_\mathrm{v}(๐ค,\omega )`$, and then to calculate by integration over $`k`$, the network displacement $`๐ซ(\omega )`$ and fluid velocity $`๐ฐ(\omega )`$ at the bead in terms of $`๐
_\alpha (\omega )`$. We then require that the bead, the network, and the fluid all move together at the bead, i.e. that $`๐ซ(\omega )`$ be the bead displacement and $`๐ฐ(\omega )=i\omega ๐ซ(\omega )`$ its velocity. This constraint on $`๐ซ(\omega ),๐ฐ(\omega )`$ imposes a particular ratio between $`๐
_\mathrm{u}(\omega )`$ and $`๐
_\mathrm{v}(\omega )`$ that allows us to obtain a linear relation between $`๐ซ(\omega )`$ and $`๐
_\mathrm{b}(\omega )`$. When applied to a sphere in a Newtonian fluid and expanded in powers of $`i\omega `$, this procedure reproduces correctly the constant and $`\sqrt{i\omega }`$ contribution to $`\alpha ^1(\omega )/(i\omega )`$ and the $`i\omega `$ inertial contribution with a slightly different prefactor. We expect similar accuracy for the current problem. Our result for $`\alpha (\omega )`$ can be expressed as
$$\alpha ^1(\omega )=\frac{6\pi aG(\omega )\left(1X(\omega )\right)}{\left[1+H\left(\frac{\omega }{\omega _\mathrm{B}}\right)\frac{G(\omega )}{2B}+J(\omega )\right]}\omega ^2M$$
(6)
where we have introduced the complex shear modulus of the material: $`G(\omega )=\mu i\omega \eta `$ and the cross-over function, $`H`$ defined by
$$H(x)=1_0^1๐z\left(1+iz^2/x\right)^1$$
(7)
as well as the frequency scale: $`\omega _\mathrm{B}=\left(2\mu +\lambda \right)/(a^2\mathrm{\Gamma })`$. In this result we assume that the mass density of the elastic network is significantly lower than that of the fluid, $`\rho /\rho _\mathrm{F}1`$, owing to the open structure of the network. Consequently, in Eq. (6) we have set $`\rho =0`$. We have also introduced the functions $`J`$ and $`X`$ which we discuss briefly below. A more complete analysis of this result will be published elsewhere. In order for the result given by Eq. (6) to reduce to the GSER we must find that (at least for some frequency range) $`H0`$, $`JX`$, and $`\beta _\mathrm{b}(\omega )=\left(2\rho _\mathrm{b}a^2\omega ^2\right)/9G(\omega )1`$ where $`\rho _\mathrm{b}`$ is the mass density of the bead.
First we consider $`H`$. From Eq. (7) we note that $`H(x)`$ goes to zero as $`1/x`$ for $`x1`$, so for frequencies large compared to $`\omega _\mathrm{B}`$, we can neglect this term. From an examination of the hydrodynamic modes of the system, the physical interpretation of this result is clear. The frequency scale $`\omega _\mathrm{B}`$ is the decay time for the over-damped longitudinal compression mode of the system at the length scale of the bead. In this mode the network undergoes a compressional wave while the fluid drains from the denser parts of the network to the more rarefied parts. The $`H`$ function, therefore, represents a correction to the microrheological measurements due to the excitation of longitudinal degrees of freedom in the system. Whereas in the macrorheological experiment the applied strain is pure shear, in the microrheological experiment the probe particle responds to all the thermally excited modes of the system including the longitudinal compression modes of the elastic network. At frequencies higher than $`\omega _\mathrm{B}`$, however, the network โlocks inโ with incompressible fluid thereby eliminating the formerโs longitudinal modes and bringing the microrheological measurement into closer correspondence with standard rheology. The elimination of the so-called free-draining (longitudinal) mode at large $`\omega `$ has been discussed previously .
We now consider the function $`J(\omega )`$. Its form is controlled by two dimensionless parameters: $`\beta _\mathrm{F}(\omega )=4\omega ^2\rho _\mathrm{F}a^2/\left[G(\omega )\pi ^2\right]`$ and $`\delta =\left(\xi /a\right)^2`$. The parameter $`\beta _\mathrm{F}`$ is formed by the square of the ratio of the sphereโs radius to the inertial decay length in the medium and measures the importance of fluid inertial effects in the compliance. The second parameter, $`\delta `$, simply measures the ratio of the network mesh size to the sphere radius. In the limit that both $`\beta _\mathrm{F}`$, $`\delta 1`$ the function $`J(\omega )`$ reduces to $`X(\omega )`$. Since $`\rho _\mathrm{F}\rho _\mathrm{b}`$, $`\beta _\mathrm{b}`$ and $`\beta _\mathrm{F}`$ are of the same order and both will be small for $`\omega <\omega ^{}`$ with $`\beta _\mathrm{b}(\omega ^{})\beta _\mathrm{F}(\omega ^{})1`$. Our approximate calculation is expected to reproduce the exact result for $`\omega <\omega ^{}`$, so our estimate of the region of validity of the GSER should be correct.
In typical experiments, the probe sphere is taken to be orders of magnitude larger than the mesh size so we may safely assume that $`\delta 1`$. For experiments on actin with a sphere size of $`1\mu `$m, $`\beta _\mathrm{F}`$ remains small up to frequencies on the order of $`50`$kHz. A similar estimation of the lock-in frequency yields $`\omega _\mathrm{B}10`$Hz. Thus in typical experiments there remains a significant frequency window, $`\omega _\mathrm{B}<\omega <\omega ^{}`$, where the response function of the probe particle to an applied force is well approximated by the GSER. This model calculation reveals the range of validity of the GSER for typical experiments on soft materials; furthermore it presents a quantitive prediction of the form of the compliance in frequency regimes where the GSER does not hold.
We now turn to the issue of rheological heterogenities introduced by the beads themselves. We imagine a medium characterized by a homogeneous frequency-dependent elastic-constant tensor. The introduction of spherical probe particles perturbs the medium in the vicinity of these particles and leads to a spatially inhomogeneous elastic constant tensor $`K_{ijkl}(๐ฑ,\omega )`$. Assuming that the stress-strain relation remains local, that the frequency regime ($`\omega _\mathrm{B}<\omega <\omega ^{}`$ for our coupled network) is such that the medium can be characterized by a single, frequencyโdependent elastic constant tensor, and that inertial terms can be neglected, the equation for the displacement variables is
$$_j\left(K_{ijkl}(๐ฑ,\omega )_ku_l\right)=f_i(๐ฑ,\omega ),$$
(8)
where $`f_i(๐ฑ,\omega )`$ is the force density that acts on the surface of the particles. The displacement responses of the collection of particles to forces upon them can described by a compliance tensor $`\alpha _{ij}^{(nm)}`$:
$$R_i^n(\omega )=\alpha _{ij}^{(nm)}(\omega )F_j^m(\omega ),$$
(9)
where $`R_i^n`$ is the displacement vector of the $`n^{\mathrm{th}}`$ particle and $`F_j^\mathrm{m}`$ the force on the $`m^{\mathrm{th}}`$ particle. We ask which components of the compliance tensor depend on the bead-imposed inhomogeneities of $`K_{ijkl}(๐ฑ,\omega )`$ and which, if any, depend only on the bulk homogeneous part?
To answer this question, it is useful to consider first the simpler but related problem of determining the bulk dielectric constant of a medium by measuring the self and mutual capacitances of metal spheres whose presence perturbs the dielectric constant in their vicinity. If the dielectric constant $`ฯต(๐ฑ,\omega )`$ remains local and frequencies are such that transverse electric fields can be ignored, then the potential $`\varphi (๐ฑ,\omega )`$ satisfies
$$\left(ฯต(๐ฑ,\omega )\varphi (๐ฑ,\omega )\right)=4\pi \rho (๐ฑ),$$
(10)
where $`\rho (๐ฑ)`$ is the charge density at $`๐ฑ`$. It is clear from Eqs. (8) and (10) that there is an analogy between the electrical and rheological problems with the identification: $`\varphi ๐ฎ`$, $`ฯตK_{ijkl}`$, and $`\rho ๐`$. The total charge $`Q`$ on a metal sphere is the analog of the total force $`๐
`$ on a bead in the viscoelastic medium. The inverse capacitance tensor $`C_{nm}^1`$ defined by
$$\varphi _\mathrm{n}=C_{nm}^1Q_m,$$
(11)
where $`\varphi _n`$ is the potential on bead $`n`$ and $`Q_m`$ is the total charge on bead $`m`$, is the analog of the compliance tensor.
To keep our calculation simple, we consider two conducting spheres of radius $`a`$ separated by a distance $`r`$ in a medium of dielectric constant $`ฯต`$. Each sphere perturbs the medium locally, producing a spherical region of radius $`a^{}`$ with a dielectric constant $`\overline{ฯต}`$ as shown in Fig. (1). To leading order in $`a/r`$, the inverse self-capacitance is
$$C_{11}^1=\frac{1}{4\pi ฯตa}\left\{1+\left(\frac{a^{}}{a}1\right)\left(1\frac{ฯต}{\overline{ฯต}}\right)\right\}.$$
(12)
This result shows that fluctuations of a single bead are sensitive to the local environment around the bead and that, therefore, they do not measure directly the bulk dielectric constant, $`ฯต`$. The inverse mutual capacitance,
$$C_{12}^1=\frac{1}{4\pi ฯตr}\left(1+๐ช\left(\frac{a}{r}\right)\right),$$
(13)
depends, however, only on the bulk dielectric constant to leading order in $`a/r`$. Thus correlated voltage fluctuations $`\varphi _1(\omega )\varphi _2(\omega )=2\left(T/\omega \right)\mathrm{Im}C_{12}^1(\omega )`$ yield a direct measurement of $`ฯต(\omega )`$ provided the beads are far enough apart that $`C_{12}^1`$ is proportional to $`1/r`$.
Given the formal analogy between the electric and mechanical problems, it is reasonable to assume that displacement fluctuations of a single bead do not provide a direct measure of the bulk rheological properties whereas correlated fluctuations of two beads do, provided the beads are far enough apart. Indeed, we will find this to be the case, however, the vectorial nature of the elastic problem leads to some complications.
We begin by considering a single sphere of radius $`a`$ that perturbs the elastic medium in which it is embedded out to a radius $`a^{}`$. For $`r>a^{}`$, the medium is characterized by bulk Lamรฉ coefficients $`\mu (\omega )`$ and $`\lambda (\omega )`$. For $`r<a^{}`$ the Lamรฉ coefficients are $`\overline{\mu }(\omega )`$ and $`\overline{\lambda }(\omega )`$. Elastic displacements $`๐ฎ_{\mathrm{inner}}`$ in the inner ($`r<a^{}`$) and $`๐ฎ_{\mathrm{outer}}`$ in the outer ($`r>a^{}`$) regions satisfy the equation
$$\mu ^2๐ฎ+\lambda \left(๐ฎ\right)=0,$$
(14)
where the Lamรฉ constants take their appropriate values in each region. Putting the force applied to the sphere in the $`\widehat{z}`$ direction, the most general solution for $`๐ฎ`$ is
$`๐ฎ`$ $`=`$ $`{\displaystyle \frac{aA}{r}}\left(\nu \widehat{r}\mathrm{cos}\theta +\widehat{z}\right)+{\displaystyle \frac{a^3B}{r^3}}\left(3\widehat{r}\mathrm{cos}\theta \widehat{z}\right)+`$ (16)
$`+C\widehat{z}+{\displaystyle \frac{Dr^2}{a^2}}\left(\sigma \widehat{r}\mathrm{cos}\theta \widehat{z}\right)`$
where $`A,B,C`$, and $`D`$ are constants. The constants $`\nu `$ and $`\sigma `$ depend only on the local Lamรฉ constants. The solution for the strain field as written in Eq. (16) includes a superposition of a part that decays with distance as $`1/r`$ and a dipolar term. These first two terms are accompanied by two other solutions: a constant shift and a term growing with distance from the sphere. The later two terms cannot occur in $`๐ฎ_{\mathrm{outer}}`$ as that field must go to zero at large distances from the sphere. Thus in the bulk solution for the strain we have two undetermined constants ($`A`$ and $`B`$) while the inner solution ($`๐ฎ_{\mathrm{inner}}`$) has four undetermined constants. The application of the boundary conditions at infinity has reduced the problem to finding six constants. Due to the rigidity of the sphere, the displacement is fixed at its surface. This boundary condition contributes two more constraints. The remaining four conditions come from strain field continuity at the interface of the two elastic media ($`r=a^{}`$) and the continuity of the two components of the stress tensor at that interface, $`\sigma _{rr}`$ and $`\sigma _{r\theta }`$. The problem is now completely determined.
The complete solution shows that the self-component, $`\alpha _{ij}^{11}`$, of the compliance tensor depends in a complex way on the local Lamรฉ coefficients $`\overline{\mu }`$ and $`\overline{\lambda }`$. Thus as in the electrical case, fluctuations of a single bead will not yield reliable measurements of bulk rheology unless $`a^{}/a11`$ or $`\overline{\mu }`$, $`\overline{\lambda }`$ do not differ significantly from $`\mu `$, $`\lambda `$.
To compute the cross component, $`\alpha _{ij}^{21}(\omega )`$, of the compliance tensor relating displacements of bead 2 to forces on bead 1, we observe that bead 2 will follow the displacement field produced by bead 1 at separations $`r`$ large compared to $`a`$. Thus $`\alpha _{ij}^{21}`$ is simply the coefficient of $`F_j^1`$ in the displacement field of bead 1. At large $`r`$, only the first term in Eq. (16) survives. The coefficient $`A`$ in this term is determined by a global property of the stress field
$$F_z=๐s_j\sigma _{jz},$$
(17)
where the integral is over any closed surface surrounding the sphere. Only the $`1/r`$ part of the displacement field contributes to this integral. From this constraint we can calculate $`A_{\mathrm{outer}}`$, the coefficient of the the first term in Eq. (16) in the outer region ($`r>a^{}`$). This coefficient is linear in $`F_z`$. From this, we find that the compliance tensor can be decomposed into parts, $`\alpha _{}`$, parallel to the vector $`๐ซ`$ separating the two beads and, $`\alpha _{}`$, perpendicular to $`๐ซ`$: $`\alpha _{ij}^{21}(\omega )=\alpha _{}\widehat{r}_i\widehat{r}_j+\alpha _{}\left(\delta _{ij}\widehat{r}_i\widehat{r}_j\right)`$ with
$`\alpha _{}`$ $`=`$ $`{\displaystyle \frac{1}{4\pi r\mu (\omega )}}`$ (18)
$`\alpha _{}`$ $`=`$ $`{\displaystyle \frac{1}{8\pi r\mu (\omega )}}{\displaystyle \frac{\lambda (\omega )+3\mu (\omega )}{\lambda (\omega )+2\mu (\omega )}}.`$ (19)
Thus fluctuations parallel to the separation vector depend only on the shear modulus, $`\mu (\omega )=G(\omega )`$, whereas those perpendicular to the line of centers depend on both $`\lambda `$ and $`\mu `$. In the incompressible limit, $`\alpha _{}/\alpha _{}=1/2`$, which is identical to the ratio of the parallel and perpendicular diffusivities of two spheres with (incompressible) hydrodynamic interactions, in agreement with recent experimental results on two-point microrheology in a viscous liquid. The experimental determination of this ratio in viscoelastic materials can be used to test for compressibility effects at the frequencies relevant to the experiment.
The combination of single-particle and two-particle position correlations provide data about both the local environment of the probe particle and the bulk material. To test these ideas we suggest that two particle position correlations should be measured at smaller particle separations where $`\alpha 1/r`$. Correlations should then be sensitive to the particleโs local environment.
We would like to thank J.C. Crocker for communicating unpublished results and for many useful discussions including insight into the two-point correlation technique. We would also like to thank R.D. Kamien, F.C. MacKintosh, and A.G. Yodh for helpful discussions. This work was supported in part by the NSF MRSEC Program under grant No. DMR96โ32598.
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# Optimal coloured perceptrons
## I Introduction
The perceptron which was first analyzed with statistical mechanics techniques in the seminal paper of Gardner is by now a well-known and standard model in theoretical studies and practical applications in connection with learning and generalization . A number of extensions of the perceptron model have been formulated, including many-state and graded-response perceptrons (e.g., ). Here we present some new extensions allowing for so-called coloured or Ashkin-Teller type neurons, i.e., different types of binary neurons at each site possibly having different functions.
The idea of looking at such a model is based upon our recent work on Ashkin-Teller recurrent neural networks . There we showed that for this model with two types of binary neurons interacting through a four-neuron term and equipped with a Hebb learning rule, both the thermodynamic and dynamic properties suggest that such a model can be more efficient than a sum of two Hopfield models. For example, the quality of pattern retrieval is enhanced through a larger overlap at higher temperatures and the maximal capacity is increased. For more details and an underlying neurobiological motivation for the introduction of different types of neurons we refer to .
In the light of these results an interesting question is whether such a coloured perceptron can still be more efficient than the standard perceptron. In other words, can it have a larger maximal capacity than the one of a standard perceptron, which is known to be $`\alpha _c=2`$ (for random uncorrelated patterns). It has been suggested that this number is characteristic for all binary networks independent of the multiplicity of the neuron interactions. Thereby, the capacity is defined as the thermodynamic limit of the ratio of the total number of bits per (input) neuron to be stored and the total number of couplings per (output) neuron . We remark that โinputโ and โoutputโ refer specifically to the perceptron case.
In the sequel the maximal capacity of coloured perceptron models is studied using the Gardner approach . First-step replica-symmetry-breaking effects are evaluated and the analytic results are compared with extensive numerical simulations using various learning algorithms.
The rest of this paper is organized as follows. In Sec. II we introduce two Ashkin-Teller type perceptron models. Section III contains the replica theory and determines the maximal capacity by calculating the available volume in the space of couplings both in the replica-symmetric (Sec. IIIA) and the first-step replica-symmetry-breaking approximation (Sec. IIIB). Section IV describes the results of numerical simulations with algorithms obtained by generalizing various algorithms for simple perceptrons. In Sec. V we present our conclusions. Finally, two appendices contain some technical details of the derivations.
## II The model
Let us first formulate the coloured perceptron models. We consider $`p`$ input patterns $`๐ป^\mu =\{\zeta _i^\mu \}=\{\xi _i^\mu ,\eta _i^\mu \},i=1,\mathrm{},N`$ consisting out of two different types of patterns $`๐^\mu =\{\xi _i^\mu \}`$ and $`๐ผ^\mu =\{\eta _i^\mu \}`$, and a corresponding set of outputs $`๐ป_0^\mu =\{\xi _0^\mu ,\eta _0^\mu \}\mu =1,\mathrm{},p`$ which are determined by
$`\xi _0^\mu `$ $`=`$ $`\text{sign}(h_1^\mu +\eta _0^\mu h_3^\mu )`$ (1)
$`\eta _0^\mu `$ $`=`$ $`\text{sign}(h_2^\mu +\xi _0^\mu h_3^\mu )`$ (2)
$`\xi _0^\mu \eta _0^\mu `$ $`=`$ $`\text{sign}(\eta _0^\mu h_1^\mu +\xi _0^\mu h_2^\mu )`$ (3)
where $`h_r`$ ($`r=1,2,3`$) are the local fields acting on the patterns $`\xi `$, $`\eta `$ and their product $`\xi \eta `$ respectively
$`h_1^\mu ={\displaystyle \frac{1}{n_1}}{\displaystyle \underset{i}{}}J_i^{(1)}\xi _i^\mu ,h_2^\mu ={\displaystyle \frac{1}{n_2}}{\displaystyle \underset{i}{}}J_i^{(2)}\eta _i^\mu ,`$ (4)
$`h_3^\mu ={\displaystyle \frac{1}{n_3}}{\displaystyle \underset{i}{}}J_i^{(3)}\xi _i^\mu \eta _i^\mu ,n_r^2={\displaystyle \underset{i}{}}(J_i^{(r)})^2,r=1,2,3.`$ (5)
Both types of input patterns and their corresponding outputs are supposed to be independent identically distributed random variables (IIDRV) taking the values $`+1`$ or $`1`$ with probability $`1/2`$. The set of three equations (1)-(3) defines a mapping of the inputs $`๐ป_i^\mu `$ onto the corresponding outputs $`๐ป_0^\mu `$. We call it model I. We remark that the specific form of the equations (1)-(3) is related to the transition probabilities for a spin-flip in the dynamics . A second model, denoted by II, is defined by considering only the two equations (1) and (2). When $`|h_3|>|h_1|`$ and $`|h_3|>|h_2|`$ then the relations (1)-(2) are satisfied by two (out of the four possible) values of the output $`๐ป_0`$, otherwise model II gives the same output as model I. In other words, due to the presence of the $`\eta _0^\mu `$ and $`\xi _0^\mu `$ in the gain functions, model II contains more freedom and, strictly speaking, it is not a mapping.
The sequential dynamics of these two models has been studied in the case of low loading with the Hebb rule and shown to lead to the same equilibrium behaviour . However, this is not guaranteed here since we are concerned with optimal couplings maximizing the loading capacity. At this point we remark that when all $`J_i^{(3)}`$ are equal to zero we find back two independent standard binary perceptron models. In the sequel we take the couplings to satisfy the spherical constraint $`n_r=\sqrt{N}`$.
## III Replica theory for the maximal capacity
The coloured perceptron is trained to store correctly $`p=\frac{3}{2}\alpha N`$ patterns with $`\alpha `$ the loading capacity. The factor $`3/2`$ follows naturally from the definition of capacity given in the introduction. A pattern is stored correctly when the so-called aligning field is bigger than a certain constant $`\kappa 0`$ whereby the latter indicates the stability. It is a measure for the size of the basin of attraction of that pattern. Specifically we require that
$`\lambda _\xi ^\mu (\{J\})`$ $`=`$ $`\xi _0^\mu \left(h_1^\mu +\eta _0^\mu h_3^\mu \right)>\kappa _\xi 0`$ (6)
$`\lambda _\eta ^\mu (\{J\})`$ $`=`$ $`\eta _0^\mu \left(h_2^\mu +\xi _0^\mu h_3^\mu \right)>\kappa _\eta 0`$ (7)
$`\lambda _{\xi \eta }^\mu (\{J\})`$ $`=`$ $`(\xi _0^\mu h_1^\mu +\eta _0^\mu h_2^\mu )>\kappa _{\xi \eta }0,`$ (8)
with $`\{J\}=\{J_i^{(r)}\}`$ denoting the configurations in the space of interactions. For $`\kappa _\xi =\kappa _\eta =\kappa _{\xi \eta }=0`$ all patterns that satisfy equations (1)-(3) also satisfy (6)-(8). We remark that for model II the last inequality is superfluous.
The aim is then to determine the maximal value of the loading $`\alpha `$ for which couplings satisfying (6)-(8) can still be found. In particular, the question whether this model can be more efficient than the existing two-state models is relevant.
Following refs. we formulate the problem as an energy minimization in the space of couplings with the formal energy function defined as
$`E(\{J\})`$ $`=`$ $`{\displaystyle \underset{\mu }{}}[1\mathrm{\Theta }(\lambda _\xi ^\mu (\{J\})\kappa _\xi )`$ (9)
$`\times `$ $`\mathrm{\Theta }(\lambda _\eta ^\mu (\{J\})\kappa _\eta )\mathrm{\Theta }(\lambda _{\xi \eta }^\mu (\{J\})\kappa _{\xi \eta })].`$ (10)
We remark that for model II the third $`\mathrm{\Theta }`$-factor is absent. The quantity above counts the number of weakly embedded patterns, i.e., the patterns with stability less than $`\kappa _\xi ,\kappa _\eta ,\kappa _{\xi \eta }`$. Therefore, the minimal energy gives the minimal number of patterns that are stored incorrectly. This number is zero below a maximal storage capacity $`\alpha _c(\kappa _\xi ,\kappa _\eta ,\kappa _{\xi \eta })`$.
The basic quantity to start from is the partition function
$`Z(\beta )`$ $`=`$ $`\mathrm{exp}\left[\beta E(\{J\})\right]_{\{J\}}`$ (11)
$`\mathrm{}_{\{J\}}`$ $`=`$ $`{\displaystyle \underset{i}{}dJ_i\underset{r}{}\delta \left(\underset{i}{}(J_i^{(r)})^2N\right)\mathrm{}},`$ (12)
with $`\beta `$ the inverse temperature. As usual it is $`\mathrm{ln}Z`$ which is assumed to be a self-averaging extensive quantity . The related free energy per site
$$f=\underset{N\mathrm{}}{lim}\frac{1}{N\beta }\mathrm{ln}Z(\beta )$$
(13)
is equal, in the limit $`\beta \mathrm{}`$, to
$$\frac{E_{\mathrm{}}}{N}\underset{\beta \mathrm{}}{lim}\frac{E(\{J\})\mathrm{exp}\left[\beta E(\{J\})\right]_{\{J\}}}{NZ(\beta )},$$
(14)
which is the minimal fraction of wrong patterns (recall eq. (10)).
In order to perform the average over the disorder in the input patterns $`๐ป^\mu `$ and the corresponding outputs $`\zeta _0^\mu `$ we employ the replica method. The calculations proceed in a standard way although the technical details are much more complex. Introducing the order parameters $`q_{\gamma \tau }^{(r)}=\frac{1}{N}_iJ_i^{(r)\gamma }J_i^{(r)\tau }`$, with $`r=1,2,3`$ and $`\gamma ,\tau =1,\mathrm{},n`$ we write following
$`Z^n(\beta )`$ $`=`$ $`{\displaystyle \underset{r,\gamma ,\tau >\gamma }{}\left(\frac{\mathrm{d}q_{\gamma \tau }^{(r)}\mathrm{d}\varphi _{\gamma \tau }^r}{2\pi /N}\right)\underset{r,\gamma }{}\frac{\mathrm{d}ฯต_\gamma ^r}{2\pi }\mathrm{exp}N\left\{\frac{3}{2}\alpha G_0(q_{\gamma \tau }^{(r)})+\underset{r,\gamma ,\tau >\gamma }{}iq_{\gamma \tau }^{(r)}\varphi _{\gamma \tau }^r+G_1(\varphi _{\gamma \tau }^r,ฯต_\gamma ^r)\right\}}`$ (15)
$`G_0`$ $`=`$ $`\mathrm{ln}\{{\displaystyle \underset{\gamma }{}}([e^\beta {\displaystyle }{\displaystyle \underset{r^{}}{}}{\displaystyle \frac{\mathrm{d}\lambda ^{r^{}\gamma }}{2\pi }}+(1e^\beta ){\displaystyle _{\kappa _\xi }^{\mathrm{}}}{\displaystyle _{\kappa _\eta }^{\mathrm{}}}{\displaystyle _{\kappa _{\xi \eta }}^{\mathrm{}}}{\displaystyle \underset{r^{}}{}}{\displaystyle \frac{\mathrm{d}\lambda ^{r^{}\gamma }}{2\pi }}]{\displaystyle }{\displaystyle \underset{r^{}}{}}\mathrm{d}x^{r^{}\gamma }\mathrm{exp}\{{\displaystyle \underset{r^{}}{}}ix^{r^{}\gamma }\lambda ^{r^{}\gamma }`$ (16)
$``$ $`{\displaystyle \frac{1}{2}}\left[\left(x^{1\gamma }+x^{3\gamma }\right)^2+\left(x^{2\gamma }+x^{3\gamma }\right)^2+\left(x^{1\gamma }+x^{2\gamma }\right)^2\right]`$ (17)
$``$ $`{\displaystyle \underset{\tau >\gamma }{}}[(x^{1\gamma }+x^{3\gamma })(x^{1\tau }+x^{3\tau })q_{\gamma \tau }^{(1)}+(x^{2\gamma }+x^{3\gamma })(x^{2\tau }+x^{3\tau })q_{\gamma \tau }^{(2)}+(x^{1\gamma }+x^{2\gamma })(x^{1\tau }+x^{2\tau })q_{\gamma \tau }^{(3)}]\text{}\}\text{})\text{}\}`$ (18)
$`G_1`$ $`=`$ $`\mathrm{ln}\left\{{\displaystyle \underset{r,\gamma }{}\left(\mathrm{d}J^{(r)\gamma }\right)\mathrm{exp}\left[i\underset{r,\gamma }{}ฯต_\gamma ^r((J^{(r)\gamma })^21)i\underset{r,\gamma ,\tau >\gamma }{}\varphi _{\gamma \tau }^rJ^{(r)\gamma }J^{(r)\tau }\right]}\right\},`$ (19)
where $`\mathrm{}`$ denotes the average over the patterns, $`r^{}=1,2,3`$ for model I and $`1,2`$ for model II. Because of the latter we remark that for model II the formula for $`G_0`$ can be simplified: the integrals with respect to $`\lambda ^{3\gamma }`$ and $`x^{3\gamma }`$ are not present and thus $`x^{3\gamma }`$, $`x^{3\tau }`$ and $`\lambda ^{3\gamma }`$ have to be set to zero. Because of this simplification we only outline explicitly the calculations for model II in the sequel. The corresponding formulas for model I can be found in Appendix B.
### A Replica symmetric anzatz
We continue by making the replica-symmetric (RS) anzatz $`q_{\gamma \tau }^{(r)}=q^{(r)},\varphi _{\gamma \tau }^r=i\varphi ^r,ฯต_\gamma ^r=iฯต^r`$. Moreover, for convenience, we set $`q^{(1)}=q^{(2)}=q^{(3)}=q`$. The latter is justified for model I because of the symmetry present in this model. Furthermore, since we are going to take all $`q^{(r)}1`$ in the Gardner-Derrida analysis anyway, we keep this equality also for model II. Taking then the limits $`\beta \mathrm{}`$, $`N\mathrm{}`$ and $`n0`$ we arrive, in the case of model II, at
$`v`$ $`=`$ $`\underset{N\mathrm{}}{lim}{\displaystyle \frac{1}{N}}<\mathrm{ln}Z>`$ (20)
$`=`$ $`{\displaystyle \frac{3}{2}}\alpha {\displaystyle \mathrm{D}(s_1\left(q/2\right))\mathrm{D}(s_2\left(3q/2\right))\mathrm{ln}\psi _{RS}(\kappa _\xi ,\kappa _\eta ,s_1,s_2,q)}`$ (21)
$`+`$ $`{\displaystyle \frac{3}{2}}\left(\mathrm{ln}(1q)+{\displaystyle \frac{1}{1q}}+\mathrm{ln}2\pi \right)`$ (22)
with
$$\psi _{RS}(\kappa _\xi ,\kappa _\eta ,s_1,s_2,q)=_{l_1}^{\mathrm{}}_{l_2}^{l_3}\underset{\nu }{}\mathrm{D}(s_\nu (1))$$
(23)
where $`\nu =1,2`$, $`\mathrm{D}(s(y))=\mathrm{d}s\mathrm{exp}(\frac{1}{2y}s^2)/\sqrt{2\pi y}`$ is a modified Gaussian measure,
$`l_1`$ $`=`$ $`{\displaystyle \frac{\sqrt{\frac{2}{3}}(\frac{1}{2}(\kappa _\xi +\kappa _\eta )s_2)}{\sqrt{1q}}},`$ (24)
$`l_2`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}(\kappa _\eta s_2s_1)}{\sqrt{1q}}}u_2\sqrt{3},`$ (25)
$`l_3`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}(\kappa _\xi +s_2s_1)}{\sqrt{1q}}}+u_2\sqrt{3}.`$ (26)
and $`q`$ takes those values that minimize $`v`$, the available
volume in the space of couplings. For the corresponding expression in the case of model I we refer to Appendix B.
Taking $`\kappa _\xi =\kappa _\eta =\kappa `$ and supposing that the maximal capacity, $`\alpha _c=\alpha _{RS}`$, is signaled by the Gardner-like criterion $`q1`$ we obtain
$`\alpha _{RS}(\kappa )=`$ (27)
$`\underset{q1}{lim}\left\{{\displaystyle \frac{\mathrm{ln}(1q)\frac{1}{1q}\mathrm{ln}2\pi }{\mathrm{D}(s_1\left(q/2\right))\mathrm{D}(s_2\left(3q/2\right))\mathrm{ln}\psi _{RS}(\kappa ,\kappa ,s_1,s_2,q)}}\right\}.`$ (28)
This maximal capacity as a function of $`\kappa `$ is shown for both models in figs. 1 and 2 as a full line. For model I we obtain, e.g., $`\alpha _{RS}(\kappa =0)=1.92`$, a value that is smaller than the Gardner capacity for the simple perceptron. For model II however, we get the interesting result that $`\alpha _{RS}(\kappa =0)=2.74>2`$.
### B First-step replica symmetry breaking
It is straightforward to show geometrically that learning almost antiparallel patterns, i.e., patterns satisfying $`(๐^\mu \xi _0^\mu ,๐ผ^\mu \eta _0^\mu )(๐^\nu \xi _0^\nu ,๐ผ^\nu \eta _0^\nu )`$ results in a splitting of the space of couplings into disconnected regions. This suggests that RS is broken and, consequently, the results for $`\alpha _{RS}`$ found in Sec. IIIA are only upperbounds for the true capacity. Therefore, we want to improve the RS results by applying the first step of Parisiโs replica-symmetry-breaking (RSB) scheme (e.g., ). So, we assume that the $`q_{\gamma \tau }^{(r)}`$ in equation (15) have the following matrix block structure
$$q_{\gamma \tau }^{(r)}=\{\begin{array}{cc}q_1^{(r)}\mathrm{if}\mathrm{int}\left(\frac{(\gamma 1)m}{n}\right)=\mathrm{int}\left(\frac{(\tau 1)m}{n}\right)\hfill & \\ q_0^{(r)}\mathrm{otherwise},\hfill & \end{array}$$
(29)
where $`n`$ is the size of the matrix $`q_{\gamma \tau }^{(r)}`$, $`m`$ is the number of diagonal blocks and int($`x`$) denotes the integer part of $`x`$.
For model II we take $`q_{\gamma \tau }^{(1)}=q_{\gamma \tau }^{(2)}q_{\gamma \tau }^{(3)}`$ reflecting the symmetry of this model. For model I we repeat that all $`q^{(r)}`$โs can be taken equal. We then consider the limits $`q_1^{(r)}1`$ and $`n0`$ in such a way that $`m/(1q_1)`$, with $`q_1^{(1)}=q_1^{(2)}=q_1^{(3)}=q_1`$, remains finite. After a tedious calculation we arrive at the following expression for the RSB1 maximal capacity for model II
$`\alpha _{RSB1}(\kappa )=\underset{q_0^{(1)},q_0^{(3)},M}{\mathrm{min}}\left\{{\displaystyle \frac{\frac{2}{3}\left(\mathrm{ln}(1+M)+\frac{q_0^{(1)}M}{(1+M)(1q_0^{(1)})}+\frac{1}{2}\mathrm{ln}(1+M_3)+\frac{1}{2}\frac{q_0^{(3)}M}{(1+M_3)(1q_0^{(1)})}\right)}{\mathrm{D}t_1\mathrm{D}t_2\mathrm{ln}\psi _{RSB1}(\kappa ,t_1,t_2,q_0^{(1)},q_0^{(3)},M)}}\right\}`$ (30)
with
$`r_3={\displaystyle \frac{1q_0^{(3)}}{1q_0^{(1)}}},M_3=Mr_3,M={\displaystyle \frac{m(1q_0^{(1)})}{1q_1}}`$ (31)
and D$`t_i=\mathrm{d}t_i\mathrm{exp}(\frac{1}{2}t_i^2)/\sqrt{2\pi }`$ a Gaussian measure. The explicit form of the function $`\psi _{RSB1}(\kappa ,t_1,t_2,q_0^{(1)},q_0^{(3)},M)`$ can be found in appendix A. An analogous form for model I is written down in Appendix B.
The results are presented in figs. 1 and 2 as full lines. As expected they lie below the RS results confirming the breaking of RS, e.g., $`\alpha _{RSB1}(\kappa =0)=1.83`$ for model I and $`2.28`$ for model II. We remark that the breaking for model II is stronger than for model I, the reason being that model II allows more freedom as explained in the introduction. Finally, on the basis of results in the literature for the simple perceptron , we expect that the RSB1 results are very close to the exact ones. This is further examined by performing numerical simulations as described in the following section.
## IV Numerical simulations
The idea of these simulations is to train the network with a certain learning algorithm in order to learn as many random patterns as possible. The main technical difficulties are to find an efficient algorithm and prove its convergence.
We have tried to generalize various algorithms proposed for simple perceptrons . The most effective ones appeared to be some particular generalization of the adaptive Gardner algorithm and the Adatron algorithm . In the sequel we only report on the results obtained with these two algorithms. We remark that we have chosen $`\kappa _\xi =\kappa _\eta =\kappa _{\xi \eta }=\kappa `$ in all simulations.
One of the algorithms that has demonstrated its efficiency and for which convergence has been shown in the case of the standard perceptron is given in ref. . It is an adaptive version of the original algorithm proposed by Gardner . Using heuristic arguments presented in we have constructed for the coloured perceptron model II the following analogous learning rule
$`J_i^{(1)}`$ $``$ $`J_i^{(1)}+\xi _0^\mu \xi _i^\mu {\displaystyle \frac{1}{2}}\left(\kappa _\xi \lambda _\xi ^\mu \right)\mathrm{\Theta }\left(\kappa _\xi \lambda _\xi ^\mu \right)`$ (32)
$`J_i^{(2)}`$ $``$ $`J_i^{(2)}+\eta _0^\mu \eta _i^\mu {\displaystyle \frac{1}{2}}\left(\kappa _\eta \lambda _\eta ^\mu \right)\mathrm{\Theta }\left(\kappa _\eta \lambda _\eta ^\mu \right)`$ (33)
$`J_i^{(3)}`$ $``$ $`J_i^{(3)}+\xi _0^\mu \eta _0^\mu \xi _i^\mu \eta _i^\mu {\displaystyle \frac{1}{2}}[(\kappa _\xi \lambda _\xi ^\mu )\mathrm{\Theta }(\kappa _\xi \lambda _\xi ^\mu )`$ (34)
$`+`$ $`(\kappa _\eta \lambda _\eta ^\mu )\mathrm{\Theta }(\kappa _\eta \lambda _\eta ^\mu )].`$ (35)
The form of the algorithm for model I is a bit different and given in Appendix B. This algorithm should be carried out sequentially over the patterns and sequentially or parallel over the couplings as long as one of the arguments of the $`\mathrm{\Theta }`$ functions is positive. It appears to have the characteristics of the most efficient, non-linear algorithm discussed in .
Using this learning rule we have trained networks of sizes $`50N1000`$ sites (depending on the value of $`\kappa `$) in order to store perfectly as many randomly chosen patterns as possible. For each value of $`\kappa `$ we have calculated the maximal capacity for different $`N`$ and extrapolated the results to $`N=\mathrm{}`$. Results for a given value of $`\kappa `$ and $`N`$ are averages over 1000 samples. As shown in figs. 1 and 2 this algorithm performs especially well for small values of $`\kappa `$ for both the models I and II.
The second algorithm we report on is the Adatron algorithm which works in a different way. Instead of searching the maximal capacity for a given stability it tries to find the maximal stability for a given capacity. The derivation of this algorithm and a proof of its convergence are based upon the assumption that the problem can be formulated as a quadratic optimization with linear constraints . Such a formulation can not be given for the coloured perceptron model, because the three different types of couplings have to be normalized independently and because the stability conditions (6)-(7) are more complex. Hence, a straightforward generalization similar to the one for the Potts model is not possible. Below we describe a learning rule that tries to incorporate the ideas of the Adatron approach. We assume that the couplings can be written in the form (cfr., and references therein)
$`J_i^{(1)}={\displaystyle \frac{1}{N}}{\displaystyle \underset{\mu }{}}x_1^\mu \xi _0^\mu \xi _i^\mu ,J_i^{(2)}={\displaystyle \frac{1}{N}}{\displaystyle \underset{\mu }{}}x_2^\mu \eta _0^\mu \eta _i^\mu ,`$ (36)
$`J_i^{(3)}={\displaystyle \frac{1}{N}}{\displaystyle \underset{\mu }{}}x_3^\mu \xi _0^\mu \eta _0^\mu \xi _i^\mu \eta _i^\mu ,`$ (37)
where $`x_r^\mu `$ ($`r=1,2,3`$) are the so called embedding strengths of pattern $`\mu `$. Then, in the case of model II the couplings are updated by modifying $`x_r^\mu `$ with the following increments
$`\delta x_1^\mu `$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{max}\{x_1^\mu x_3^\mu ,\gamma (1n_1\lambda _\xi ^\mu )\},`$ (38)
$`\delta x_2^\mu `$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{max}\{x_2^\mu x_3^\mu ,\gamma (1n_2\lambda _\eta ^\mu )\},`$ (39)
$`\delta x_3^\mu `$ $`=`$ $`{\displaystyle \frac{1}{4}}(\mathrm{max}\{x_1^\mu x_3^\mu ,\gamma (1n_3\lambda _\xi ^\mu )\}`$ (40)
$`+`$ $`\mathrm{max}\{x_2^\mu x_3^\mu ,\gamma (1n_3\lambda _\eta ^\mu )\}).`$ (41)
This is done sequentially over the patterns. We remark that again the algorithm for model I is somewhat different (see Appendix B). For each value of the capacity we have considered system sizes $`50N500`$ and extrapolated the results to $`N=\mathrm{}`$. The best results were obtained for a learning rate $`\gamma (0,2)`$. Results for each size are averages over 1000 samples. For small values of the capacity the algorithm gives better results, both in the case of models I and II than the first algorithm we have discussed, as shown in figs. 1 and 2. For larger values of the capacity, however, it performs worse. The results for the Adatron algorithm are displayed only in the region where they are better than the results for the Gardner algorithm. We remark that the numerical simulations with the different algorithms give different results and that we have not shown their convergence analytically such that, in principle, the values for $`\alpha _c`$ obtained here are lower bounds.
Looking at figs. 1 and 2 in more detail we see that for the whole range of $`\kappa `$ the values of the maximal capacity in model II are larger than those of a standard binary perceptron. For $`\kappa =0`$, e.g., the simulations give $`\alpha _c=2.26\pm 0.01`$, which is bigger than the maximal capacity of the binary perceptron model and the binary many-neuron interaction model , both of which have $`\alpha _c=2`$. For model I the maximal capacity at $`\kappa =0`$ found by simulations is $`1.78\pm 0.01`$.
## V Concluding remarks
In this work we have calculated the maximal capacity per number of couplings for two coloured perceptron models. Compared with the standard perceptron these models have two neuronal variables per site and a local field that contains higher order neuron terms. The
method used is a generalization of the Gardner approach and both the RS and RSB1 results have been discussed. We expect that the latter give very close upperbounds for the exact values.
Extensive numerical simulations have been performed for finite systems and extrapolated to $`N=\mathrm{}`$. The adaptive Gardner algorithm and the Adatron algorithm give the best, but different results. Hence, the results of the simulations can be considered only as lower bounds for the exact maximal capacity. Additional work looking for improved algorithms would be welcome.
Comparing both the RSB1 results and the results from numerical simulations we conclude that they are in good agreement. For bigger values of $`\kappa `$ they even completely coincide. For model I we find that at $`\kappa =0`$ the maximal capacity satisfies $`1.78\alpha _c1.83`$. This suggests that it is equal to the maximal capacity of the $`Q=4`$-Potts perceptron, i.e., $`\alpha _c=1.83`$ (after appropriate rescaling of the latter ). This would parallel the situation for Hebb learning . For model II we have for $`\kappa =0`$ that $`2.26\alpha _c2.28`$, which is larger than the maximal capacity of the standard binary perceptron. This is due to the fact that model II is not a strict mapping such that it allows for more freedom in the determination of the couplings.
###### Acknowledgements.
The authors would like to thank M. Bouten and J. van Mourik for critical discussions.
## Appendix A: technical details for model II
The function $`\psi _{RSB1}(\kappa ,t_1,t_2,q_0^{(1)},q_0^{(3)},M)`$ in formula (30) reads
$`\psi _{RSB1}(\kappa ,t_1,t_2,q_0^{(1)},q_0^{(3)},M)`$ $`=`$ $`{\displaystyle \frac{1}{2c_1}}e^{\epsilon _3}{\displaystyle _{\mathrm{}}^{\frac{c1}{c}(u_1+\delta _3)}}\mathrm{D}s\left[1+\mathrm{erf}\left(\sqrt{{\displaystyle \frac{3r}{2c^2}}}\left({\displaystyle \frac{x_3}{\sqrt{3r}}}\delta _3+{\displaystyle \frac{c}{c_1}}s\right)\right)\right]`$ (42)
$`+`$ $`{\displaystyle \frac{1}{2c_1}}e^{\epsilon _2}{\displaystyle _{\mathrm{}}^{\frac{c1}{c}(u_1\delta _2)}}\mathrm{D}s\left[1+\mathrm{erf}\left(\sqrt{{\displaystyle \frac{3r}{2c^2}}}\left({\displaystyle \frac{x_2}{\sqrt{3r}}}+\delta _2+{\displaystyle \frac{c}{c_1}}s\right)\right)\right]`$ (43)
$`+`$ $`{\displaystyle \frac{1}{2c_2}}e^{\varphi _2}{\displaystyle _{\mathrm{}}^{\frac{c2}{c}(u_1\gamma _2)}}\mathrm{D}s\left[1+\mathrm{erf}\left(\sqrt{{\displaystyle \frac{3r}{2c^2}}}\left({\displaystyle \frac{x_2}{\sqrt{3r}}}\gamma _2+{\displaystyle \frac{c}{c_2}}s\right)\right)\right]`$ (44)
$`+`$ $`{\displaystyle \frac{1}{2c_2}}e^{\varphi _3}{\displaystyle _{\mathrm{}}^{\frac{c2}{c}(u_1\gamma _3)}}\mathrm{D}s\left[1+\mathrm{erf}\left(\sqrt{{\displaystyle \frac{3r}{2c^2}}}\left({\displaystyle \frac{x_3}{\sqrt{3r}}}\gamma _3+{\displaystyle \frac{c}{c_2}}s\right)\right)\right]`$ (45)
$`+`$ $`{\displaystyle \frac{1}{2c^{}}}e^{d_1}{\displaystyle _{\mathrm{}}^{\frac{u_1}{c^{}}}}\mathrm{D}s\left[\mathrm{erf}\left(\sqrt{{\displaystyle \frac{3r}{2}}}\left({\displaystyle \frac{x_3}{\sqrt{3r}}}b_1{\displaystyle \frac{1}{c^{}}}s\right)\right)+\mathrm{erf}\left(\sqrt{{\displaystyle \frac{3r}{2}}}\left({\displaystyle \frac{x_2}{\sqrt{3r}}}b_1{\displaystyle \frac{1}{c^{}}}s\right)\right)\right]`$ (46)
$`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _{\mathrm{}}^{u_1}}\mathrm{D}s\left[\mathrm{erf}\left(\sqrt{{\displaystyle \frac{3r}{2}}}\left({\displaystyle \frac{x_2}{\sqrt{3r}}}s\right)\right)+\mathrm{erf}\left(\sqrt{{\displaystyle \frac{3r}{2}}}\left({\displaystyle \frac{x_3}{\sqrt{3r}}}+s\right)\right)\right]`$ (47)
with D$`s`$ a Gaussian measure and
$`c=\sqrt{1+M},c^{}=\sqrt{1+M_1},c_1=\sqrt{1+M(1+3r)},`$ (48)
$`c_2=\sqrt{M_1c^2+c_1^2},M_1=rM,r={\displaystyle \frac{1q_1^{}}{1q_0^{(1)}}},`$ (49)
$`x_2=\sqrt{3r}t_2\sqrt{{\displaystyle \frac{q_0^{(1)}}{1q_0^{(1)}}}},x_3=\sqrt{3r}t_2\sqrt{{\displaystyle \frac{q_0^{(1)}}{1q_0^{(1)}}}},`$ (50)
$`\epsilon _2={\displaystyle \frac{1}{2}}{\displaystyle \frac{Mx_2^2}{c_1^2}},\epsilon _3={\displaystyle \frac{1}{2}}{\displaystyle \frac{Mx_3^2}{c_1^2}},d_1={\displaystyle \frac{1}{2}}u_1b_1`$ (51)
$`\varphi _2={\displaystyle \frac{1}{2c_2^2}}\left(Mx_2^2(c^{})^2+M_1u_1^2c_1^22MM_1\sqrt{3r}u_1x_2\right),`$ (52)
$`\varphi _3={\displaystyle \frac{1}{2c_2^2}}\left(Mx_3^2(c^{})^2+M_1u_1^2c_1^2+2MM_1\sqrt{3r}u_1x_3\right),`$ (53)
$`\delta _2={\displaystyle \frac{\sqrt{3r}Mx_2}{c_1^2}},\delta _3={\displaystyle \frac{\sqrt{3r}Mx_3}{c_1^2}},b_1={\displaystyle \frac{M_1u_1}{(c^{})^2}},`$ (54)
$`\gamma _2={\displaystyle \frac{1}{c_2^2}}\left(M_1u_1c^2+M\sqrt{3r}x_2\right),`$ (55)
$`\gamma _3={\displaystyle \frac{1}{c_2^2}}\left(M_1u_1c^2M\sqrt{3r}x_3\right),`$ (56)
$`u_1={\displaystyle \frac{\sqrt{\frac{2}{3}}\kappa +\sqrt{q_1^{}}t_1}{\sqrt{1q_1^{}}}},q_1^{}={\displaystyle \frac{1}{3}}q_0^{(1)}+{\displaystyle \frac{2}{3}}q_0^{(3)},`$ (57)
$`\kappa =\kappa _\xi =\kappa _\eta .`$ (58)
## Appendix B: Formula for model I
For model I the calculations are very similar. Some resulting expressions, however, have a somewhat different structure. For completeness we write down these expressions here.
For the available space of couplings we get in the RS approximation (compare (22))
$$v=\frac{3}{2}\alpha \underset{r}{}\mathrm{D}(s_r(q))\mathrm{ln}\left[\psi _{RS}(\kappa _\xi ,\kappa _\nu ,\kappa _{\xi \nu },s_1,s_2,s_3,q)\right]\frac{3}{2}\alpha \mathrm{ln}4+\frac{3}{2}\left(\mathrm{ln}(1q)+\frac{q}{1q}+\mathrm{ln}2\pi \right)$$
(59)
with
$`\psi _{RS}(\kappa _\xi ,\kappa _\nu ,\kappa _{\xi \nu },s_1,s_2,s_3,q)`$ $`=`$ $`({\displaystyle _{\mathrm{}}^{l_1}}\mathrm{d}u_1{\displaystyle _{l_4}^{\mathrm{}}}\mathrm{d}u_2{\displaystyle _{l_5}^{\mathrm{}}}\mathrm{d}u_3+{\displaystyle _{\mathrm{}}^{l_2}}\mathrm{d}u_2{\displaystyle _{l_6}^{\mathrm{}}}\mathrm{d}u_1{\displaystyle _{l_7}^{\mathrm{}}}\mathrm{d}u_3`$ (60)
$`+`$ $`{\displaystyle _{\mathrm{}}^{l_3}}\mathrm{d}u_3{\displaystyle _{l_8}^{\mathrm{}}}\mathrm{d}u_1{\displaystyle _{l_9}^{\mathrm{}}}\mathrm{d}u_2+{\displaystyle _{l_1}^{\mathrm{}}}\mathrm{d}u_1{\displaystyle _{l_2}^{\mathrm{}}}\mathrm{d}u_2{\displaystyle _{l_3}^{\mathrm{}}}\mathrm{d}u_3){\displaystyle }_r{\displaystyle \frac{e^{\frac{1}{2}u_r^2}}{\sqrt{2\pi }}}`$ (61)
where
$`l_i`$ $`=`$ $`{\displaystyle \frac{L_i+s_i}{\sqrt{1q}}},i=1,2,3,`$ (62)
$`l_4`$ $`=`$ $`{\displaystyle \frac{L_1+L_2+s_1+s_2}{\sqrt{1q}}}u_1,l_6=l_4+u_1u_2,`$ (63)
$`l_5`$ $`=`$ $`{\displaystyle \frac{L_1+L_3+s_1+s_3}{\sqrt{1q}}}u_1,l_8=l_5+u_1u_3,`$ (64)
$`l_7`$ $`=`$ $`{\displaystyle \frac{L_2+L_3+s_2+s_3}{\sqrt{1q}}}u_2,l_9=l_7+u_2u_3,`$ (65)
$`L_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\kappa _\xi \kappa _\eta +\kappa _{\xi \eta }),L_2={\displaystyle \frac{1}{2}}(\kappa _\xi +\kappa _\eta +\kappa _{\xi \eta }),`$ (66)
$`L_3`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\kappa _\xi +\kappa _\eta \kappa _{\xi \eta })`$ (67)
and $`q`$ taking those values that minimizes $`v`$. Thus, for $`\kappa =\kappa _\xi =\kappa _\eta =\kappa _{\xi \eta }`$ the maximal capacity in the RS approximation can be written as
$`\alpha _{RS}(\kappa )=`$ (68)
$`\underset{q1}{lim}\left\{{\displaystyle \frac{\mathrm{ln}(1q)\frac{q}{1q}\mathrm{ln}2\pi }{_r\mathrm{D}(s_r(q))\psi _{RS}(\kappa ,\kappa ,\kappa ,s_1,s_2,s_3,q)\mathrm{ln}4}}\right\}`$ (69)
For the RSB1 approximation with the form of the order parameters given by (29) the maximal capacity reads
$`\alpha _{RSB1}(\kappa )=`$ (70)
$`\underset{q_0,M}{\mathrm{min}}\left\{{\displaystyle \frac{\mathrm{ln}(1+M)\frac{q_0M}{(1+M)(1q_0)}}{_r\mathrm{D}t_r\mathrm{ln}\psi _{RSB1}(\kappa ,t_1,t_2,t_3,q_0,M)}}\right\}`$ (71)
with $`\psi _{RSB1}(\kappa ,t_1,t_2,t_3,q_0,M)`$ a linear combination of thirty-four, mostly double, integrals over error functions. An interested reader can find a complete formula for $`\psi _{RSB1}(\kappa ,t_1,t_2,t_3,q_0,M)`$ in .
Finally, the learning algorithms for model I differ in the way that the couplings $`J^{(1)}`$ and $`J^{(2)}`$ are updated. We have for the adaptive Gardner algorithm
$`J_i^{(1)}`$ $``$ $`J_i^{(1)}+\xi _0^\mu \xi _i^\mu {\displaystyle \frac{1}{2}}[(\kappa _\xi \lambda _\xi ^\mu )\mathrm{\Theta }(\kappa _\xi \lambda _\xi ^\mu )`$ (72)
$`+`$ $`(\kappa _{\xi \eta }\lambda _{\xi \eta }^\mu )\mathrm{\Theta }(\kappa _{\xi \eta }\lambda _{\xi \eta }^\mu )]`$ (73)
$`J_i^{(2)}`$ $``$ $`J_i^{(2)}+\eta _0^\mu \eta _i^\mu {\displaystyle \frac{1}{2}}[(\kappa _\eta \lambda _\eta ^\mu )\mathrm{\Theta }(\kappa _\eta \lambda _\eta ^\mu )`$ (74)
$`+`$ $`(\kappa _{\xi \eta }\lambda _{\xi \eta }^\mu )\mathrm{\Theta }(\kappa _{\xi \eta }\lambda _{\xi \eta }^\mu )]`$ (75)
instead of (32) and (33) and for the Adatron algorithm we take
$`\delta x_1^\mu ={\displaystyle \frac{1}{2}}(\mathrm{max}\{x_1^\mu x_3^\mu ,\gamma (1n_1\lambda _\xi ^\mu )\}`$ (76)
$`+\mathrm{max}\{x_1^\mu x_2^\mu ,\gamma (1n_1\lambda _{\xi \eta }^\mu )\})`$ (77)
$`\delta x_2^\mu ={\displaystyle \frac{1}{2}}(\mathrm{max}\{x_2^\mu x_3^\mu ,\gamma (1n_2\lambda _\eta ^\mu )\}`$ (78)
$`+\mathrm{max}\{x_1^\mu x_2^\mu ,\gamma (1n_2\lambda _{\xi \eta }^\mu )\})`$ (79)
instead of (38) and (39).
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# Notes on causal differencing in ADM/CADM formulations: a 1D comparison
## I Introduction
One of the goals of numerical relativity that has proven to be elusive (using a 3+1 splitting of the Einstein equations) has been that of modeling a generic single black hole long periods of time. Present single black hole simulations in 3D have not yet been shown to be generically stable. There are limited instances of stability based on the outer boundary choice and placement. Most simulations run just beyond a few hundreds $`M`$ based on outer boundary placement and binary black hole simulations run for about $`2050M`$ before the codes either crash or the entire grid is inside the event horizon. In some cases, the reason of the crash is well understood. For instance, the use of singularity avoiding slices lead to the presence of steep gradients which eventually can no longer be handled by the codes. A solution to this problem is to โexciseโ the singularity from the computational domain. Unfortunately, in most cases, it is not clear what the main reasons behind the crash are and consequently addressing the problem becomes cumbersome. In attempting to deal with this issue there are several possible avenues to either remove or provide an understanding of the source of problems. These avenues can be divided in the following way:
1. Choice of formulation of Einstein equations;
2. Choice of gauge;
3. Numerical implementations.
Avenue (1) is motivated by the difficulties encountered in achieving long term evolutions with the ADM formulation, which historically has been the main tool in Numerical Relativity. Several formulations exist in the literature that exhibit properties like hyperbolicity, the equations are expressed in a flux conservative form and/or try to separate transverse modes. Avenue (2) is based on the fact that, in principle, a coordinate system could be chosen such that the fields vary slowly in time; hence, the simulations would be better behaved. Conditions to achieve such coordinates have been presented in the literature. Lastly, avenue (3) highlights the need for a more profound understanding of the numerical implementation of the evolution equations. Algorithms specifically tailored to deal with the equations under study could pave the way to better behaved simulations (for instance, compare with the implementations that deal with the fluid equations and their โhistorical evolutionโ from crude implementations in early simulations to high resolution shock capturing schemes in present state of the art codes).
Our present work focuses primarily on avenue (1); although avenues (2) and (3) also play a role since notable improvements are achieved with specific gauge choices and the use of causal differencing algorithms. We compare results obtained from the use of black hole excision with two related forms of the standard ADM 3+1 equations; focusing on the use of the CADM system with excision techniques in spherical symmetry.
The main motivation behind the comparison with the conformal ADM is the report by many groups that robust implementations have been achieved in linearized gravity, gravitational wave spacetimes, systems containing matter, etc. However, so far, it has only been used to model black hole spacetimes using singularity avoiding slices. As it is widely accepted, these types of slicings are useful when the desired simulation time is rather short. In order to model black hole spacetimes for long periods of time, singularity excision must be employed. To study the feasibility of excision in this formulation and to analyze its advantages and disadvantages with respect to the traditional ADM formulation (where excision techniques have been used for several years already), we present a $`1D`$ study and compare results obtained with both approaches. We start with a brief review of the formulations in section II. In section III, we rewrite the system of equations in a way convenient for causal differencing and describe how this techniques is implemented. In section IV we compare simulations of a Schwarzschild black hole and show how the ADM formulation yields longer term evolution unless the trace of the extrinsic curvature is frozen in time, in which case CADM yields better behaved evolutions than the ADM formulation, we also show how causal differencing indeed gives the expected results in terms of stability. We conclude in section V with a brief discussion.
## II Formulation
The standard ADM equations, in the form most commonly used in numerical relativity, are:
$`{\displaystyle \frac{d}{dt}}\gamma _{ij}`$ $`=`$ $`2\alpha K_{ij},`$ (2)
$`{\displaystyle \frac{d}{dt}}K_{ij}`$ $`=`$ $`D_iD_j\alpha +\alpha (\text{}R_{ij}+KK_{ij}`$ (4)
$`2K_{ik}K^k{}_{j}{}^{}{}_{}{}^{(4)}R_{ij}^{}),`$
with
$$\frac{d}{dt}=_t_\beta ,$$
(5)
where $`_\beta `$ is the Lie derivative along the shift vector $`\beta ^i`$; $`R_{ij}`$ is the Ricci tensor and $`D_i`$ the covariant derivative associated with the three-dimensional metric $`\gamma _{ij}`$.
The conformal ADM equations are obtained from the ADM ones by (I) making use of a conformal decomposition of the three-metric as
$$\stackrel{~}{\gamma }_{ij}=e^{4\varphi }\gamma _{ij}\text{with}e^{4\varphi }=\gamma ^{1/3}det(\gamma _{ij})^{1/3};$$
(6)
(hence $`det(\stackrel{~}{\gamma })=1`$); (II) decomposing the extrinsic curvature into its trace and trace-free components. The trace-free part of the extrinsic curvature $`K_{ij}`$, defined by
$$A_{ij}=K_{ij}\frac{1}{3}\gamma _{ij}K,$$
(7)
and $`K=\gamma ^{ij}K_{ij}`$ is the trace of the extrinsic curvature and (III) further conformally decomposing $`A_{ij}`$ as:
$$\stackrel{~}{A}_{ij}=e^{4\varphi }A_{ij}.$$
(8)
In terms of these variables, Einstein equations in vacuum are
$`{\displaystyle \frac{d}{dt}}\stackrel{~}{\gamma }_{ij}`$ $`=`$ $`2\alpha \stackrel{~}{A}_{ij},`$ (10)
$`{\displaystyle \frac{d}{dt}}\varphi `$ $`=`$ $`{\displaystyle \frac{1}{6}}\alpha K,`$ (11)
$`{\displaystyle \frac{d}{dt}}K`$ $`=`$ $`\gamma ^{ij}D_iD_j\alpha +\alpha \left[\stackrel{~}{A}_{ij}\stackrel{~}{A}^{ij}+{\displaystyle \frac{1}{3}}K^2\right],`$ (12)
$`{\displaystyle \frac{d}{dt}}\stackrel{~}{A}_{ij}`$ $`=`$ $`e^{4\varphi }\left[D_iD_j\alpha +\alpha R_{ij}\right]^{TF}`$ (14)
$`+\alpha \left(K\stackrel{~}{A}_{ij}2\stackrel{~}{A}_{il}\stackrel{~}{A}_j^l\right),`$
where the Hamiltonian constraint was used to eliminate the Ricci scalar in equation (12). Note that with the conformal decomposition of the threeโmetric, the Ricci tensor now has two pieces, which are written as
$$R_{ij}=\stackrel{~}{R}_{ij}+R_{ij}^\varphi .$$
(15)
The โconformal-factorโ part $`R_{ij}^\varphi `$ is given directly by straightforward computation of derivatives of $`\varphi `$:
$`R_{ij}^\varphi `$ $`=`$ $`2\stackrel{~}{D}_i\stackrel{~}{D}_j\varphi 2\stackrel{~}{\gamma }_{ij}\stackrel{~}{D}^l\stackrel{~}{D}_l\varphi `$ (17)
$`+4\stackrel{~}{D}_i\varphi \stackrel{~}{D}_j\varphi 4\stackrel{~}{\gamma }_{ij}\stackrel{~}{D}^l\varphi \stackrel{~}{D}_l\varphi ,`$
while the โconformalโ part $`\stackrel{~}{R}_{ij}`$ can be computed in the standard way from the conformal threeโmetric $`\stackrel{~}{\gamma }_{ij}`$.
To this point, the equations have been written by a trivial algebraic manipulation of the ADM equations in terms of the new variables. The non-trivial part comes into play by introducing what Ref. calls the โconformal connection functionsโ:
$$\stackrel{~}{\mathrm{\Gamma }}^i:=\stackrel{~}{\gamma }^{jk}\stackrel{~}{\mathrm{\Gamma }}_{jk}^i=\stackrel{~}{\gamma }_{,j}^{ij},$$
(18)
where the last equality holds since the determinant of the conformal threeโmetric $`\stackrel{~}{\gamma }`$ is unity. Using the conformal connection functions, the Ricci tensor is written as:
$`\stackrel{~}{R}_{ij}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\stackrel{~}{\gamma }^{lm}\stackrel{~}{\gamma }_{ij,lm}+\stackrel{~}{\gamma }_{k(i}_{j)}\stackrel{~}{\mathrm{\Gamma }}^k+\stackrel{~}{\mathrm{\Gamma }}^k\stackrel{~}{}_{(j}\stackrel{~}{\gamma }_{i)k}`$ (20)
$`\stackrel{~}{\gamma }_{(,j}^{kl}\stackrel{~}{\gamma }_{i)l,k}\stackrel{~}{\mathrm{\Gamma }}^l\stackrel{~}{\mathrm{\Gamma }}_{ijl}\mathrm{\Gamma }_{kj}^l\mathrm{\Gamma }_{li}^k.`$
Where $`\stackrel{~}{\mathrm{\Gamma }}^i`$ are to be considered independent variables whose evolution equations are obtained by a simple commutation of derivatives.
$`{\displaystyle \frac{}{t}}\stackrel{~}{\mathrm{\Gamma }}^i`$ $`=`$ $`{\displaystyle \frac{}{x^j}}(2\alpha \stackrel{~}{A}^{ij}2\stackrel{~}{\gamma }^{m(j}\beta _{,m}^{i)}`$ (22)
$`+{\displaystyle \frac{2}{3}}\stackrel{~}{\gamma }^{ij}\beta _{,l}^l+\beta ^l\stackrel{~}{\gamma }_{,l}^{ij}).`$
As proposed in Ref. the divergence of $`\stackrel{~}{A}^{ij}`$ is replaced with the help of the momentum constraint to obtain:
$`{\displaystyle \frac{}{t}}\stackrel{~}{\mathrm{\Gamma }}^i`$ $`=`$ $`2\stackrel{~}{A}^{ij}\alpha _{,j}+2\alpha \left(\stackrel{~}{\mathrm{\Gamma }}_{jk}^i\stackrel{~}{A}^{kj}{\displaystyle \frac{2}{3}}\stackrel{~}{\gamma }^{ij}K_{,j}+6\stackrel{~}{A}^{ij}\varphi _{,j}\right)`$ (24)
$`+\beta ^l\stackrel{~}{\mathrm{\Gamma }}_{,l}^i+{\displaystyle \frac{1}{3}}\stackrel{~}{\gamma }^{mi}\beta _{,mj}^j+\stackrel{~}{\gamma }^{mj}\beta _{,mj}^i\stackrel{~}{\mathrm{\Gamma }}^m\beta _{,m}^i+{\displaystyle \frac{2}{3}}\stackrel{~}{\mathrm{\Gamma }}^i\beta _{,l}^l.`$
With this reformulation, in addition to the evolution equations for the conformal threeโmetric $`\stackrel{~}{\gamma }_{ij}`$ (10) and the conformal-traceless extrinsic curvature variables $`\stackrel{~}{A}_{ij}`$ (14), there are evolution equations for the conformal factor $`\varphi `$ (11), the trace of the extrinsic curvature $`K`$ (12) and the conformal connection functions $`\stackrel{~}{\mathrm{\Gamma }}^i`$ (24).
## III Causal differencing implementation
Causal differencing, as explained in, provides a straightforward way to integrate the evolution equations while preserving (and taking advantage of) the causal structure of the spacetime under consideration. In the approach used in the present work we follow the strategy described in. First, the Lie derivative along $`\beta `$ is split and terms containing derivatives of $`\beta `$ are moved to the right hand side. Then, the ADM system of equations is reexpressed as
$`_o\gamma _{ij}`$ $`=`$ $`2\alpha \gamma _{ij}+2\gamma _{l(i}\beta _{,j)}^l,`$ (26)
$`_oK_{ij}`$ $`=`$ $`D_iD_j\alpha +\alpha (\text{}R_{ij}+KK_{ij}`$ (28)
$`2K_{ik}K^k{}_{j}{}^{}{}_{}{}^{(4)}R_{ij}^{})+2K_{l(i}\beta ^l_{,j)};`$
and the CADM system of equations then reduces to
$`_o\stackrel{~}{\gamma }_{ij}`$ $`=`$ $`2\alpha \stackrel{~}{A}_{ij}+2\stackrel{~}{\gamma }_{l(i}\beta _{,j)}^l,`$ (30)
$`_o\varphi `$ $`=`$ $`{\displaystyle \frac{1}{6}}\alpha K+{\displaystyle \frac{1}{6}}\beta _{,i}^i,`$ (31)
$`_oK`$ $`=`$ $`\gamma ^{ij}D_iD_j\alpha +\alpha \left[\stackrel{~}{A}_{ij}\stackrel{~}{A}^{ij}+{\displaystyle \frac{1}{3}}K^2\right],`$ (32)
$`_o\stackrel{~}{A}_{ij}`$ $`=`$ $`e^{4\varphi }\left[D_iD_j\alpha +\alpha R_{ij}\right]^{TF}`$ (35)
$`+\alpha \left(K\stackrel{~}{A}_{ij}2\stackrel{~}{A}_{il}\stackrel{~}{A}_j^l\right)`$
$`+2\stackrel{~}{A}_{k(j}\beta _{,i)}^k{\displaystyle \frac{2}{3}}\stackrel{~}{A}_{ij}\beta _{,k}^k,`$
$`_o\stackrel{~}{\mathrm{\Gamma }}^i`$ $`=`$ $`2\stackrel{~}{A}^{ij}\alpha _{,j}+2\alpha \left(\stackrel{~}{\mathrm{\Gamma }}_{jk}^i\stackrel{~}{A}^{kj}{\displaystyle \frac{2}{3}}\stackrel{~}{\gamma }^{ij}K_{,j}+6\stackrel{~}{A}^{ij}\varphi _{,j}\right)`$ (37)
$`+{\displaystyle \frac{1}{3}}\stackrel{~}{\gamma }^{mi}\beta _{,mj}^j+\stackrel{~}{\gamma }^{mj}\beta _{,mj}^i\stackrel{~}{\mathrm{\Gamma }}^m\beta _{,m}^i+{\displaystyle \frac{2}{3}}\stackrel{~}{\mathrm{\Gamma }}^i\beta _{,l}^l.`$
where $`_o_t\beta ^i_i`$.
Finally the numerical implementation of the equations is split into two steps. First, the equations are evolved along the normal to the hypersurface (at constant $`t`$) $`n^a=_t^a\beta ^i_i^a`$. In the second step, an interpolation is carried over to obtain values on grid coordinate locations (see Fig 1). Note that the two systems of equations have in this form the same basic structure; hence, simple modifications to an ADM code with excision (like AGAVE) will enable the use of already developed excision modules with the CADM equations in a straightforward manner<sup>*</sup><sup>*</sup>*These modifications are in place in the AGAVE code and currently being tested in 3D.
### A Numerical Implementation
In the numerical implementation of the CADM it is convenient to introduce an intermediate variable $`F`$ such that $`\varphi 1/4\mathrm{ln}(F)`$ and evolve $`F`$ instead of $`\varphi `$. This choice avoids unnecessary handling of exponential and logarithmic functions thus preventing loss of accuracy; hence, the equation for $`F`$ is
$$_oF=\frac{2}{3}\alpha FK+\frac{2}{3}F\beta _{,i}^i$$
(38)
A second order finite difference code has been written to implement both the ADM and CADM formulations. The same causal differencing algorithms have been applied to both formulations. These algorithms involve at their core, an interpolation for every grid point in the computational domain. Near an excision boundary the choice of interpolation order and stencil choice becomes important. We allow a choice of second, third and fourth order interpolations in order to study possible practical approaches This code is publicly available and can be requested from the authors..
## IV Applications
To compare evolutions with the above formulations we pick as a particular example the Schwarzschild spacetime (and linear perturbations of it). In order to implement excision, a slicing must be chosen such that surfaces of constant time โpenetrateโ the horizon. The ingoing Eddington Finkelstein coordinates define hypersurfaces satisfying this condition; in terms of them, the line element reads
$$ds^2=\left(1\frac{2M}{r}\right)dt^2+\frac{4M}{r}dtdr+\left(1+\frac{2M}{r}\right)dr^2+r^2d\mathrm{\Omega }^2,$$
(39)
where $`d\mathrm{\Omega }^2=d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2`$. The lapse and shift vector are therefore:
$`\alpha =\sqrt{{\displaystyle \frac{r}{r+2M}}},\beta ^i={\displaystyle \frac{2M}{r+2M}}\delta _r^i,`$ (40)
The basic ADM variables read
$`\gamma _{rr}`$ $`=`$ $`1+2{\displaystyle \frac{M}{r}};\gamma _{\theta \theta }=r^2={\displaystyle \frac{\gamma _{\varphi \varphi }}{\mathrm{sin}^2\theta }}`$ (41)
$`K_{rr}`$ $`=`$ $`{\displaystyle \frac{2M}{r^3}}(r+M)\alpha ;K_{\theta \theta }=2M\alpha ={\displaystyle \frac{K_{\varphi \varphi }}{\mathrm{sin}^2\theta }}.`$ (42)
and the CADM variables
$`\stackrel{~}{\varphi }`$ $`=`$ $`{\displaystyle \frac{1}{4}}\mathrm{ln}(\left[(r+2M)r^3\mathrm{sin}^2\theta \right]^{1/3});K={\displaystyle \frac{2M\alpha }{r^2}}{\displaystyle \frac{(r+3M)}{(r+2M)}}`$ (43)
$`\stackrel{~}{\gamma }_{rr}`$ $`=`$ $`{\displaystyle \frac{r+2M}{r^2\left[(r+2M)\mathrm{sin}^2\theta \right]^{1/3}}};\stackrel{~}{\gamma }_{\theta \theta }={\displaystyle \frac{r}{\left[(r+2M)\mathrm{sin}^2\theta \right]^{1/3}}}={\displaystyle \frac{\stackrel{~}{\gamma }_{\varphi \varphi }}{\mathrm{sin}^2\theta }}`$ (44)
$`\stackrel{~}{A}_{rr}`$ $`=`$ $`{\displaystyle \frac{4M}{3}}{\displaystyle \frac{\alpha (2r+3M)}{r^4\left[(r+2M)\mathrm{sin}^2\theta \right]^{1/3}}}`$ (45)
$`\stackrel{~}{A}_{\theta \theta }`$ $`=`$ $`{\displaystyle \frac{2M}{3}}{\displaystyle \frac{\alpha (2r+3M)}{r(r+2M)\left[(r+2M)\mathrm{sin}^2\theta \right]^{1/3}}}={\displaystyle \frac{\stackrel{~}{A}_{\varphi \varphi }}{\mathrm{sin}^2\theta }}`$ (46)
$`\stackrel{~}{\mathrm{\Gamma }}^r`$ $`=`$ $`{\displaystyle \frac{4}{3}}{\displaystyle \frac{r^3(r+3M)\mathrm{sin}^2\theta }{r^2(r+2M)^{5/3}}}`$ (47)
$`\stackrel{~}{\mathrm{\Gamma }}^\theta `$ $`=`$ $`{\displaystyle \frac{2}{3}}{\displaystyle \frac{r(r+2M)\mathrm{cos}\theta }{r^2(r+2M)^{2/3}\mathrm{sin}^{2/3}\theta }}`$ (48)
$`\stackrel{~}{\mathrm{\Gamma }}^\varphi `$ $`=`$ $`0.`$ (49)
Note that some of the quantities are functions of $`\theta `$. In our spherically symmetric implementation of these equations we have explicitly expressed each variable as a function of $`r`$ times the exact function of the angle $`\theta `$. For instance we write
$$\stackrel{~}{\gamma }_{\theta \theta }=h_{\theta \theta }(r)/\mathrm{sin}^2\theta .$$
(50)
Proceeding this way allows for the explicit appearance of $`\theta `$ to drop out of the equations, providing at the end of the day, a truly $`1D`$ system of equations corresponding to spherical symmetry.
### A Comparison
Extended tests were performed with both codes (under the same conditions) to understand the robustness of each formulation with excision. As has been observed in previous work, CADM gives long term evolutions when the evolution of $`K`$ is โfrozenโ; ie the equation for $`K`$ is not evolved or the value of $`K`$ is fixed by the choice of a slicing that leaves $`K`$ fixed (for instance, maximal slicing that fixes $`K=0`$.). On the other hand, longer term evolutions have also been achieved with an area locking gauge in the ADM formulation. We then perform three basic tests:
* Fully free evolution: All equations corresponding to each system are integrated without imposing any further condition
* โLockedโ evolution: Conditions on some of the field variables are enforced (see below).
* โPerturbedโ evolution: Same as the โlockedโ case but considering linear perturbations of Schwarzschild spacetime as initial data
In all these tests, we study the dependence of the obtained solution under discretization size and location of the outer boundary. The inner boundary is placed at $`r=M`$ and the outer boundary is varied (placed at $`r=nM`$) while keeping $`\mathrm{\Delta }r=const`$. Outer boundary data are provided by โblendingโ the numerical solution to the analytical one. This choice reduces gradients and second derivatives at the boundary allowing for a clean evolution without much reflections from the outer boundary.
#### 1 Fully free evolution
In this case, all equations corresponding to systems (III,III) are evolved and the obtained solutions are compared. We use the Hamiltonian and momentum constraint as monitors of the quality of the evolution. Our results can be summarized as follows. For the ADM formulation we observed that stable evolutions are obtained if $`n<6`$ while for larger $`n>6`$ the solution exhibits exponentially growing modes. It is worth emphasizing that the evolution is not unstable under the strict sense (i.e. the solution can be bounded from above by an exponential.). However, the presence of this exponential mode will likely spoil any long term simulation. For the CADM system, irrespective of the value of $`n`$ exponential modes are clearly present in the solutions.
These results are illustrated in Fig.2, which shows the $`L_2`$ norm of the Hamiltonian and momentum constraints of the solutions obtained with both formulations when $`n=4`$. Clearly, the solution obtained with the ADM is better than that obtained with the CADM. Figure 2, also displays the $`L_2`$ norm of the Hamiltonian constraint for the case $`n=9`$, although the solution obtained with the ADM formulation can be considered better than that from the CADM, both grow exponentially.
#### 2 Locked evolution
It has been observed in the literature that in the case where $`K`$ is fixed in time very long term evolutions can be obtained with the CADM system. It is interesting to see what this condition implies, note that if $`K`$ does not vary, then, $`\varphi `$ will remain unchanged and therefore the determinant of the three metric $`\gamma _{ij}`$ will remain independent of time. This, could be regarded as an evolution that โlocksโ the volume and bears some similarity with the so-called โarea-lockingโ gauge. It is also worth pointing out that a similar strategy can be implemented in the ADM case as it has been shown in. In this work, by choosing a gauge that โlocksโ the evolution of $`g_{\theta \theta }`$ the exponentially growing modes displayed by solutions in domains with $`6<n<11`$ are removed. Figure 3 shows the $`L_2`$ norm of the Hamiltonian and momentum constraints corresponding to solutions obtained with both formulations for the choice $`n=4`$ and $`n=9`$. In both cases the simulations can be performed for unlimited time without observing exponential modes. Again, the solution obtained with the ADM formulation is slightly more accurate than that provided by the CADM formulation.
It is important to observe that for the CADM case with $`K`$ frozen, evolutions without exponentially growing modes are obtained with $`n`$ as large as $`16`$. For $`n>16`$ long term evolutions ($`>100M`$) display at late times a clear exponentially growing mode.
#### 3 Perturbed evolution
In this case, we test the evolutions under perturbations (using a locked evolution in the CADM case but not in the ADM one). The initial data corresponds to the analytic value of $`\gamma _{rr}`$ (or $`\stackrel{~}{\gamma }_{rr}`$) plus some arbitrary pulse of compact support. Of course, this data is unphysical but we use it to probe for stability of the implementations in a non-trivial scenario. The amplitude of the pulse is chosen such that it can be considered a linear perturbation of a Schwarzschild spacetime. The results obtained with both codes agree with those of the previous section. Figure 4 corresponds to the evolution of a pulse with compact support in $`[3M,5M]`$ being evolved in a computational domain of $`[M,6M]`$. The $`L_2`$ norm of the Hamiltonian constraint, after some initial transient behavior, settles into a stationary regime.
### B Locking evolutions
As mentioned, in previous work, by not evolving the equation for $`K`$ very long term evolutions have been achieved with the CADM formulation. However, choosing to do so is unphysical in generic situations. One would like to have a prescription where a similar condition can be enforced without having to not evolve one or more equations. Here, one can use the gauge freedom of the theory to demand that $`_tK=0`$. This in turns implies a condition of the shift vector from equation (32),
$$\beta ^i_iK=\gamma ^{ij}D_iD_j\alpha \alpha \left[\stackrel{~}{A}_{ij}\stackrel{~}{A}^{ij}+\frac{1}{3}K^2\right].$$
(51)
This condition is straightforward to implement in 1D but is certainly more complicated in 3D. Additionally, there is a great deal of ambiguity as it is only one equation for three variables $`\beta ^i`$. Therefore two supplementary conditions must be chosen so that (51) can be used to โfreezeโ the evolution of $`K`$. In our present implementaion we have simply chosen $`\beta ^A=0`$ (with $`A=(\theta ,\varphi )`$) and obtain $`\beta ^r`$ with (51) as
$$\beta ^r=\frac{1}{_rK}\left(\gamma ^{ij}D_iD_j\alpha \alpha \left[\stackrel{~}{A}_{ij}\stackrel{~}{A}^{ij}+\frac{1}{3}K^2\right]\right).$$
(52)
A simple way to obtain $`\beta ^r`$ is by a first order approximation of the rhs of Eq. 52 (ie. evaluating each term at the old level). By using this condition, instead of choosing not to evolve $`K`$, we were able to obtain evolutions not displaying exponential modes for times larger than $`250M`$ (with resolutions of $`\mathrm{\Delta }r=M/10`$ and finer). Figure 5 illustrates what is obtained in a simulation with computational domain defined by $`[M,11M]`$ (with $`\mathrm{\Delta }r=M/10`$). The values of the $`L_2`$ norms of the Hamiltonian, the function $`FF_{t=0}`$ and value of $`KK_{t=0}`$ are shown as a function of time. Since $`\beta ^r`$ is obtained only as a first order approximation, $`K`$ and $`F`$ are expected to vary during the evolution. As can be seen in Fig. 5, both grow linearly but stay fairly close to zero and the evolution proceeds without displaying an exponential growth.
### C Causal differencing and domain of dependencies
As a last point, it is interesting to see how causal differencing is indeed providing a correct way to discretize the equations taking advantage of the causal properties of the spacetime. The fact that the null cones (or the causal domain of dependence) are tilted inside the horizon, allows for a stable numerical implementation where inner boundary data need not be provided if the inner boundary is inside the black hole (see Fig. 6). This is possible because the numerical domain of dependence naturally contains the domain of dependence of the inner boundary point. This is of course, not true if the innermost point is outside the event horizon. In order to illustrate this fact we compare $`2`$ cases (with both formulations) where the innermost point is placed inside or just outside the event horizon. As illustrated in Fig. 7, while the solution obtained with the inner boundary inside the black hole is stable, the other, as expected is unstable.
## V Conclusions
The results presented in this work show that excision techniques can be straightforwardly used in the CADM formulation directly from the structures developed for the ADM formulation.
The ADM formulation is superior to the CADM both in accuracy and total time evolution when the evolution of $`K`$ is not locked in CADM. When locking is implemented, then CADM is better than ADM as the solution obtained with the CADM formulation does not display exponential modes with the outer boundary placed as far as $`16M`$. On the other hand, evolutions with the ADM formulation display exponential modes with the outer boundary placed at $`11M`$ and beyond. Additionally, for the case where outer boundaries are placed โveryโ far, although exponentially growing solutions are present in solutions obtained with both formulations, ADM simulations crash at earlier times than CADM.
It is worth remarking again that in both formulations, implementing a gauge that minimizes the changes in some of the fields (like $`g_{\theta \theta }`$ in the ADM formulation or $`K`$ in the CADM one) dramatically improves the evolutions in 1D. In the 3D case, the use of โarea or circunference lockingโ ie. controling the determinant of the angular part of the metric (area locking) or $`g_{\theta \theta }`$ (circunference locking). is indeed more complicated than locking $`K`$, simply by the fact that in the former case one is trying to control a tensor component while in the latter a scalar. Thus, locking $`K`$ is likely to have an easier and probably more general implementation than area locking (although in cases where the final black hole is close to a non spinning one, this implementation is rather straightforward). Controling the evolution of $`K`$ demans a condition like that given by Eq (51), and two extra conditions on $`\beta ^i`$ will be required. An option that could mimic the 1D implementation would be to foliate the 3D hypersurfaces with a sequence of 2-surfaces defined by $`\mathrm{\Theta }=const`$ (with $`\mathrm{\Theta }`$ the expansion of outgoing null rays). Once this foliation is obtained, the shift vector $`\beta ^i`$ could be decomposed as
$$\beta ^i=\beta _|^i+\beta _{}^i$$
(53)
with $`\beta _|^i`$ ($`\beta _{}^i`$) parallel (perpendicular) to the normal of the 2-surfaces. Thus, the two further conditions can be chosen such that $`\beta _{}^i=const`$. This will thus minimize changes in transversal directions and will resemble that we have used in the 1D case. Of course, this is just one possible approach and further studies will be required to obtain a $`K`$ fixing condition that leads to a practical implementation.
In conclusion, implementing singularity excision techniques in the CADM formulation is straightforward. The usefulness of this implementation depends on implementing a gauge controlling the behavior of $`K`$. Assuming this can be achieved, CADM appears to be capable of providing more robust simulations than ADM when the outer boundary is placed farther than $`11M`$ from the final black hole of mass $`M`$, if the outer boundary is closer, then the ADM formulation provides evolutions as stable as the CADM one but with better accuracy.
As a last remark, it is important to stress that we have only implemented the causal differencing algorithm described in since at present is the only one fully implemented in $`3D`$. Other alternatives have been proposed; due to the restriction to spherical symmetry it is likely that the application of these will yield similar results to those presented in this work.
###### Acknowledgements.
This work was supported by NSF PHY 9800725 to the University of Texas at Austin and NSF 9800970 and NSF 9800973 to the Pennsylvania State University. We thank D. Neilsen, P. Marronetti, R. Matzner, P. Laguna and J. Pullin for helpful comments and suggestions. D.G. is an Alfred P. Sloan Scholar
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# Branching Ratio and CP Violation of ๐ตโ๐โข๐ Decays in Perturbative QCD Approach
## 1 Introduction
The charmless $`B`$ decays arouse more and more interests recently, since it is a good place for study of CP violation and it is also sensitive to new physics . Factorization approach (FA) is applied to hadronic $`B`$ decays and is generalized to decay modes that are classified in the spin of final states . FA gives predictions in terms of form factors and decay constants. Although the predictions of branching ratios agree well with experiments in most cases, there are still some theoretical points unclear. First, it relies strongly on the form factors, which cannot be calculated by FA itself. Secondly, the generalized FA shows that the non-factorizable contributions are important in a group of channels . The reason of this large non-factorizable contribution needs more theoretical studies. Thirdly, the strong phase, which is important for the CP violation prediction, is quite sensitive to the internal gluon momentum . This gluon momentum is the sum of momenta of two quarks, which go into two different mesons. It is difficult to define exactly in the FA approach. To improve the theoretical predictions of the non-leptonic $`B`$ decays, we try to improve the factorization approach, and explain the size of the non-factorizable contributions in a new approach.
We shall take a specific channel $`B\pi \pi `$ as an example. The $`B\pi \pi `$ decays are responsible for the determination of the angle $`\varphi _2`$ in the unitarity triangle which have been studied in the factorization approach in detail . The recent measurements of $`B\pi ^+\pi ^{}`$ by CLEO Collaboration attracted much attention for these kind of decays . The most recent theoretical study attempted to compute the non-factorizable diagrams directly. But it could not also predict the transition form factors of $`B\pi `$.
In this paper, we would like to study the $`B\pi \pi `$ decays in the perturbative QCD approach (PQCD) . In the $`B\pi \pi `$ decays, the $`B`$ meson is heavy, sitting at rest. It decays into two light mesons with large momenta. Therefore the light mesons are moving very fast in the rest frame of $`B`$ meson. In this case, the short distance hard process dominates the decay amplitude. We shall demonstrate that the soft final state interaction is not important, since there is not enough time for the pions to exchange soft gluons. This makes the perturbative QCD approach applicable. With the final pions moving very fast, there must be a hard gluon to kick the light spectator quark $`d`$ or $`u`$ (almost at rest) in the $`B`$ meson to form a fast moving pion (see Figure 1). So the dominant diagram in this theoretical picture is that one hard gluon from the spectator quark connecting with the other quarks in the four quark operator of the weak interaction. Unlike the usual FA, where the spectator quark does not participate in the decay process in a major way, the hard part of the PQCD approach consists of six quarks rather than four. We thus call it six-quark operators or six-quark effective theory. Applying the six-quark effective theory to $`B`$ meson exclusive decays, we need meson wave functions for the hadronization of quarks into mesons. Separating that nonperturbative dynamics from the hard one, the decay amplitudes can be calculated in PQCD easily. Most of the nonperturbative dynamics are included in the meson wave functions, but in the correction that soft gluon straddle the six-quark operators, there are some nonfactorizable soft gluon effects not to be absorbed into the meson wave functions. Such effects can be safely neglected in the $`B`$ meson decays .
Li performed the calculation of $`\overline{B}^0\pi ^+\pi ^{}`$ in ref. using the PQCD formalism, where the factorizable tree diagrams were calculated and the branching ratios were predicted. In another paper , Dahm, Jakob and Kroll performed a more complete calculation, including the non-factorizable annihilation topology and the three decay channels of $`B\pi \pi `$ decays. However, the predicted branching ratios are about one order smaller than the current experiments by CLEO . In connection with this, Feldmann and Kroll concluded that perturbative contributions to the $`B\pi `$ transition form factor were much smaller than nonperturbative ones . As we shall show later, the pion wave function must be consistent with chiral symmetry relation
$$q^\mu 0|\overline{u}\gamma _\mu \gamma _5d(x)|\pi ^{}(q)=(m_u+m_d)0|\overline{u}\gamma _5d(x)|\pi ^{}(q).$$
(1)
This introduces terms that were not considered in above calculations. In this paper, considering the terms needed from chiral symmetry, we calculate the $`B\pi `$ transition form factors and also the non-factorizable contributions in PQCD approach. We then show that our result for the branching ratio $`B\pi ^+\pi ^{}`$ agree with the measurement. Among the new terms, it is worthwhile emphasizing the presence of annihilation diagrams which are ignored in FA. We find that these diagrams can not be ignored, and furthermore they contribute to large final state interaction phase.
## 2 The Frame Work
The three scale PQCD factorization theorem has been developed for non-leptonic heavy meson decays , based on the formalism by Brodsky and Lepage , and Botts and Sterman . The QCD corrections to the four quark operators are usually summed by the renormalization group equation . This has already been done to the leading logarithm and next-to-leading order for years. Since the $`b`$ quark decay scale $`m_b`$ is much smaller than the electroweak scale $`m_W`$, the QCD corrections are non-negligible. The third scale $`1/b`$ involved in the $`B`$ meson exclusive decays is usually called the factorization scale, with $`b`$ the conjugate variable of parton transverse momenta. The dynamics below $`1/b`$ scale is regarded as being completely nonperturbative, and can be parametrized into meson wave functions. The meson wave functions are not calculable in PQCD. But they are universal, channel independent. We can determine it from experiments, and it is constrained by QCD sum rules and Lattice QCD calculations. Above the scale $`1/b`$, the physics is channel dependent. We can use perturbation theory to calculate channel by channel.
Besides the hard gluon exchange with the spectator quark, the soft gluon exchanges between quark lines give out the double logarithms $`\mathrm{ln}^2(Pb)`$ from the overlap of collinear and soft divergences, $`P`$ being the dominant light-cone component of a meson momentum. The resummation of these double logarithms leads to a Sudakov form factor $`\mathrm{exp}[s(P,b)]`$, which suppresses the long distance contributions in the large $`b`$ region, and vanishes as $`b>1/\mathrm{\Lambda }_{QCD}`$. This form factor is given to sum the leading order soft gluon exchanges between the hard part and the wave functions of mesons. So this term includes the double infrared logarithms. The expression of $`s(Q,b)`$ is concretely given in appendix B. Figure 2 shows that $`e^s`$ falls off quickly in the large $`b`$, or long-distance, region, giving so-called Sudakov suppression. This Sudakov factor practically makes PQCD approach applicable. For the detailed derivation of the Sudakov form factors, see ref..
With all the large logarithms resummed, the remaining finite contributions are absorbed into a perturbative b quark decay subamplitude $`H(t)`$. Therefore the three scale factorization formula is given by the typical expression,
$$C(t)\times H(t)\times \mathrm{\Phi }(x)\times \mathrm{exp}\left[s(P,b)2_{1/b}^t\frac{d\overline{\mu }}{\overline{\mu }}\gamma _q(\alpha _s(\overline{\mu }))\right],$$
(2)
where $`C(t)`$ are the corresponding Wilson coefficients, $`\mathrm{\Phi }(x)`$ are the meson wave functions and the variable $`t`$ denotes the largest mass scale of hard process $`H`$, that is, six-quark effective theory. The quark anomalous dimension $`\gamma _q=\alpha _s/\pi `$ describes the evolution from scale $`t`$ to $`1/b`$. Since logarithm corrections have been summed by renormalization group equations, the above factorization formula does not depend on the renormalization scale $`\mu `$ explicitly.
The three scale factorization theorem in eq.(2) is discussed by Li et al. in detail . Below section 3, we shall give the factorization formulae for $`B\pi \pi `$ decay amplitudes by calculating the hard part $`H(t)`$, channel dependent in PQCD. We shall also approximate $`H`$ there by the $`๐ช(\alpha _s)`$ expression, which makes sense if perturbative contributions indeed dominate.
In the resummation procedures, the $`B`$ meson is treated as a heavy-light system. The wave function is defined as
$$\mathrm{\Phi }_B=\frac{1}{\sqrt{2N_c}}(\overline{)}p_B+m_B)\gamma _5\varphi _B(k_1,k_b),$$
(3)
where $`N_c=3`$ is colorโs degree of freedom and $`\varphi _B(k_1,k_b)`$ is the distribution function of the 4-momenta of the light quark ($`k_1`$) and $`b`$ quark ($`k_b`$)
$$\varphi _B(k_1,k_b)=\frac{1}{p_B^2}\frac{1}{2\sqrt{2N_c}}\frac{d^4y}{(2\pi )^4}e^{ik_1y}0|\mathrm{T}[\overline{d}(y)\overline{)}p_B\gamma _5b(0)]|B(p_B).$$
(4)
Note that we use the same distribution function $`\varphi _B(k_1,k_b)`$ for the $`\overline{)}p_B`$ term and the $`m_B`$ term from heavy quark effective theory. For the hard part calculations in the next section, we use the approximation $`m_bm_B`$, which is the same order approximation neglecting higher twist of $`(m_Bm_b)/m_B`$. To form a bound state of $`B`$ meson, the condition $`k_b=p_Bk_1`$ is required. So $`\varphi _B`$ is actually a function of $`k_1`$ only. Through out this paper, we take $`p^\pm =(p^0\pm p^3)/\sqrt{2}`$, $`๐ฉ_T=(p^1,p^2)`$ as the light-cone coordinates to write the four momentum. We consider the $`B`$ meson at rest, then that momentum is $`p_B=(m_B/\sqrt{2})(1,1,\mathrm{๐}_T)`$. The momentum of the light valence quark is written as ($`k_1^+,k_1^{},๐ค_{1T}`$), where the $`๐ค_{1T}`$ is a small transverse momentum. It is difficult to define the function $`\varphi _B(k_1^+,k_1^{},๐ค_{1T})`$. However, in the next section, we will see that the hard part is always independent of $`k_1^+`$, if we make some approximations. This means that $`k_1^+`$ can be integrated out in eq.(4), the function $`\varphi _B(k_1^+,k_1^{},๐ค_{1T})`$ can be simplified to
$`\varphi _B(x_1,๐ค_{1T})`$ $`=`$ $`p_B^{}{\displaystyle ๐k_1^+\varphi _B(k_1^+,k_1^{},๐ค_{1T})}`$ (5)
$`=`$ $`{\displaystyle \frac{p_B^{}}{p_B^2}}{\displaystyle \frac{1}{2\sqrt{2N_c}}}{\displaystyle \frac{dy^+d^2๐ฒ_T}{(2\pi )^3}e^{i(k_1^{}y^+๐ค_{1T}๐ฒ_T)}0|\mathrm{T}[\overline{d}(y^+,0,๐ฒ_T)\overline{)}p_B\gamma _5b(0)]|B(p_B)},`$
where $`x_1=k_1^{}/p_B^{}`$ is the momentum fraction. Therefore, in the perturbative calculations, we do not need the information of all four momentum $`k_1`$. The above integration can be done only when the hard part of the subprocess is independent of the variable $`k_1^+`$.
The $`\pi `$ meson is treated as a light-light system. At the $`B`$ meson rest frame, pion is moving very fast. We define the momentum of the pion which contain the spectator light quark as $`P_2=(m_B/\sqrt{2})(1,0,\mathrm{๐}_T)`$. The other pion which moving to the inverse direction, then has momentum $`P_3=(m_B/\sqrt{2})(0,1,\mathrm{๐}_T)`$. The light spectator quark moving with the pion (with momentum $`P_2`$), has a momentum $`(k_2^+,0,๐ค_{2T})`$. The momentum of the other valence quark in this pion is then $`(P_2^+k_2^+,0,๐ค_{2T})`$. If we define the momentum fraction as $`x_2=k_2^+/P_2^+`$, then the wave function of pion can be written as
$$\mathrm{\Phi }_\pi =\frac{1}{\sqrt{2N_c}}\gamma _5\left[\overline{)}p_\pi \varphi _\pi (x_2,๐ค_{2T})+m_0\varphi _\pi ^{}(x_2,๐ค_{2T})\right],$$
(6)
where $`\varphi _\pi (x_2,๐ค_{2T})`$ is defined in analogue to eq.(4, 5) and $`\varphi _\pi ^{}(x_2,๐ค_{2T})`$ is defined by
$$\varphi _\pi ^{}(x_2,๐ค_{2T})=\frac{P_2^+}{2\sqrt{2N_c}}\frac{dy^{}d^2๐ฒ_T}{(2\pi )^3}e^{i(x_2P_2^+y^{}๐ค_{2T}๐ฒ_T)}0|\mathrm{T}[\overline{d}(0)\gamma _5u(0,y^{},๐ฒ_T)]|\pi (P_2).$$
(7)
Note that as you shall see below, $`m_0`$ given as
$$m_0=\frac{m_\pi ^2}{m_u+m_d}$$
(8)
in eq.(6) is not the pion mass. Since this $`m_0`$ is estimated around $`12`$ GeV using the quark masses predicted from lattice simulations, one may guess contributions of $`m_0`$ term cannot be neglected because of $`m_0\overline{)}m_B`$. In fact, we will show this $`m_0`$ plays important roles to predict the $`B\pi \pi `$ branching ratios in section 4.
The normalization of wave functions is determined by mesonโs decay constant
$$0|\overline{d}(0)\gamma _\mu \gamma _5u(0)|\pi (p)=ip_\mu f_\pi .$$
(9)
Using this relation, the normalization of $`\varphi _\pi `$ is defined as
$$๐x_2d^2๐ค_{2T}\varphi _\pi (x_2,๐ค_{2T})=\frac{f_\pi }{2\sqrt{2N_c}}.$$
(10)
Moreover, from eq.(9) you can readily derive
$$0|\overline{d}(0)\gamma _5u(0)|\pi (p)=i\frac{m_\pi ^2}{m_u+m_d}f_\pi ,$$
(11)
so defining $`m_0`$ such as eq.(8), the normalization of $`\varphi _\pi ^{}`$ is the same one to eq.(10).
The transverse momentum $`๐ค_T`$ is usually conveniently converted to the $`b`$ parameter by Fourier transformation. The initial conditions of $`\varphi _i^{()}(x)`$, $`i=B`$, $`\pi `$, are of nonperturbative origin, satisfying the normalization
$$_0^1\varphi _i^{()}(x,b=0)๐x=\frac{f_i}{2\sqrt{2N_c}},$$
(12)
with $`f_i`$ the meson decay constants.
## 3 Perturbative Calculations
With the above brief discussion, the only thing left is to compute $`H`$ for each diagram. There are altogether 8 diagrams contributing to the $`B\pi \pi `$ decays, which are shown in Figure 3. They are the lowest order diagrams. In fact the diagrams without hard gluon exchange between the spectator quark and other quarks are suppressed by the wave functions. The reason is that the light quark in $`B`$ meson is almost at rest. If there is no large momentum exchange with other quarks, it carries almost zero momentum in the fast moving $`\pi `$, that is the end point of pion wave function. In the next section, we will see that the pion wave function at the zero point is always zero. The Sudakov form factor suppresses the large number of soft gluons exchange to transfer large momentum. It is already shown that the hard gluon is really hard in the numerical calculations of $`BK\pi `$ . The value of $`\alpha _s/\pi `$ is peaked below $`0.2`$. And in our following calculation of $`B\pi \pi `$ decays this is also proved.
Letโs first calculate the usual factorizable diagrams (a) and (b). The four quark operators indicated by a cross in the diagrams, are shown in the appendix A. There are two kinds of operators. Operators $`O_1`$, $`O_2`$, $`O_3`$, $`O_4`$, $`O_9`$, and $`O_{10}`$ are $`(VA)(VA)`$ currents, the sum of their amplitudes is given as
$`F_e`$ $`=`$ $`16\pi C_Fm_B^2{\displaystyle _0^1}๐x_1๐x_2{\displaystyle _0^{\mathrm{}}}b_1๐b_1b_2๐b_2\varphi _B(x_1,b_1)`$ (13)
$`\times \{[(1+x_2)\varphi _\pi (x_2,b_2)+(12x_2)\varphi _\pi ^{}(x_2,b_2)r_\pi ]`$
$`\times \alpha _s(t_e^1)h_e(x_1,x_2,b_1,b_2)\mathrm{exp}[S_B(t_e^1)S_\pi ^1(t_e^1)]+2r_\pi \varphi _\pi ^{}(x_2,b_2)`$
$`\times \alpha _s(t_e^2)h_e(x_2,x_1,b_2,b_1)\mathrm{exp}[S_B(t_e^2)S_\pi ^1(t_e^2)]\},`$
where $`r_\pi =m_0/m_B=m_\pi ^2/[m_B(m_u+m_d)]`$. $`C_F=4/3`$ is a color factor. The function $`h_e(x_1,x_2,b_1,b_2)`$ and the Sudakov form factors $`S_B(t_i)`$ and $`S_\pi (t_i)`$ are given in the appendix B. The operators $`O_5`$, $`O_6`$, $`O_7`$, and $`O_8`$ have a structure of $`(VA)(V+A)`$. The sum of their amplitudes is
$`F_e^P`$ $`=`$ $`32\pi C_Fm_B^2r_\pi {\displaystyle _0^1}๐x_1๐x_2{\displaystyle _0^{\mathrm{}}}b_1๐b_1b_2๐b_2\varphi _B(x_1,b_1)`$ (14)
$`\times \{[\varphi _\pi (x_2,b_2)+(2+x_2)\varphi _\pi ^{}(x_2,b_2)r_\pi ]\alpha _s(t_e^1)h_e(x_1,x_2,b_1,b_2)`$
$`\times \mathrm{exp}[S_B(t_e^1)S_\pi ^1(t_e^1)]+\left[x_1\varphi _\pi (x_2,b_2)+2(1x_1)\varphi _\pi ^{}(x_2,b_2)r_\pi \right]`$
$`\times \alpha _s(t_e^2)h_e(x_2,x_1,b_2,b_1)\mathrm{exp}[S_B(t_e^2)S_\pi ^1(t_e^2)]\}.`$
They are proportional to the factor $`r_\pi `$. There are also factorizable annihilation diagrams (g) and (h), where the $`B`$ meson can be factored out. For the $`(VA)(VA)`$ operators, their contributions always cancel between diagram (g) and (h). But for the $`(VA)(V+A)`$ operators, their contributions are sum of diagram (g) and (h).
$`F_a^P`$ $`=`$ $`64\pi C_Fm_B^2r_\pi {\displaystyle _0^1}๐x_2๐x_3{\displaystyle _0^{\mathrm{}}}b_2๐b_2b_3๐b_3\alpha _s(t_a)h_a(x_2,x_3,b_2,b_3)`$ (15)
$`\times \left[2\varphi _\pi (x_2,b_2)\varphi _\pi ^{}(x_3,b_3)+x_2\varphi _\pi (x_3,b_3)\varphi _\pi ^{}(x_2,b_2)\right]\mathrm{exp}[S_\pi ^1(t_a)S_\pi ^2(t_a)],`$
These two diagrams can be cut in the middle of the diagrams. They provide the main strong phase for non-leptonic $`B`$ decays. Note that $`F_a^P`$ vanishes in the limit of $`m_0=0`$. So the $`m_0`$ term in the pion wave function does not only have much effect on the branching ratios, but also the CP asymmetries. Besides the factorizable diagrams, we can also calculate the non-factorizable diagrams (c) and (d) and also the non-factorizable annihilation diagrams (e) and (f). In this case, the amplitudes involve all the three meson wave functions. The integration over $`b_3`$ can be performed easily using $`\delta `$ function $`\delta (b_3b_1)`$ in diagram (c,d) and $`\delta (b_3b_2)`$ for diagram (e,f).
$`_e`$ $`=`$ $`{\displaystyle \frac{32}{3}}\pi C_F\sqrt{2N_c}m_B^2{\displaystyle _0^1}๐x_1๐x_2๐x_3{\displaystyle _0^{\mathrm{}}}b_1๐b_1b_2๐b_2\varphi _B(x_1,b_1)\varphi _\pi (x_2,b_2)`$ (16)
$`\times \varphi _\pi (x_3,b_1)x_2\alpha _s(t_d)h_d(x_1,x_2,x_3,b_1,b_2)\mathrm{exp}[S_B(t_d)S_\pi ^1(t_d)S_\pi ^2(t_d)],`$
$`_a`$ $`=`$ $`{\displaystyle \frac{32}{3}}\pi C_F\sqrt{2N_c}m_B^2{\displaystyle _0^1}๐x_1๐x_2๐x_3{\displaystyle _0^{\mathrm{}}}b_1๐b_1b_2๐b_2\varphi _B(x_1,b_1)`$ (17)
$`\times \{[x_2\varphi _\pi (x_2,b_2)\varphi _\pi (x_3,b_2)+(x_2+x_3)\varphi _\pi ^{}(x_2,b_2)\varphi _\pi ^{}(x_3,b_2)r_\pi ^2]`$
$`\times \alpha _s(t_f^1)h_f^{(1)}(x_1,x_2,x_3,b_1,b_2)\mathrm{exp}\left[S_B(t_f^1)S_\pi ^1(t_f^1)S_\pi ^2(t_f^1)\right]`$
$`+\left[x_2\varphi _\pi (x_2,b_2)\varphi _\pi (x_3,b_2)+(2+x_2+x_3)\varphi _\pi ^{}(x_2,b_2)\varphi _\pi ^{}(x_3,b_2)r_\pi ^2\right]`$
$`\times \alpha _s(t_f^2)h_f^{(2)}(x_1,x_2,x_3,b_1,b_2)]\mathrm{exp}[S_B(t_f^2)S_\pi ^1(t_f^2)S_\pi ^2(t_f^2)]\}.`$
Note that when doing the above integrations over $`x_i`$ and $`b_i`$, we have to include the corresponding Wilson coefficients $`C_i`$ evaluated at the corresponding scale $`t_i`$. The expression of Wilson coefficients are channel dependent which are shown later in this section. The functions $`h_i`$, coming from the Fourier transform of $`H`$, are given in Appendix B. In the above equations, we have used the assumption that $`x_1x_2,x_3`$. Since the light quark momentum fraction $`x_1`$ in $`B`$ meson is peaked at the small region, while quark momentum fraction $`x_2`$ of pion is peaked at $`0.5`$, this is not a bad approximation. After using this approximation, all the diagrams are functions of $`k_1^{}=x_1m_B/\sqrt{2}`$ of $`B`$ meson only, independent of the variable of $`k_1^+`$. For example, by calculating the diagrams (b) we shall demonstrate it.
$`\pi (P_2)\pi (P_3)|O_2^u|B(p_B)`$ (18)
$``$ $`{\displaystyle d^4k_1d^4k_2\varphi _B(k_1)\varphi _\pi ^{}(k_2)\frac{qP_3}{q^2\mathrm{}^2}}`$
$`=`$ $`{\displaystyle d^4k_1d^4k_2\varphi _B(k_1)\varphi _\pi ^{}(k_2)\frac{(P_2^+k_1^+)p_B^{}}{\{2(P_2^+k_1^+)k_1^{}+๐ค_{1T}^2\}\{2(k_2^+k_1^+)k_1^{}+\mathrm{}_T^2\}}}`$
$``$ $`{\displaystyle d^4k_1d^4k_2\varphi _B(k_1)\varphi _\pi ^{}(k_2)\left\{\frac{p_B^{}P_2^+}{(2P_2^+k_1^{}+๐ค_{1T}^2)(2k_1^{}k_2^++\mathrm{}_T^2)}+๐ช\left(\frac{\mathrm{\Lambda }_{\mathrm{QCD}}}{m_B^2}\right)\right\}},`$
where the momenta are assigned in Figure 3. The calculation from second formula to last one is approximated as $`k_1k_2`$. This approximation is equal to take the momenta of spectator quark in the $`B`$ meson as $`k_1=(0,k_1^{},๐ค_{1T})`$. We neglect the last term which is higher order one in terms of $`1/m_B`$ expansion. Therefore the integration of eq.(5) is performed safely. Though we calculated the above factorization formulae by one order in terms of $`\alpha _s`$, the radiative corrections at the next order would emerge in forms of $`\alpha _s^2\mathrm{ln}(m/t)`$, where $`m`$โs denote some scales, i.e. $`m_B`$, $`1/b,\mathrm{}`$, in the hard part $`H(t)`$. Selecting $`t`$ as the largest scale in $`m`$โs, the largest logarithm in the next order corrections is killed. Accordingly, the scale $`t_i`$โs in the above equations are chosen as
$`t_e^1`$ $`=`$ $`\mathrm{max}(\sqrt{x_2}m_B,1/b_1,1/b_2),`$ (19)
$`t_e^2`$ $`=`$ $`\mathrm{max}(\sqrt{x_1}m_B,1/b_1,1/b_2),`$ (20)
$`t_d`$ $`=`$ $`\mathrm{max}(\sqrt{x_1x_2}m_B,\sqrt{x_2x_3}m_B,1/b_1,1/b_2),`$
$`t_f^1`$ $`=`$ $`\mathrm{max}(\sqrt{x_2x_3}m_B,1/b_1,1/b_2),`$
$`t_f^2`$ $`=`$ $`\mathrm{max}(\sqrt{x_2x_3}m_B,\sqrt{x_2+x_3x_2x_3}m_B,1/b_1,1/b_2),`$
$`t_a`$ $`=`$ $`\mathrm{max}(\sqrt{x_2}m_B,1/b_2,1/b_3).`$ (21)
They are given the maximum values of the scales appeared in each diagram.
In the language of the above matrix elements for different diagrams eq.(13-17), the decay amplitude for $`B^0\pi ^+\pi ^{}`$ can be written as
$`(B^0\pi ^+\pi ^{})`$ $`=`$ $`f_\pi F_e\left[\xi _u\left({\displaystyle \frac{1}{3}}C_1+C_2\right)\xi _t\left(C_4+{\displaystyle \frac{1}{3}}C_3+C_{10}+{\displaystyle \frac{1}{3}}C_9\right)\right]`$ (22)
$``$ $`f_\pi F_e^P\xi _t\left[C_6+{\displaystyle \frac{1}{3}}C_5+C_8+{\displaystyle \frac{1}{3}}C_7\right]`$
$`+`$ $`_e\left[\xi _uC_1\xi _t(C_3+C_9)\right]`$
$`+`$ $`_a\left[\xi _uC_2\xi _t\left(C_3+2C_4+2C_6+{\displaystyle \frac{1}{2}}C_8{\displaystyle \frac{1}{2}}C_9+{\displaystyle \frac{1}{2}}C_{10}\right)\right]`$
$``$ $`f_BF_a\xi _t\left[{\displaystyle \frac{1}{3}}C_5+C_6{\displaystyle \frac{1}{6}}C_7{\displaystyle \frac{1}{2}}C_8\right],`$
where $`\xi _u=V_{ub}^{}V_{ud}`$, $`\xi _t=V_{tb}^{}V_{td}`$. The decay width is expressed as
$$\mathrm{\Gamma }=\frac{G_F^2m_B^3}{128\pi }||^2.$$
(23)
The $`C_i^{}s`$ should be calculated at the appropriate scale $`t_i`$ using eq.(61,62) in the appendices. The decay amplitude of the charge conjugate decay channel $`\overline{B}^0\pi ^+\pi ^{}`$ is the same as eq.(22) except replacing the CKM matrix elements $`\xi _u`$ to $`\xi _u^{}`$ and $`\xi _t`$ to $`\xi _t^{}`$ under the phase convention $`CP|B^0=|\overline{B}^0`$.
The decay amplitude for $`B^0\pi ^0\pi ^0`$ can be written as
$`\sqrt{2}(B^0\pi ^0\pi ^0)`$ $`=`$ $`f_\pi F_e[\xi _u(C_1+{\displaystyle \frac{1}{3}}C_2)`$ (24)
$`+\xi _t({\displaystyle \frac{1}{3}}C_3+C_4+{\displaystyle \frac{3}{2}}C_7+{\displaystyle \frac{1}{2}}C_8{\displaystyle \frac{5}{3}}C_9C_{10})]`$
$`+`$ $`f_\pi F_e^P\xi _t\left[C_6+{\displaystyle \frac{1}{3}}C_5{\displaystyle \frac{1}{6}}C_7{\displaystyle \frac{1}{2}}C_8\right]`$
$`+`$ $`_e\left[\xi _uC_2\xi _t(C_3+{\displaystyle \frac{3}{2}}C_8+{\displaystyle \frac{1}{2}}C_9+{\displaystyle \frac{3}{2}}C_{10})\right]`$
$``$ $`_a\left[\xi _uC_2\xi _t\left(C_3+2C_4+2C_6+{\displaystyle \frac{1}{2}}C_8{\displaystyle \frac{1}{2}}C_9+{\displaystyle \frac{1}{2}}C_{10}\right)\right]`$
$`+`$ $`f_BF_a\xi _t\left[{\displaystyle \frac{1}{3}}C_5+C_6{\displaystyle \frac{1}{6}}C_7{\displaystyle \frac{1}{2}}C_8\right].`$
The decay amplitude for $`B^+\pi ^+\pi ^0`$ can be written as
$`\sqrt{2}(B^+\pi ^+\pi ^0)`$ $`=`$ $`f_\pi F_e\left[{\displaystyle \frac{4}{3}}\xi _u(C_1+C_2)\xi _t\left(2C_{10}+2C_9{\displaystyle \frac{3}{2}}C_7{\displaystyle \frac{1}{2}}C_8\right)\right]`$ (25)
$``$ $`f_\pi F_e^P\xi _t\left[{\displaystyle \frac{3}{2}}C_8+{\displaystyle \frac{1}{2}}C_7\right]`$
$`+`$ $`_e\left[\xi _u(C_1+C_2){\displaystyle \frac{3}{2}}\xi _t(C_8+C_9+C_{10})\right].`$
From the above equations (22,24,25), it is easy to see that we have the exact Isospin relation for the three decays:
$$(B^0\pi ^+\pi ^{})\sqrt{2}(B^0\pi ^0\pi ^0)=\sqrt{2}(B^+\pi ^+\pi ^0).$$
(26)
## 4 Numerical calculations and discussions of Results
In the numerical calculations we use
$`\mathrm{\Lambda }_{\overline{\mathrm{MS}}}^{(f=4)}=0.25\text{ GeV,}f_\pi =0.13\text{ GeV,}f_B=0.19\text{ GeV,}`$
$`M_B=5.2792\text{ GeV,}M_W=80.41\text{ GeV,}`$
$`\tau _{B^\pm }=1.65\times 10^{12}\text{ s,}\tau _{B^0}=1.56\times 10^{12}\text{ s}`$ (27)
and
$$m_u=4.5\text{ MeV,}m_d=1.8m_u,$$
(28)
which is relevant to taking $`m_0=1.5`$ GeV. For the $`\pi `$ wave function, we neglect the $`b`$ dependence part, which is not important in numerical analysis. We use
$`\varphi _\pi (x)`$ $`=`$ $`{\displaystyle \frac{3}{\sqrt{2N_c}}}f_\pi x(1x)[1+a^A(5(12x)^21)],`$ (29)
with $`a^A=0.8`$, which is close to the Chernyak-Zhitnitsky (CZ) wave function . For this axial vector wave function the asymptotic wave function , $`a^A0`$ , is suggested from QCD sum rules , diffractive dissociation of high momentum pions , the instanton model , and pion distribution functions , etc., but we adopt $`a^A=0.8`$ according to the discussion in ref. . $`\varphi _\pi ^{}`$ is chosen as asymptotic wave function
$`\varphi _\pi ^{}(x)`$ $`=`$ $`{\displaystyle \frac{3}{\sqrt{2N_c}}}f_\pi x(1x)[1+a^p(5(12x)^21)],`$ (30)
with $`a^P=0`$. For $`B`$ meson, the wave function is chosen as
$`\varphi _B(x,b)`$ $`=`$ $`N_Bx^2(1x)^2\mathrm{exp}\left[{\displaystyle \frac{M_B^2x^2}{2\omega _{b1}^2}}{\displaystyle \frac{1}{2}}(\omega _{b2}b)^2\right],`$ (31)
with $`\omega _{b1}=\omega _{b2}=0.4`$ GeV , and $`N_B=91.745`$ GeV is the normalization constant. In this work, we set $`\omega _{b1}=\omega _{b2}`$ for simplicity. We would like to point out that the choice of the meson wave functions as in eqs. (29-31) and the above parameters can not only explain the experimental data of $`B\pi \pi `$, but also $`BK\pi `$ , $`D\pi `$ etc., which is the result of a global fitting. However, since the predicted branching ratio of $`B\pi \pi `$ is sensitive to the input parameters $`f_B`$, $`m_0`$, $`a^A`$, $`a^P`$ and $`\omega _{b1}`$, we will at first give the numerical results with the above parameters, then we give the allowed parameter regions of $`f_B`$, $`m_0`$, $`a^A`$, $`a^P`$ and $`\omega _{b1}`$ constrained by the experimental data of $`B\pi ^+\pi ^{}`$ presented by CLEO.
The diagrams (a) and (b) in Fig.3, calculated in eq.(13) correspond to the $`B\pi `$ transition form factor $`F^{B\pi }(q^2=0)`$, where $`q=p_BP_2`$. Our result is $`F^{B\pi }(0)=0.25`$ to be consistent with QCD sum rule one. This implies that PQCD can explain the transition form factor in the $`B`$ meson decays, which is different with the conclusion in ref.. In that paper, because $`m_0`$ was not considered, perturbative contributions to $`F^{B\pi }(0)`$ were predicted to be much smaller than nonperturbative ones.
Although we take the CZ like wave function ($`a^A=0.8`$) for $`\varphi _\pi `$, one finds that the above parameters give the pion electromagnetic form factor to be consistent with the experimental data. The pion electromagnetic form factor $`F_\pi (Q^2)`$ in PQCD is given as
$`F_\pi (Q^2)`$ $`=`$ $`16\pi C_F{\displaystyle _0^1}๐x_2๐x_3{\displaystyle _0^{\mathrm{}}}b_2๐b_2b_3๐b_3\alpha _s(t)h_e(x_3,x_2,b_3,b_2)`$ (32)
$`\times \left\{x_2Q^2\varphi _\pi (x_2,b_2)\varphi _\pi (x_3,b_3)+2m_0^2(1x_2)\varphi _\pi ^{}(x_2,b_2)\varphi _\pi ^{}(x_3,b_3)\right\}`$
$`\times \mathrm{exp}[S_\pi ^1(t)S_\pi ^2(t)],`$
where $`Q^2`$ is the momentum transfer in this system, the scale $`t`$ is chosen as $`t=\mathrm{max}(\sqrt{x_2}Q,1/b_2,1/b_3)`$, and $`m_B`$โs are replaced by $`Q`$ in the $`h_e,S_\pi ^1`$ and $`S_\pi ^2`$. One may suspect that around $`x_1,x_20`$, the gluon and virtual quark propagators give rise to IR divergences which can not be canceled by the wave functions. However, in PQCD, the transverse momenta $`k_T`$ save perturbative calculations from the singularities around $`x_{1,2}0`$. There are still IR divergences around $`k_T0`$, but the Sudakov factor which can be calculated from QCD corrections does suppress such a region, i.e., non-perturbative contributions, sufficiently. We show the $`Q^2`$ dependence of $`F_\pi (Q^2)`$ (eq.(32)) in Figure 4 with the experimental data . This figure shows that the parameters we used donโt conflict with the data. We also show $`F_\pi (Q^2)`$ for $`a^A=0.8,0.4,`$ and $`0`$. It indicates that $`F_\pi (Q^2)`$ is fairly insensitive to $`a^A`$.
The CKM parameters we used here are
$$\begin{array}{cc}|V_{ud}|=0.9740\pm 0.0010,\hfill & |V_{ub}/V_{cb}|=0.08\pm 0.02,\hfill \\ |V_{cb}|=0.0395\pm 0.0017,\hfill & |V_{tb}^{}V_{td}|=0.0084\pm 0.0018.\hfill \end{array}$$
(33)
We leave the CKM angle $`\varphi _2`$ as a free parameter. $`\varphi _2`$โs definition is
$$\varphi _2=arg\left[\frac{V_{td}V_{tb}^{}}{V_{ud}V_{ub}^{}}\right].$$
(34)
In this parameterization, the decay amplitude of $`B\pi \pi `$ can be written as
$``$ $`=`$ $`V_{ub}^{}V_{ud}TV_{tb}^{}V_{td}P`$ (35)
$`=`$ $`V_{ub}^{}V_{ud}T\left[1+ze^{i(\varphi _2+\delta )}\right],`$
where $`z=\left|\frac{V_{tb}^{}V_{td}}{V_{ub}^{}V_{ud}}\right|\left|\frac{P}{T}\right|`$, and $`\delta `$ is the relative strong phase between tree (T) diagrams and penguin diagrams (P). $`z`$ and $`\delta `$ can be calculated from PQCD. For example, in $`B^0\pi ^+\pi ^{}`$ decay, we get $`z=30`$%, and $`\delta =130^{}`$, if we use the above parameters. Here in PQCD approach, the strong phases come from the non-factorizable diagrams and annihilation type diagrams (see (c) $``$ (h) in Figure 3). The internal quarks and gluons can be on mass shell providing the strong phases. This can also be seen from eq.(57-60), where the the modified Bessel function $`K_0(if)`$ has imaginary part. Numerical analysis also shows that the main contribution to the relative strong phase $`\delta `$ comes from the annihilation diagrams, (g) and (h) in Figure 3. From the figure, we can see that they are factorizable diagrams. $`B`$ meson annihilates to $`q\overline{q}`$ quark pair then decays to $`\pi \pi `$ final states. The intermediate $`q\overline{q}`$ quark pair represent a number of resonance states, which implies final state interaction. In perturbative calculations, the two quark lines can be cut providing the imaginary part. The importance of these diagrams also makes the contribution of penguin diagrams more important than previously expected.
This mechanism of producing CP violation strong phase is very different from the so-called Bander-Silverman-Soni (BSS) mechanism , where the strong phase comes from the perturbative penguin diagrams. The contribution of BSS mechanism to the direct CP violation in $`B\pi ^+\pi ^{}`$ is only in the order of few percent . It is higher order corrections ($`\alpha _s`$ suppressed) in our PQCD approach. Therefore in our approach we can safely neglect this contribution. The corresponding charge conjugate $`\overline{B}`$ decay is
$`\overline{}`$ $`=`$ $`V_{ub}V_{ud}^{}TV_{tb}V_{td}^{}P`$ (36)
$`=`$ $`V_{ub}V_{ud}^{}T\left[1+ze^{i(\varphi _2+\delta )}\right].`$
Therefore the averaged branching ratio for $`B\pi \pi `$ is
$`Br`$ $`=`$ $`(||^2+|\overline{}|^2)/2`$ (37)
$`=`$ $`\left|V_{ub}V_{ud}^{}T\right|^2\left[1+2z\mathrm{cos}\varphi _2\mathrm{cos}\delta +z^2\right].`$
From this equation, we know that the averaged branching ratio is a function of CKM angle $`\varphi _2`$, if $`z\mathrm{cos}\delta 0`$.
The averaged branching ratio of $`B^0\pi ^+\pi ^{}`$ decay which is predicted from the formulae in the previous section is shown as a function of $`\varphi _2`$ in Figure 5. To consider $`m_0`$ required from chiral symmetry is essentially different with previous paper . This figure shows that $`m_0`$ enhances the branching ratio to agree with the experimental data. There is a significant dependence on the CKM angle $`\varphi _2`$. The branching ratio of $`B^0\pi ^+\pi ^{}`$ is larger when $`\varphi _2`$ is larger. The reason is that the penguin contribution is not small. The CLEO measured branching ratio of $`B\pi ^+\pi ^{}`$
$$\mathrm{Br}(B\pi ^+\pi ^{})=(4.3_{1.4}^{+1.6}\pm 0.5)\times 10^6,$$
(38)
is in good agreement with our predictions. This prefer a lower value of $`\varphi _2`$. However, the predicted branching ratio is sensitive to the parameters of input. Especially it is sensitive to $`f_B`$, $`m_0`$ and the meson wave functions. Therefore, it is unlikely to use this single channel to determine the CKM angle $`\varphi _2`$.
The branching ratios of $`B\pi \pi `$ are sensitive to some input parameters. We give the parameter regions allowed by the experimental data in eq. (38). Rerevant parameter are $`m_0`$, $`a^P`$, and $`\omega _{b1}`$. Others are specified in the begining of this section. Here we check the sensitivity of our calculation on parameter $`m_0`$, $`a^P`$, and $`\omega _{b1}`$. First we fix $`m_0=1.5`$ GeV and show the allowed region for $`a^P`$ and $`\omega _{b1}`$. This is shown in Figure 6(a). One finds that the branching ratio is fairly insensitive to $`a^P`$. Second we fix $`a^P=0`$ and show the allowed region for $`\omega _{b1}`$ and $`m_0`$. This is shown in Figure 6(b). We see that the allowed region for $`\omega _{b1}`$ and $`m_0`$ is quite large. The dependence on $`a^A`$ for the branching ratio of $`B\pi ^+\pi ^{}`$ is given in Figure 7. As discussed in ref. , the central value of the experimental data $`R_D=\mathrm{Br}(B^{}D^0\pi ^{})/\mathrm{Br}(\overline{B}_d^0D^+\pi ^{})`$ requires $`a^A=0.8`$, but this figure indicates that $`B\pi ^+\pi ^{}`$ decay mode gives no significant restriction on $`a^A`$. Therefore, these figures show that the above set of parameters we choose for Figure 5 is in the allowed region, and that parameter space producing the experimental data, eq. (38), is quite large.
The branching ratio of $`B^+\pi ^+\pi ^0`$ has little dependence on $`\varphi _2`$. It is easy to understand since there is only one dominant contribution from tree diagrams. The QCD penguin contribution is canceled by isospin relation and the electroweak contribution is very small giving only a slight dependence on $`\varphi _2`$. The branching ratio of this decay is predicted as $`3\times 10^6`$, using the parameters we list in the beginning of this section.
For the decay of $`B^0\pi ^0\pi ^0`$, the situation is similar to that of $`B^0\pi ^+\pi ^{}`$. There are large contributions from both tree and penguin diagrams. We show the averaged branching ratio of $`B^0\pi ^0\pi ^0`$ as a function of $`\varphi _2`$ in Figure 8. Although the branching ratio is small, the dependence of $`\varphi _2`$ is significant. The predicted branching ratio of $`B^0\pi ^0\pi ^0`$ is less than $`10^6`$. This is difficult for the B factories to measure the separate branching ratios of $`B^0`$ and $`\overline{B}^0`$. In this case, the proposed isospin method to measure the CKM angle $`\varphi _2`$ does not work in the B factories, since it requires the measurement of $`B^0\pi ^0\pi ^0`$ and $`\overline{B}^0\pi ^0\pi ^0`$.
Using eq.(35,36), the direct CP violating parameter is
$`A_{CP}^{dir}`$ $`=`$ $`{\displaystyle \frac{||^2|\overline{}|^2}{||^2+|\overline{}|^2}}`$ (39)
$`=`$ $`{\displaystyle \frac{2z\mathrm{sin}\varphi _2\mathrm{sin}\delta }{1+2z\mathrm{cos}\varphi _2\mathrm{cos}\delta +z^2}}.`$
The direct CP asymmetry is nearly proportional to $`\mathrm{sin}\varphi _2`$. We show the direct CP violation parameters (percentage) as a function of $`\varphi _2`$ in figure 9. Unlike the averaged branching ratios, the predicted CP violation in B decays does not depend much on the wave functions. They cancel each between the charge conjugate states shown in the above equation. The direct CP violation parameter of $`B^0\pi ^+\pi ^{}`$ and $`\pi ^0\pi ^0`$ can be very large, which can be as large as 40%, and 20% when $`\varphi _2`$ is near $`70^{}`$. Because there is no annihilation diagram contribution in $`B^+\pi ^+\pi ^0`$, the penguin contribution is negligible. The direct CP violation parameter of $`B^+\pi ^+\pi ^0`$ is also very small. It is a horizontal line in Figure 9.
For the neutral $`B^0`$ decays, there is more complication from the $`B^0`$-$`\overline{B^0}`$ mixing. The CP asymmetry is time dependent :
$$A_{CP}(t)A_{CP}^{dir}\mathrm{cos}(\mathrm{\Delta }mt)+a_{ฯต+ฯต^{}}\mathrm{sin}(\mathrm{\Delta }mt),$$
(40)
where $`\mathrm{\Delta }m`$ is the mass difference of the two mass eigenstates of neutral $`B`$ mesons. The direct CP violation parameter $`A_{CP}^{dir}`$ is already defined in eq.(39). While the mixing-related CP violation parameter is defined as
$$a_{ฯต+ฯต^{}}=\frac{2Im(\lambda _{CP})}{1+|\lambda _{CP}|^2},$$
(41)
where
$$\lambda _{CP}=\frac{V_{tb}^{}V_{td}f|H_{eff}|\overline{B}^0}{V_{tb}V_{td}^{}f|H_{eff}|B^0}.$$
(42)
Using equations (35,36), we can derive as
$$\lambda _{CP}=e^{2i\varphi _2}\frac{1+ze^{i(\delta \varphi _2)}}{1+ze^{i(\delta +\varphi _2)}}.$$
(43)
Usually, people believe that the penguin diagram contribution is suppressed comparing with the tree contribution, i.e. $`z1`$. Such that $`\lambda _{CP}\mathrm{exp}[2i\varphi _2]`$, $`a_{ฯต+ฯต^{}}=\mathrm{sin}2\varphi _2`$, and $`A_{CP}^{dir}0`$. That is the previous idea of extracting $`\mathrm{sin}2\varphi _2`$ from the CP measurement of $`B^0\pi ^+\pi ^{}`$. However, $`z`$ is not very small. From Figure 10, we can see that $`a_{ฯต+ฯต^{}}`$ is not a simple $`\mathrm{sin}2\varphi _2`$ behavior due to the so called penguin pollution.
If we integrate the time variable $`t`$, we will get the total CP asymmetry as
$$A_{CP}=\frac{1}{1+x^2}A_{CP}^{dir}+\frac{x}{1+x^2}a_{ฯต+ฯต^{}},$$
(44)
with $`x=\mathrm{\Delta }m/\mathrm{\Gamma }0.723`$ for the $`B^0`$-$`\overline{B}^0`$ mixing in SM .
The integrated CP asymmetries of $`B^0\pi ^+\pi ^{}`$ and $`B^0\pi ^0\pi ^0`$ are shown in Figure 11. Unlike the averaged branching ratios, the CP asymmetry is not sensitive to the wave functions, since these parameter dependences canceled out. It is rather stable. If we can measure the integrated CP asymmetry from the experiments, then we can use this figure to determine the value of $`\varphi _2`$.
## 5 Summary
We performed the calculations of $`B^0\pi ^+\pi ^{}`$, $`B^+\pi ^+\pi ^0`$, and $`B^0\pi ^0\pi ^0`$ decays, in a perturbative QCD approach. In this approach, we calculate the non-factorizable contributions and annihilation type contributions in addition to the usual factorizable contributions. The predicted branching ratios of $`B^0\pi ^+\pi ^{}`$ is in good agreement with the experimental measurement by the CLEO Collaboration.
We found that the annihilation contributions were not as small as expected in a simple argument. The annihilation diagram, which provides the dominant strong phases, plays an important role in the CP violation asymmetries. We expect large direct CP asymmetries in the decay of $`B^0\pi ^+\pi ^{}`$, and $`B^0\pi ^0\pi ^0`$. The ordinary method of measuring the CKM angle $`\varphi _2`$ will suffer from the large penguin pollution. The isospin method does not help, since the B factories can not measure well the small branching ratio of $`B^0\pi ^0\pi ^0`$. Working in our PQCD approach, we give the predicted dependence of CP asymmetry on CKM angle $`\varphi _2`$. Using this dependence, the current running B factories in KEK and SLAC will be able to measure the CKM angle $`\varphi _2`$.
## Acknowledgments
We thank our PQCD group members: Y.Y. Keum, E. Kou, T. Kurimoto, H.N. Li, T. Morozumi, A.I. Sanda, N. Sinha, R. Sinha, and T. Yoshikawa for helpful discussions. This work was supported by the Grant-in-Aid for Scientific Research on Priority Areas (Physics of CP violation). C.D. L. and M.Z. Y. thanks JSPS for support. K. U. thanks JSPS for partial support.
## Appendix A Wilson Coefficients
In this appendix we present the weak effective Hamiltonian $`_{\mathrm{๐๐๐}}`$ which we used to calculate the hard part $`H(t)`$ in eq.(2). The $`_{\mathrm{๐๐๐}}`$ for the $`\mathrm{\Delta }B=1`$ transitions at the scale smaller than $`m_W`$ is given as
$$_{\mathrm{๐๐๐}}=\frac{G_F}{\sqrt{2}}\left[V_{ub}V_{ud}^{}\left(C_1O_1^u+C_2O_2^u\right)V_{tb}V_{td}^{}\left(\underset{i=3}{\overset{10}{}}C_iO_i+C_gO_g\right)\right].$$
(45)
We specify below the operators in $`_{\mathrm{๐๐๐}}`$ for $`bd`$:
$$\begin{array}{cccccc}O_1^u\hfill & =\hfill & \overline{d}_\alpha \gamma ^\mu Lu_\beta \overline{u}_\beta \gamma _\mu Lb_\alpha ,\hfill & O_2^u\hfill & =\hfill & \overline{d}_\alpha \gamma ^\mu Lu_\alpha \overline{u}_\beta \gamma _\mu Lb_\beta ,\hfill \\ O_3\hfill & =\hfill & \overline{d}_\alpha \gamma ^\mu Lb_\alpha _q^{}\overline{q}_\beta ^{}\gamma _\mu Lq_\beta ^{},\hfill & O_4\hfill & =\hfill & \overline{d}_\alpha \gamma ^\mu Lb_\beta _q^{}\overline{q}_\beta ^{}\gamma _\mu Lq_\alpha ^{},\hfill \\ O_5\hfill & =\hfill & \overline{d}_\alpha \gamma ^\mu Lb_\alpha _q^{}\overline{q}_\beta ^{}\gamma _\mu Rq_\beta ^{},\hfill & O_6\hfill & =\hfill & \overline{d}_\alpha \gamma ^\mu Lb_\beta _q^{}\overline{q}_\beta ^{}\gamma _\mu Rq_\alpha ^{},\hfill \\ O_7\hfill & =\hfill & \frac{3}{2}\overline{d}_\alpha \gamma ^\mu Lb_\alpha _q^{}e_q^{}\overline{q}_\beta ^{}\gamma _\mu Rq_\beta ^{},\hfill & O_8\hfill & =\hfill & \frac{3}{2}\overline{d}_\alpha \gamma ^\mu Lb_\beta _q^{}e_q^{}\overline{q}_\beta ^{}\gamma _\mu Rq_\alpha ^{},\hfill \\ O_9\hfill & =\hfill & \frac{3}{2}\overline{d}_\alpha \gamma ^\mu Lb_\alpha _q^{}e_q^{}\overline{q}_\beta ^{}\gamma _\mu Lq_\beta ^{},\hfill & O_{10}\hfill & =\hfill & \frac{3}{2}\overline{d}_\alpha \gamma ^\mu Lb_\beta _q^{}e_q^{}\overline{q}_\beta ^{}\gamma _\mu Lq_\alpha ^{}.\hfill \end{array}$$
(46)
Here $`\alpha `$ and $`\beta `$ are the $`SU(3)`$ color indices; $`L`$ and $`R`$ are the left- and right-handed projection operators with $`L=(1\gamma _5)`$, $`R=(1+\gamma _5)`$. The sum over $`q^{}`$ runs over the quark fields that are active at the scale $`\mu =O(m_b)`$, i.e., $`(q^{}ฯต\{u,d,s,c,b\})`$.
The PQCD approach works well for the leading twist approximation and leading double logarithm summation. For the Wilson coefficients, we will also use the leading logarithm summation for the QCD corrections, although the next-to-leading order calculations already exist in the literature . This is the consistent way to cancel the explicit $`\mu `$ dependence in the theoretical formulae.
At $`m_W`$ scale, the Wilson coefficients are evaluated for leading order as:
$`C_{2w}`$ $`=`$ $`1,`$
$`C_{iw}`$ $`=`$ $`0,i=1,8,10,`$
$`C_{3w}`$ $`=`$ $`{\displaystyle \frac{\alpha _s(m_W)}{24\pi }}E_0+{\displaystyle \frac{\alpha }{6\pi }}{\displaystyle \frac{1}{\mathrm{sin}^2\theta _W}}(2B_0+C_0),`$
$`C_{4w}`$ $`=`$ $`{\displaystyle \frac{\alpha _s(m_W)}{8\pi }}E_0,`$
$`C_{5w}`$ $`=`$ $`{\displaystyle \frac{\alpha _s(m_W)}{24\pi }}E_0,`$
$`C_{6w}`$ $`=`$ $`{\displaystyle \frac{\alpha _s(m_W)}{8\pi }}E_0,`$
$`C_{7w}`$ $`=`$ $`{\displaystyle \frac{\alpha }{6\pi }}(4C_0+D_0),`$
$`C_{9w}`$ $`=`$ $`{\displaystyle \frac{\alpha }{6\pi }}\left[4C_0+D_0+{\displaystyle \frac{1}{\mathrm{sin}^2\theta _W}}(10B_04C_0)\right],`$ (47)
where
$`B_0`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left({\displaystyle \frac{x}{1x}}+{\displaystyle \frac{x}{(x1)^2}}\mathrm{ln}x\right),`$
$`C_0`$ $`=`$ $`{\displaystyle \frac{x}{8}}\left({\displaystyle \frac{x6}{x1}}+{\displaystyle \frac{3x+2}{(x1)^2}}\mathrm{ln}x\right),`$
$`D_0`$ $`=`$ $`{\displaystyle \frac{4}{9}}\mathrm{ln}x+{\displaystyle \frac{19x^3+25x^2}{36(x1)^3}}+{\displaystyle \frac{x^2(5x^22x6)}{18(x1)^4}}\mathrm{ln}x,`$
$`E_0`$ $`=`$ $`{\displaystyle \frac{2}{3}}\mathrm{ln}x+{\displaystyle \frac{x(x^2+11x18)}{12(x1)^3}}+{\displaystyle \frac{x^2(4x^216x+15)}{6(x1)^4}}\mathrm{ln}x,`$ (48)
with $`x=m_t^2/m_W^2`$.
If the scale $`m_b<t<m_W`$, then we evaluate the Wilson coefficients at $`t`$ scale using leading logarithm running equations (61), in the appendix C. In numerical calculations, we use $`\alpha _s=4\pi /[\beta _1\mathrm{ln}(t^2/\mathrm{\Lambda }_{QCD}^{(5)}{}_{}{}^{2})]`$ which is the leading order expression with $`\mathrm{\Lambda }_{QCD}^{(5)}=193`$MeV, derived from $`\mathrm{\Lambda }_{QCD}^{(4)}=250`$MeV. Here $`\beta _1=(332n_f)/3`$, with the appropriate number of active quarks $`n_f`$. $`n_f=5`$ when scale $`t`$ is larger than $`m_b`$.
The Wilson coefficients evaluated at $`t=m_b=4.8`$GeV scale using the above equations are
$$\begin{array}{cc}C_1=0.27034,\hfill & C_2=1.11879,\hfill \\ C_3=0.01261,\hfill & C_4=0.02695,\hfill \\ C_5=0.00847,\hfill & C_6=0.03260,\hfill \\ C_7=0.00109,\hfill & C_8=0.00040,\hfill \\ C_9=0.00895,\hfill & C_{10}=0.00216.\hfill \end{array}$$
(49)
If the scale $`t<m_b`$, then we evaluate the Wilson coefficients at $`t`$ scale using the input of eq.(49), and the formulae in appendix D for four active quarks ($`n_f=4`$) (again in leading logarithm approximation).
## Appendix B Formulas for the hard part calculations
In this appendix we present the explicit expression of the formulas we used in section 3. First, we show the exponent $`s(k,b)`$ appearing in eq. (53-55). It is given, in terms of the variables,
$`\widehat{q}\mathrm{ln}\left(k/\mathrm{\Lambda }\right),\widehat{b}\mathrm{ln}(1/b\mathrm{\Lambda })`$ (50)
by
$`s(k,b)`$ $`=`$ $`{\displaystyle \frac{2}{3\beta _1}}\left[\widehat{q}\mathrm{ln}\left({\displaystyle \frac{\widehat{q}}{\widehat{b}}}\right)\widehat{q}+\widehat{b}\right]+{\displaystyle \frac{A^{(2)}}{4\beta _1^2}}\left({\displaystyle \frac{\widehat{q}}{\widehat{b}}}1\right)`$ (51)
$`\left[{\displaystyle \frac{A^{(2)}}{4\beta _1^2}}{\displaystyle \frac{1}{3\beta _1}}\left(2\gamma _E1\mathrm{ln}2\right)\right]\mathrm{ln}\left({\displaystyle \frac{\widehat{q}}{\widehat{b}}}\right).`$
The above coefficients $`\beta _1`$ and $`A^{(2)}`$ are
$`\beta _1={\displaystyle \frac{332n_f}{12}}`$
$`A^{(2)}={\displaystyle \frac{67}{9}}{\displaystyle \frac{\pi ^2}{3}}{\displaystyle \frac{10}{27}}n_f+{\displaystyle \frac{8}{3}}\beta _1\mathrm{ln}\left({\displaystyle \frac{e^{\gamma _E}}{2}}\right),`$ (52)
where $`\gamma _E`$ is the Euler constant.
Note that $`s`$ is defined for $`\widehat{q}\widehat{b}`$, and set to zero for $`\widehat{q}<\widehat{b}`$. As a similar treatment, the complete Sudakov factor $`\mathrm{exp}(S)`$ is set to unity, if $`\mathrm{exp}(S)>1`$, in the numerical analysis. This corresponds to a truncation at large $`k_T`$, which spoils the on-shell requirement for the light valence quarks. The quark lines with large $`k_T`$ should be absorbed into the hard scattering amplitude, instead of the wave functions.
$`e^{S_B(t)}`$, $`e^{S_\pi ^1(t)}`$, and $`e^{S_\pi ^2(t)}`$ used in the amplitudes are expressions abbreviated to combine the Sudakov factor and single ultraviolet logarithms associated with the $`B`$ and $`\pi `$ meson wave functions. The exponents are defined as
$`S_B(t)`$ $`=`$ $`s(x_1m_B/\sqrt{2},b_1){\displaystyle \frac{1}{\beta _1}}\mathrm{ln}{\displaystyle \frac{\mathrm{ln}(t/\mathrm{\Lambda })}{\mathrm{ln}(b_1\mathrm{\Lambda })}},`$ (53)
$`S_\pi ^1(t)`$ $`=`$ $`s(x_2m_B/\sqrt{2},b_2)+s((1x_2)m_B/\sqrt{2},b_2){\displaystyle \frac{1}{\beta _1}}\mathrm{ln}{\displaystyle \frac{\mathrm{ln}(t/\mathrm{\Lambda })}{\mathrm{ln}(b_2\mathrm{\Lambda })}},`$ (54)
$`S_\pi ^2(t)`$ $`=`$ $`s(x_3m_B/\sqrt{2},b_3)+s((1x_3)m_B/\sqrt{2},b_3){\displaystyle \frac{1}{\beta _1}}\mathrm{ln}{\displaystyle \frac{\mathrm{ln}(t/\mathrm{\Lambda })}{\mathrm{ln}(b_3\mathrm{\Lambda })}}.`$ (55)
The last term of each equations is the integration result of the last term in eq.(2).
The function $`h_i`$โs, coming from the Fourier transform of hard part $`H`$, are given as,
$`h_e(x_1,x_2,b_1,b_2)`$ $`=`$ $`K_0\left(\sqrt{x_1x_2}m_Bb_1\right)[\theta (b_1b_2)K_0\left(\sqrt{x_2}m_Bb_1\right)I_0\left(\sqrt{x_2}m_Bb_2\right)`$ (56)
$`+\theta (b_2b_1)K_0\left(\sqrt{x_2}m_Bb_2\right)I_0\left(\sqrt{x_2}m_Bb_1\right)],`$
$`h_d(x_1,x_2,x_3,b_1,b_2)`$ $`=`$ $`K_0(i\sqrt{x_2x_3}m_Bb_2)[\theta (b_1b_2)K_0\left(\sqrt{x_1x_2}m_Bb_1\right)I_0\left(\sqrt{x_1x_2}m_Bb_2\right)`$ (57)
$`+\theta (b_2b_1)K_0\left(\sqrt{x_1x_2}m_Bb_2\right)I_0\left(\sqrt{x_1x_2}m_Bb_1\right)],`$
$`h_f^{(1)}(x_1,x_2,x_3,b_1,b_2)`$ $`=`$ $`K_0\left(i\sqrt{x_2x_3}m_Bb_1\right)`$ (58)
$`\times [\theta (b_1b_2)K_0(i\sqrt{x_2x_3}m_Bb_1)J_0\left(\sqrt{x_2x_3}m_Bb_2\right)`$
$`+\theta (b_2b_1)K_0(i\sqrt{x_2x_3}m_Bb_2)J_0\left(\sqrt{x_2x_3}m_Bb_1\right)],`$
$`h_f^{(2)}(x_1,x_2,x_3,b_1,b_2)`$ $`=`$ $`K_0\left(\sqrt{x_2+x_3x_2x_3}m_Bb_1\right)`$ (59)
$`\times [\theta (b_1b_2)K_0(i\sqrt{x_2x_3}m_Bb_1)J_0\left(\sqrt{x_2x_3}m_Bb_2\right)`$
$`+\theta (b_2b_1)K_0(i\sqrt{x_2x_3}m_Bb_2)J_0\left(\sqrt{x_2x_3}m_Bb_1\right)],`$
$`h_a(x_2,x_3,b_2,b_3)`$ $`=`$ $`K_0(i\sqrt{x_2x_3}m_Bb_3)[\theta (b_2b_3)K_0(i\sqrt{x_2}m_Bb_2)J_0\left(\sqrt{x_2}m_Bb_3\right)`$ (60)
$`+\theta (b_3b_2)K_0(i\sqrt{x_2}m_Bb_3)J_0\left(\sqrt{x_2}m_Bb_2\right)],`$
with $`J_0`$ the Bessel function and $`K_0`$, $`I_0`$ modified Bessel functions $`K_0(ix)=(\pi /2)Y_0(x)+i(\pi /2)J_0(x)`$.
## Appendix C Wilson coefficients running equations above $`m_b`$ scale
In this appendix, we list formulas for renormalization group running from $`m_W`$ scale to $`t`$ scale, where $`t>m_b`$. These formulas are derived from the leading logarithm QCD corrections with five active quarks .
$`C_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\eta ^{6/23}\eta ^{12/23}\right),`$
$`C_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\eta ^{6/23}+\eta ^{12/23}\right),`$
$`C_3`$ $`=`$ $`0.0510\eta ^{0.4086}0.0714\eta ^{6/23}+0.0054\eta ^{0.1456}`$
$`0.1403\eta ^{0.4230}0.0113\eta ^{0.8994}+1/6\eta ^{12/23}`$
$`+C_{3w}(0.2868\eta ^{0.4086}+0.0491\eta ^{0.1456}+0.6579\eta ^{0.4230}+0.0061\eta ^{0.8994})`$
$`+C_{4w}(0.3287\eta ^{0.4086}+0.0424\eta ^{0.1456}0.3263\eta ^{0.4230}0.0448\eta ^{0.8994})`$
$`+C_{5w}(0.0629\eta ^{0.4086}+0.1629\eta ^{0.1456}0.1846\eta ^{0.4230}+0.0846\eta ^{0.8994})`$
$`+C_{6w}(0.0447\eta ^{0.4086}0.0063\eta ^{0.1456}0.2610\eta ^{0.4230}+0.2226\eta ^{0.8994})`$
$`+C_{9w}(0.0325\eta ^{0.4086}+0.0357\eta ^{6/23}0.0016\eta ^{0.1456}`$
$`+0.2342\eta ^{0.4230}0.25\eta ^{12/23}+0.0141\eta ^{0.8994})`$
$`+C_{7w}\left(0.0063\eta ^{0.4086}+0.0163\eta ^{0.1456}0.0185\eta ^{0.4230}+0.0085\eta ^{0.8994}\right),`$
$`C_4`$ $`=`$ $`0.0984\eta ^{0.4086}0.0714\eta ^{6/23}+0.0026\eta ^{0.1456}`$
$`+0.1214\eta ^{0.4230}1/6\eta ^{12/23}+0.0156\eta ^{0.8994}`$
$`+C_{3w}(0.5539\eta ^{0.4086}+0.0239\eta ^{0.1456}0.5693\eta ^{0.4230}0.0085\eta ^{0.8994})`$
$`+C_{4w}(0.6348\eta ^{0.4086}+0.0206\eta ^{0.1456}+0.2823\eta ^{0.4230}+0.0623\eta ^{0.8994})`$
$`+C_{5w}(0.1215\eta ^{0.4086}+0.0793\eta ^{0.1456}+0.1597\eta ^{0.4230}0.1175\eta ^{0.8994})`$
$`+C_{6w}(0.0864\eta ^{0.4086}0.0031\eta ^{0.1456}+0.2259\eta ^{0.4230}0.3092\eta ^{0.8994})`$
$`+C_{9w}(0.0627\eta ^{0.4086}+0.0357\eta ^{6/23}0.0008\eta ^{0.1456}`$
$`0.2027\eta ^{0.4230}+0.25\eta ^{12/23}0.0196\eta ^{0.8994})`$
$`+C_{7w}\left(0.0122\eta ^{0.4086}+0.0079\eta ^{0.1456}+0.0160\eta ^{0.4230}0.0117\eta ^{0.8994}\right),`$
$`C_5`$ $`=`$ $`0.0397\eta ^{0.4086}+0.0304\eta ^{0.1456}+0.0117\eta ^{0.4230}0.0025\eta ^{0.8994}`$
$`+C_{3w}(0.2233\eta ^{0.4086}+0.2767\eta ^{0.1456}0.0547\eta ^{0.4230}+0.0013\eta ^{0.8994})`$
$`+C_{4w}(0.2559\eta ^{0.4086}+0.2385\eta ^{0.1456}+0.0271\eta ^{0.4230}0.0098\eta ^{0.8994})`$
$`+C_{5w}(0.0490\eta ^{0.4086}+0.9171\eta ^{0.1456}+0.0154\eta ^{0.4230}+0.0185\eta ^{0.8994})`$
$`+C_{6w}(0.0348\eta ^{0.4086}0.0357\eta ^{0.1456}+0.0217\eta ^{0.4230}+0.0488\eta ^{0.8994})`$
$`+C_{9w}\left(0.0253\eta ^{0.4086}0.0089\eta ^{0.1456}0.0195\eta ^{0.4230}+0.0031\eta ^{0.8994}\right)`$
$`+C_{7w}(0.0049\eta ^{0.4086}`$
$`+0.0917\eta ^{0.1456}0.1\eta ^{3/23}+0.0015\eta ^{0.4230}+0.0019\eta ^{0.8994}),`$
$`C_6`$ $`=`$ $`0.0335\eta ^{0.4086}0.0112\eta ^{0.1456}+0.0239\eta ^{0.4230}0.0462\eta ^{0.8994}`$
$`+C_{3w}(0.1885\eta ^{0.4086}0.1017\eta ^{0.1456}0.1120\eta ^{0.4230}+0.0251\eta ^{0.8994})`$
$`+C_{4w}(0.2160\eta ^{0.4086}0.0877\eta ^{0.1456}+0.0555\eta ^{0.4230}0.1839\eta ^{0.8994})`$
$`+C_{5w}(0.0414\eta ^{0.4086}0.3370\eta ^{0.1456}+0.0314\eta ^{0.4230}+0.3469\eta ^{0.8994})`$
$`+C_{6w}(0.0294\eta ^{0.4086}+0.0131\eta ^{0.1456}+0.0444\eta ^{0.4230}+0.9131\eta ^{0.8994})`$
$`+C_{9w}\left(0.0213\eta ^{0.4086}+0.0033\eta ^{0.1456}0.0399\eta ^{0.4230}+0.0579\eta ^{0.8994}\right)`$
$`+C_{7w}(0.0041\eta ^{0.4086}0.0337\eta ^{0.1456}+\eta ^{3/23}/30+0.0031\eta ^{0.4230}`$
$`+0.0347\eta ^{0.8994}\eta ^{24/23}/30),`$
$`C_7`$ $`=`$ $`C_{7w}\eta ^{3/23},`$
$`C_8`$ $`=`$ $`{\displaystyle \frac{1}{3}}C_{7w}\left(\eta ^{3/23}+\eta ^{24/23}\right),`$
$`C_9`$ $`=`$ $`{\displaystyle \frac{1}{2}}C_{9w}\left(\eta ^{6/23}+\eta ^{12/23}\right),`$
$`C_{10}`$ $`=`$ $`{\displaystyle \frac{1}{2}}C_{9w}\left(\eta ^{6/23}\eta ^{12/23}\right),`$ (61)
where $`\eta =\alpha _s(t)/\alpha _s(m_W)`$.
## Appendix D Wilson coefficients running equations below $`m_b`$ scale
In this appendix, we list formulas for renormalization group running from $`m_b`$ scale to $`t`$ scale, where $`t<m_b`$. These formulas are derived from the leading logarithm QCD corrections with four active quarks .
$`CC_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}C_2\left(\zeta ^{6/25}\zeta ^{12/25}\right)+{\displaystyle \frac{1}{2}}C_1\left(\zeta ^{6/25}+\zeta ^{12/25}\right),`$
$`CC_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}C_2\left(\zeta ^{6/25}+\zeta ^{12/25}\right)+{\displaystyle \frac{1}{2}}C_1\left(\zeta ^{6/25}\zeta ^{12/25}\right),`$
$`CC_3`$ $`=`$ $`C_4\left(0.3606\zeta ^{0.3469}+0.03166\zeta ^{0.1317}0.3626\zeta ^{0.4201}0.0297\zeta ^{0.8451}\right)`$
$`+C_{10}\left(0.0149\zeta ^{0.3469}0.0020\zeta ^{0.1317}0.4981\zeta ^{0.4201}+0.5\zeta ^{12/25}0.0148\zeta ^{0.8451}\right)`$
$`+C_2(0.0651\zeta ^{0.3469}0.0833\zeta ^{6/25}`$
$`+0.0046\zeta ^{0.1317}0.2265\zeta ^{0.4201}+0.25\zeta ^{12/25}0.0099\zeta ^{0.8451})`$
$`+C_3\left(0.3308\zeta ^{0.3469}+0.0356\zeta ^{0.1317}+0.6337\zeta ^{0.4201}0.0001\zeta ^{0.8451}\right)`$
$`+C_1(0.0502\zeta ^{0.3469}0.0833\zeta ^{6/25}+0.0066\zeta ^{0.1317}+0.2717\zeta ^{0.4201}`$
$`0.25\zeta ^{12/25}+0.0049\zeta ^{0.8451})+C_9(0.0149\zeta ^{0.3469}`$
$`+0.0020\zeta ^{0.1317}+0.4981\zeta ^{0.4201}0.5\zeta ^{12/25}+0.0148\zeta ^{0.8451})`$
$`+C_5\left(0.0598\zeta ^{0.3469}+0.1371\zeta ^{0.1317}0.1473\zeta ^{0.4201}+0.0700\zeta ^{0.8451}\right)`$
$`+C_6\left(0.0377\zeta ^{0.3469}0.0045\zeta ^{0.1317}0.2210\zeta ^{0.4201}+0.18775\zeta ^{0.8451}\right)`$
$`+C_7\left(0.0150\zeta ^{0.3469}+0.0343\zeta ^{0.1317}0.0368\zeta ^{0.4201}+0.0175\zeta ^{0.8451}\right)`$
$`+C_8\left(0.009\zeta ^{0.3469}0.0011\zeta ^{0.1317}0.0553\zeta ^{0.4201}+0.0469\zeta ^{0.8451}\right),`$
$`CC_4`$ $`=`$ $`C_6\left(0.0640\zeta ^{0.3469}0.0021\zeta ^{0.1317}+0.2018\zeta ^{0.4201}0.2637\zeta ^{0.8451}\right)`$
$`+C_5\left(0.10156\zeta ^{0.3469}+0.06538\zeta ^{0.1317}+0.1345\zeta ^{0.4201}0.09836\zeta ^{0.8451}\right)`$
$`+C_9(0.02528\zeta ^{0.3469}+0.0009\zeta ^{0.1317}`$
$`0.4549\zeta ^{0.4201}+0.5\zeta ^{12/25}0.0207\zeta ^{0.8451})`$
$`+C_1(0.08515\zeta ^{0.3469}0.0833\zeta ^{6/25}+0.0031\zeta ^{0.1317}`$
$`0.24809\zeta ^{0.4201}+0.25\zeta ^{12/25}0.00688\zeta ^{0.8451})`$
$`+C_3\left(0.5615\zeta ^{0.3469}+0.01699\zeta ^{0.1317}0.5787\zeta ^{0.4201}+0.0002\zeta ^{0.8451}\right)`$
$`+C_2(0.1104\zeta ^{0.3469}0.0833\zeta ^{6/25}`$
$`+0.0022\zeta ^{0.1317}+0.2068\zeta ^{0.4201}0.25\zeta ^{12/25}+0.0139\zeta ^{0.8451})`$
$`+C_{10}(0.0253\zeta ^{0.3469}0.0009\zeta ^{0.1317}`$
$`+0.4549\zeta ^{0.4201}0.5\zeta ^{12/25}+0.0207\zeta ^{0.8451})`$
$`+C_4\left(0.6121\zeta ^{0.3469}+0.0151\zeta ^{0.1317}+0.3311\zeta ^{0.4201}+0.0417\zeta ^{0.8451}\right)`$
$`+C_8\left(0.0160\zeta ^{0.3469}0.0005\zeta ^{0.1317}+0.0505\zeta ^{0.4201}0.0659\zeta ^{0.8451}\right)`$
$`+C_7\left(0.0254\zeta ^{0.3469}+0.0163\zeta ^{0.1317}+0.0336\zeta ^{0.4201}0.0246\zeta ^{0.8451}\right),`$
$`CC_5`$ $`=`$ $`C_4\left(0.2291\zeta ^{0.3469}+0.2167\zeta ^{0.1317}+0.0192\zeta ^{0.4201}0.0067\zeta ^{0.8451}\right)`$
$`+C_{10}\left(0.0095\zeta ^{0.3469}0.0136\zeta ^{0.1317}+0.0264\zeta ^{0.4201}0.0034\zeta ^{0.8451}\right)`$
$`+C_2\left(0.0413\zeta ^{0.3469}+0.0316\zeta ^{0.1317}+0.0120\zeta ^{0.4201}0.0022\zeta ^{0.8451}\right)`$
$`+C_3\left(0.2102\zeta ^{0.3469}+0.2438\zeta ^{0.1317}0.0336\zeta ^{0.4201}\right)`$
$`+C_1\left(0.0319\zeta ^{0.3469}+0.0452\zeta ^{0.1317}0.0144\zeta ^{0.4201}+0.0011\zeta ^{0.8451}\right)`$
$`+C_9\left(0.0095\zeta ^{0.3469}+0.0136\zeta ^{0.1317}0.0264\zeta ^{0.4201}+0.0034\zeta ^{0.8451}\right)`$
$`+C_5\left(0.0380\zeta ^{0.3469}+0.9382\zeta ^{0.1317}+0.0078\zeta ^{0.4201}+0.0159\zeta ^{0.8451}\right)`$
$`+C_6\left(0.0240\zeta ^{0.3469}0.0305\zeta ^{0.1317}+0.0117\zeta ^{0.4201}+0.0427\zeta ^{0.8451}\right)`$
$`+C_8\left(0.0060\zeta ^{0.3469}0.0076\zeta ^{0.1317}+0.0029\zeta ^{0.4201}+0.0107\zeta ^{0.8451}\right)`$
$`+C_7(0.0095\zeta ^{0.3469}+0.2346\zeta ^{0.1317}`$
$`0.25\zeta ^{3/25}+0.0020\zeta ^{0.4201}+0.0040\zeta ^{0.8451}),`$
$`CC_6`$ $`=`$ $`C_4\left(0.1825\zeta ^{0.3469}0.0784\zeta ^{0.1317}+0.0449\zeta ^{0.4201}0.14894\zeta ^{0.8451}\right)`$
$`+C_{10}\left(0.0075\zeta ^{0.3469}+0.0049\zeta ^{0.1317}+0.0617\zeta ^{0.4201}0.07412\zeta ^{0.8451}\right)`$
$`+C_2\left(0.0329\zeta ^{0.3469}0.0114\zeta ^{0.1317}+0.0280\zeta ^{0.4201}0.0495\zeta ^{0.8451}\right)`$
$`+C_3\left(0.1674\zeta ^{0.3469}0.0882\zeta ^{0.1317}0.0784\zeta ^{0.4201}0.0007\zeta ^{0.8451}\right)`$
$`+C_1\left(0.0254\zeta ^{0.3469}0.0163\zeta ^{0.1317}0.0336\zeta ^{0.4201}+0.0246\zeta ^{0.8451}\right)`$
$`+C_9\left(0.0075\zeta ^{0.3469}0.0049\zeta ^{0.1317}0.0617\zeta ^{0.4201}+0.07412\zeta ^{0.8451}\right)`$
$`+C_5\left(0.0303\zeta ^{0.3469}0.3395\zeta ^{0.1317}+0.0182\zeta ^{0.4201}+0.35157\zeta ^{0.8451}\right)`$
$`+C_6\left(0.0191\zeta ^{0.3469}+0.0110\zeta ^{0.1317}+0.0274\zeta ^{0.4201}+0.94253\zeta ^{0.8451}\right)`$
$`+C_8(0.0048\zeta ^{0.3469}+0.0028\zeta ^{0.1317}+0.0068\zeta ^{0.4201}`$
$`+0.2356\zeta ^{0.8451}0.25\zeta ^{24/25})+C_7(0.0076\zeta ^{0.3469}0.0849\zeta ^{0.1317}`$
$`+0.0833\zeta ^{3/25}+0.0046\zeta ^{0.4201}+0.0879\zeta ^{0.8451}0.0833\zeta ^{24/25}),`$
$`CC_7`$ $`=`$ $`C_7\zeta ^{3/25},`$
$`CC_8`$ $`=`$ $`C_7\left(\zeta ^{3/25}+\zeta ^{24/25}\right)/3.+C_8\zeta ^{24/25},`$
$`CC_9`$ $`=`$ $`C_{10}\left(0.5\zeta ^{6/25}0.5\zeta ^{12/25}\right)+C_9\left(0.5\zeta ^{6/25}+0.5\zeta ^{12/25}\right),`$
$`CC_{10}`$ $`=`$ $`C_9\left(0.5\zeta ^{6/25}0.5\zeta ^{12/25}\right)+C_{10}\left(0.5\zeta ^{6/25}+0.5\zeta ^{12/25}\right),`$ (62)
where $`\zeta =\alpha _s(t)/\alpha _s(m_B)`$. Here $`\mathrm{\Lambda }_{QCD}^{(4)}=250`$MeV.
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# References
Our most precise knowledge of the internal partonic structure of the nucleon has come from decades of experiments on unpolarized Deep Inelastic Scattering (DIS) of leptons on nucleons. More recently there has been a dramatic improvement in the quality of the data on polarized DIS and consequently an impressive growth in the precision of our knowledge of the polarized parton densities in the nucleon. However, it will be a long time before the polarized data, for the moment limited to neutral current reactions, can match the unpolarized data in volume and accuracy. As a consequence, almost all analyses of the polarized parton densities supplement the DIS (large $`Q^2`$) data with information stemming from low-$`Q^2`$ weak interaction reactions. More specifically, it is conventional to use the values of $`G_A/G_V`$ from neutron $`\beta `$-decay, and 3F-D from hyperon $`\beta `$-decays to help to pin down the values of the first moments of certain combinations of parton densities:
$$a_3=(\mathrm{\Delta }u+\mathrm{\Delta }\overline{u})(Q^2)(\mathrm{\Delta }d+\mathrm{\Delta }\overline{d})(Q^2)=\frac{G_A}{G_V}(np)g_A,$$
(1)
$$a_8=(\mathrm{\Delta }u+\mathrm{\Delta }\overline{u})(Q^2)+(\mathrm{\Delta }d+\mathrm{\Delta }\overline{d})(Q^2)2(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})(Q^2)=3\mathrm{F}\mathrm{D},$$
(2)
where $`a_3`$ and $`a_8`$ are the nonsinglet axial charges corresponding to the $`3^{\mathrm{rd}}`$ and $`8^{\mathrm{th}}`$ components of the axial vector Cabibbo current. In (2) F and D are the SU(3) parameters involved in the matrix elements describing hyperon $`\beta `$-decays.
The Bjorken sum rule (1) reflects the isospin SU(2) symmetry, whereas the relation (2) is a consequence of the SU(3) flavour symmetry treatment of the hyperon $`\beta `$-decays. While isospin symmetry is well established, the growing precision of the measurements of magnetic moments and $`G_A/G_V`$ ratios in hyperon semi-leptonic decays may be indicating - a non-negligible breakdown of SU(3) flavour symmetry and consequently of Eq. (2). Several attempts have been already made to incorporate some symmetry breaking in the combined analysis of weak interaction data and polarized DIS data.
In this note we present a new study on the sensitivity of the polarized parton densities to SU(3) breaking, using the world data on inclusive DIS . A significant improvement of the previous results on this subject has been achieved. Firstly, a consistent NLO QCD treatment of the data has been carried out. Secondly, unlike the previous analyses, the effects of SU(3) symmetry breaking taken into account in our study are model-independent. Further, we present results on the polarized parton densities themselves, not only on their first moments. Finally, we discuss the role of the different factorization schemes.
In the NLO QCD approximation the quark-parton decomposition of the spin-structure function $`g_1(x,Q^2)`$ has the following form:
$`g_1(x,Q^2)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{q}{\overset{N_f}{}}}e_q^2[(\mathrm{\Delta }q+\mathrm{\Delta }\overline{q})(1+{\displaystyle \frac{\alpha _s(Q^2)}{2\pi }}\delta C_q)`$ (3)
$`+`$ $`{\displaystyle \frac{\alpha _s(Q^2)}{2\pi }}\mathrm{\Delta }G\delta C_G],`$
where $`\mathrm{\Delta }q(x,Q^2),\mathrm{\Delta }\overline{q}(x,Q^2)`$ and $`\mathrm{\Delta }G(x,Q^2)`$ are quark, anti-quark and gluon polarized densities which evolve in $`Q^2`$ according to the spin-dependent NLO DGLAP equations . In (3) $`\delta C_{q,G}`$ are the NLO terms in the spin-dependent Wilson coefficient functions and the symbol $``$ denotes the usual convolution in Bjorken $`x`$ space. $`\mathrm{N}_\mathrm{f}`$ is the number of flavours.
According to QCD, perfect data on the independent structure functions $`g_1^p`$ and $`g_1^n(org_1^d)`$ uniquely determine the individual parton densities $`(\mathrm{\Delta }q+\mathrm{\Delta }\overline{q})(x,Q^2)`$ and $`\mathrm{\Delta }G(x,Q^2)`$ in the DIS region. It is the difference of their $`Q^2`$ evolution that enables them to be extracted from the data separately. However, bearing in mind the limited range in $`x`$ and $`Q^2`$ and the accuracy of the present data, it is immediately clear that the separation of the polarized parton densities from each other will not be very clear-cut. In other words, the unknown free parameters attached to the input parton densities at some arbitrary $`Q^2=Q_0^2`$ are correlated and not well determined from the fit to the inclusive DIS data alone. (Note that the attempts to extract the polarized quark densities from semi-inclusive data are not entirely successful because, due to the quality of these data at present, many additional assumptions had to be made.) That is why our knowledge on the first moments of the polarized parton densities coming from the hyperon semi-leptonic decays (Eqs. (1) and (2)) is usually used in addition to fix some of the free parameters. It should be noted that the nonsinglet axial charges $`a_3`$ and $`a_8`$ are $`Q^2`$ independent and this is the fact which helps us to link the information from both high and low-$`Q^2`$ regions.
We have performed an NLO QCD fit to the world data on $`g_1^N(x,Q^2)`$ using for the first moments of the quark densities the relations (1) and (2). All details of our approach are given in . In contrast to our previous analyses -, where we always used for $`a_8`$ its SU(3) symmetric value $`3\mathrm{F}\mathrm{D}=0.579\pm 0.025`$, we incorporate now in our study the effects of the symmetry breaking. These effects have been taken into account in a model-independent way, i.e. we have used for $`a_8`$ different fixed values in the interval \[0.36, 0.86\]. These values cover the range obtained in various attempts to construct theorical models of SU(3) breaking.
The results of the analysis are presented in the JET scheme (see and references therein). The independence of the physical results on the choice of the factorization has been demonstrated in our previous papers . A remarkable property of the JET scheme is that the first moment of the singlet quark density, $`\mathrm{\Delta }\mathrm{\Sigma }(Q^2)`$, as well as $`(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})(Q^2)`$, the first moment of the strange sea quarks in the nucleon, are $`Q^2`$ independent quantities. Then, in the JET scheme is it meaningful to directly interpret $`\mathrm{\Delta }\mathrm{\Sigma }`$ as the contribution of the quark spins to the nucleon spin and to compare its value obtained from DIS region with the predictions of the different (constituent, chiral, etc.) quark models at low $`Q^2`$.
It is useful to recall the transformation rules relating $`\mathrm{\Delta }\mathrm{\Sigma }(Q^2)`$ and $`(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})(Q^2)`$ in the JET and $`\overline{\mathrm{MS}}`$ schemes, the latter having been used in the previous papers accounting for the SU(3) breaking effects:
$$\mathrm{\Delta }\mathrm{\Sigma }_{\mathrm{JET}}=\mathrm{\Delta }\mathrm{\Sigma }_{\overline{\mathrm{MS}}}(Q^2)+N_f\frac{\alpha _s(Q^2)}{2\pi }\mathrm{\Delta }G(Q^2),$$
(4)
$$(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})_{\mathrm{JET}}=(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})_{\overline{\mathrm{MS}}}(Q^2)+\frac{\alpha _s(Q^2)}{2\pi }\mathrm{\Delta }G(Q^2),$$
(5)
where $`\mathrm{\Delta }G(Q^2)`$ is the first moment of the polarized gluon density $`\mathrm{\Delta }G(x,Q^2)`$ (note that $`\mathrm{\Delta }G`$ is the same in the factorization schemes under consideration).
It is important to mention that the difference between the values of $`(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})`$, obtained in the $`\overline{\mathrm{MS}}`$ and JET schemes could be large due to the axial anomaly. To illustrate how large it can be, we present the values of $`(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})`$ at $`Q^2=1GeV^2`$ obtained in our recent analysis of the world DIS data in the $`\overline{\mathrm{MS}}`$ and JET schemes (the SU(3) limit for $`a_8`$ has been used):
$$(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})_{\overline{\mathrm{MS}}}=0.10\pm 0.01,(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})_{\mathrm{JET}}=0.06\pm 0.01.$$
(6)
Let us now comment briefly on how the deviation of $`a_8`$ from its SU(3) symmetric value influences the results on the polarized parton densities extracted from the DIS data. In order to demonstrate the sensitivity of the parton densities to the SU(3) breaking we present them (Figures 1-5) and their first moments (Table 1) for three typical values of $`a_8`$. All results are given at $`Q^2=1GeV^2(\mathrm{N}_\mathrm{f}=3`$). One can see from Table 1 that the values of $`\chi ^2`$ are practically insensitive to the change of $`a_8`$, which means that any of the solutions presented in this paper cannot be excluded by the present data. One can also conclude that except for the strange sea quarks and the gluons the other densities are essentially those determined by the SU(3) analysis of the data. It is important to stress that the singlet quark density, as well as its first moment, $`\mathrm{\Delta }\mathrm{\Sigma }`$ (the spin of the nucleon carried by the quarks), are virtually unchanged by the SU(3) breaking. The mean value of $`\mathrm{\Delta }\mathrm{\Sigma }`$ ranges from 0.34 to 0.40 and within the errors is not far from the value 0.60 expected in low-$`Q^2`$ quark models (see, e.g., ).
| | Table 1. Sensitivity of the first moments of the polarized parton densities |
| --- | --- |
| | to SU(3) symmetry flavour symmetry breaking ($`Q^2=1GeV^2`$, DOF=155). |
| | The SU(3) value 3F-D=0.58. |
| $`a_8`$ | $`\chi ^2`$ | $`\mathrm{\Delta }u+\mathrm{\Delta }\overline{u}`$ | $`(\mathrm{\Delta }d+\mathrm{\Delta }\overline{d})`$ | $`(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})`$ | $`\mathrm{\Delta }\mathrm{\Sigma }`$ | $`\mathrm{\Delta }G`$ |
| --- | --- | --- | --- | --- | --- | --- |
| 0.40 | 127.4 | 0.81 $`\pm `$ 0.02 | 0.45 $`\pm `$ 0.02 | 0.02 $`\pm `$ 0.01 | 0.34 $`\pm `$ 0.05 | 0.13 $`\pm `$ 0.14 |
| 3F-D | 128.3 | 0.86 $`\pm `$ 0.02 | 0.40 $`\pm `$ 0.02 | 0.06 $`\pm `$ 0.01 | 0.40 $`\pm `$ 0.04 | 0.57 $`\pm `$ 0.14 |
| 0.86 | 127.4 | 0.90 $`\pm `$ 0.02 | 0.35 $`\pm `$ 0.02 | 0.15 $`\pm `$ 0.02 | 0.40 $`\pm `$ 0.06 | 0.84 $`\pm `$ 0.30 |
Contrary to the singlet and non-strange quarks, the strange sea polarization changes significantly when flavour SU(3) symmetry is broken (see Fig. 3). Comparing with the SU(3) case the strange sea contribution to the nucleon spin is reduced by a factor of three when $`a_8=0.40`$ and enhanced by a factor of two and a half when $`a_8=0.86`$. In the case $`a_8=0.40`$ the strange polarization is consistent with zero in agreement with the usual assumption in low-$`Q^2`$ quark models. This fact, contrary to what is sometimes claimed (see, e.g.,), does not help to solve the โspin crisis in the naive parton modelโ since the value of $`\mathrm{\Delta }\mathrm{\Sigma }`$ remains virtually unchanged. The mean value of the gluon polarization $`\mathrm{\Delta }G`$ ranges from 0.13 to 0.84, but because of the large errors these values are consistent within two standard deviations. As seen from Table 1, although a significant improvement of the quality of the data since the EMC experiment has been achieved, the present data still do not exclude a vanishing gluon polarization in the DIS region if the value of $`a_8`$ is considerably smaller than the SU(3) value.
It is important to emphasize that although the axial charge $`a_8`$ and the strange sea quarks $`(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})`$ cannot be well separated using the current DIS data alone, $`a_8`$ and $`(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})`$ are independent quantities ($`\mathrm{\Delta }q_8(x,Q^2)`$ and $`(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})(x,Q^2)`$ evolve with $`Q^2`$ in different ways). That is why any combined analysis of the DIS and the hyperon $`\beta `$-decays data, in which the issue of the SU(3) breaking is model-dependent, has to take account of this fact. Otherwise, such an analysis is inconsistent, as was already discussed in detail in our note .
In conclusion, we note that a further improvement of the situation is expected to come from: i) the current KTeV experiment at Fermilab on the $`\mathrm{\Xi }^0\beta `$-decay, $`\mathrm{\Xi }^0\mathrm{\Sigma }^+e\overline{\nu }`$, (see and references therein) and ii) a combined analysis of inclusive and semi-inclusive present and future DIS data. While the KTeV experiment will help in clarifying the issue of the SU(3) breaking, and thereby to find the proper value of $`a_8`$, the future DIS experiments will be very important for a precise determination of the polarized parton densities (and, in particular, $`a_8`$) independently of the information coming from the low-$`Q^2`$ region. The consistency of the values of $`a_8`$ obtained from the high and low-$`Q^2`$ regions will be a good test for our understanding of the spin properties of the nucleon.
This research was partly supported by a UK Royal Society Collaborative Grant, by the Russian Foundation for Basic Research, Grant No 00-02-16696 and by the Bulgarian National Science Foundation.
Figure Captions Fig. 1. Next-to-leading order polarized parton density $`x(\mathrm{\Delta }u+\mathrm{\Delta }\overline{u})`$ at $`Q^2=1GeV^2`$ (JET scheme). The solid, short-dashed and long-dashed curves correspond to the values 0.58 (SU(3) limit), 0.86 and 0.40 for the axial charge $`a_8`$, respectively. The error band accounts for the statistical and systematic uncertainties.
Fig. 2. Next-to-leading order polarized parton density $`x(\mathrm{\Delta }d+\mathrm{\Delta }\overline{d})`$ at $`Q^2=1GeV^2`$ (JET scheme). See caption to Fig. 1.
Fig. 3. Next-to-leading order polarized strange sea quark density $`x(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})`$ at $`Q^2=1GeV^2`$ (JET scheme). See caption to Fig. 1.
Fig. 4. Next-to-leading order polarized singlet quark density $`x\mathrm{\Delta }\mathrm{\Sigma }`$ at $`Q^2=1GeV^2`$ (JET scheme). See caption to Fig. 1.
Fig. 5. Next-to-leading order polarized gluon density $`x\mathrm{\Delta }G`$ at $`Q^2=1GeV^2`$ (JET scheme). See caption to Fig. 1.
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# Capacity of Quantum Channels Using Product Measurements
## 1 Introduction
### 1.1 Overview
Bennett and Shor note that there are, in principle, four basic types of channel capacities for โclassicalโ communication using quantum signals, i.e., communications in which signals are sent using an โalphabetโ of pure states of quantum systems and decoded using measurements on the (possibly mixed state) signals which arrive. The mixed states are the result of noise which is represented by a stochastic or completely positive, trace-preserving map $`\mathrm{\Phi }`$. The four possible capacities correspond to using product or entangled states at the input, and using product or entangled measurements at the output. These are denoted as follows:
* $`C_{PP}`$ product signals and product measurements
* $`C_{PE}`$ product signals and entangled measurements
* $`C_{EP}`$ entangled signals and product measurements
* $`C_{EE}`$ entangled signals and entangled measurements
In more precise language โusing productโ means restricting to products and โusing entangledโ means using arbitrary (product or entangled) states or measurements. Hence, it is evident that $`C_{PP}\{C_{EP},C_{PE}\}C_{EE}`$. The main purpose of this note is to show that $`C_{PP}=C_{EP}`$, i.e., that if one is restricted to using product measurements, then using entangled inputs does not increase the capacity. Thus $`C_{PP}=C_{EP}C_{PE}C_{EE}`$. It is known that one can have strict inequality in $`C_{PP}<C_{PE}`$ for certain non-unital channels. The question of whether or not one can have strict inequality in $`C_{PE}C_{EE}`$ is open, although numerical evidence suggests equality.
### 1.2 Notation and Definitions
To give precise definitions, we use relatively standard notation in which $`=\{E_b\}`$ denotes a โpositive operator valued measurementโ (POVM) i.e., $`E_b>0`$ and $`_bE_b=I`$. Let $`\rho _j`$ denote a set (or alphabet) of pure state density matrices, $`\pi _j`$ a discrete probability vector, and $`\rho =_j\pi _j\rho _j`$. We let $`=\{\pi _j,\rho _j\}`$ denote this ensemble of input states. Both $`E_b`$ and $`\rho _j`$ are operators on a Hilbert space $``$, so that the stochastic map $`\mathrm{\Phi }`$ (representing the noise in the channel) acts on $`B()`$, the algebra of bounded operators on $``$. We will write $`\stackrel{~}{}=\{\pi _j,\mathrm{\Phi }(\rho _j)\}`$ for the ensemble of output states emerging from the channel.
We write the dual of $`\mathrm{\Phi }`$ (or adjoint with respect to the Hilbert-Schmidt inner product) as $`\widehat{\mathrm{\Phi }}`$ so that $`\mathrm{Tr}[\mathrm{\Phi }(\rho )\mathrm{E}]=\mathrm{Tr}[\rho \widehat{\mathrm{\Phi }}(\mathrm{E})]`$. The adjoint of a stochastic map takes a POVM $`=\{E_b\}`$ to another POVM $`\widehat{}=\{\widehat{E}_b\}`$ since the trace-preserving condition on $`\mathrm{\Phi }`$ is equivalent to $`\widehat{\mathrm{\Phi }}(I)=I`$.
The information content of a noiseless quantum channel with a fixed input ensemble and a fixed POVM can be described using the standard Shannon formula of classical information theory.
###### Definition 1
For a fixed ensemble $`=\{\pi _j,\rho _j\}`$ and a POVM $`=\{E_b\}`$ on a Hilbert space $``$, the quantum mutual information is given by
$`I^q(;)=S(\mathrm{Tr}[\rho \mathrm{E}_\mathrm{b}]){\displaystyle \underset{\mathrm{j}}{}}\pi _\mathrm{j}\mathrm{S}(\mathrm{Tr}[\rho _\mathrm{j}\mathrm{E}_\mathrm{b}]),`$ (1)
where $`S(\mathrm{Tr}[\rho \mathrm{E}_\mathrm{b}])`$ denotes the Shannon entropy $`_bp_b\mathrm{log}p_b`$ of the probability vector with elements $`p_b=\mathrm{Tr}[\rho \mathrm{E}_\mathrm{b}]`$ (and similarly for $`S(\mathrm{Tr}[\rho _\mathrm{j}\mathrm{E}_\mathrm{b}])`$).
The information content of a noisy channel defined by the stochastic map $`\mathrm{\Phi }`$ is obtained from (1) by replacing $``$ by the output ensemble $`\stackrel{~}{}=\{\pi _j,\mathrm{\Phi }(\rho _j)\}`$. Alternatively, since $`\mathrm{Tr}[\mathrm{\Phi }(\rho _\mathrm{j})\mathrm{E}]=\mathrm{Tr}[\rho _\mathrm{j}\widehat{\mathrm{\Phi }}(\mathrm{E})]`$, we could instead choose to regard the โnoiseโ as acting on the POVM, and obtain the capacity from (1) by replacing $``$ by $`\widehat{}`$. Although this viewpoint is atypical, it can be useful, as we will see in Section 4.
###### Definition 2
For a stochastic map $`\mathrm{\Phi }`$, an input ensemble $`=\{\pi _j,\rho _j\}`$ and a POVM $`=\{E_b\}`$, the quantum information content is given by
$`I_\mathrm{\Phi }^q(;)`$ $`=`$ $`I^q(\stackrel{~}{};)=I^q(;\widehat{})`$
$`=`$ $`S(\mathrm{Tr}[\mathrm{\Phi }(\rho )\mathrm{E}_\mathrm{b}]){\displaystyle \underset{\mathrm{j}}{}}\pi _\mathrm{j}\mathrm{S}(\mathrm{Tr}[\mathrm{\Phi }(\rho _\mathrm{j})\mathrm{E}_\mathrm{b}]).`$
We consider memoryless channels in which multiple uses of the channel are described by the n-fold tensor product $`\mathrm{\Phi }\mathrm{\Phi }\mathrm{}\mathrm{\Phi }`$ acting on the tensor product Hilbert space $`\mathrm{}`$ which we denote by $`\mathrm{\Phi }^n`$ and $`^n`$ respectively. This allows us to define the โultimateโ information capacity of the channel as the asymptotic rate achievable when entangled inputs and measurements are used.
###### Definition 3
The entangled signals/entangled measurements capacity of a quantum channel is defined as
$`C_{EE}(\mathrm{\Phi })=\underset{n\mathrm{}}{lim}{\displaystyle \frac{1}{n}}\underset{,}{sup}I_{\mathrm{\Phi }^n}^q(;)`$ (3)
where the supremum is taken over all possible (product or entangled) signals and measurements on $`^n`$.
To define capacity restricted to product measurements, we write $`^n`$ for a product POVM of the form $`\{E_{b_1}E_{b_2}\mathrm{}E_{b_n}\}`$.
###### Definition 4
The entangled signals/product measurements capacity of a quantum channel is defined as
$`C_{EP}(\mathrm{\Phi })=\underset{n\mathrm{}}{lim}{\displaystyle \frac{1}{n}}\underset{,^n}{sup}I_{\mathrm{\Phi }^n}^q(;^n).`$ (4)
Note that the existence of the limits follows from superadditivity of the classical capacity.
The capacities $`C_{PP}`$ and $`C_{PE}`$ can be similarly defined. We write $`^n`$ to denote an ensemble of the form $`\{\pi _{j_1,\mathrm{},j_n},\rho _{j_1}\mathrm{}\rho _{j_n}\}`$, where $`\{\rho _j\}`$ is a fixed collection of states, and $`\{\pi _{j_1,\mathrm{},j_n}\}`$ is some joint probability distribution.
###### Definition 5
The product signals/entangled measurements capacity of a quantum channel is defined as
$`C_{PE}(\mathrm{\Phi })=\underset{n\mathrm{}}{lim}{\displaystyle \frac{1}{n}}\underset{^n,}{sup}I_{\mathrm{\Phi }^n}^q(^n;).`$ (5)
###### Definition 6
The product signals/product measurements capacity of a quantum channel is defined as
$`C_{PP}(\mathrm{\Phi })=\underset{n\mathrm{}}{lim}{\displaystyle \frac{1}{n}}\underset{^n,^n}{sup}I_{\mathrm{\Phi }^n}^q(^n;^n).`$ (6)
The additivity of classical information capacity immediately implies the following result.
###### Theorem 7
The product signals/product measurements capacity of a quantum channel is given by
$`C_{PP}(\mathrm{\Phi })=C_{\mathrm{Shan}}(\mathrm{\Phi })=\underset{,}{sup}I_\mathrm{\Phi }^q(;).`$ (7)
which we call the Shannon capacity.
A far deeper result is that $`C_{PE}(\mathrm{\Phi })`$ can be re-expressed in terms of the well-known Holevo bound . This result was proved independently in and , building on earlier work in and .
###### Theorem 8
(Holevo-Schumacher-Westmoreland) The product signals/entangled measurements capacity of a quantum channel is given by
$`C_{PE}(\mathrm{\Phi })=C_{\mathrm{Holv}}(\mathrm{\Phi })=\underset{}{sup}\left(S[\mathrm{\Phi }(\rho )]{\displaystyle \underset{j}{}}\pi _jS[\mathrm{\Phi }(\rho _j)]\right)`$ (8)
where $`S(P)=\mathrm{Tr}(\mathrm{P}\mathrm{log}\mathrm{P})`$ denotes the von Neumann entropy of the density matrix $`P`$. We call this the Holevo capacity of the channel.
### 1.3 Summary of Results
Our main result, that using entangled inputs with product measurements does not increase the capacity of a channel, can be stated as
###### Theorem 9
For any stochastic map, $`C_{EP}(\mathrm{\Phi })=C_{\mathrm{Shan}}(\mathrm{\Phi })`$.
There is another implementation of product measurements which has the potential for a greater capacity. It involves a sequence of POVMโs on the product spaces $`^n`$, whereby the POVM for the second measurement depends on the result of the first measurement, the POVM for the third measurement depends on the results of the first two measurements, and so on. The idea is that โBobโ can choose his successive POVMโs based on the results of previous measurements. We write $`C_{EP}^{\mathrm{cond}}(\mathrm{\Phi })`$ for the maximum asymptotic rate achievable for such a sequence of conditional POVMโs, with entangled inputs allowed. (The precise definition of a conditional POVM is postponed to Section 4 and the capacity is given by (34).) Our next result shows that using such conditional POVMโs with entangled inputs again does not increase the channel capacity.
###### Theorem 10
For any stochastic map, $`C_{EP}^{\mathrm{cond}}(\mathrm{\Phi })=C_{\mathrm{Shan}}(\mathrm{\Phi })`$.
Theorem 10 was proved independently (and simultaneously), using different methods, by P. Shor , and also later proved independently by A. Holevo . A conditional POVM is not the most general situation involving product measurements, which would be a POVM in which each measurement can be written as a tensor product. Except for the obvious bounds, we know of no results for the capacity associated with such POVMโs.
The capacity of a classical channel can be written as the (suitably restricted) supremum of the classical mutual information. We extend this observation to the quantum case, using a tensor product formulation whereby the first two (and possibly all four) of these basic capacities are realized using mutual information in the form of the relative entropy of a density matrix and the product of its reduced density matrices. This leads to the following upper bound.
###### Theorem 11
For any stochastic map,
$`C_{EP}(\mathrm{\Phi })\underset{,\rho }{sup}\left[S(\rho ){\displaystyle \underset{b}{}}S\left(\sqrt{\rho }\widehat{\mathrm{\Phi }}(E_b)\sqrt{\rho }\right)+S(\tau )\right]`$
where $`\tau _b=\mathrm{Tr}[\mathrm{\Phi }(\rho )\mathrm{E}_\mathrm{b}]=\mathrm{Tr}[\rho \widehat{\mathrm{\Phi }}(\mathrm{E}_\mathrm{b})]`$.
We call the quantity on the right $`U_{EP}`$, and we conjecture that it is equal to $`C_{EP}`$, i.e. that equality holds in Theorem 11 above. We motivate and study $`U_{EP}`$ in Section 2.3 where we show that it can be rewritten in a form similar to the Holevo capacity. Combined with Theorem 9 above, this conjectured equality would provide a simplified expression for the Shannon capacity of any channel, whereby the sup over both input ensemble and POVM is replaced by a sup over one average input state and the POVM.
Although the proof of Theorem 10 does not depend on our tensor product reformulation, we present this material first, in the following section, because we feel it gives some useful insights. Section 2 is largely pedagogical and provides the motivation for our conjectured expression for $`C_{EP}`$. Section 3 is also primarily pedagogical; it introduces the reader to Holevoโs C-Q and Q-C channels . This leads to a short proof of both the well-known Holevo bound and the new bound in Theorem 11. Moreover, the additivity of Q-C channels implies Theorem 9 and motivates our proof of Theorem 10. The reader primarily interested in this proof can skip directly to Section 4.
## 2 Capacity from Mutual Information
### 2.1 Classical background
The classical mutual information of two random variables $`X`$ and $`Y`$ measures how much information they have in common and is given by
$`I^c(X;Y){\displaystyle \underset{x,y}{}}p(x,y)\mathrm{log}{\displaystyle \frac{p(x,y)}{p(x)p(y)}}`$ (9)
If $`X`$ and $`Y`$ represent the input and output distributions of a channel, then the classical Shannon capacity is the supremum of $`I^c(X;Y)`$ taken over all possible joint distributions allowed by the channel.
The Shannon capacity of a quantum channel can also be obtained in this way provided that the joint distribution arises from a quantum communication process $`(\mathrm{\Phi },,)`$ as
$`p(j,b)=\pi _j\mathrm{Tr}[\mathrm{\Phi }(\rho _\mathrm{j})\mathrm{E}_\mathrm{b}]=\pi _\mathrm{j}\mathrm{Tr}[\rho _\mathrm{j}\widehat{\mathrm{\Phi }}(\mathrm{E}_\mathrm{b})]`$ (10)
Although the stochastic map $`\mathrm{\Phi }`$ is usually regarded as noise acting on the signals $`\rho _j`$, it is important to recognize that it has another interpretation corresponding to the second expression for $`p(j,b)`$ in (10) above. In the second case, the channel transmits signals faithfully, but the โnoiseโ distorts the measurement process by converting the POVM $`\{E_b\}`$ to a modified POVM $`\{\widehat{E}_b=\widehat{\mathrm{\Phi }}(E_b)\}`$ implemented by the action of the dual of $`\mathrm{\Phi }`$.
In order to make the transition from classical to quantum communication, it is sometimes useful to consider a classical probability vector $`p(x)`$ as the diagonal of a matrix $`P`$. We can then write the relative entropy
$`H(P,Q)=\mathrm{Tr}[\mathrm{P}\mathrm{log}\mathrm{P}\mathrm{P}\mathrm{log}\mathrm{Q}]`$ (11)
in a form which reduces to the usual classical expression when $`P`$ and $`Q`$ are diagonal, but is also valid when $`P`$ and $`Q`$ are density matrices representing mixed quantum states. In this notation (9) becomes
$`I^c(X;Y)=H[P_{12},P_1P_2]`$ (12)
where $`P_{12},P_1`$, and $`P_2`$ are diagonal matrices with non-zero entries $`p(x,y),p(x)`$ and $`p(y)`$ respectively.
### 2.2 Tensor Product Reformulation
A reformulation and generalization of mutual information and capacity can be made using formal tensor products. It should be emphasized that this is done for convenience of notation and is distinct from the tensor products used in describing multiple uses of the channel. Let $`_{ABQR}=๐^J๐^M`$ where $`j=1\mathrm{}J`$, $`b=1\mathrm{}M`$ and $`_Q=_R=`$ is the original Hilbert space on which $`\rho `$ and $`E_b`$ act. The partial traces then correspond to $`T_A=_j`$, $`T_B=_b`$, $`T_Q=\mathrm{Tr}`$, and $`T_R=\mathrm{Tr}`$.
Let $`P_{ABQ}`$ be the block diagonal matrix with blocks $`\pi _j\sqrt{\mathrm{\Phi }(\rho _j)}E_b\sqrt{\mathrm{\Phi }(\rho _j)}`$ and
$`\widehat{P}_{ABQ}`$ the block diagonal matrix with blocks $`\pi _j\sqrt{\rho _j}\widehat{\mathrm{\Phi }}(E_b)\sqrt{\rho _j}`$.
Then $`P_{AB}T_QP_{ABQ}=T_Q\widehat{P}_{ABQ}\widehat{P}_{AB}`$ and
* is a diagonal matrix with (non-zero) elements $`p(j,b)=\pi _j\mathrm{Tr}[\mathrm{\Phi }(\rho _\mathrm{j})\mathrm{E}_\mathrm{b}]`$,
* $`T_{BC}P_{ABQ}=T_BP_{AB}`$ is a diagonal matrix with elements $`\delta _{ij}\pi _j`$,
* $`T_{AQ}P_{ABQ}=T_AP_{AB}`$ is a diagonal matrix with elements $`\delta _{ab}\tau _b`$ where $`\tau _b=\mathrm{Tr}\mathrm{\Phi }(\rho )\mathrm{E}_\mathrm{b}=\mathrm{Tr}\rho \widehat{\mathrm{\Phi }}(\mathrm{E}_\mathrm{b})`$ as in Theorem 11.
It is straightforward to verify that
$`C_{PP}C_{\mathrm{Shan}}(\mathrm{\Phi })`$ $`=`$ $`\underset{,}{sup}\left[S(P_B)S(P_{AB})+S(P_A)\right]`$
$`=`$ $`\underset{,}{sup}H(P_{AB},P_AP_B)=\underset{,}{sup}I_\mathrm{\Phi }^q(;)`$
$`=`$ $`\underset{,}{sup}I^q(\stackrel{~}{};)=\underset{,}{sup}I^q(;\widehat{}).`$ (14)
where the last line in (14), although redundant is included to emphasize the fact that we can suppress the explicit dependence on $`\mathrm{\Phi }`$ by using either a restricted ensemble with $`\stackrel{~}{\rho }_j=\mathrm{\Phi }(\rho _j)`$ or a restricted POVM of the form $`\widehat{\mathrm{\Phi }}(E_b)`$.
Note that all the matrices in (2.2) above are diagonal and could be replaced by probability vectors. The quantum character of the channel is hidden in the fact that $`P_{AB}`$ must be the reduced density matrix of a $`P_{ABQ}`$ of the form above with quantum blocks. Thus we might have replaced $`sup_,`$ above by either $`sup_{P_{ABQ}}H(P_{AB},P_AP_B)`$ or $`sup_{\widehat{P}_{ABQ}}H(P_{AB},P_AP_B)`$ with the understanding that the supremum was to be taken over those $`P_{ABQ}`$ or $`\widehat{P}_{ABQ}`$ with the block diagonal form given above.
We can find a similar expression for the Holevo capacity by noting that
* $`T_BP_{ABQ}`$ is a block diagonal matrix with blocks $`\pi _j\mathrm{\Phi }(\rho _j)`$, and
* $`T_{AB}P_{ABQ}=T_AP_{AQ}=\mathrm{\Phi }(\rho )`$.
It is again straightforward to verify that
$`C_{PE}C_{\mathrm{Holv}}(\mathrm{\Phi })`$ $`=`$ $`\underset{}{sup}\left[S(P_Q)S(P_{AQ})+S(P_A)\right]`$
$`=`$ $`\underset{}{sup}H(P_{AQ},P_AP_Q).`$
We can interpret this as a classical to quantum mutual information between the classical probability distribution $`\pi _j`$ of the input alphabet and the average quantum distribution $`\mathrm{\Phi }(\rho )`$ which emerges from the channel.
We conclude by observing that the entanglement assisted capacity of can be written in a similar way as
$`sup\{H(\rho _{QR},\rho _Q\rho _R):\rho _{QR}=(\mathrm{\Phi }I)(|\mathrm{\Psi }\mathrm{\Psi }|)\}`$ (16)
with $`\mathrm{\Psi }๐^2๐^2`$. This differs slightly from eq. (4) of . However, because $`|\mathrm{\Psi }\mathrm{\Psi }|`$ is pure, their $`S(\rho )=S[T_2(|\mathrm{\Psi }\mathrm{\Psi }|)]=S[T_1(|\mathrm{\Psi }\mathrm{\Psi }|)]=S(\rho _R)`$ in our notation. Thus the expression in (16) above is equivalent to eq. (4) of . This is a form of quantum to quantum mutual information between the subsystems of an entangled pair, one of which is subjected to noise via transmission through the channel.
We also expect that the capacity $`C_{EE}`$ can be expressed as a (different) quantum to quantum mutual information. Unfortunately the precise form has eluded us. This approach does, however, lead in a natural way to a new expression related to $`C_{EP}`$.
### 2.3 Proposed expression for $`C_{EP}`$
To motivate our new candidate for $`C_{EP}`$, we let $`P_{BR}`$ be the block diagonal matrix with blocks $`\sqrt{\rho }\widehat{\mathrm{\Phi }}(E_b)\sqrt{\rho }`$. Then
* $`T_RP_{BR}`$ is a diagonal matrix with elements $`\tau _b`$.
* $`T_BP_{BR}=\rho `$
and define
$`U_{EP}(\mathrm{\Phi })`$ $`=`$ $`\underset{,\rho }{sup}\left[S(P_R)+S(P_B)S(P_{BR})\right]`$
$`=`$ $`\underset{,\rho }{sup}H(P_{BR},P_RP_B)`$
$`=`$ $`\underset{,\rho }{sup}\left[S(\rho ){\displaystyle \underset{b}{}}S\left(\sqrt{\rho }\widehat{\mathrm{\Phi }}(E_b)\sqrt{\rho }\right)+S(\tau )\right]`$
$`=`$ $`\underset{\tau _b,\gamma _b}{sup}\left[S(\gamma ){\displaystyle \underset{b}{}}\tau _bS(\gamma _b)\right]`$ (18)
where $`\gamma _b=\frac{1}{\tau _b}\sqrt{\rho }\widehat{\mathrm{\Phi }}(E_b)\sqrt{\rho }`$ and $`\gamma =_b\tau _b\gamma _b=\rho `$. The last form (18), looks like the Holevo capacity with the input ensemble $`=\{\pi _j,\rho _j\}`$ replaced by a new โoutput measurement ensembleโ $`\{\tau _b,\gamma _b\}`$. How can we characterize this ensemble? Using Kraus operators we can write $`\mathrm{\Phi }(\rho )=_kA_k^{}\rho A_k`$, where $`_kA_kA_k^{}=I`$. It follows that $`\gamma _b=_kB_k^{}E_bB_k`$ with $`B_k=A_k^{}\sqrt{\rho }`$. Hence $`\gamma _b`$ is a density matrix in the range of a completely positive map which, rather than being trace-preserving or unital, satisfies $`_kB_kB_k^{}=\mathrm{\Phi }(\rho )`$. If we define $`\mathrm{\Gamma }_\rho (P)=\sqrt{\rho }\widehat{\mathrm{\Phi }}(P)\sqrt{\rho }`$ we can write
$`U_{EP}(\mathrm{\Phi })=\underset{\rho ,}{sup}\left(S\left[\mathrm{\Gamma }_\rho (I)\right]{\displaystyle \underset{b}{}}\tau _bS\left[\mathrm{\Gamma }_\rho \left(\tau _b^1E_b\right)\right]\right).`$ (19)
A different characterization is given in the next section as a condition on $`P_{BR}`$.
We can interpret (2.3) as a quantum to classical mutual information between the average input $`\rho `$ and the classical probability vector $`\tau _b`$ associated with the correspondingly averaged output measurements $`\mathrm{Tr}[\rho \widehat{\mathrm{\Phi }}(\mathrm{E}_\mathrm{b})]`$.
We conjecture that $`U_{EP}=C_{EP}`$ although we can only show $`U_{EP}C_{EP}`$, which is proved in the next section. Note if $`\mathrm{\Phi }`$ is the completely noisy channel which maps every density matrix to the identity, then $`P_{BR}=P_BP_R`$ so that $`H(P_{BR},P_BP_R)=0`$ as expected. This also holds if $`\rho `$ is a one-dimensional projection.
### 2.4 Optimization constraints
We can rewrite all of these expressions for capacity as the suitably constrained supremum of an โInput-Outputโ mutual information, $`H(\rho _๐ช,\rho _{}\rho _๐ช)`$, i.e.,
$`sup\{H(\rho _๐ช,\rho _{}\rho _๐ช):\rho _๐ช\text{is a density matrix in}X_๐ช\}`$ (20)
where the subset $`X_๐ช`$ lies in $`๐_{}๐_๐ช`$ and the algebra $`๐`$ is either $`๐^{n\times n}`$ or $`๐^n`$, the algebra of diagonal $`n\times n`$ matrices. We will let $`๐ข=\{E:0EI\}`$ denote the set of positive semi-definite operators less than the identity, $`๐`$ the set of density matrices, and $`๐`$ the set of positive semi-definite matrices with trace $`1`$, i.e., the set of matrices $`\lambda P`$ where $`P`$ is a density matrix and $`0\lambda 1`$.
* $`C_{PP}:X_๐ช=\{\rho _{AB}=\mathrm{Tr}_\mathrm{Q}\rho _{\mathrm{ABQ}}:\rho _{\mathrm{AQ}}^{1/2}\rho _{\mathrm{ABQ}}\rho _{\mathrm{AQ}}^{1/2}๐^\mathrm{n}๐^\mathrm{n}\widehat{\mathrm{\Phi }}(๐ข)\}`$.
In the case of maps on $`๐^{2\times 2}`$ we expect this to be a subset of
$`๐^2๐^2`$ although, in principle, it could be a subset of $`๐^4๐^4.`$
* $`C_{PE}:X_๐ช=\{\rho _{AQ}:\rho _{AQ}๐^n\mathrm{\Phi }(๐)\}`$.
* $`U_{EP}:X_๐ช=\{\rho _{BR}:\rho _B^{1/2}\rho _{BR}\rho _B^{1/2}๐^n\widehat{\mathrm{\Phi }}(๐ข)\}`$
* $`C_{EE}:`$ We know only that $`X_๐ช๐^{n\times n}๐^{n\times n}.`$
In order to conclude that these expressions are equivalent to those given previously, we need to verify that when $`\rho _๐ช`$ is in the indicated set, one can always find a corresponding ensemble $``$ and/or POVM $``$. The block diagonal conditions implicit in the notation above and the fact that $`\mathrm{\Phi }`$ and $`\widehat{\mathrm{\Phi }}`$ are trace-preserving and identity preserving respectively, makes this quite straightforward.
When $`n=2`$, we can describe $`๐ข`$ explictly by writing $`E=w_0I+๐ฐ\sigma `$ where $`\sigma =(\sigma _x,\sigma _y,\sigma _z)`$ denotes the formal vector of Pauli matrices and $`๐ฐ`$ in $`๐^3`$. Then $`0EI`$ if and only if $`|๐ฐ|\mathrm{min}\{w_0,1w_0\}`$ so that
$`๐ข={\displaystyle \underset{w_0[0,1]}{}}\{E=w_0I+๐ฐ\sigma :|๐ฐ|\mathrm{min}\{w_0,1w_0\}\}.`$
## 3 Bounds via Q-C Channels
Holevo introduced an extremely useful family of stochastic maps of the form
$`\mathrm{\Omega }(P)={\displaystyle \underset{k}{}}R_k\mathrm{Tr}(\mathrm{PX}_\mathrm{k})`$ (21)
where $`R_k`$ is a family of density matrices, $`X_k`$ is a POVM. He also distinguished two important subclasses of these channels
* Quantum-classical channels in which $`R_k=|e_ke_k|`$ so that each density matrix is a one-dimensional projection from an orthonormal basis $`\{e_k\}`$.
* Classical-quantum channels in which $`X_k=|e_ke_k|`$ so that the POVM is a partition of unity arising from an orthonormal basis $`\{e_k\}`$.
Holevo showed that the quantum capacity of such channels is additive, i.e.,
$`C_{PE}(\mathrm{\Phi }_{QC}\mathrm{\Phi }_{QC}\mathrm{}\mathrm{\Phi }_{QC})=C_{PE}(\mathrm{\Phi }_{QC}^n)=nC_{PE}(\mathrm{\Phi }_{QC})`$
and similarly for $`C_{PE}(\mathrm{\Phi }_{CQ}^n)=nC_{PE}(\mathrm{\Phi }_{CQ})`$. In the next section, we use Holevoโs strategy for proving additivity for $`\mathrm{\Phi }_{CQ}`$ to prove Theorem 10.
We now show that both the celebrated โHolevo boundโ $`C_{PP}(\mathrm{\Phi })C_{PE}(\mathrm{\Phi })`$ and the new bound $`C_{PP}(\mathrm{\Phi })U_{EP}(\mathrm{\Phi })`$ follow easily from the monotonicity of relative entropy under $`\mathrm{\Omega }_{QC}`$ channels. Our strategy is similar to one used earlier by Yuen and Ozawa .
In the first case, we let $`\mathrm{\Omega }_{QB}`$ be a Q-C map of the form (21) with $`X_b=E_b`$ and $`R_b=|e_be_b|`$. Then
$`H(P_{AB},P_AP_B)`$ $`=`$ $`H[\mathrm{\Omega }_{QB}(P_{AQ}),\mathrm{\Omega }_{QB}(P_AP_Q)]`$ (22)
$``$ $`H(P_{AQ},P_AP_Q)`$
where $`P_{AQ}`$ and $`P_{AB}`$ are as in Section 2 and we have suppressed the identity in $`I\mathrm{\Omega }_{QB}`$. Taking the supremum over $``$ yields $`C_{PP}(\mathrm{\Phi })C_{PE}(\mathrm{\Phi })`$.
For the new bound, let $`\mathrm{\Omega }_{RA}`$ be a Q-C map of the form (21) with $`X_j=\pi _j\rho ^{1/2}\rho _j\rho ^{1/2}`$ and $`R_j=|e_je_j|`$, so that $`\mathrm{\Omega }_{RA}(P_{BR})=P_{AB}`$. Then
$`H(P_{AB},P_AP_B)`$ $`=`$ $`H[\mathrm{\Omega }_{RA}(P_{BR}),\mathrm{\Omega }_{RA}(P_BP_R)]`$
$``$ $`H(P_{BR},P_BP_R)`$
from which it follows that $`C_{PP}(\mathrm{\Phi })U_{EP}(\mathrm{\Phi })`$.
Remark: It may appear that the argument in (22) above yields a simple proof of the Holevo bound without using the strong subadditivity (SSA) of relative entropy as in . However, Lindblad made the useful observation that any stochastic map can be represented as the partial trace after interaction with an auxiliary system, i.e., $`\mathrm{\Phi }(P)=T_B\left[U_{AB}PE_BU_{AB}^{}\right]`$ In fact, he used this representation to obtain monotonicity as a corollary of SSA. Thus, the arguments used to obtain the Holevo bound via monotonicity (as above or in ) and via SSA (as in ) are essentially equivalent. In the latter approach, an auxiliary system is added explicitly and then discarded; in the former, this is done implicitly via Lindbladโs representation theorem. Further discussion of the history of the closely connected properties of SSA, monotonicity of relative entropy and the joint convexity of relative entropy is given in .
## 4 Proof of Additivity Using Q-C Channels
Theorem 9 can be obtained from Holevoโs result that $`C_{\mathrm{Holv}}(\mathrm{\Omega }_{QC})`$ is additive, i.e., if $`\mathrm{\Gamma }`$ is a Q-C channel of the form following (21), then $`C_{\mathrm{Holv}}(\mathrm{\Gamma })`$ is additive. To show how this follows, we define
$`\mathrm{\Gamma }_{\mathrm{\Phi },}(P)={\displaystyle \underset{b}{}}|e_be_b|\mathrm{Tr}[\mathrm{P}\widehat{\mathrm{\Phi }}(\mathrm{E}_\mathrm{b})].`$ (23)
Then $`\mathrm{\Gamma }_{\mathrm{\Phi },}(P)`$ is a Q-C channel with $`X_n=\widehat{\mathrm{\Phi }}(E_b)`$. Moreover, $`sup_{}I_\mathrm{\Phi }^q(;)=C_{\mathrm{Holv}}\left(\mathrm{\Gamma }_{\mathrm{\Phi },}\right)`$, and the additivity of $`C_{\mathrm{Holv}}\left(\mathrm{\Gamma }_{\mathrm{\Phi },}\right)`$ implies $`sup_{}I_{\mathrm{\Phi }^n}^q(;^n)=C_{\mathrm{Holv}}\left(\mathrm{\Gamma }_{\mathrm{\Phi },}^n\right)=nC_{\mathrm{Holv}}\left(\mathrm{\Gamma }_{\mathrm{\Phi },}\right)`$. Then Theorem 9 follows from
$`C_{\mathrm{Holv}}(\mathrm{\Phi })=\underset{,}{sup}I_\mathrm{\Phi }^q(;)=\underset{}{sup}C_{\mathrm{Holv}}\left(\mathrm{\Gamma }_{\mathrm{\Phi },}\right).`$
In order to prove Theorem 10, we will need to extend Holevoโs result. Our extension, which we present below, follows Holevoโs strategy with the identity (27) replacing subadditivity. This also provides a self-contained proof of Theorem 9, since a product measurement is a special case of a conditional measurement.
First consider a product channel with Hilbert space $`_1_2`$ and noise operator $`\mathrm{\Phi }_1\mathrm{\Phi }_2`$. Let $`_{12}=\{\pi _j,\rho _j\}`$ be an ensemble of possibly entangled input states on $`_1_2`$. Let $`_1=\{E_b\}`$ denote the POVM on $`_1`$ which implements the first measurement, and for each $`b`$ let $`_2(b)=\{E_c^{(b)}\}`$ denote the POVM on $`_2`$ which implements the second measurement. We then define a joint POVM $`_{12}`$ on $`_1_2`$, namely $`\{E_bE_c^{(b)}\}`$. Note that although each element of $`_{12}`$ is a product, the joint measurement need not be the product of independent measurements $`_1_2`$. This is the result of the fact that the second measurement may be conditioned on the results of the first. Nevertheless, it is easy to verify that $`_{12}`$ is a POVM since
$`{\displaystyle \underset{b,c}{}}E_bE_c^{(b)}={\displaystyle \underset{b}{}}E_b\left({\displaystyle \underset{c}{}}E_c^{(b)}\right)={\displaystyle \underset{b}{}}E_bI.`$
The information content of a channel using such conditioned measurements is
$`I_{\mathrm{\Phi }_1\mathrm{\Phi }_2}^q(_{12};_{12})=I^q(_{12};\widehat{}_{12})=I^q(\stackrel{~}{}_{12};_{12})`$ (24)
where $`\widehat{}_1,\widehat{}_2(b)`$ and $`\widehat{}_{12}`$ denote the POVMโs in which $`E_b`$ is replaced by $`F_b=\widehat{\mathrm{\Phi }_1}(E_b)`$ and $`E_c^{(b)}`$ is replaced by $`F_c^{(b)}=\widehat{\mathrm{\Phi }_2}(E_c^{(b)})`$, and we have used the notation defined in (1) and (2). Because we are interested in studying the capacity for a fixed set of POVMโs, we use the form $`I^q(_{12};\widehat{}_{12})`$ and proceed as if we were considering a noiseless channel with a restricted POVM of the above form. Although this viewpoint is useful, it is not essential. The argument would work equally well if we explicitly included the stochastic maps or used the form $`I^q(\stackrel{~}{}_{12};_{12})`$ and defined reduced density matrices using partial traces acting on, e.g., $`(\mathrm{\Phi }_1\mathrm{\Phi }_2)(\rho _j)`$.
For any input ensemble $`_{12}`$ we now define a pair of associated input ensembles on $`_1`$ and $`_2`$ respectively. For this purpose it is useful to let $`T_j`$ denote the partial trace over $`_j`$. First, let $`\rho _j^{(1)}=T_2[\rho _j]`$ be the indicated reduced density matrix and $`_1=\{\pi _j,\rho _j^{(1)}\}`$. This is our ensemble on $`_1`$. Second, for each $`j`$ and $`b`$, define a state on $`_2`$ by
$`\rho _{j,b}^{(2)}=p(b|j)^1T_1[(\rho _j)(F_bI)],`$ (25)
where $`p(b|j)=\mathrm{Tr}[\rho _\mathrm{j}(\mathrm{F}_\mathrm{b}\mathrm{I})]`$. Then the corresponding input ensemble on $`_2`$ is $`_2(b)=\{p(j|b),\rho _{j,b}^{(2)}\}`$, where $`p(j|b)=p(b|j)\pi _j/p(b)`$ and
$`p(b)={\displaystyle \underset{j}{}}\pi _jp(b|j)=\mathrm{Tr}\left[\left({\displaystyle \underset{\mathrm{j}}{}}\pi _\mathrm{j}\rho _\mathrm{j}\right)(\mathrm{F}_\mathrm{b}\mathrm{I})\right].`$ (26)
We claim that
$`I^q(_{12};\widehat{}_{12})=I^q(_1;\widehat{}_1)+{\displaystyle \underset{b}{}}p(b)I^q[_2(b);\widehat{}_2(b)].`$ (27)
Since
$`I^q[_2(b);\widehat{}_2(b)]=I_{\mathrm{\Phi }_2}^q[_2(b);_2(b)]C_{\mathrm{Shan}}(\mathrm{\Phi }_2)`$ (28)
it follows immediately from (27) that
$`I^q(_{12};\widehat{}_{12})`$ $``$ $`I^q(_1;\widehat{}_1)+{\displaystyle \underset{b}{}}p(b)C_{\mathrm{Shan}}(\mathrm{\Phi }_2)`$ (29)
$`=`$ $`I^q(_1;\widehat{}_1)+C_{\mathrm{Shan}}(\mathrm{\Phi }_2).`$
Taking the supremum over channels of this type, which we now emphasize by writing $`_{12}^{\mathrm{cond}}`$, gives
$`\underset{_{12},_{12}^{\mathrm{cond}}}{sup}I_{\mathrm{\Phi }_1\mathrm{\Phi }_2}^q(_{12};_{12}^{\mathrm{cond}})`$ $`=`$ $`\underset{_{12},\widehat{}_{12}^{\mathrm{cond}}}{sup}I^q(_{12};\widehat{}_{12}^{\mathrm{cond}})`$ (30)
$``$ $`C_{\mathrm{Shan}}(\mathrm{\Phi }_1)+C_{\mathrm{Shan}}(\mathrm{\Phi }_2).`$
However by restricting to product ensembles and product POVMโs in the sup on the left side of (30), and using additivity of the classical capacity (7), we deduce
$`\underset{_{12},_{12}^{\mathrm{cond}}}{sup}I_{\mathrm{\Phi }_1\mathrm{\Phi }_2}^q(_{12};_{12}^{\mathrm{cond}})`$ $`C_{\mathrm{Shan}}(\mathrm{\Phi }_1)+C_{\mathrm{Shan}}(\mathrm{\Phi }_2).`$ (31)
Hence we have equality in (30).
Now consider the $`n`$-fold product channel $`\mathrm{\Phi }_1\mathrm{}\mathrm{\Phi }_n`$. Let $`^{\mathrm{cond}}`$ be a conditional POVM on $`_1\mathrm{}_n`$. By assumption, every operator in this POVM has the form $`E_bE_c^{(b)}`$ where $`\{E_b\}`$ is a conditional POVM $`๐ฉ^{\mathrm{cond}}`$ on $`_1\mathrm{}_{n1}`$, and for each $`b`$, $`E_c^{(b)}`$ constitute a POVM on $`_n`$. Also, for any input ensemble $``$ on $`_1\mathrm{}_n`$, let $`^{}`$ be the ensemble of reduced density matrices on $`_1\mathrm{}_{n1}`$. Then (30) implies
$`\underset{,^{\mathrm{cond}}}{sup}I_{\mathrm{\Phi }_1\mathrm{\Phi }_2\mathrm{}\mathrm{\Phi }_n}^q(;^{\mathrm{cond}})`$ (32)
$``$ $`\underset{^{},๐ฉ^{\mathrm{cond}}}{sup}I_{\mathrm{\Phi }_1\mathrm{\Phi }_2\mathrm{}\mathrm{\Phi }_{n1}}^q(^{};๐ฉ^{\mathrm{cond}})+C_{\mathrm{Shan}}(\mathrm{\Phi }_n).`$
Iterating (32) gives
$`\underset{,^{\mathrm{cond}}}{sup}I_{\mathrm{\Phi }_1\mathrm{\Phi }_2\mathrm{}\mathrm{\Phi }_n}^q(;^{\mathrm{cond}}){\displaystyle \underset{k=1}{\overset{n}{}}}C_{\mathrm{Shan}}(\mathrm{\Phi }_k).`$ (33)
The definition of conditional capacity is
$`C_{EP}^{\mathrm{cond}}(\mathrm{\Phi })=\underset{n\mathrm{}}{lim}{\displaystyle \frac{1}{n}}\underset{,^{\mathrm{cond}}}{sup}I_{\mathrm{\Phi }^n}^q(,^{\mathrm{cond}}).`$ (34)
Hence if we let $`\mathrm{\Phi }_k=\mathrm{\Phi },(k=1,2\mathrm{})`$ it follows immediately from (33) that
$`C_{EP}^{\mathrm{cond}}(\mathrm{\Phi })C_{\mathrm{Shan}}(\mathrm{\Phi }).`$ (35)
Since the capacity of the product channel is never less than the sum of the channel capacities, i.e, $`C_{EP}^{\mathrm{cond}}(\mathrm{\Phi })C_{\mathrm{Shan}}(\mathrm{\Phi })`$ we must have equality in (35) which proves Theorem 10.
It is worth noting that our argument can be used to prove a somewhat stronger result, namely the additivity of $`sup_{}I_\mathrm{\Phi }^q(;^{\mathrm{cond}})`$ for any fixed conditional measurement $`^{\mathrm{cond}}`$.
All that remains is to verify (27) which is, except for notation, equivalent to the following result from classical information theory: for any random variables $`J,B,C`$
$`I^c(J;B,C)=I^c(J;B)+I^c(J;C|B).`$ (36)
Although the derivation of (36) is quite elementary (see for example ), for completeness we include it in Appendix A, where we also show its equivalence to (27).
Acknowledgment: It is a pleasure to thank C.H. Bennett, J.A. Smolin and B.M. Terhal for useful discussions which helped to crystallize our understanding of this problem, and P. Shor for communicating his independent proof of Theorem 10. We are also grateful to the referee for an extremely careful reading of the previous version.
## Appendix A Appendix: A Useful Information Identity.
First we relate (27) to an expression involving classical mutual information. The input alphabet of the product channel can be described by a classical discrete random variable $`J`$, whose distribution is given by the input ensemble $`_{12}`$, that is $`P(J=j)=\pi _j`$. The output alphabet can be described similarly by a pair of random variables $`B,C`$, corresponding to the joint POVM $`\widehat{}_{12}`$. The joint distribution of $`J,B,C`$ is given by application of the formula (10), namely
$`P(J=j,B=b,C=c)=p(j,b,c)=\pi _j\mathrm{Tr}[(\rho _\mathrm{j})\mathrm{F}_\mathrm{b}\mathrm{F}_\mathrm{c}^{(\mathrm{b})}].`$ (37)
Applying the definitions in (1), (9) and (10) gives directly
$`I^c(J;B,C)=I^q(_{12};\widehat{}_{12}).`$ (38)
Furthermore, by summing over $`c`$ in (37) and conditioning on $`j`$, it follows that
$`p(b|j)=\mathrm{Tr}[(\rho _\mathrm{j})\mathrm{F}_\mathrm{b}\mathrm{I}]=\mathrm{Tr}[(\rho _\mathrm{j})^{(1)}\mathrm{F}_\mathrm{b}].`$ (39)
Comparing with the definition of the ensemble $`_1`$, it follows that
$`I^c(J;B)=I^q(_1;\widehat{}_1).`$ (40)
For the second term on the right side of (36), recall that by definition
$`I^q(J;C|B)={\displaystyle \underset{b}{}}p(b)I^q(J;C|\{B=b\}).`$ (41)
Also
$`p(c|j,b)={\displaystyle \frac{p(j,b,c)}{p(j,b)}}=\mathrm{Tr}[(\rho _{\mathrm{j},\mathrm{b}})^{(2)}\mathrm{F}_\mathrm{c}^{(\mathrm{b})}]`$ (42)
and $`p(j|b)=p(j,b)/p(b)=p(b|j)\pi _j/p(b)`$, so therefore
$`I^q(J;C|\{B=b\})=I^q(_2(b);\widehat{}_2(b)).`$ (43)
Hence equations (27) and (36) are identical.
As noted before, (36) is a standard result in information theory. We include its derivation for completeness. The left side can be rewritten as
$`I(J;B,C)=H(J)+H(B,C)H(J,B,C)`$ (44)
where $`H(X)`$ is the classical entropy of the random variable $`X`$. The two terms on the right side are respectively
$`I(J;B)=H(J)+H(B)H(J,B)`$ (45)
$`I(J;C|B)=H(J|B)+H(C|B)H(J,C|B).`$ (46)
Further, for any random variables $`X`$ and $`Y`$,
$`H(X|Y)=H(X,Y)H(Y),`$ (47)
and therefore (46) can be written as
$`I(J;C|B)=H(J,B)H(B)+H(C,B)H(B)H(J,C,B)+H(B).`$ (48)
Adding (45) and (48) gives the right side of (44), which proves the result.
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# Multiparameter estimation with the Pseudo-๐ถ_๐ methodaafootnote aPresented by K. M. Gรณrski
## 1 Introduction
Within the standard model of cosmology there are about 10 parameters which characterise the properties of our Universe. It is one of the key goals of future CMB experiments such as MAP and Planck to determine these cosmological parameters to high precision. This undertaking faces the challenge that realistic CMB data is necessarily incomplete and noisy. The Galaxy obscures roughly a third of the sky and because of the smallness of the anisotropy signal, detector noise is not negligible in the analysis. This leads to the computational challenge which was expertly described at this meeting in the contribution by Borrill$`^\mathrm{?}`$.
In this talk we apply the pseudo-$`C_l`$ formalism$`^\mathrm{?}`$ to this problem and show that it can be used to develop an approximate form of the likelihood which has several useful properties: it is Gaussian and hence easy to apply; it does not suffer from the usual disadvantages of Gaussian approximations such as obtaining negative estimates of positive definite quantities; it is computationally efficient with memory usage of $`N_{pix}`$ and number of operations scaling as $`N_{pix}^{\frac{3}{2}}`$ per likelihood evaluation with a very small preโfactor leading to thousands of likelihood evaluations per CPU hour.
## 2 The approximation scheme
Given a true CMB sky T and an experimental setup and observation strategy (encoded in the beam pattern B, the survey geometry $`W`$ and the noise distribution on the sky $`W_NT_N`$) we can represent the observed temperature anisotropy map as
$$\stackrel{~}{T}(\gamma )=W(\gamma )\left[BT(\gamma )+W_N(\gamma )T_N(\gamma )\right]$$
(1)
This temperature field $`\stackrel{~}{T}`$ can be decomposed into spherical harmonics coefficients
$$\stackrel{~}{a}_{lm}=_๐ช๐\mathrm{\Omega }Y_{lm}^{}(\gamma )\stackrel{~}{T}(\gamma ).$$
(2)
The notation โ$`_๐ช`$โ denotes integration over the fraction of the sky covered by the survey. These combine into the observed power spectrum coefficients which we call pseudo-$`C_l`$,
$$\stackrel{~}{C}_l=\frac{1}{2l+1}\underset{m}{}\left|\stackrel{~}{a}_{lm}\right|^2.$$
(3)
In $`^\mathrm{?}`$ we derive the exact statistics of the pseudo-$`C_l`$, under the assumptions of azimuthal survey geometry and noise which is uncorrelated from pixel to pixel and whose amplitude varies only from latitude to latitude. The results we derived were still a superb approximation for strongly non-azimuthal noise patterns.
We found that in the case of large sky coverage the Pseudo-$`C_l`$ distributions were nearly indistinguishable from Gaussian distributions of the same means and variances as long as $`l>100`$. The fact that many of the cosmological parameters are sensitive to the power spectrum at precisely these small scales led us to propose the following approximation to the likelihood:
$$\widehat{}(C_l)=\underset{l>100}{}\mathrm{exp}\left[\frac{\left(C_l\stackrel{~}{C_l}\right)^2}{\mathrm{\Delta }\stackrel{~}{C}_l^2}\right]$$
(4)
In this approximation, maximum likelihood estimation has reduced to simple $`\chi ^2`$ fitting, however with the correct means and variances.
To illustrate, we solve the problem of estimating 3 parameters ($`\mathrm{\Omega }_c`$ $`\mathrm{\Omega }_b`$ and $`H_0`$) simultaneously from a sky with $`12\times 10^6`$ pixels of which $`66\%`$ are observed. The response of the experiment is modelled as a Gaussian beam of FWHM 12 arcminutes. The noise template is inhomogeneous and not azimuthally symmetric with rms amplitude of $`124\mu K`$ per 3.5 arcminute pixel. To compare with the naive Gaussian approach and to show that our method is unbiased, we compute maximum (approximate) likelihood estimates from 100 realisations of the sky and plot a representation of the empirical distribution of parameter estimates in three dimensions in Figures 1 (naive $`\chi ^2`$) and 2 (our approach).
Our estimates are unbiased. The distributions of the estimates are clearly centered on the true values.
We stress that our approach avoids the usual difficulties of Gaussian approximations. For example, even though we use the Gaussian pdf, which of course does not exclude negative $`C_l`$, they are assigned an exceedingly small probability. This is because no attempt is made to subtract out the noise contribution from the pseudoโ$`C_l`$ โ instead it is modelled consistently and the (signal$`\times `$noise) cross term which is present in each realisation is not allowed to dominate.
## References
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# Static and dynamic properties of ferroelectric thin film multilayers
## I Introduction
Artificial thin film multilayers composed of alternating layers of different materials have been the subject of study for many years. Much attention has been devoted to semiconducting , metallic , magnetic and superconducting multilayer structures. Increasingly frequent investigations of ferroelectric oxide multilayers are now taking place due to their technological promise: the artificial modification of structural and physical properties for use in dielectric capacitors, memory systems, pyroelectric detection and other types of devices makes them technologically attractive (see e.g. and references therein), and there is also a basic interest in creating model structures for which to study fundamental questions related to ferroelectricity on increasingly smaller length scales. Recent experiments have revealed many unusual properties, such as giant dielectric response , anomalies in the ferroelectric-paraelectric phase transition temperature , in superlattice growth , and in superlattice structural anomalies . In the latter work, investigation of PbTiO<sub>3</sub>/BaTiO<sub>3</sub> (PT/BT) multilayers with bilayer PT/BT thickness between $`50A^o<\mathrm{\Lambda }<360A^o`$ shows that โcโ-domain BT layers alternate with โaโ-domain PT layers. This is in contrast both to the โcโ-domain structure exhibited by thin single PT films of the same thickness grown on the same substrate. Raman spectra measurements reinforce this x-ray determined orientational anomaly in addition to revealing the existence of a superlattice wavelength dependent mode, whose frequency increases with increasing $`\mathrm{\Lambda }`$. Up to now there have been few theoretical studies of ferroelectric multilayer structures. Calculation of the dielectric response has shown that the spatial distribution of the layer thickness can lead to enhanced dielectric properties over a broad temperature range. A phenomenological theory has recently been developed for thin film multilayers. The spontaneous polarization and the dielectric susceptibility were calculated numerically with parameters appropriate to PT/BT. They showed that a thickness induced ferroelectric phase transition occurs only when the strength of the interfacial coupling is weak.
In this work we will consider a multilayer built up from alternating (100) and (001) ferroelectric thin films (such as PbTiO<sub>3</sub> and BaTiO<sub>3</sub>) epitaxially grown in the cubic paraelectric phase onto a cubic (001) substrate. We use a thermodynamic approach to describe the static and dynamic multilayer properties. The static properties are considered in section II in which section IIA is devoted to the description of the free energy of a multilayer with contributions coming from the internal stresses and the depolarizing field. Calculations of the inhomogeneous polarization and the thickness induced ferroelectric phase transition are performed in IIB. The criterion for the presence of โa/cโ, โa/aโ or โc/cโ layer structures in the superlattice is determined in IIC. The differential equation giving the static dielectric susceptibility of multilayers is considered in IID. The dynamic properties are treated in Section III. In IIIA the differential equation governing the time and space dependence of the polarization is written down and solved, and in IIIB the dispersion law for nonlinear waves formed by the polarization in the multilayer is reported. In the Discussion we show that the theory is in good agreement with the observed giant dielectric response in PLT/PT ferroelectric thin film multilayers and in the Conclusion we discuss the applicability of our results and their future development. The Appendices contain the detailed calculations of (1) the criteria for โa/cโ, โa/aโ and โc/cโ layer structure of the superlattice, (2) the solution of the differential equation for the inhomogeous dielectric susceptibility, (3) the multilayer susceptibility, (4) the value of the susceptibility for the thick film ferroelectric phase and for the thin film paraelectric phase, and (5) the Curie-Weiss law in the vicinity of the thickness induced ferroelectric phase transition.
## II Static properties
### A Free energy
We consider a multilayer (see Figure1) built up from โAโ and โBโ ferroelectric layers extending from $`z=L/2`$ to $`L/2`$. Each layer has thickness $`l_i`$ ($`i=A,B`$) so that the total multilayer thickness is $`L=N(l_A+l_B)`$ where $`\mathrm{\Lambda }=(l_A+l_B)`$ is the multilayer wavelength and $`N`$ is the number of wavelengths in the superlattice. The free energy of the multilayer system can be written as
$$\mathrm{\Phi }=\frac{1}{L}\underset{L/2}{\overset{L/2}{}}\left(\mathrm{\Phi }_A(z)+\mathrm{\Phi }_B(z)+\mathrm{\Phi }_{A,B}(z)\right)๐z$$
(1)
where $`\mathrm{\Phi }_A`$and $`\mathrm{\Phi }_B`$ are the free energy densities of the $`A`$ layers and the $`B`$ layers respectively and $`\mathrm{\Phi }_{A,B}`$ is the free energy density resulting from the interaction between the layers.
We will start with the following forms for $`\mathrm{\Phi }_A`$ and $`\mathrm{\Phi }_B`$, which can be obtained from those free energies having cubic symmetry, and which allows for the symmetry lowering that is related to the nonequivalence of the $`z`$ and the $`x`$, $`y`$ polarization components in the film due to the contribution of the mechanical strains and to the depolarizing field. These effects are incorporated into the renormalized coefficients.
$`\mathrm{\Phi }_A=a_3P_{Az}^2+a_1(P_{Ax}^2+P_{Ay}^2)+a_{11}(P_{Ax}^4+P_{Ay}^4)+`$ (2)
$`+a_{33}P_{Az}^4+a_{13}P_{Az}^2(P_{Ax}^2+P_{Ay}^2)+\alpha _{33}\left({\displaystyle \frac{P_{Az}}{z}}\right)^2+`$ (3)
$`+\alpha _{11}\left[\left({\displaystyle \frac{P_{Ax}}{x}}\right)^2+\left({\displaystyle \frac{P_{Ay}}{y}}\right)^2\right]+`$ ()
$`+\alpha _{44}\left[\left({\displaystyle \frac{P_{Ax}}{z}}\right)^2+\left({\displaystyle \frac{P_{Ay}}{z}}\right)^2\right],`$ (4)
$`\mathrm{\Phi }_B=b_3P_{Bz}^2+b_1(P_{Bx}^2+P_{By}^2)+b_{11}(P_{Bx}^4+P_{By}^4)+`$ (5)
$`+b_{33}P_{Bz}^4+b_{13}P_{Bz}^2(P_{Bx}^2+P_{By}^2)+\beta _{33}\left({\displaystyle \frac{P_{Bz}}{z}}\right)^2+`$ (6)
$`+\beta _{11}\left[\left({\displaystyle \frac{P_{Bx}}{x}}\right)^2+\left({\displaystyle \frac{P_{By}}{y}}\right)^2\right]+`$ ()
$`+\beta _{44}\left[\left({\displaystyle \frac{P_{Bx}}{z}}\right)^2+\left({\displaystyle \frac{P_{By}}{z}}\right)^2\right].`$ (7)
Since we wish to take into account the change of $`P_{x,y}`$ along the $`z`$ direction, we have incorporated the additional gradient terms $`P_{x,y}/z`$ into Eqs.(2).
Equations (2a) and (2b) correspond to the general case in which the x,y, and z polarization components exist in both the A and in the B layers. Experimental data for multilayers usually show that c-domain layers alternate with c-domain layers , but recent experimental results on PbTiO<sub>3</sub>/BaTiO<sub>3</sub> multilayers have shown that c-domain BT layers alternate with $`a`$-domain PT layers in the multilayer structure. In order to be able to treat this interesting latter case we will assume that the A layers consist only of $`c`$-domains (i.e. $`P_A=P_{Az}`$, $`P_{Ax}=P_{Ay}=0`$) while the B layers consist only of $`a`$-domains (i.e. $`P_{Bx}=P_{By}0`$, $`P_{Bz}=0`$). The variation of the polarization in the A and B layers in the vicinity of the $`z=0`$ boundary is schematically depicted in Figure 2 in which the natural boundary condition for this configuration is $`P_{Az}(z=0)=P_{Bx}(z=0)=0`$ . Since Fig. 2 represents one modulation period of the superlattice, this same boundary condition must be valid for all the interfaces that make up the multilayer structure, namely
$$P_{Az}(z_j)=P_{Bx}(z_j)=0,$$
(8)
$`z_j`$ $`=`$ $`{\displaystyle \frac{L}{2}}+2jl_{A,B};\text{ }z_j={\displaystyle \frac{L}{2}}+(2j+1)l_{A,B};`$
$`j`$ $`=`$ $`0,1,2\mathrm{}N1.`$
The superlattice periodicity also implies the following periodic polarization condition,
$`P_{Az}(z+j(l_A+l_B))`$ $`=`$ $`P_{Az}(z)`$ (8)
$`P_{Bx}(z+j(l_A+l_B))`$ $`=`$ $`P_{Bx}(z)`$ ()
Note that even in the case of a โc-domain/c-domainโ or a โa-domain/a-domainโ multilayer structure, zero polarization at the boundaries would be the most probable since the situation at the interfaces is physically similar to that of domain boundaries in bulk ferroelectrics.
We will, in this work, neglect the interaction energy term $`\mathrm{\Phi }_{AB}`$ due to the polarization interaction between the layers since this interaction decays rapidly, and because of the boundary conditions, we will also neglect any surface energy contributions. Hence we can rewrite the free energy density (2) equations as
$$f_A=a_3P_{Az}^2+a_{33}P_{Az}^4+\alpha _{33}\left(\frac{dP_{Az}}{dz}\right)^2$$
(9)
$$f_B=2b_1P_{Bx}^2+2b_{11}P_{Bx}^4+2\beta _{44}\left(\frac{dP_{Bx}}{dz}\right)^2$$
(10)
In Eqs.(5) we have conserved what is most essential for the analysis of thin film multilayers: the gradient terms which take into account the polarization change along the $`z`$ direction (see Fig.2). Thus, in our model, the free energy density $`f(z)=f_A(z)+f_B(z)`$ will replace $`\mathrm{\Phi }_A(z)+\mathrm{\Phi }_B(z)+\mathrm{\Phi }_{AB}(z)`$. The most important feature of the free energy density of thin films is its dependence on $`z`$. In the most general case both the polarization $`P`$ and the mechanical stresses $`\sigma `$ can be inhomogeneous so that their gradients $`P^{}`$ and $`\sigma ^{}`$should also be taken into account. Because of this, the free energy $`\mathrm{\Phi }`$ is a functional of $`P`$, $`P^{}`$, $`\sigma `$, $`\sigma ^{}`$, which we will write as:
$$\mathrm{\Phi }(P,\sigma )=\underset{L/2}{\overset{L/2}{}}f(P(z),P^{}(z),\sigma (z),\sigma ^{}(z))๐z$$
(11)
where, for the sake of clarity, we have omitted the vector and tensor component notation.
The equilibrium values of polarization and stresses or strains must then satisfy the Euler-Lagrange equations
$$\frac{f}{P}\frac{d}{dz}\frac{f}{P^{}}=0$$
(12)
$$\frac{f}{\sigma }\frac{d}{dz}\frac{f}{\sigma ^{}}=0$$
(13)
with the corresponding boundary conditions for $`P`$, $`\sigma `$, $`P^{}`$, $`\sigma ^{}`$. Note that Eqs. (7a) and (7b) can be written for all components of $`P_i`$ and $`\sigma _{ij}`$ respectively.
In what follows we will calculate $`P(z)`$ on the basis of Eq.(7a) and $`\sigma `$ from first term in Eq.(7b) because we will here make the simplifying assumption that the interfacial stresses are homogeneous and so we will neglect the second term in Eq. (7b). For films, the coefficients of Eq. (2) are renormalized coefficients. The stresses as well as the depolarizing field act on the coefficients of the free energy of cubic symmetry. In general the thickness of the substrate is much larger than that of the multilayer structure. Taking this into consideration for the equilibrium condition of the mechanical forces, it can be shown that the stresses induced by upper layers in the underlying films are negligibly small. Thus the nonzero stresses are $`\sigma _{xx}=\sigma _{yy}`$ and $`\sigma _{xy}=0`$ while $`\sigma _{zz}=\sigma _{xz}=\sigma _{yz}=0`$ because of the existence of the unstressed free surface on top of the multilayer. The renormalization of the free energy coefficients $`a_i`$, $`a_{ij}`$, ($`i`$, $`j`$, $`k`$ \- Voigt notation) of bulk cubic symmetry by these stresses was previously performed for a single thin film on a cubic substrate. Using the results of along with the depolarizing field contribution, the coefficients $`a_3`$ and $`a_1`$ in Eq.(2a) can be written as :
$$a_3=aX\frac{2Q_{12}^A}{S_{11}^A+S_{12}^A}+\frac{2\pi }{\epsilon _A}$$
(14)
$$a_1=aX\frac{Q_{11}^A+Q_{12}^A}{S_{11}^A+S_{12}^A}$$
(15)
Here $`a=a_0^A(TT_{c0}^A)`$, $`T_{c0}^A`$, $`Q_{ij}^A`$ and $`S_{ij}^A`$ are respectively the coefficient of the free energy, the ferroelectric phase transition temperature, the electrostriction constants and the elastic modulus of the A material. The strain $`X=X_1=X_2`$ can be represented as
$$X=X_{mf}+X_{th}+X_{dis}$$
(16)
where $`X_{mf}=(ba)/a`$, $`X_{th}=(\alpha _B\alpha _A)(TT_g)`$ and $`X_{dis}`$ are respectively the misfit, thermal and disorder induced strains. In these expressions, $`b`$ and $`a`$ are the cubic lattice constants, $`\alpha _A`$ and $`\alpha _B`$ are the thermal expansion coefficients of the two materials in the cubic bulk phase and $`T_g`$ is the growth temperature. We point out that the relaxation processes related to misfit dislocations, domain structure appearance and impurity diffusion processes can decrease $`X`$, but full relaxation can only be achieved in bulk materials . The last term in Eq.(8a) originates from the depolarizing field $`E_d`$ whose contribution equals to $`1/2E_dP_{Az}`$ with $`E_d=4\pi P_{Az}/\epsilon _A`$ for a free standing film without electrodes ($`\epsilon _A`$ is the dielectric constant of the A material ). The renormalized coefficients in Eq.(2b) can be simply obtained from Eqs.(8) by the substitution $`a_3b_3`$, $`a_1b_1`$ and the index A $``$ B.
The renormalization of the transition temperature in the layer follows from Eqs.(8) and its analog for the B layer. For the A and B layers the transition temperatures can be written as:
$$T_{cz}^{A,B}=T_{c0}^{A,B}+\frac{X^{A,B}2Q_{12}^{A,B}}{a_0^{A,B}(S_{11}^{A,B}+S_{12}^{A,B})}\frac{2\pi }{a_0^{A,B}\epsilon _{A,B}}$$
(17)
$$T_{cx}^{A,B}=T_{c0}^{A,B}+\frac{X^{A,B}}{a_0^{A,B}}\frac{(Q_{11}^{A,B}+Q_{12}^{A,B})}{(S_{11}^{A,B}+S_{12}^{A,B})}$$
(18)
where $`T_{cz}`$ and $`T_{cx}`$ are respectively the transition temperatures for the appearance of $`P_z0`$ ($`c`$-domain structure) and $`P_x0`$ ($`a`$-domain structure). It is seen that the depolarizing field contribution decreases the transition temperature of the $`c`$-domain layer whereas the influence of strain on this temperature depends on the signs of the electrostriction constants and whether the strains are tensile ($`X>0`$) or compressive ($`X<0`$) .
We have omitted terms to the sixth power and above in the polarization, which is the correct procedure only for second order ferroelectric phase transitions. In general, bulk ferroelectric materials such as BaTiO<sub>3</sub> and PbTiO<sub>3</sub> undergo first order phase transitions, but calculations on BaTiO<sub>3</sub> and PbTiO<sub>3</sub> thin films have shown that the renormalized coefficients of $`P_z^4`$ and $`P_x^4`$ have positive values and thus the ferroelectric thin film transition is second order rather than first order. For this reason we consider the free energy forms (2) and (5) to be those appropriate for multilayer films.
To the best of our knowledge there has been no consideration of how the stresses will renormalize the coefficients of the gradient terms in the free energy of cubic symmetry. We have performed calculations similar to those in , for which we have added the additional term $`\mathrm{\Delta }F`$ to the cubic symmetry free energy contained in Ref.16:
$`\mathrm{\Delta }F`$ $`=`$ $`\gamma \left[\left({\displaystyle \frac{P_z}{z}}\right)^2+\left({\displaystyle \frac{P_x}{x}}\right)^2+\left({\displaystyle \frac{P_y}{y}}\right)^2\right]`$ (20)
$`\{\delta {}_{111}{}^{}[\left({\displaystyle \frac{P_x}{x}}\right)^2+\left({\displaystyle \frac{P_y}{y}}\right)^2]+`$
$`+\delta _{133}\left({\displaystyle \frac{P_z}{z}}\right)^2+\delta _{144}[\left({\displaystyle \frac{P_x}{z}}\right)^2+\left({\displaystyle \frac{P_y}{z}}\right)^2]\}\sigma _1,`$
where $`\sigma _1=\sigma _{xx}=\sigma _{yy}0`$ is the nonzero homogeneous stress in the film. Minimization of the free energy with respect to $`\sigma _1`$ gives the renormalized coefficients:
$`\alpha _{33}`$ $`=`$ $`\gamma {\displaystyle \frac{X\delta _{133}}{S_{11}+S_{12}}}`$ (21)
$`\alpha _{11}`$ $`=`$ $`\gamma {\displaystyle \frac{X\delta _{111}}{S_{11}+S_{12}}}`$ ()
$`\alpha _{44}`$ $`=`$ $`{\displaystyle \frac{X\delta _{144}}{S_{11}+S_{12}}}`$ (22)
Obviously, the same relations hold for the free energy and the $`\beta `$ coefficients of the B material. The parameters $`\gamma `$, $`S_{ij}`$, $`\delta _{ijk}`$ are material parameters. The coefficient $`\alpha _{44}`$ is proportional to $`X`$, i.e. $`\alpha _{44}0`$ in films having nonzero homogeneous strain $`X`$ (8c). The coefficients $`\delta _{ijk}`$ are components of a sixth rank tensor which is the lowest rank (and so having the largest components) which will relate the squared gradient terms and the components of the stress tensor.
### B Polarization
The Euler-Lagrange equation (7a) with $`f=f_A+f_B`$ (see Eqs.(5)) for $`P=P_{Az}`$ or $`P_{Bx}`$ and $`P^{}=(dP_{Az})/(dz)`$ or $`(dP_{Bx})/(dz)`$ makes it possible to find the equilibrium values of the polarization on the basis of the equations:
$$a_3P_{Az}+2a_{33}P_{Az}^3\alpha _{33}\frac{d^2P_{Az}}{dz^2}=0$$
(23)
$$b_1P_{Bx}+2b_{11}P_{Bx}^3\beta _{44}\frac{d^2P_{Bx}}{dz^2}=0$$
(23)
The above equations have to be solved subject to the periodicity conditions (3) and (4). We shall demonstrate the solution for $`P_{Az}`$ only, since $`P_{Bx}`$ can be obtained from $`P_{Az}`$ by substituting the corresponding coefficients. To integrate Eq.(12a) we let $`(dP_{Az})/(dz)=g(P_{Az})`$. This gives
$$\frac{d^2P_{Az}}{dz^2}=g(P_{Az})\frac{dg(P_{Az})}{dP_{Az}}$$
(24)
Substitution of Eq.(13) into (12a) leads to
$$a_3P_{Az}+2a_{33}P_{Az}^3=\alpha _{33}g(P_{Az})\frac{dg(P_{Az})}{dP_{Az}}$$
(25)
which gives after integration
$$a_3P_{Az}^2+a_{33}P_{Az}^4=\alpha _{33}g^2(P_{Az})+c_{33}$$
(26)
To obtain the constant $`c_{33}`$ we introduce the maximum polarization in the layer $`P_{Azm}`$ which satisfies the condition $`\frac{dP_{Az}}{dz}_{P_{Az}=P_{Azm}}=0`$, and we find
$$c_{33}=a_3P_{Azm}^2+a_{33}P_{Azm}^4$$
(27)
Substitution of Eq.(16) into Eq.(15) leads to
$$a_3(P_{Az}^2P_{Azm}^2)+a_{33}(P_{Az}^4P_{Azm}^4)=\alpha _{33}\left(\frac{dP_{Az}}{dz}\right)^2$$
(28)
We now introduce the following parametrization
$$P_{Az}(z)=P_{Azm}\mathrm{sin}\theta _A(z)$$
(29)
$$k_{Az}^2=\frac{P_{Azm}^2}{2P_{Az0}^2P_{Azm}^2}$$
(30)
where $`P_{Az0}^2=a_3/(2a_{33})`$ is the homogeneous polarization in a thick film - when the derivative in Eq.(12a) can be neglected. Note that this is not the polarization in the bulk material because the parameters $`a_3`$ and $`a_{33}`$ have been renormalized by the stresses in the layers (see Eqs.(8)). Because the homogeneous polarization corresponds to the mean field approximation, $`P_{Az0}`$ can be considered as the film polarization calculated in this approximation. Substituting Eqs. (18) and (19) into (17) gives:
$$\alpha _{33}\left(\frac{d\theta _A}{dz}\right)^2=\frac{a_3}{1+k_{Az}^2}(1k_{Az}^2\mathrm{sin}^2\theta _A)$$
(31)
After separating the variables we obtain
$`dz_3`$ $`=`$ $`\sqrt{1+k_{Az}^2}{\displaystyle \frac{d\theta _A}{\sqrt{1k_{Az}^2\mathrm{sin}^2\theta _A}}}`$
$`{\displaystyle \underset{L_z/2+2jl_{Az}}{\overset{z_3}{}}}๐z_3`$ $`=`$ $`\sqrt{1+k_{Az}^2}{\displaystyle \underset{0}{\overset{\theta _A}{}}}{\displaystyle \frac{d\theta _A}{\sqrt{1k_{Az}^2\mathrm{sin}^2\theta _A}}}`$
or
$$\frac{z_3+L_z/22jl_{Az}}{\sqrt{1+k_{Az}^2}}=\underset{0}{\overset{\theta _A}{}}\frac{d\theta _A}{\sqrt{1k_{Az}^2\mathrm{sin}^2\theta _A}}$$
(32)
where we have introduced the dimensionless variables
$$z_3=\sqrt{\frac{a_3}{\alpha _{33}}}z;l_{Az}=\sqrt{\frac{a_3}{\alpha _{33}}}l_A;L_z=\sqrt{\frac{a_3}{\alpha _{33}}}L$$
(33)
It follows from the theory of elliptic functions that for the relation (21) the function $`\theta _A(z)`$ has the form
$`\theta _A(z_3)=\mathrm{am}[{\displaystyle \frac{z_3+L_z/22jl_{Az}}{\sqrt{1+k_{Az}^2}}},k_{Az}]`$
Hence from Eq.(18) we obtain the solution in terms of the elliptic sine function $`\mathrm{sn}`$:
$$P_{Az}(z_3)=P_{Azm}\mathrm{sn}(\frac{z_3+L_z/22jl_{Az}}{\sqrt{1+k_{Az}^2}},k_{Az})$$
(34)
It can be seen that $`P_{Az}(z)`$ satisfies Eq.(12a) and the periodicity conditions of Eqs.(4). $`P_{Az}(z)`$ is depicted graphically in Fig.3.
The relation between $`P_{Azm}`$ and $`l_{Az}`$ can be found from the periodicity condition of the elliptic sine function (see ), namely
$$\mathrm{sn}\left[z_3=\frac{L_z}{2}+(2j+1)l_{Az}\right]=2K(k_{Az})$$
(35)
where
$`K(k_{Az})={\displaystyle \underset{0}{\overset{\pi /2}{}}}{\displaystyle \frac{d\theta }{\sqrt{1k_{Az}^2\mathrm{sin}^2\theta }}}`$
is the complete elliptic integral of the first kind.
Substitution of (24) into (23) gives
$$l_{Az}=2\sqrt{1+k_{Az}^2}K(k_{Az})$$
(36)
We plot the dependence Eq. (25) in Fig.4. Since we can write the polarization ratio as $`P_{Azm}^2/P_{Az0}^2=2k_{Az}^2/(1+k_{Az}^2)`$ (see Eq.(19)), Fig.4 makes it possible to obtain the dependence of this ratio on the film thickness. We can see that for thick enough films (for the dimensionless length $`l_{Az}1012`$) $`P_{Azm}P_{Az0}`$, and so this polarazation ratio (see the additional scale in Fig.4) can be used as a criterion for distinguishing between thick and thin films. Moreover, Fig. 4 shows the existence of a critical layer thickness $`l_{Az}=\pi `$ such that the spontaneous polarization in the layer will exist only for $`l_{Az}\pi `$. Thus our calculations yield a thickness induced ferroelectric phase transition which was previously discussed for multilayer films and for single ferroelectric thin films . The thickness induced phase transition temperature $`T_{cl}^A`$ follows from $`l_{Az}=\sqrt{a_0^A(TT_{cz}^A)/\alpha _{33}}l_A=\pi `$ :
$$T_{cl}^A=T_{cz}^A\frac{\pi ^2}{l_A^2}\frac{\alpha _{33}}{a_0^A}$$
(37)
where $`T_{cz}^A`$, the renormalized layer temperature, is given by Eq(9a). The reduced temperature $`T_{cl}^A/T_{c0}^A`$ as a function of reduced thickness $`l_A/l_{A0}`$ is plotted in Fig.5. The characteristic thickness $`l_A=l_{A0}`$ at which $`T_{cl}^A=0`$ is:
$$l_{A0}=\pi \sqrt{\frac{\alpha _{33}}{a_0^AT_{cz}^A}}$$
(38)
The Fig. 5 plot is in agreement with available experimental data on ferroelectric KNbO<sub>3</sub>/KTaO<sub>3</sub> superlattices for intermediate multilayer wavelengths. The range of the existence of the thickness induced phase transition is given by
$$l_{A0}l_A\frac{\pi }{\sqrt{a_0^A(T_{cz}^AT_{cl}^A)/\alpha _{33}}}$$
(39)
with $`l_A\mathrm{}`$ at $`T_{cl}^AT_{cz}^A`$, the renormalized transition temperature. Below a certain thickness, $`l_A<l_{A0}`$ there is no thickness induced phase transition because $`T_{cl}^A`$ becomes negative. The thickness dependence of $`T_{cl}^A`$ (see Eq.(26a)) means that the thinner the film, the weaker its ferroelectricity.
The distribution of the polarization parallel to the multilayer growth axis, $`P_{Bx}(z)`$ ,can be obtained from (23) by simply replacing the coefficients (see (12a), (12b)):
$$a_3b_1,2a_{33}b_{11},\alpha _{33}\beta _{33}$$
(40)
The solution for $`P_{Bx}(z)`$ thus has the form
$$P_{Bx}(z_1)=P_{Bxm}\mathrm{sn}[\frac{z_1+L_x/2(2j+1)l_B}{\sqrt{1+k_{Bx}^2}},k_{Bx}]$$
(41)
$$k_{Bx}^2=\frac{P_{Bxm}^2}{2P_{Bx0}^2P_{Bx}^2},l_{Bx}=2\sqrt{1+k_{Bx}^2}K(k_{Bx})$$
(42)
where
$$z_1=\sqrt{\frac{b_1}{\beta _{44}}}z,l_{Bx}=\sqrt{\frac{b_1}{\beta _{44}}}l_B,L_x=\sqrt{\frac{b_1}{\beta _{44}}}L$$
(43)
Fig. 3 of course also represents $`P_{Bx}(z)`$.
The temperature of the thickness induced ferroelectric phase transition can similarly be obtained from (26), (27) with the substitution $`T_{cz}^AT_{cx}^B`$, $`a_0^Aa_0^B`$
$$T_{cl}^B=T_{cx}^B\frac{\pi ^2}{l_B^2}\frac{\beta _{44}}{a_0^B},l_{B0}=\pi \sqrt{\frac{\beta _{44}}{a_0^BT_{cx}^B}}$$
(44)
Since the parameters in Eqs.(26) and (30) are different, the critical characteristics of the thickness induced phase transition should also be different in the A and the B layers. This may open up the prospect of engineering new multilayer materials constructed with several ferroelectric thin films (including superstructures consisting of several thin films in its unit cell) with a broad distribution of the transition temperature. This will result in a distribution of the material properties and also in any anomalous behavior, which may then be exploitable for device applications.
### C Criterion for โa/cโ, โc/cโ and โa/aโ domain structures
Up until now we have considered a multilayer built up of layers in which the polarization alternates between being in the plane of the film (a-domain layers) and perpendicular to the plane of the film ( c-domain layers). This choice was motivated by the experimental results of Ref. We will now look at the conditions for which this situation is energetically favorable compared to a- only or c- only layers throughout the multilayer structure (a/a and c/c layering respectively). The requirement for the a/c multilayer to occur is that the free energy should be less than that for c/c or a/a multilayers. In supposing that the A layers have โcโ-domain structure, the criterion for the existence of an a/c multilayer can be written as
$$F_B(P_{Bx})<F_B(P_{Bz})$$
(45)
where $`F_B`$ can be obtained by integration of the free energy density (5) over $`dz`$ and summing over the layers. When the inequality (31) is not satisfied we will have the โc/cโ domain criterion. Eq.(31) will correspond to โa/aโ domain criterion if we suppose that the A layers are $`a`$-domain. To calculate $`F_B(P_{Bx})`$ and $`F_B(P_{Bz})`$ we have to substitute Eq.(23) into Eq.(5a) (with $`AB`$) and Eq.(28a) into Eq.(5b) and then perform the integration over $`dz`$. This integration and summation (see Appendix 1 for details) yield the following criterion for โa/cโ domain structure:
$$\frac{b_3^2}{b_{33}}\phi (k_{Bz})<\frac{b_1^2}{b_{11}}\phi (k_{Bx})$$
(46)
Here
$`\phi (k_{Bi})`$ $`=`$ $`{\displaystyle \frac{1}{(1+k_{Bi}^2)^2}}\left[{\displaystyle \frac{1}{2}}k_{Bi}^2+1f(k_{Bi})\right],`$ ()
$`f(k_{Bi})`$ $`=`$ $`(1+k_{Bi}^2){\displaystyle \frac{E(k_{Bi})}{K(k_{Bi})}},i=z,x,`$ (47)
where
$`E(k)={\displaystyle \underset{0}{\overset{\pi /2}{}}}\sqrt{1k^2\mathrm{sin}^2\theta }๐\theta `$
is the complete elliptic integral of the second kind. The function $`\phi (k)`$ is calculated numerically and the results are shown in Figure 6. One can see that $`\phi (k_i)`$ slowly increases for $`0.3k_i0.8`$ and for $`1k_i>0.8`$ it changes much faster. In the scale of dimensionless thickness $`l_z`$ the region of slow increase corresponds to $`5.5l_{z,x}3.5`$. In the thick film limit ($`k_{Bi}=1`$) $`\phi =3/8`$ and the criterion (32) transforms into
$$\frac{b_3^2}{b_{33}}<\frac{b_1^2}{b_{11}}$$
(48)
This can be rewritten as
$$\frac{(T_{cz}^BT)^2}{b_{33}}<\frac{(T_{cx}^BT)^2}{b_{11}}$$
(48)
where the transition temperatures in the thick films $`T_{cz,x}^B`$ are given by Eqs.(8). It is seen that for $`T_{cx}^B>T_{cz}^B`$ the preference is for $`a`$-domain orientation in the B layers (and hence for a โc/aโ domain multilayer). In comparing the formulas for $`T_{cz}`$ and $`T_{cx}`$ (Eqs. (9a) and (9b)), we see that for tensile strain ($`X>0)`$ and for $`Q_{12}<0`$ and $`Q_{11}+Q_{12}>0`$, which is the case for many ferroelectrics with the perovskite structure, $`T_{cx}`$ will be higher than $`T_{cz}`$. However for compressive strain ($`X<0`$) it is possible for $`T_{cx}`$ to be smaller or larger than $`T_{cz}`$ depending on the depolarizing field. $`T_{cx}^B>T_{cz}^B`$ can result from the depolarization fieldโs negative contribution to $`T_{cz}`$. However, when the depolarization field can be neglected (e.g. a film with electrodes having high conductivity ) compressive strains will lead to $`T_{cx}<T_{cz}`$.
We point out that the criterion given by Eq.(35) corresponds to considering the film in the mean field approximation with homogeneous polarization $`P=P_0`$ (see Eq.(19)). It is the function $`\phi `$ which takes into account the contribution of inhomogeneous polarization related to the gradients in the free energy. Thus for the general case, one has to use criterion Eq.(32) for โa/cโ domains in the multilayer structure, keeping in mind that the opposite condition (sign โ$`>`$โ substituted for sign โ$`<`$โ in Eq.(32)) implies the existence of a โc/cโ-domain multilayer structure. The criterion for โa/aโ domain coincides with Eq.(32) for the case when the A layers are โaโ-domain. The criterion depends on the free energy parameters, the transition temperatures, and the ratio of the maximum polarization in a layer $`P_m`$ to the thick film polarization $`P_0`$. The latter in turn depends on the film thickness, the coefficients of the gradient terms and the free energy constants $`b_3`$, $`b_1`$. With the help of Fig.4 or using the analytical formulas Eqs.(25) and (28b), Eq.(33) can be rewritten in terms of a dimensionless layer thickness $`l_{Bx,z}`$ which is presented as the second scale in Fig.6. By keeping in mind the analytical form of $`l_{Bx,z}`$ (Eq.29) one can see that the criterion (Eq.32) depends on the film thickness and the temperature dependent free energy parameters. Knowledge of these parameters will make it possible to calculate completely the criterion for a multilayer domain structure for a given layer thickness.
### D Static dielectric susceptibility
We will now consider a multilayer system in an external electric field $`E=E_z`$. In so doing we must add the term $`E_zP_{Az}`$ to the free energy density of the ferroelectric phase. From the general form of the Euler-Lagrange equation (7a), it follows that we have to add $`E_z`$ to Eq.(12a). Therefore this equation now has the form:
$$2a_3P_{Az}+4a_{33}P_{Az}^3E_z2\alpha _{33}\frac{d^2P_{Az}}{dz^2}=0$$
(49)
The applied electric field induces an additional homogeneous polarization $`\mathrm{\Delta }P_{Az}=\chi _{zz}E_z`$ where $`\chi _{zz}`$ is the linear dielectric susceptibility ($`E_z`$ is assumed to be small). Therefore the polarization in the A layer is now $`P_{AzE}=P_{Az}+\mathrm{\Delta }P_{Az}`$ where $`\mathrm{\Delta }P_{Az}<<P_{Az}`$. Putting $`P_{AzE}`$ in Eq.(36) and keeping only terms to the first power in $`\mathrm{\Delta }P_{Az}`$ leads to the equation:
$$2\alpha _{33}\frac{d^2\chi _{zz}}{dz^2}\chi _{zz}\left[2a_3+12a_{33}P_{Az}^2\right]+1=0;\text{ }TT_{cl}^A$$
(50)
Eq.(37a) defines the static dielectric susceptibility for the case of inhomogeneous polarization $`P_{Az}(z)`$. Homogeneous polarization $`P_{Az0}`$ leads to $`\chi _{zz0}^1=2a_3+12a_{33}P_{Az0}^2`$. It is obvious that the $`\chi _{zz}(z)`$ dependence originates from the z dependence of $`P_{Az}(z)`$. When the polarization is inhomogeneous, it is wrong to suppose that the susceptibility in the ferroelectric phase can be found by conventional differentiation of the free energy, i.e. $`\chi _{zz}^1=2a_3+12a_{33}P_{Az}^2(z)`$ is incorrect because $`\chi _{zz}`$ obviously does not satisfy Eq.(37a) in general.
We will now discuss the solutions of Eq.(37a). By introducing the dimensionless variable $`\xi _3=\left(z_3+L_z/22jl_{Az}\right)/\sqrt{1+k_{Az}^2}`$ and keeping in mind that $`2a_3+12a_{33}P_{Az}^2(z)=2a_3(1+k_{Az}^26k_{Az}^2\mathrm{sn}^2(\xi _3))/(1+k_{Az}^2)`$ we can rewrite Eq.(37a) in the form:
$$\frac{d^2\chi _{zz}}{d\xi _3^2}+\chi _{zz}\left(1+k_{Az}^26k_{Az}^2\mathrm{sn}^2(\xi _3)\right)=2\left(1+k_{Az}^2\right)\chi _t$$
(51)
where $`\chi _t^1=4\left|a_3\right|`$ is the thick film susceptibility. The homogeneous part of Eq.(37b) is known to be a Lamรฉ equation . The general solution of Eq.(37b) can be written as a sum of the fundamental solutions of the homogeneous equation plus the particular solution of the inhomogeneous equation. Letting $`k_{Az}^2=m_3`$ and denoting the susceptibility at the boundaries as $`\chi _s`$ we obtain
\[
$`\chi _{zz}(\xi _3)`$ $`=`$ $`\chi _s\mathrm{cn}(\xi _3)\mathrm{dn}(\xi _3)+{\displaystyle \frac{\chi _s(1m_3)^2+2\chi _t(1+m_3)^2}{(1+m_3)E(m_3)(1m_3)K(m_3)}}\left({\displaystyle \frac{1}{1m_3}}\right)\mathrm{cn}(\xi _3)\mathrm{dn}(\xi _3)\times `$ ()
$`\left(\left(\xi _3{\displaystyle \frac{1+m_3}{1m_3}}E(\mathrm{am}(\xi _3),m_3)\right)+{\displaystyle \frac{\mathrm{sn}(\xi _3)(\mathrm{cn}^2(\xi _3)+m_3^2\mathrm{dn}^2(\xi _3))}{\left(1m_3\right)\mathrm{cn}(\xi _3)\mathrm{dn}(\xi _3)}}\right)+`$
$`+2\chi _t{\displaystyle \frac{1+m_3}{(1m_3)^2}}\left((1+m_3)\mathrm{cn}(\xi _3)\mathrm{dn}(\xi _3)(1+m_3)+2m_3\mathrm{sn}^2(\xi _3)\right).`$
\] Here $`\mathrm{cn}(\xi _3)`$ and $`\mathrm{dn}(\xi _3)`$ are the elliptic cosine and amplitude delta functions respectively. Their forms, properties and the relations between them are given in , . The details of the derivation of Eq.(38) are given in Appendix 2. It is seen from Eq.(38) that the behaviour of $`\chi _{zz}(\xi _3)`$ depends on $`m_3`$, which is the polarization ratio (see Eq. (19)). This dependence is depicted in Fig.7a,b,c for two values of the susceptibility at the interfaces: $`\chi _s=2\chi _t`$ and $`\chi _s=0.`$ The most interesting general feature of $`\chi _{zz}(\xi _3)`$ is the appearance of peaks as $`m_3`$ increases. The peaks become sharper and their maxima tend towards the interfaces as $`m_3`$ approaches unity, which is when the maximum polarization of the layer equals the thick film polarization limit. In this limit $`\chi _{zz}(\xi _3)`$ tends to $`\chi _t`$ in the major portion of the film independent of the $`\chi _s`$ value, as it should in a thick film ($`\alpha _{33}0`$, $`P_{Azm}P_{Az}`$). From this we see that the solution (38) gives the correct value in the thick film limit.
For the electric field applied perpendicular to the multilayer surface, the susceptibility $`\chi _{zz}`$ of the entire structure can be expressed as
$$\frac{1}{\chi _{zz}}=\frac{1}{L_z}\underset{j=0}{\overset{N1}{}}\underset{L_z/2+2jl_z}{\overset{L_z/2+(2j+1)l_z}{}}\frac{dz_3}{\chi _{zz}(z_3)}$$
(54)
This result follows from the fact that the capacitances $`C_i`$ of serially connected capacitors obey the relation $`1/C=\underset{i}{}1/C_i`$. When the electric field is applied parallel to x (which will interact with $`P_{Bx}`$ only) we have the result
$$\chi _{xx}=\frac{1}{L_x}\underset{j=0}{\overset{N1}{}}\underset{L_x/2+(2j+1)l_x}{\overset{L_x/2+2(j+1)l_x}{}}\chi _{xx}(z_1)๐z_1$$
(55)
since here the layers are connected in parallel. The inhomogeneous susceptibility $`\chi _{xx}(\xi _1)`$ of the B layers can, of course, be obtained from Eq.(38) by substituting $`z_1`$ for $`z_3`$, $`b_1`$ for $`a_3`$, $`\beta _{44}`$ for $`\alpha _{33}`$ and $`\xi _1`$ for $`\xi _3`$. The substitution of the dimensionless parameters $`\xi _3`$ for $`z_3`$ and $`\xi _1`$ for $`z_1`$ in Eq.(39a) and Eq.(39b) respectively gives
$$\frac{1}{\chi _{zz}}=\frac{1}{2K(k_{Az})}\underset{0}{\overset{2K(k_{Az})}{}}\frac{d\xi _3}{\chi _{zz}(\xi _3)}$$
(56)
$$\chi _{xx}=\frac{1}{2K(k_{Bx})}\underset{0}{\overset{2K(k_{Bx})}{}}\chi _{xx}(\xi _1)๐\xi _1$$
(57)
Since the available experimental susceptibility data for multilayers corresponds to the case of the electric field applied along the x direction, we performed calculations on the basis of Eq.(39d). Details of these calculations are given in Appendix 3. They yield the following expression for the multilayer dielectric susceptibility $`\chi _{xx}`$:
\[
$$\chi _{xx}=\frac{1}{K(m_1)}\frac{1+m_1}{(1m_1)^2}\left(\frac{(1m_1)^2\chi _S+2\chi _t(1+m_1)^2}{(1+m_1)E(m_1)(1m_1)K(m_1)}+2\chi _t((1m_1)K(m_1)2E(m_1))\right),$$
(58)
\] where $`\chi _t^1=4\left|b_1\right|`$, $`m_1=k_{Bx}^2`$. Eq.(40) gives the dependence of the susceptibility on the temperature, the polarization ratio, and the layer thickness via the relation of these quantities (see Fig.4). In the thick film limit as $`m_11,`$ Eq.(40) gives $`\chi _{xx}\chi _t`$ (see Appendix 4), which can also easily be obtained from Eq.(2b) (by neglecting the gradient terms) as $`\chi _{xx}^1=d^2\mathrm{\Phi }_B/dP_{Bx}^2`$. The susceptibility $`\chi _{xx}`$ corresponds to the ferroelectric phase of the thin film multilayer, i.e. $`TT_{cl}^B,`$ where $`T_{cl}^B`$ is the thickness induced ferroelectric phase transition temperature given by Eq.(30). At this temperature the polarization is zero at the second order phase transition, so that in the limit of $`m_10`$ we obtain (see Appendix 4)
$$\chi _{xx}(\chi _S+2\chi _t)8/3\pi ^2m_1,\text{ }TT_{cl}^B$$
(59)
Hence we arrive at the divergence of the dielectric susceptibility for $`T=T_{cl}^B`$, which corresponds to $`l_{Bx}=\pi .`$ This same result can be obtained directly by solving Eq.(37a) or its analog for $`\chi _{xx}`$ when $`P_{Az}=0`$ or $`P_{Bx}=0.`$ In particular, and keeping in mind that in the considered layer structure any function should be periodic with the period of the structure $`2l`$ (here we simplify things slightly by letting $`l_A=l_B=l`$ ), we obtain:
$$\chi _{zz}(z_3)=\chi _0+\frac{\mathrm{sin}(z_3+L_z/22jl_{Az})(\chi _s\chi _0)}{\mathrm{sin}(L_z/22jl_{Az})}$$
(60)
where $`\chi _0^1=2a_0^A(T_{cz}^AT_{cl}^A).`$
At the transition temperature $`T=T_{cl}^A`$ or $`T_{cl}^B`$ where $`l_{z,x}=\pi `$ and $`L_{z,x}=2Nl_{z,x},`$ one can see from Eq.(42) that $`\chi _{zz}(z)`$ and $`\chi _{xx}(z)`$ become infinitely large because $`\mathrm{sin}(N\pi 2\pi j)=0`$. The divergence of the susceptibility at the temperature of the thickness induced phase transition is similary obtained for $`\chi _{zz}`$ and $`\chi _{xx}`$ after integration and summation of Eqs.(39a) and (39b). Therefore the divergence of the susceptibility $`\chi _{zz}`$ or $`\chi _{xx}`$ at the transition temperature $`T=T_{cl}^A`$ or $`T=T_{cl}^B`$ is the characteristic feature of ferroelectric thin film multilayers. In Fig.8a we display the temperature dependence of the susceptibility in the ferroelectric region $`T<T_{cl}^B`$ for the thickness $`l_B=2l_{B0},`$ (recall that $`l_{B0}`$ is the thickness where $`T_{cl}^B`$ vanishes) which corresponds to $`T_{cl}^B/T_{cx}^B=0.75`$ (see Eq.(30)) and $`\chi _s=0.`$ Since $`l_B=l_{B0}`$ gives $`T_{cl}^B=0`$ this ratio will be smaller than 0.75 at $`l_{B0}<l_B<2l_{B0}`$ and larger than 0.75 at $`l_B>2l_{B0}.`$ It appears possible to write the temperature dependence given by Eq.(40) in the form of a Curie-Weiss (C-W) law at $`TT_{cl}^B(m_10)`$. We obtain from Eq.(41) the following approximate forms of $`\chi _{xx}(T)`$for three different values of $`\chi _s`$:
$$\chi _{xx}(T)\frac{2}{\pi ^2a_0^B}\frac{1}{T_{cl}^BT}=\frac{c_B}{T_{cl}^BT};\text{ }\chi _s=0$$
(61)
$`\chi _{xx}(T)\left(4\chi _s{\displaystyle \frac{\beta _{44}}{l_B^2}}+{\displaystyle \frac{2}{\pi ^2}}\right){\displaystyle \frac{1}{a_0^B\left(T_{cl}^BT\right)}};`$ (62)
$`\chi _s=const0`$ ()
$`\chi _{xx}(T){\displaystyle \frac{2+\alpha }{\pi ^2}}{\displaystyle \frac{1}{a_0^B\left(T_{cl}^BT\right)}};`$ (63)
$`\chi _s=\alpha \chi _t={\displaystyle \frac{\alpha }{4a_0^B\left(T_{cx}^BT\right)}}`$ ()
Details of these calculations are given in Appendix 5. Note that the C-W constant for $`\chi _s=0`$ is very close to that of the thick film value, $`C_t=(4a_0^B)^1.`$ It is seen from Fig.8a that Eq.(43) fits surprisingly well the temperature dependence given by Eq.(40) (see solid curve in Fig.8a) not only in the vicinity of $`T=T_{cl}^B`$ but also for the entire temperature region. Eq.(45) also gives a good fit after renormalization of the $`\chi _1`$ value in Fig.8a. Eqs.(43) and (45) show that the susceptibility dependence on the film thickness is mainly defined by the thickness dependence of $`T_{cl}^B.`$ We point out that for $`\chi _S=const0,`$ $`C_B`$ is also thickness dependent (see Eq.(44)).
Well into the paraelectric phase at $`T>T_{cl}^A`$ or $`T>T_{cl}^B`$ where there is zero spontaneous polarization, there will be some small homogeneous polarization induced by the external electric field. In this case the free energy can be expanded in a power series of the polarization, and the static dielectric susceptibility can be found, as usual, by:
$$\chi _{zz}^1=\frac{^2\mathrm{\Phi }}{P_z^2};\text{ }\chi _{xx}^1=\frac{^2\mathrm{\Phi }}{P_x^2}$$
(64)
Eq.(46) leads to conventional C-W laws for the susceptibilities in the paraelectric phase of thin films which supplement the susceptibility in the ferroelectric phases of the โAโ and โBโ layers
$`\chi _{zz}`$ $`=`$ $`{\displaystyle \frac{1}{c_0^A(TT_{cl}^A)}};\text{ }TT_{cl}^A`$ ()
$`\chi _{xx}`$ $`=`$ $`{\displaystyle \frac{1}{c_0^B(TT_{cl}^B)}};\text{ }TT_{cl}^B`$ ()
which diverge at the transition temperatures $`T_{cl}^A`$ or $`T_{cl}^B`$, which can be considered as the Curie temperatures of the thickness induced ferroelectric phase transition with the characteristic dependence on the film thickness (see Fig.5). Note that for thick films, when $`T_{cl}^AT_{c0}^A`$ and $`T_{cl}^BT_{c0}^B`$ (see Fig.5), the coefficients $`c_0^Aa_0^A`$ and $`c_0^Ba_0^B`$, but in general $`c_0`$ and $`a_0`$ are different. Unfortunately it is cumbersome to compare the values of $`c_B`$ in Eq.(43) with those of $`c_0^B`$ in Eq.(48). For the sake of illustration we depict in Fig.8b the $`\chi _{xx}`$ dependence for the entire temperature region in supposing that $`c_B=1/(2c_0^B)`$ and $`c_B=2/c_0^B`$. The divergence at $`T=`$ $`T_{cl}^B`$ is the most significant feature here.
It will be shown later, by comparison with the experimental data , that the giant dielectric response observed in some multilayers originates from the susceptibility anomaly related to thickness induced phase transition considered above. Of course the internal fields induced by misfit dislocations, growth imperfections and impurities will smear out the dielectric response of the multilayers and thus reduce infinity to a more realistic value.
We will now discuss the possibility of calculating the thin film susceptibility as the second derivative of the free energy instead of solving the Lamรฉ equation. To do this we assume that in the ferroelectric phase the role of the second term in Eq.(37) will increase with increasing polarization, and so it should be possible to neglect the contribution of the second derivative. In this case the susceptibility becomes $`\chi _{zz}^12a_3+12a_{33}P_{Az}^2`$. Integration of this expression over the layer thickness (with $`P_{Az}(z)`$ given by Eq.(23)) and then summing over the layers leads to the following expression
$$\frac{1}{\chi _{zz}}=2a_3\left[1\frac{6}{1+k_{Az}^2}\left(1\frac{E(k_{Az})}{K(k_{Az})}\right)\right]$$
(65)
where $`k_{Az}`$ is given by Eq.(19).
Equation (49) gives the correct expression for the susceptibility in the thick film paraelectric phase ($`k_{Az}=0`$, $`\chi _{zz}^1=2a_3`$, $`T>T_{c0}^A`$) and in the thick film ferroelectric phase ($`k_{Az}=1,`$ $`\chi _{zz}^1=4a_3`$, $`T<T_{c0}^A`$). However, problems arise with this approximation for intermediate values of $`k_{Az}.`$ For $`k_{Az}<k_{Az}^0=0.674`$ we obtain a negative expression for $`\chi _{zz}`$ (including the region of thin film paraelectric phase $`TT_{cl}^A`$) and a positive expression when $`1k_{Az}>k_{Az}^0`$ with $`\chi _{zz}`$ diverging at $`k_{Az}^0=0.674`$ ($`k_{Az}^0`$ sends the expression (49) for $`\chi _{zz}^1`$ to zero). It is obvious that for $`k_{Az}<k_{Az}^0`$ the susceptibility must be calculated from the differential equation Eq.(37) instead of the approximation derived Eq.(49) since the latter leads to the physically unreasonable negative susceptibility. The validity of Eq.(49) in the region $`k_{Az}^0<k_{Az}1`$ when $`1/\chi _{zz}>0`$ can be checked by a $`1/\chi _{zz}`$ calculation on the basis of the exact solution of Eq.(37). Thus we see that Eq.(49) will be valid only in the thick film limit of $`k_{Az}=1`$. Therefore, for the majority of thin films and multilayers, the dielectric susceptibility will be defined by Eq.(37) whereas the normally used free energy second derivative (see, e.g. ) is valid in the ferroelectric phase only for thick films. We also point out that Eq.(37) will be applicable to bulk ferroelectrics with inhomogeneous polarization, i.e. when there is a strong contribution of the polarization gradient since the mean field approximation is no longer valid.
## III Dynamic properties
### A Polarization
To consider the dynamic properties of a periodic spatial structure, we should add the time derivatives of the polarization to equations (12a) and (12b). This can be done by the procedure suggested in . This procedure permits the investigation of low frequency dynamics in ferroelectrics. Its essence is to expand the polarization in powers of frequency or the time derivative operator $`d/dt`$. The first order term gives, as usual, the decay of the polarization, while the second order term provides an โoscillatory responseโ and contains the mass coefficient $`\mu `$.
The equations of motion can be written as
$$\mu _A\frac{^2P_{Az}}{t^2}+\gamma _A\frac{P_{Az}}{t}+\frac{\delta F_A}{\delta P_{Az}}=0$$
(66)
$$\mu _B\frac{^2P_{Bx}}{t^2}+\gamma _B\frac{P_{Bx}}{t}+\frac{\delta F_B}{\delta P_{Bx}}=0$$
(67)
The free energy variation $`\delta F/\delta P`$ in the Euler-Lagrange Eqs.(12a) and (12b), yields the equations for $`P_{Az}`$ and $`P_{Bx}`$
\[
$$\mu _A\frac{^2P_{Az}}{t^2}+\gamma _B\frac{P_{Az}}{t}+a_3P_{Az}+2a_{33}P_{Az}^3\alpha _{33}\frac{^2P_{Az}}{z^2}=0$$
(68)
$$\mu _B\frac{^2P_{Bx}}{t^2}+\gamma _B\frac{P_{Bx}}{t}+b_1P_{Bx}+2b_{11}P_{Bx}^3\beta _{44}\frac{^2P_{Bx}}{z^2}=0$$
(69)
\]
Since Eqs. (51a) and (51b) are essentially the same we will consider the solution for $`P_{Az}`$ keeping in mind that $`P_{Bx}`$ can be written, as usual, by substitution of the relevant coefficients and constants in Eq.(51).
We will look for solutions of Eq.(51a) in the form of stationary nonlinear waves in the conventional self-similar form
$$P_{Az}=P_{Az}(zvt)=P_z(kz\omega t),\text{ }\omega =kv$$
(70)
where $`\omega `$, $`k`$ and $`v`$ are the frequency, the wave vector, and the velocity respectively and both vectors are directed along the $`z`$ axis. Since the wave propagates along the normal to the multilayer structure ($`k`$ and $`v`$ are parallel to $`z`$) we have suppressed the index $`z`$ in $`k`$ and $`v`$ in Eq.(52). Using the relations
$$\xi =zvt;\frac{}{t}=v\frac{d}{d\xi };\text{ }\frac{^2}{t^2}=v^2\frac{d^2}{d\xi ^2};\text{ }\frac{d^2}{dz^2}=\frac{d^2}{d\xi ^2}$$
(71)
we obtain from (51a)
$$(\mu _Av^2\alpha _{33})\frac{d^2P_{Az}}{d\xi ^2}\gamma _Av\frac{dP_{Az}}{d\xi }+a_3P_{Az}+2a_{33}P_{Az}^3=0$$
(72)
Since we are interested in the dispersion law for nonlinear waves (which at $`t=0`$ gives us our static periodic structure (23)) we shall neglect the decay term. In doing so ($`\gamma _A=0`$) Eq.(54) coincides with Eq.(12a) but with $`\alpha _{33}\alpha _{33}\mu _Av^2`$, so that the solution of Eq.(54) can be written in the form of Eq.(23) :
$$P_{Az}(zvt)=P_{Azm}\mathrm{sn}(\frac{\overline{z_3}\overline{v}t+\overline{L_z}/22j\overline{l_{Az}}}{\sqrt{1+k_{Az}^2}},k_{Az})$$
(73)
where $`\overline{v}=\sqrt{a_3/(\alpha _{33}\mu _Av^2)}v`$ and the renormalized values of $`\overline{z_3}`$, $`\overline{L_z}`$, and $`\overline{l_{Az}}`$ can easily be obtained from (22) by substituting $`\sqrt{a_3/(\alpha _{33}\mu _Av^2)}`$ for $`\sqrt{a_3/\alpha _{33}}`$.
The solution of Eq.(51b) can be similarly obtained and written in the form:
$$P_{Bx}(zvt)=P_{Bxm}\mathrm{sn}(\frac{\overline{z_1}\overline{v}t+\overline{L_x}/22j\overline{l_{Bx}}}{\sqrt{1+k_{Bx}^2}},k_{Bx})$$
(74)
with $`\overline{v}=\sqrt{b_1/(\beta _{44}\mu _Bv^2)}v`$ and $`\overline{z_1}`$, $`\overline{L_z}`$, $`\overline{l_{Az}}`$ follow from Eq.(29) after the substitution of $`\sqrt{b_1/(\beta _{44}\mu _Bv^2)}`$ for $`\sqrt{b_1/\beta _{44}}`$. Eqs. (55) and (56) give the time-dependent inhomogeneous polarization of a multilayer structure.
### B Dispersion law
To find the dispersion law of the stationary nonlinear waves formed from Eqs. (55) and (56) in the A and B layers respectively we first recall that the wave number $`k=2\pi /(\lambda _{Az}+\lambda _{Bx})`$, where $`\lambda _{Az}`$ and $`\lambda _{Bx}`$ are the wavelengths of the $`P_{Az}`$ and $`P_{Bx}`$ nonlinear waves respectively. They are actually determined by Eqs.(25) and (28b) with respect to the substitution $`\alpha _{33}(or\beta _{44})\alpha _{33}(or\beta _{44})\mu _{A,B}v_{A,B}^2`$. Hence
$`\lambda _{Az}`$ $`=`$ $`2\sqrt{{\displaystyle \frac{\alpha _{33}\mu _Av^2}{a_3}}}\sqrt{1+k_{Az}^2}K(k_{Az})`$ (75)
$`\lambda _{Bx}`$ $`=`$ $`2\sqrt{{\displaystyle \frac{\beta _{44}\mu _Bv^2}{b_1}}}\sqrt{1+k_{Bx}^2}K(k_{Bx})`$ ()
It then follows that
\[
$$k=\frac{2\pi }{\lambda _{Az}+\lambda _{Bx}}=\frac{\pi }{\sqrt{(\alpha _{33}\mu _Av^2)/(a_3)}\sqrt{1+k_{Az}^2}K(k_{Az})+\sqrt{(\beta _{44}\mu _Bv^2)/(b_1)}\sqrt{1+k_{Bx}^2}K(k_{Bx})}$$
(76)
\] Expression (58) implicitly determines the dispersion law, since $`v=\omega /k`$, and so Eq.(58) can give the $`\omega (k)`$ dependence. Let us simplify Eq. (58). It follows from Eqs. (25) and (28b) that
$`l_A=2\sqrt{{\displaystyle \frac{\alpha _{33}}{a_3}}}\sqrt{1+k_{Az}^2}K(k_{Az});`$ (77)
$`l_B=2\sqrt{{\displaystyle \frac{\beta _{44}}{b_1}}}\sqrt{1+k_{Bx}^2}K(k_{Bx})`$ ()
Thus we can rewrite Eq.(58) as:
$$k=2\pi \frac{1}{l_A\sqrt{1\mu _Av^2/\alpha _{33}}+l_B\sqrt{1\mu _Bv^2/\beta _{44}}}$$
(78)
or
$$l_A\sqrt{k^2\frac{\mu _A}{\alpha _{33}}\omega ^2}+l_B\sqrt{k^2\frac{\mu _B}{\beta _{44}}\omega ^2}=2\pi $$
(79)
To facilitate the analysis of the dispersion law given by Eqs.(60) we will first assume that $`\eta =\eta _A=\eta _B`$, where $`\mu _A/\alpha _{33}=\eta _A`$, $`\mu _B/\beta _{44}=\eta _B`$ and $`l_A=l_B=l`$. In this case we have from Eq.(60):
$$\omega ^2=\frac{1}{\eta }\left[k^2\frac{\pi ^2}{l^2}\right]$$
(80)
It is seen from Eq.(61) that the dispersion law has the familiar long wavelength form. It also exhibits the peculiar dependence of the nonlinear wave frequency on its amplitude via relation between $`l`$ and $`k_{z,x}`$ (Eq.(59)), see e.g. .
We schematically plot the dispersion law in Fig.9a. First of all since $`\omega ^2>0`$ we have some critical value $`k=k_c=\pm \pi /l`$ for which $`\omega =0`$ .
On the other hand for any specific value $`k=k_0`$ there is a critical thickness $`l_c=\pm \pi /k_0`$ at which $`\omega =0`$ and $`\omega 0`$ for $`l>l_c`$ only. The thickness dependence of the frequency has the form:
$$\omega =\pm \sqrt{\frac{1}{\eta }}\frac{k_0}{l}\sqrt{l^2l_c^2}$$
(81)
which in the vicinity of $`l=l_c`$ gives $`\omega \pm \sqrt{1/\eta }k_0\sqrt{2/l_c}\sqrt{ll_c}`$. Thus the frequency increases as the square root of $`l`$ . This dependence is represented in Fig.9b.
For the general anisotropic case, $`\eta _A\eta _B`$ and $`\omega (l)`$ and $`\omega (k)`$ will be represented by more complicated expressions. They can be derived by squaring both sides of Eq.(60b). We obtain for $`l_A=l_B=l`$:
\[
$$\omega _{1,2}^2=\frac{1}{2(\eta _{Az}\eta _{Bx})^2}\left\{\frac{8\pi ^2}{l^2}(\eta _{Az}+\eta _{Bx})+\frac{4\pi }{l}\sqrt{\frac{4\pi ^2}{l^2}(\eta _{Az}+\eta _{Bx})^24\left(\frac{\pi ^2}{l^2}k^2\right)(\eta _{Az}\eta _{Bx})^2}\right\}$$
(82)
\]
We have dropped the minus sign before the square root in Eq.(63) because $`\omega _{1,2}^2>0`$. It is seen that when $`k^2=\pi ^2/l^2`$ then$`\omega _{1,2}=0`$, similar to the isotropic case. Thus this noteworthy aspect of the dispersion law is conserved for the general anisotropic case. We plot the general dependence in Fig.10. Although the qualitative features of the $`\omega (k)`$ law for the isotropic case are preserved in the anisotropic case, there are peculiarities at large $`k`$ in the anisotropic case: we determine $`\omega \sqrt{k}`$ rather than linear dependence in the isotropic case (compare Figs.10a and 9a) and there is a different thickness dependence, with a small decrease of $`\omega (l)`$ at large $`l`$ (compare Figs. 10b and 9b).
## IV Discussion. Giant dielectric response of ferroelectric thin film multilayers.
Let us begin with the comparison of the calculated and the observed dielectric susceptibility. The susceptibility was recently measured in superlattices consisting of ferroelectric PbTiO<sub>3</sub> and paraelectric Pb<sub>1-x</sub>La<sub>x</sub>TiO<sub>3</sub> ($`x=0.28`$ \- PLT) grown on (100)-oriented SrTiO<sub>3</sub> single crystal substrates. Three superlattices of PT/PLT with modulation wavelengths of 100 $`A^{}`$ (sample S-40), 400 $`A^{}`$ (sample S-10), 2000 $`A^{}`$ (sample S-2) were studied. In each superlattice the PT and PLT layers were of equal thickness, and the total thickness was 4000 $`A^{}`$. The authors observed a Debye-like frequency dispersion of the real and imaginary parts of the dielectric susceptibility $`\epsilon _{xx}`$ for the samples S-10 and S-2 in which the value of the real part of the dielectric susceptibility at low frequency approached 420000 and 350000 respectively at $`T50^oC`$. A significant increase in the susceptibility with temperature was observed in sample S-10. We present this temperature dependence by the full circles in Fig.11, where the solid line represents the C-W law given by Eq.(43) with $`c_B=710^6K`$, and $`T_{cl}^B(`$S-10$`)=533K`$. The independence of $`c_B`$ on layer thickness (see Eq.(43)) makes it possible to obtain the transition temperature for specimen S-2: $`T_{cl}^B(`$S-2$`)=575K`$. Taking the ratio of these $`T_{cl}^B`$ values and using Eq.(30) for S-10 and S-2 leads to the critical thickness $`l_{B0}=55A^o.`$ This value is larger than the layer thickness ($`l_B=50A^o`$) in S-40 specimen, which is why no ferroelectric phase transition was observed for this multilayer. Thus the value reported for S-40, $`\epsilon _{xx}^{}750`$ at $`T50^oC`$, represents the contribution from the paraelectric phases of both the PT and PLT layers. This value is several orders of magnitude smaller than the values measured in the ferroelectric phase for S-10 and S-2. The contribution from the PT-layers in the paraelectric phase of the S-40 sample, where $`T_{cl}0`$ (see Eq.(30) at $`l_Bl_{B0}`$) can be written as $`\epsilon _{xx}=4\pi c_{Bp}/T`$, where $`c_{Bp}=c_0^B`$ in accordance with Eq.(48). Keeping in mind that $`\epsilon _{xx}^{}(PT)<750`$, we can conclude that the C-W constant in Eq.(48) $`c_{Bp}<210^4`$. Therefore the dielectric susceptibility in the paraelectric phase of the thin film is much smaller than in the ferroelectric phase. This is contrary to what is observed in bulk ferroelectrics. On the other hand this gives support to the supposition that the contribution of the permittivity from the PLT paraelectric phase to the giant value observed in S-10 and S-2 is negligibly small in comparison with the contribution from the PT layers. Estimation of the transition temperature for a thick layer, $`T_{cx}^B`$, with the help of Eq.(30) and the values determined above for $`T_{cl}^B`$ leads to $`T_{cx}^B=580K`$. This value is smaller than that for bulk PbTiO<sub>3</sub> : $`T_{c0}^B=763K`$. This would seem to favor compressive strain in the layer, i.e. $`X^B<0`$ in Eq.(9b) because $`Q_{11}^B+Q_{12}^B>0`$ for PbTiO<sub>3</sub>. Note, that the $`T_{cl}^B`$ and $`c_B`$ values were obtained assuming the temperature dependence of the low frequency (1 kHz) dielectric permittivity is close to the static one. Calculation of the static susceptibility via the maximum value of $`\epsilon _{xx}^{^{\prime \prime }}`$ measured at $`T=50^oC`$ has shown that the low frequency $`\epsilon _{xx}^{^{}}`$ was in fact close to the static value.
## V Conclusion
The model used for the calculations was a multilayer consisting of alternating layers of two different ferroelectric materials for which the interfaces between the layers were abrupt and the polarization at these interfaces was taken to be zero. The interaction between the polarization in different layers was neglected because of the rapid decay of this interaction with distance and because of the zero polarization at the interfaces. The production of sharp interfaces in multilayer structures is now possible using the most recent oxide thin film deposition techniques as has been demonstrated in . Our independent layer model produces results that are in agreement with published results both for multilayers and for single thin films. In addition, this model should also be valid for bulk materials in which polarization gradients are present and thus rendering calculations in the mean field approximation meaningless.
We have shown that the inhomogeneous polarization in the multilayers is at the origin of the inhomogeneous static dielectric susceptibility. We have determined the differential equation for the susceptibility and, from its solution, we show that the conventional way of calculating the susceptibility as the second derivative of the free energy is approximately valid only for thick films with small polarization inhomogeneity. The results related to the consideration of renormalization of the free energy coefficients by homogeneous stresses in the film, to the criteria of โa/cโ, โc/cโ or โa/aโ domains structure as well as to thickness induced ferroelectric phase transition can be applied both to multilayers and, after some transformations, to single thin films on substrates. Several results are valid mainly for ferroelectric thin film multilayers. In particular, the results obtained for the nonlinear polarization waves and for the dispersion law exhibiting a critical wave vector or, equivalently, a critical thickness, reflect the characteristic peculiarities of the dynamic properties of thin film multilayers.
The calculations of the inhomogeneous susceptibilities in the form of Eq.(42) can be valid only for multilayers. Therefore the calculated divergence of $`\chi `$ at the thickness induced ferroelectric phase transition temperature may be the exclusive feature of ferroelectric thin film multilayers. Because of the technical difficulties in producing and studying ferroelectric thin film multilayers are more involved than for those of single films or bulk materials, experimental results are still somewhat restricted to just a few different series of superlattices. The theoretical calculations of multilayer structures performed in this work are quite complex even for the relatively simple independent layer model. This model corresponds fairly closely to that of where, for the case of weak coupling at the interfaces, they also find the most interesting physical phenomenon in the layers: a thickness induced ferroelectric phase transition. Our results are in agreement with the numerical solutions in Ref. . We are now extending our calculations to obtain the static and dynamic dielectric susceptibilities over a wide temperature region, including the response of the ferroelectric phase for different orientations of an external electric field. A more general model should take into account the interfaces where gradients in the mechanical stress can appear. Thus the calculations will increase in complexity since the equilibrium stresses must then be calculated on the basis of the entire Euler-Lagrange equation (7b) rather than by the simple differentiation of the free energy with respect to stress that we have used above. Nevertheless even with the increased computational complexity, further theoretical, as well as experimental, investigation of ferroelectric multilayers, including those with finite interfaces and with more than two layers in a modulation period, would seem to be extremely desirable both for basic science and potential applications.
## VI Appendices
### A Appendix 1
Since the free energy density $`f_B(P_{Bz})`$ and $`f_B(P_{Bx})`$ as well as $`P_{Bz}`$ and $`P_{Bx}`$ can be obtained from one another by substitution of their parameters (see Eq.(5a) $`AB`$ and (5b), Eq.(23) with (28a)) we shall perform a detailed calculation of $`F_B(P_{Bz})`$ and than obtain $`F_B(P_{Bx})`$ by this substitution.
To calculate $`F_B(P_{Bz})`$ we can take into account the first integral for $`P_{Bz}`$ (the step going from Eq.(14) to Eq.(15) with $`AB`$). In view of this first integral we can substitute the derivative for powers of $`P_{Bz}`$ in Eq.(5a) (again with $`AB`$) and obtain
$$f_B(P_{Bz})=2\beta _{33}\left(\frac{dP_{Bz}}{dz}\right)+c_{Bz}$$
(83)
$$c_{Bz}=b_3P_{Bzm}^2+b_{33}P_{Bzm}^4$$
(84)
We determine the derivative to be:
$$\frac{dP_{Bz}}{dz}=P_{Bzm}\sqrt{\frac{b_3}{\beta _{33}}}\frac{1}{1+k_{Bz}^2}\mathrm{cn}(u_z)\mathrm{dn}(u_z)$$
(85)
$`u_z=\sqrt{{\displaystyle \frac{b_3}{\beta _{33}}}}{\displaystyle \frac{z+L/2(2j+1)l_B}{\sqrt{1+k_{Bz}^2}}}`$
where $`\mathrm{cn}(u)`$ and $`\mathrm{dn}(u)`$ are elliptic functions (see e.g. ). With respect to (A1) and (A2) the free energy $`F_B(P_{Bz})`$ can be written as
$`F_B(P_{Bz})={\displaystyle \frac{1}{L}}{\displaystyle \underset{j=0}{\overset{N}{}}}{\displaystyle \underset{L/2+(2j+1)l_B}{\overset{L/2+2(j+1)l_B}{}}}dz\{c_{Bz}`$ ()
$`P_{Bzm}^2{\displaystyle \frac{2b_3}{1+k_{Bz}^2}}\mathrm{cn}^2(u_z)\mathrm{dn}^2(u_z)\}=`$ (86)
$`={\displaystyle \frac{l_B}{l_A+l_B}}\{c_{Bz}P_{Bz}^2{\displaystyle \frac{2b_3}{\sqrt{1+k_{Bz}^2}}}{\displaystyle \frac{1}{l_{Bz}}}\times `$ (87)
$`\times {\displaystyle \underset{0}{\overset{l_{Bz}/\sqrt{1+k_{Bz}^2}}{}}}\mathrm{cn}^2(u)\mathrm{dn}^2(u)\}du.`$ (88)
Since $`l_{Bz}=2\sqrt{1+k_{Bz}^2}K(k_{Bz})`$ (see Eq.(25) with $`AB`$) the last integral in (A3) has the form
$$I=\underset{0}{\overset{2K(k_{Bz})}{}}\mathrm{cn}^2(u)\mathrm{dn}^2(u)๐u$$
(89)
We will now calculate the integral (A4) (see )
$`I=2{\displaystyle \underset{0}{\overset{2K(k_{Bz})}{}}}(1\mathrm{sn}^2u)(1k_{Bz}\mathrm{sn}^2u)๐u=`$ (89)
$`=2\left\{K(k_{Bz})(1+k_{Bz}^2)I_1+k_{Bz}^2I_2\right\},`$ ()
where
$`I_1={\displaystyle \underset{0}{\overset{2K(k_{Bz})}{}}}\mathrm{sn}^2u๐u,`$
$`I_2={\displaystyle \underset{0}{\overset{2K(k_{Bz})}{}}}\mathrm{sn}^4u๐u=`$ (90)
$`{\displaystyle \frac{1}{3k_{Bz}^2}}\mathrm{cn}(u)\mathrm{dn}(u)\mathrm{sn}(u)_0^{K(k_{Bz})}+`$ (91)
$`{\displaystyle \frac{2}{3}}{\displaystyle \frac{(1+k_{Bz}^2)}{k_{Bz}^2}}{\displaystyle \underset{0}{\overset{K(k_{Bz})}{}}}\mathrm{sn}^2u๐u{\displaystyle \frac{1}{3k_{Bz}^2}}K(k_{Bz}).`$ ()
Since $`\mathrm{cn}(K)=\mathrm{sn}(0)=0`$, we obtain
$$I_2=\frac{1}{3k_{Bz}^2}K(k_{Bz})+\frac{2}{3}\frac{(1+k_{Bz}^2)}{k_{Bz}^2}I_1$$
(92)
We calculate $`I_1:`$
$`I_1={\displaystyle \frac{1}{k_{Bz}^2}}\left\{uE(\mathrm{am}(u),k_{Bz})\right\}_0^{K(k_{Bz})}=`$ (93)
$`={\displaystyle \frac{1}{k_{Bz}^2}}\left\{K(k_{Bz})E(\pi /2,k_{Bz})\right\}=`$ (94)
$`={\displaystyle \frac{1}{k_{Bz}^2}}\left\{k_{Bz}E(k_{Bz})\right\},`$ ()
where $`E(k_{Bz})=\underset{0}{\overset{\pi /2}{}}\sqrt{1k_{Bz}^2\mathrm{sin}^2\theta }๐\theta `$ is complete elliptic integral of the second kind.
Taking into consideration (A1.5), (A1.7), and (A1.8), the integral (A1.4) can be rewritten as
$$I=\frac{2}{3}[2K(k_{Bz})\frac{(1+k_{Bz}^2)}{k_{Bz}^2}(K(k_{Bz})E(k_{Bz})]$$
(95)
Substitution of (A1.9) and (A1.1a) into (A1.3) gives
$`F_B(P_{Bz})={\displaystyle \frac{l_BP_{Bzm}^2}{l_A+l_B}}\{b_3+b_{33}P_{Bzm}^2`$ (96)
$`{\displaystyle \frac{b_3}{(1+k_{Bz}^2)K(k_{Bz})}}\times `$ (97)
$`\times [2K(k_{Bz}){\displaystyle \frac{1+k_{Bz}^2}{k_{Bz}^2}}(K(k_{Bz})E(k_{Bz}))]\}`$ ()
To express (A1.10) in terms of the parameter $`k_{Bz}`$ and the coefficients $`b_3`$, $`b_{33}`$ we first substitute $`P_{Bzm}^2/P_{Bz0}^2=2k_{Bz}^2/(1+k_{Bz}^2)`$ (see Eq.(19)) and then we take into account that $`P_{Bz0}^2=b_3/(2b_{33})`$. Thus we have
$`F_B(P_{Bz})={\displaystyle \frac{l_B}{l_A+l_B}}{\displaystyle \frac{b_3^2}{b_{33}}}{\displaystyle \frac{1}{(1+k_{Bz})^2}}{\displaystyle \frac{2}{3}}\times `$ (98)
$`\times \left\{{\displaystyle \frac{k_{Bz}^2}{2}}+1(1+k_{Bz}^2){\displaystyle \frac{E(k_{Bz})}{K(k_{Bz})}}\right\}`$ ()
and $`F_B(P_{Bx})`$ can be obtained from (A1.11) by substituting $`k_{Bx}`$ for $`k_{Bz}`$, $`b_1`$ and $`b_{11}`$ for $`b_3`$ and $`b_{33}`$ respectively.
This gives the inequality (32) and the function (33).
### B Appendix 2
Letโs consider the solution of Eq.(37b) for the dielectric susceptibility:
$$\frac{d^2\chi (\xi )}{d\xi ^2}+\left(1+m6m\mathrm{sn}^2(\xi ,m)\right)\chi (\xi )=2(1+m)\chi _t,$$
(99)
with the boundary conditions
$$\chi (\xi =0)=\chi (\xi =2K(m))=\chi _s$$
(100)
Here for the sake of simplicity we have omitted all subscripts and have denoted $`m=k_{Bx}^2`$. In accordance with the theory of linear differential equations we have to solve the homogeneous part of equation (A2.1), which is a particular case of the Lamรฉ equation . A solution of the homogeneous equation is the following :
$$\chi _1(\xi )=C_1\mathrm{cn}(\xi ,m)\mathrm{dn}(\xi ,m),$$
(101)
A second solution can be easily obtained by varying the constant $`C_1`$ and it has the form:
$$\chi _2(\xi )=C_2\mathrm{cn}(\xi ,m)\mathrm{dn}(\xi ,m)_0^\xi \frac{d\zeta }{\mathrm{cn}^2(\zeta ,m)\mathrm{dn}^2(\zeta ,m)}.$$
(102)
The particular solution of the inhomogeneous equation (A2.1) can be obtained by varying the constants $`C_1`$ and $`C_2`$ in the sum of the solutions (A2.3) and (A2.4). This procedure leads to:
$`\chi _i(\xi )=2(1+m)\chi _t\mathrm{cn}(\xi ,m)\mathrm{dn}(\xi ,m)\times `$ (103)
$`\times {\displaystyle _0^\xi }{\displaystyle \frac{\mathrm{sn}(\zeta ,m)d\zeta }{\mathrm{cn}^2(\zeta ,m)\mathrm{dn}^2(\zeta ,m)}}.`$ ()
After substitution of the variable $`\zeta `$ by $`\phi =\mathrm{am}(\zeta )`$, this integral has the form $`I_1=_0^{\mathrm{am}(\xi )}(1\mathrm{sin}(\phi )^2)^1(1m\mathrm{sin}(\phi )^2)^{\frac{3}{2}}`$. The integral $`I_1`$ can be put in standard form (see ), and its substitution into Eq.(A2.4) gives us the direct form of the second fundamental solution of the equation (A2.1):
$`\chi _2(\xi )`$ $`=`$ $`\left(\xi {\displaystyle \frac{1+m}{1m}}E(\mathrm{am}(\xi ),m)\right)\mathrm{cn}(\xi ,m)\mathrm{dn}(\xi ,m)+`$ ()
$`+{\displaystyle \frac{\mathrm{sn}(\xi ,m)(\mathrm{cn}^2(\xi ,m)+m^2\mathrm{dn}^2(\xi ,m))}{1+m}}.`$
The integral in the expression (A2.5) can be reduced, by the substitution $`t=\mathrm{cn}(\zeta ,m)`$, to that which can be found in various sources.Then Eq.(A2.5) can be rewritten as
$`\chi _i(\xi )=2\chi _t{\displaystyle \frac{1+m}{\left(1m\right)^2}}((1+m)\mathrm{cn}(\xi ,m)\mathrm{dn}(\xi ,m)+`$ (105)
$`+2m\mathrm{sn}^2(\xi ,m)(1+m))`$ ()
Finally the complete solution of Eq.(A2.1) has the following form:
$$\chi (\xi )=C_1\chi _1(\xi )+C_2\chi _2(\xi )+\chi _i(\xi )$$
(106)
where the constants $`C_1,C_2`$ are determined from the boundary conditions (A2.2). When using the properties of elliptic functions , the constants $`C_1,C_2`$ can be found to have the form:
$`C_1=\chi _S,`$ ()
$`C_2={\displaystyle \frac{(1m)^2\chi _S+2\chi _t(1+m)^2}{(1+m)E(m)(1m)K(m)}}\left({\displaystyle \frac{1}{1m}}\right).`$ (107)
Substitution of (A2.3), (A2.6), (A2.7) and (A2.9) in (A2.8) gives us the expression (38).
### C Appendix 3
We will calculate the susceptibility from Eq.(39d) where, for the sake of simplicity, we have omitted all subscripts and have denoted $`m=k_{Bx}^2`$:
$$\chi (m)=\frac{1}{2K(m)}\underset{0}{\overset{2K(m)}{}}\chi (\xi ,m)๐\xi $$
(108)
using Eq.(38) for $`\chi (\xi ,m)`$. It is convenient to divide the integral in the expression (A3.1) into the following three parts:
$$\underset{0}{\overset{2K(m)}{}}\chi _1(\xi )๐\xi =\underset{0}{\overset{2K(m)}{}}\mathrm{cn}(\xi )\mathrm{dn}(\xi )๐\xi =\mathrm{sn}(\xi )_0^{2K(m)}=0,$$
(108)
$`{\displaystyle \underset{0}{\overset{2K(m)}{}}}\chi _2(\xi )๐\xi =`$ (109)
$`={\displaystyle \frac{1+m}{1m}}{\displaystyle \underset{0}{\overset{2K(m)}{}}}\mathrm{sn}(\xi )(1+m2m\mathrm{sn}^2(\xi ))๐\xi =`$ (110)
$`={\displaystyle \frac{1+m}{1m}}\mathrm{cn}(\xi )\mathrm{dn}(\xi )_0^{2K(m)}=2{\displaystyle \frac{1+m}{1m}},`$ ()
$`{\displaystyle \underset{0}{\overset{2K(m)}{}}}\left(\left(1+m\right)\left(\mathrm{cn}(\xi )\mathrm{dn}(\xi )1\right)+2m\mathrm{sn}^2(\xi )\right)๐\xi =`$ (111)
$`=2((1m)K(m)2E(m)).`$ ()
Grouping equations (A3.2a), (A3.2b) and (A3.2c), one can obtain Eq.(A3.3) which coincides with Eq.(40):
$`\chi (m)={\displaystyle \frac{1}{K(m)}}{\displaystyle \frac{1+m}{(1m)^2}}\times `$ (112)
$`\times ({\displaystyle \frac{(1m)^2\chi _S+2\chi _t(1+m)^2}{(1+m)E(m)(1m)K(m)}}+`$ (113)
$`+2\chi _t((1m)K(m)2E(m))).`$ ()
### D Appendix 4
It is necessary to consider two extreme cases of (A3.3).
### E Case 1: $`m1`$ (thick film limit).
When we expand the elliptic functions as a series about $`\mu =(1m)0`$ we obtain:
$`K(\mu )`$ $`=`$ $`{\displaystyle \frac{\pi }{2}}\left(1+{\displaystyle \frac{1}{4}}\mu +{\displaystyle \frac{9}{64}}\mu ^2+\mathrm{}\right)`$ (114)
$`E(\mu )`$ $`=`$ $`{\displaystyle \frac{\pi }{2}}\left(1{\displaystyle \frac{1}{4}}\mu {\displaystyle \frac{3}{64}}\mu ^2+\mathrm{}\right)`$ ()
and using the Legendre relation
$`E(m)K(1m)+E(1m)K(m)K(m)K(1m)={\displaystyle \frac{\pi }{2}}`$
we find that:
$`(1+m)E(m)(1m)K(m)=`$ (115)
$`=2{\displaystyle \frac{3}{2}}\mu +{\displaystyle \frac{3}{32}}\mu ^2{\displaystyle \frac{3}{8}}\mu ^2K(m)+\mathrm{}`$ ()
and
$`2E(m)(1m)K(m)=`$ (116)
$`=2{\displaystyle \frac{1}{2}}\mu {\displaystyle \frac{5}{32}}\mu ^2+{\displaystyle \frac{1}{8}}\mu ^2K(m)+\mathrm{}`$ ()
After substituting Eqs.(A4.2a) and (A4.2b) into the expression (A3.3) and keeping in mind that $`K(m)\mathrm{}`$ as $`m1`$ we find the following limiting expression:
$`\chi (m1)=`$ (117)
$`=\left(\chi _t+\left(\chi _s+{\displaystyle \frac{3}{4}}\chi _t\right){\displaystyle \frac{1}{K(m)}}\right)\left(1{\displaystyle \frac{1m}{2}}\right)\chi _t`$ (118)
### F Case 2: $`m0`$ (paraelectric thin film limit).
For $`m0`$ the thickness of the layer tends to the critical value $`l_{zx}=\pi `$ at which the transition to the paraelectric phase occurs. Since at $`m0,`$ $`K(m)(\pi /2)(1+m/4)`$ and$`E(m)(\pi /2)(1m/4)`$ (which can be seen from the integrals of Eqs. (24) and (A1.8)), we obtain from Eq.(A3.3):
$$\chi (m0)\left(\chi _s+2\chi _t\right)\frac{8}{3\pi ^2m}$$
(119)
which coincides with Eq.(41).
### G Appendix 5
Let us find the approximate dependence of the susceptibility (A3.3) on temperature. Only the dimensionless thickness $`l_{Bx}`$ depends on temperature in our theory (see Eq.(29)):
$$l_{Bx}=\sqrt{\frac{a_0^B}{\beta _{44}}\left(T_{cx}^BT\right)}l_B$$
(120)
In the vicinity of the thickness induced transition temperature $`T=T_{cl}(l_{Bx}=\pi )`$ the expression (A5.1) can rewritten as:
$$l_{Bx}\pi \left(1+\frac{1}{2}l_{B0}^2\frac{T_{cl}^BT}{T_{cx}^B}\right)$$
(121)
where $`l_{B0}`$ and $`T_{cl}`$ are given by Eq.(30).
On the other hand it follows from the expansion of Eq.(25) at $`m_10`$ that:
$`l_{Bx}=2\sqrt{1+m_1}K(m_1)\pi \left(1+{\displaystyle \frac{3}{4}}m_1\right)`$
$$m_1\frac{4}{3}\left(\frac{l_{Bx}}{\pi }1\right)$$
(122)
Substitution of Eq.(A5.2) into Eq.(A5.3) yields
$$m_1\frac{2}{3}\frac{l_B^2}{l_{B0}^2}\frac{T_{cl}^BT}{T_{cx}^B}$$
(123)
From this temperature dependence of $`m_1`$ we can find from Eq.(A4.4) the susceptibility $`\chi _{xx}`$ as a function of temperature. In order to obtain the temperature dependence of the susceptibility we have to choose a specific susceptibility $`\chi _s(T)`$ at the interface. We considered two forms for $`\chi _s`$ on temperature and obtained the corresponding formulae for $`\chi _{xx}(T):`$
$`\chi _s=const`$
$$\chi _{xx}(T)\left(4\chi _s\frac{\beta _{44}}{l_B^2}+\frac{2}{\pi ^2}\right)\frac{1}{a_0^B\left(T_{cl}^BT\right)}$$
(124)
$`\chi _s=\alpha \chi _t={\displaystyle \frac{\alpha }{4a_0^B\left(T_{cx}^BT\right)}}`$
$$\chi _{xx}(T)\frac{2+\alpha }{\pi ^2}\frac{1}{a_0^B\left(T_{cl}^BT\right)}$$
(125)
Under the assumption $`\chi _s=0`$, Eqs.(A5.5a) and (A5.5b) lead us to Eq.(43).
The authors are grateful to L. Lahoche for worthwhile discussions. One of us (M. D. G.) would like to thank the University of Picardy for financial support.
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# References
Growth diversity in one dimensional fluctuating interfaces
M. D. Grynberg
Departamento de Fรญsica, Universidad Nacional de La Plata
C.C. 67, (1900) La Plata, Argentina
Abstract
A set of one dimensional interfaces involving attachment and detachment of $`k`$-particle neighbors is studied numerically using both large scale simulations and finite size scaling analysis. A labeling algorithm introduced by Barma and Dhar in related spin Hamiltonians enables to characterize the asymptotic behavior of the interface width according to the initial state of the substrate. For equal depositionโevaporation probability rates it is found that in most cases the initial conditions induce regimes of saturated width. In turn, scaling exponents obtained for initially flat interfaces indicate power law growths which depend on $`k`$. In contrast, for unequal probability rates the interface width exhibits a logarithmic growth for all $`k>1`$ regardless of the initial state of the substrate.
PACS numbers: 05.40.-a, 05.70.Ln, 64.60.Ht
KEY WORDS: irreducible string; saturated regimes; logarithmic growth.
Published in J. Stat. Phys. 103, 395 (2001).
Studies of interface growth have acquired a major momentum in the past decade , finding a rich variety of applications. These range from molecular beam epitaxy to magnetic flux lines in type-II superconductors and polymer physics . Most numerical analysis and theoretical investigations on growing structures have emphasized the onset of scaling regimes which emerge at both large time and length scales. This enables a classification of nonequilibrium interfaces by universality classes characterized by a set of scaling exponents which, independently of the microscopic growth rules, dominate the late evolution stages of these processes.
However, the issue of universality classes in these problems has been steadily brought into question, particularly in higher dimensions . Since no systematic analytical method is yet available to understand large scale fluctuations in nonequilibrium systems, two main research lines have been addressed to probe the universality hypothesis. They involve either the simulation of discrete models or the numerical solution of phenomenological Langevin-type equations of growth driven by Gaussian noise . This is the case of the ubiquitous Kardar-Parisi-Zhang (KPZ) equation which has been applied to characterize a vast body of far from equilibrium processes .
In this letter we rather follow the first category of investigations and introduce a set of restricted solid-on-solid (RSOS) growth models in one dimension entailing an exceptionally large number of conservation laws . By mapping the problem onto a quantum spin system, it will turn out that for equilibrium situations, not only each model defines a โclassโ of its own but furthermore, their asymptotic properties become extremely sensitive to slight deviations from initially flat substrates. In contrast, non-equilibrium situations are rather robust but exhibit a much slower dynamics. This will mark a clear difference between fluctuations in equilibrium and non-equilibrium cases.
The basic process considered is a simple yet nontrivial extension of ballistic aggregation models . Here, we include both deposition and evaporation of extended objects such as dimers, trimers, โฆ $`k`$-mers, at random locations of a one-dimensional interface . As usual, the state of the system at a given time is defined by a set of single valued functions $`\{h_1(t),\mathrm{},h_L(t)\}`$, where $`h_n`$ is the height of the interface measured from a reference level at site $`n\{1,2,\mathrm{},L\}`$. To prevent the divergence of surface fluctuations at large times we also impose a RSOS constraint throughout the process namely, $`|h_{n+1}h_n|1,t`$. Therefore, a $`k`$-mer deposition (evaporation) attempt with rate $`ฯต`$ ($`ฯต^{}`$) is successful provided a plateau with at least $`k`$-successive local minima (maxima) is selected from the interface. Fig. 1 illustrates these microscopic rules for the case of dimers. Notice that evaporation apply whether or not the targeted $`k`$-adjacent maxima were created together, a feature which allows for reconstitution of $`k`$-mers. Also, it is helpful pointing out that the dynamics of these interfaces is equivalent to that defined in the $`2k`$-mer deposition-evaporation problem studied in Ref. , by flipping the spins on all even sites, say, of this latter system.
In studying the scaling regimes of growing structures it is useful to consider the mean square fluctuations $`W^2`$ of the average interface height $`h(t)`$, i.e. $`W^2(L,t)=\frac{1}{L}_j\left[h_j(t)h(t)\right]^2`$, which yields a measure of the interface width. From the assumption of a scaling form of height-height correlation functions along with a single time-dependent length scale $`t^{1/z}`$ for growth starting from an initially flat interface, it can be argued that $`W`$ scales as
$$W(L,t)=L^\zeta f(t/L^z),$$
(1)
where the scaling function $`f(c)`$ satisfies
$$f(c)\{\begin{array}{cc}c^{\zeta /z}\mathrm{for}c1,\hfill & \\ \mathrm{const}\mathrm{for}c1.\hfill & \end{array}$$
(2)
It follows immediately that finite systems saturate as $`WL^\zeta `$, whereas in the thermodynamic limit the asymptotic growth is dominated by the exponent $`\beta =\zeta /z`$, that is $`Wt^\beta `$. The exponent $`\zeta `$ describes the roughness dependence of the surface width on the typical substrate size. In turn the exponent $`z`$, often known as the dynamic exponent, gives the fundamental scaling between length and time.
However, already for $`k2`$ it will turn out that there are initial substrates whose asymptotic widths neither follow a power law nor exhibit the universal characteristics embodied in Eqs. (1) and (2). As we shall see, the investigation of these issues becomes rather systematic in the language of the spin systems discussed below.
a. Spin representation โ We now exploit the well known mapping between RSOS interface dynamics and quantum spin systems . Associating the height difference $`s_nh_{n+1}h_n`$ to an eigenvalue of the $`z`$-component, say, of the Pauli operator $`\stackrel{}{\sigma }_n`$ for site $`n`$, then all intrinsic properties of the interface can be analyzed in terms of direct products $`|s=|s_1,\mathrm{},s_L`$ of 1/2 spinors. By construction it is clear that up to a constant, the interface heights are obtained as $`h_n=h_1+_{j=1}^{n1}s_j`$, where $`h_1h_L=s_1`$ upon imposing periodic boundary conditions (PBC). Note that the latter force a vanishing total magnetization throughout the underlying spin kinetics.
Introducing spin-$`1/2`$ raising and lowering operators $`\sigma _n^+`$, $`\sigma _n^{}`$, the stochastic evolution of our $`k`$-mer interfaces at subsequent times can be calculated from the action $`e^{Ht}`$ of the quantum โHamiltonianโ
$`H`$ $`=`$ $`{\displaystyle \underset{j}{}}\left(ฯตA_j^{}+ฯต^{}A_j\right)\left(A_j^{}+A_j1\right),`$ (3)
$`A_j^{}`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{k}{}}}\sigma _{j+2i2}^+\sigma _{j+2i1}^{}.`$ (4)
Here, adsorption (desorption) of $`k`$-mer plateaus with probability $`ฯต`$ ($`ฯต^{}`$) is described by the effect of the $`A^{}`$ ($`A`$) operators. Conservation of probability requires in turn the appearance of $`2k`$-field correlators, already diagonal in the $`\sigma ^z`$ or particle (monomer) representation. We address the reader to Ref. for a more detailed derivation in related systems.
b. Conservation laws โ The advantage of the spin representation is that one can identify a large number of subspaces which are mutually disconnected by the $`H`$-dynamics. Following Ref., we define accordingly a reduction rule by looking for the occurrence of groups of $`2k`$-opposite consecutive spins in a given state $`|s`$. Each occurrence, if any, is deleted so the length of the remaining spin configuration is reduced in $`2k`$ bits per deletion. This procedure is applied recursively, until we are left with a string that cannot be further reduced. Such an object corresponds to an irreducible string$`I|s`$ . For example, in the dimer case we have $`I|=`$ (irreducible block of Fig. 1), $`I|=,`$ $`I|=\mathrm{},`$ the null string.
The key observation is that so long as $`ฯต,ฯต^{}>0`$, two spin configurations $`|s`$ and $`|s^{}`$ belong to the same subspace $`I|s=I|s^{}`$ . Thus, treated as a dynamical variable, the irreducible string is a constant of motion and provides a unique label for each $`H`$-invariant subspace. To illustrate this point consider a sector labeled by $`\chi _1,\mathrm{},\chi _{_{}}`$ with $`<L`$ irreducible characters $`\chi =\pm 1`$. Let $`\{x_j(t)\}`$ denote their positions in the full $`L`$-site lattice before applying the reduction rule. The interface dynamics then induces a random walk of these characters such that $`x_{j+1}(t)>x_j(t)t`$. Since $`H`$ changes $`x_j`$ by multiples of $`2k`$ lattice spacings, the spin array between sites $`x_j`$ and $`x_{j+1}`$ can be ultimately reduced to a null string. Thus, we see that $`\{x_j(t)\}`$ constitute the slow modes of our fluctuating interfaces whereas their characters remain unaltered throughout the dynamics. The above reduction algorithm also enables to count the total number of invariant sectors, both jammed (strings which are already irreducible), and unjammed. A straightforward analysis given as in shows that these sectors increase as fast as $`\lambda ^L`$ for large $`L`$, where $`\lambda `$ is the largest root of $`\lambda ^{2k}=2\lambda ^{2k1}1`$.
c. Saturated regimes โ It is then natural to ask whether the dynamics is affected by this rather unusual partition of the full phase space. At least in the simpler case, when $`ฯต=ฯต^{}`$ , it can be argued that $`W`$ remains bounded whenever we start from a substrate of finite width and the length $``$ of the corresponding irreducible string is a finite fraction of the lattice size. Specifically, consider two arbitrary points $`A`$ and $`B`$ in a ring of $`L`$ sites. The most general configuration of spins determining the height difference $`h_Ah_B`$ can be denoted as
$$u_1\left|{}_{}{}^{^{^{}}}{}_{}{}^{^{^{^{h_A}}}}x_{1}^{}w_1x_2w_2\mathrm{}x_{n1}w_{n1}x_n\right|{}_{}{}^{^{^{}}}{}_{}{}^{^{^{^{h_B}}}}u_{2}^{},$$
where $`x_i`$ are the positions of the irreducible characters between $`A`$ and $`B`$, $`w_i`$ are spin patches reducible to null strings, and $`u_1`$ ($`u_2`$) is the part of the irreducible string between the previous (next) irreducible character $`x_0`$ ($`x_{n+1}`$ ) that lies to the left of $`A`$ (right of $`B`$). To calculate the height difference between $`A`$ and $`B`$, we can ignore all $`w_i`$ patches as they necessarily have equal number of up and down steps. On the other hand, if the initial substrate has bounded heights, the sequence $`x_1(t)\mathrm{}x_n(t)`$ can only give a bounded contribution to the height difference $`t`$. The remaining contributions at subsequent times comes from $`u_1`$ and $`u_2`$. If $`u_1`$ is part of a reducible substring of length $`2m`$ (between $`x_0`$ and $`x_1`$), the maximum height difference it can have is at most $`m`$. Also, for $`ฯต=ฯต^{}`$ the detailed balance condition holds in the steady state. For such equilibrium situation it has been shown that $`m`$ has an exponential distribution, provided that the density $`/L`$ of irreducible characters is held finite . Consequently, $`u_1`$ yields only a finite variance. Similar considerations apply to $`u_2`$. Hence, the height difference between two arbitrary points has bounded variance $`t`$ and $`L`$. Therefore, we conclude that the width of the substrate remains finite, or equivalently, in the steady state $`W`$ should exhibit a saturated regime. However, notice that if the irreducible string is very short, i.e. $`/L0`$, fluctuations in the $`(x_{j+1}x_j)`$ distances become large and the above reasoning for $`u_1,u_2`$ does not hold.
The case $`k=2`$ is typical and already exhibits such sector dependent behavior. Thus, we consider only this case in detail.
d. Numerical results โ Armed with this labeling methodology along with the spin-height mapping discussed above, we studied the dimer interface width $`W`$ in a number of representative subspaces. Fig. 2 displays the width behavior obtained from Monte Carlo simulations using five initial scenarios. These were embedded homogeneously on the Neel state of $`2.1\times 10^5`$ lattice sites with PBC, and correspond to (1) the null string, i.e. the usual flat substrate; (2) $`[]^{L/60}`$ that is, the irreducible string constructed by repeating the unit cell $`L/60`$ times; (3) $`[]^{L/8}`$; (4) $`[]^{L/14}`$; (5) a random configuration formed by deposition-evaporation of monomers on the Neel state. Setting $`ฯต=ฯต^{}`$, the averages were taken over $`100`$ histories of $`10^5`$ steps per height.
Although for $`ฯต=ฯต^{}`$ the interface of sector (1) moves on the average with zero velocity \[see lower inset of Fig. 3 (a) \], alike the monomer case ($`k=1`$) it can grow to arbitrarily large heights. In fact, this is consistent with our data which support a power law growth $`W^2t^{2\beta }`$ extended over more than two decades with an exponent $`\beta `$ 0.12(1) . On the other hand, sectors (3) and (4) clearly exhibit the saturated regimes conjectured above. They fit well with an exponential form $`W^2\mathrm{exp}\left(t^\alpha \right)`$, as is shown in the semi-log inset of Fig. 2 upon setting $`\alpha 1/4`$ and 1/3 respectively , in sharp contrast with the expectations of Eqs.(1) and (2). Thus, we see that certain deviations from a perfectly flat substrate turn into drastic changes at large times. As it was referred to above, the latter depend on both the density $`\rho =/L`$ and particular sequence of irreducible characters considered .
The situation of sectors (2) and (5) is less clear. Here $`\rho `$ is still finite (though much smaller than the irreducible density of the previous non null sectors), and consequently a saturated regime would be expectable. However, also here the data extend nearly over two decades following power law growths with $`\beta 0.07`$ and $`0.04`$ respectively (dashed slopes of Fig. 2). One may attempt to interpret these results in terms of a temporal crossover, although to reach an asymptotic saturated regime such a crossover should be exceptionally slow. A numerical test in favor of this latter possibility is provided by the average interface height $`h(t)`$. Notice that given a distribution of heights $`P(h_1,\mathrm{},h_L,t)`$, the mean height can be evaluated as
$$_th=\frac{4}{L}\underset{|h,i}{}ฯตP(\mathrm{}\stackrel{\mathrm{dimer}}{\stackrel{}{h_i^{(1)},h_i,h_i^{(1)},h_i,h_i^{(1)}}}\mathrm{},t)ฯต^{}P(\mathrm{}\stackrel{\mathrm{dimer}}{\stackrel{}{h_i^{(1)},h_i^{(2)},h_i^{(1)},h_i^{(2)},h_i^{(1)}}}\mathrm{},t),$$
(5)
where $`h_i^{(j)}=h_i+j`$, and the overbraces involve the heights which form a dimer, say $`h_{i1},\mathrm{},h_{i+3}`$ (see Fig. 1). For $`ฯต=ฯต^{}`$, it follows that $`h(t)`$ must saturate to a finite value at large times, as all accessible height configurations are equally likely in the steady state, irrespective of the sector considered . In fact, Fig. 3 (a) displays saturation regimes in most sectors. However, it also reveals the existence of a rather huge temporal crossover in sector (2) (more than $`10^5`$ steps), along with a medium one in sector (5) (about $`10^3`$ steps), possibly responsible for the unexpected width behavior observed in Fig. 2. It is important to note that for $`ฯต>ฯต^{}`$ the average interface height behaves quite differently, at least within our accessible time scales. The latter can grow indefinitely with a non zero velocity, as suggested by the asymptotic logarithmic increase of $`h(t)`$ observed in Fig. 3 (b) for all sectors.
Before discussing such logarithmic behavior (see section e below), we complete our study of the case $`ฯต=ฯต^{}`$ and analyze the late growing stages of higher $`k`$-mer interfaces, now focusing attention on initially null strings, the common flat substrate. After averaging over 100 histories our results indicate a slight dependence of $`\beta `$ on the value of $`k`$ (however, see below the variation of $`z`$), which nonetheless can be clearly distinguished over five step decades, as indicated by the slopes of Fig. 4. The measured values of $`\beta `$ are presented in Table I for $`k=2,4`$ and 8.
To enable a complementary check of these exponents we turn to a finite size scaling analysis of the interface width. The readerโs attention is directed to Figs. 5(a)-(c) where we display in turn the results of the simulations carried out for $`k=2,4`$ and 8. Here, the averages were taken over $`2\times 10^4`$ samples employing periodic chains of $`L=`$ 400, 640 and 800 sites. Using the estimates of the dynamic and roughening exponents $`\{z,\zeta \}`$ given in Table I, we obtained a fair data collapse towards the (squared) phenomenological scaling functions conjectured by Eqs. (1) and (2) . As expected, the resulting values of $`\zeta /z`$ are in reasonable agreement with the previous $`\beta `$-set obtained in the thermodynamic limit. So we finally see that as long as the deposition-evaporation rates are held equal, the emerging scaling exponents are in fact nonstandard and give rise to rather unusual dynamic length scales $`t^{1/z}`$ which decrease markedly with $`k`$.
e. Logarithmic growth. $`ฯตฯต^{}`$ โ The logarithmic dependence of the average interface height $`h(t)`$ obtained in Fig. 3(b) at large times, may be understood by means of the following heuristic considerations. For clarity of argument, assume $`ฯตฯต^{}`$. The random deposition leaves some single spaces between segments occupied by dimers. This single spaces cannot be filled by subsequent deposition of dimers, with the result that the height profile after many depositions resembles a โmountain landscapeโ where no further depositions are possible. Such profile is clearly evidenced by the evolution snapshot given in the upper panel of Fig. 6.
If $`ฯต^{}=0`$, this configuration cannot evolve any further, and the configuration is stuck. If $`ฯต^{}`$ is non-zero, one can evaporate away from one side of the mountain, all the way to the base, and then redeposit the base by dimer shifting it one unit (right or left, whatever is allowed). Then, rebuilding on this side, one gets a different profile (dotted line in the lower panel of Fig. 6). This rebuilding process leads to sometimes extinction of small mountains (which merge with bigger ones), and thus the average mountain size $`M(t)`$ increases with time. The time dependence of $`M`$ can be estimated as follows. For a single rearrangement event described above, one needs order $`M`$ evaporation events. Hence by standard activation arguments, this rate is $`(ฯต^{}/ฯต)^M`$. One needs order $`M^2`$ such events for total width to change by $`M`$ (since change occurs either way). Hence, the time for the average mountain size to change from $`M`$ to $`2M`$ is of order $`M^2(ฯต/ฯต^{})^M`$, so we get $`t(2M)M^2(ฯต/ฯต^{})^M`$. On the other hand, from simple geometry both the average mountain height and the width $`W`$ scale as $`M`$ (i.e. the roughness exponent $`\zeta `$ is 1). Therefore, this yields
$$W(t)\mathrm{log}(t),ฯตฯต^{}.$$
(6)
These conclusions can be extended for all substrates (whatever the sector or irreducible string considered), as well as $`k>1`$. In fact, the semi-log data displayed in Fig. 7 corroborates the above conjecture for $`k=2,4,`$ and 8 starting from empty substrates. Also, the upper inset confirms this logarithmic growth for $`k=2`$ in sectors (2)โ(5). A similar one-dimensional model showing logarithmically slow coarsening was studied in .
To summarize, we have studied a family of simple growth models yet exhibiting highly nontrivial behavior. For $`ฯต=ฯต^{}`$ our finite size analysis indicates that each $`k`$-mer process might be regarded as a growth class of its own dominated by different dynamic exponents $`z(k)`$. The large systems explored within the time scales of Fig. 4 yielded growth exponents consistent with the $`\beta `$ values obtained from finite substrates (Fig. 5). The concept of irreducible string played a crucial role in determining the saturated behavior entailed by the initial conditions (Fig. 2), as opposed to the much simpler dynamics of monomer interfaces. However, the late dynamic stages of small strings ($`L`$) involve slow temporal crossovers for which further numerical efforts will be required to clarify such situations. Generalizations of this labeling algorithm to higher dimensions are clearly desirable though its mere existence appears difficult to elucidate. Whether or not an exponential number of conservation laws show up in $`d>1`$ yet remains an open question.
For the non-equilibrium situation ($`ฯตฯต^{}`$), Fig. 7. indicates a rather robust dynamics. Here, the interface width grows logarithmically $`k>1`$ irrespective of the initial state of the substrate. In view of these drastic differences between fluctuations in equilibrium and non-equilibrium cases, the transient dynamics of regimes with $`ฯตฯต^{}`$ still needs further investigations.
It is a pleasure to thank R.B. Stinchcombe, M. Barma and T.J. Newman for helpful comments. Also, the remarkable observations made by the referee contributed to improve this work. The author acknowledges support of CONICET, Argentina.
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# Multiple and variable X-ray sources in the globular clusters ๐Cen, NGC 6397, NGC 6752, and Liller 1
## 1 Introduction
Globular clusters contain many X-ray sources at lower luminosities, $`L_\mathrm{x}\text{ }<10^{34}`$ erg s<sup>-1</sup>. These sources were first discovered with the Einstein satellite (Hertz & Grindlay 1983), and many more were found with ROSAT (for a compilation, see Johnston & Verbunt 1996). The nature of these low-luminosity sources is the subject of debate, because various types of objects can emit X-rays at such luminosities, such as soft X-ray transients in quiescence, cataclysmic variables, RS CVn binaries, and recycled neutron stars (see e.g. Fig. 8 in Verbunt et al. 1997). The most compelling identification of a dim X-ray source with an object observed at other wavelengths is the recycled radio pulsar in M 28: the X-ray flux varies on the pulse period (Danner et al. 1994). Plausible identifications with cataclysmic variables have been suggested for dim X-ray sources in NGC 6397, NGC 6752, NGC 5904 and 47 Tuc (Cool et al. 1995b, Grindlay 1993, Hakala et al. 1997, Verbunt & Hasinger 1998). These identifications are based on the proximity of the X-ray position to that of a cataclysmic variable, and thus their probability depends on the accuracy of the X-ray position.
The accuracy of the ROSAT position of a detected X-ray source is determined by two factors: the statistical accuracy of the position of the source on the detector, and the accuracy with which the position of the detector as a whole is projected on the sky. For a sufficient number of photons the statistical error is less than an arcsecond, but the projection in general has a typical error of $`5^{\prime \prime }`$. Secure identification of a source in the detector field reduces the error in the projection to the statistical error of the identified source, provided that the optical (or radio) position has better accuracy. Only one identification is necessary, because the roll angle of the detector (i.e. the North-South direction) is accurately known; nonetheless, identification of more than one source is preferable to allow checks on internal consistency. In a globular cluster the surface density of possible counterparts is so high that chance coincidence usually cannot be excluded; a secure identification can usually be made only for X-ray sources detected well outside the cluster. This method has been used by Verbunt & Hasinger (1998) to improve the positional accuracy of the sources in the core of 47 Tuc from $`5^{\prime \prime }`$ to $`2^{\prime \prime }`$, whereby the area in which the source is expected to lie is reduced sufficiently to exclude several proposed identifications, and increase the probability of others, including two possible cataclysmic variables.
In this paper we investigate three clusters known to contain multiple dim X-ray sources in their core, which have been observed in long exposures with the ROSAT HRI, and one cluster known to harbour a transient. We analyse hitherto unpublished observations and detect both previously published and new X-ray sources. All source positions are checked in the SIMBAD data base versus positions of other objects, and we find objects in the Hipparcos or Tycho Catalogues (ESA 1997, Perryman et al. 1997, Hรธg et al. 1997) with each cluster, i.e. counterparts with very accurate positions. In Sect. 2 we describe the observations and our data reduction procedures; Sections 3 to 5 describe the results for $ฯ$ Cen, NGC 6397, and NGC 6752, respectively. In Sect. 6 we discuss an observation of Liller 1. A discussion of our results is given in Sect. 7.
## 2 Observations and data reduction
The X-ray observations were obtained with the ROSAT X-ray telescope (Trรผmper et al. 1991) in combination with the high-resolution imager (HRI, David et al. 1995). The list of the observations is given in Table 1. The standard data reduction was done with the Extended Scientific Analysis System (Zimmermann et al. 1996), as follows. To take into account the re-calibration of the pixel size (Hasinger et al. 1998), we multiply the $`x,y`$ pixel coordinates of each photon with respect to the HRI center with 0.9972. A search for sources is made by comparing counts in a box with the counts in a ring surrounding it, and by moving this detection box across the image. The sources thus detected are excised from the image and a background map is made for the remaining photons. A search for sources is then made by comparing the number of photons in a moving box with respect to the number expected on the basis of the background map. Finally, at each position in which a source was found, a maximum-likelihood technique is used to compare the observed photon distribution with the point spread function of the HRI (Cruddace et al. 1988). This produces a maximum-likelihood value ML such that the probability that the source is due to chance at one trial position is given by $`e^{\mathrm{ML}}`$. We retain sources for further discussion if ML$`13`$. (To make sure that all such sources are found, we enter in the maximum likelihood technique all sources that have ML$``$10 according to the sliding box searches.)
Upper limits at the position of known sources were determined by counting the number $`n`$ of actually detected photons at the position of the source (and in an area surrounding it corresponding to the uncertainty in the position); we then assign as upper limit the lowest expected number $`m`$ for which the probability of measuring a number $`n`$ or smaller is less than 5% according to the Poisson distribution.
The maximum-likelihood technique also provides an indication whether the source is extended. If such indication is present, we apply further analysis to test whether the source is a multiple point source.
The further analysis is also based on maximum likelihood techniques, but the analysis is limited to a small area of the detector, near its center. This allows the simplifications that the background in the analysed area is a constant (as opposed to a polynomial function of the $`x,y`$ pixel coordinates), and that the point spread function is that for the center of the image (David et al. 1995). Suppose that a model to be tested predicts $`m_i`$ photons at detector pixel $`i`$. The probability that $`n_i`$ photons are observed is then given by the Poisson probability:
$$P_i=\frac{m_{i}^{}{}_{}{}^{n_i}e^{m_i}}{n_i!}$$
(1)
The probability that the model describes the observations is given by the product of the probabilities for all $`i`$ in the region considered: $`L^{}=\mathrm{\Pi }P_i`$. For computational ease we maximize the logarithm of this quantity:
$$\mathrm{ln}L^{}\underset{i}{}\mathrm{ln}P_i=\underset{i}{}n_i\mathrm{ln}m_i\underset{i}{}m_i\underset{i}{}\mathrm{ln}n_i!$$
(2)
The last term in this equation doesnโt depend on the assumed model, and โ in terms of selecting the best model โ may be considered as a constant. Thus maximizing $`L^{}`$ is equivalent to minimizing $`L`$, where
$$\mathrm{ln}L2(\underset{i}{}n_i\mathrm{ln}m_i\underset{i}{}m_i)$$
(3)
If one compares two models A and B, with number of fitted parameters $`n_A`$ and $`n_B`$ and with likelihoods of $`\mathrm{ln}L_A`$ and $`\mathrm{ln}L_B`$, respectively, the difference $`\mathrm{\Delta }L\mathrm{ln}L_A\mathrm{ln}L_B`$ is a $`\chi ^2`$ distribution with $`n_An_B`$ degrees of freedom, for a sufficient number of photons (Cash 1979, Mattox et al. 1996).
Our analysis of possibly multiple sources thus proceeds as follows. First we compute $`\mathrm{\Delta }L`$ for a model with constant background and for the best model with background plus one source, and compare it with the $`\chi ^2`$-distribution with 3 degrees of freedom. If $`\mathrm{\Delta }L>15`$, the presence of one source has a significance more than three sigma. Next we compare the best model with two sources with the best model with one source, to prove the significance of a second source; the best models with three and two sources to prove the significance of a third source, etc. until no more significant sources are found.
The addition of one source adds three fitted parameters, one for its number of counts and two for its position. In the case of NGC 6397 optical counterparts have been suggested for three X-ray sources. For these we also make a fit in which the distances in right ascension and declination between these three sources is fixed to the optically determined values. The three sources in that case only add five fitted parameters, two for the position of one of them, and three for the fluxes.
To determine the error in a parameter, we start from the best fit value $`a_i`$. We then fix the parameter at $`a_i+d`$ and make a new fit, allowing all other parameters to vary. The value of $`d`$ for which $`\mathrm{ln}L`$ increases by 1 is quoted as the 1-sigma error.
## 3 $`\omega `$Cen
$`\omega `$Cen is a very massive globular cluster, with a relatively low central density. Hertz & Grindlay (1983) reported five sources A-E near $ฯ $Cen. Sources A, D and E all are well outside the cluster core, and it appears that only source C is clearly related to the globular cluster (e.g. Verbunt et al. 1995). Source E has tentatively been identified with a foreground K star (Margon & Bolte 1987). The sources A and D have been identified with foreground M stars, on the basis of better positions for the X-ray sources obtained with Einstein and ROSAT HRI observations (Cool et al. 1995a). A ROSAT PSPC pointing indicates that source C, near the cluster center, is composed of two sources of comparable luminosity (Johnston et al. 1994).
We have analysed all observations listed in Table 1. The 1992 and 1993 data have been reported on before by Cool et al. (1995a). As expected, we detect the largest number of sources in the longest observation, that of July 1995. We use this observation as the basis for comparison with the other observations.
### 3.1 Source list and membership probability
In the July 1995 observation we detect twelve sources, listed in Table 2. Eight of these sources have been detected before with Einstein or with the ROSAT PSPC observation reported by Johnston et al. (1994); four sources are new.
The sources X 3 and X 4 are the Einstein sources A and D, respectively, identified with foreground M dwarfs by Cool et al. (1995a, see Table 2). Both stars can be found in the USNO-A2 catalogue (Monet et al. 1998, see Table 2). The new source X 18 can be identified with HD 116789; this is star TYC 8252 4627 1 in the Tycho Reference Catalogue, and thus its position and proper motion are well known (Hรธg et al. 1998). For this reason we use this star to determine the bore sight correction, i.e. the offset between the X-ray coordinates and the optical coordinates. The result is listed in Table 1.
This bore sight correction has been applied to the X-ray positions, and the resulting positions are given in Table 2. With a statistical accuracy for the X-ray position of X 18 of $`1`$<sup>โฒโฒ</sup>, and taking into account small additional systematic errors (see Hasinger et al. 1998), we estimate the systematic error in the positions given in Table 2 to be less than $`2^{\prime \prime }`$; for each individual source its statistical uncertainty should be added in quadrature to this systematic error. The positional accuracy can be improved if accurate astrometry of X 3/A and X 4/D is obtained, which will allow computation of their positions at epoch 1995.5.
In the ROSAT Deep Survey (Hasinger et al. 1998), an area with 12$`\stackrel{}{.}`$5 radius contains 25 sources brighter than our approximate detection limit of $`0.7\times 10^{14}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$; we thus expect $``$1 serendipitous source within the core radius, i.e. the faintest source within the core radius, X 20, may well be a serendipitous background source. The brighter sources within the core radius probably are associated with $`\omega `$Cen. Outside the core radius a source is more likely to be a fore- or background source than a cluster member.
### 3.2 Sources in the cluster
The X-ray image of the inner area of $`\omega `$Cen is shown in Fig. 1. The half-mass radius of the cluster contains five sources. Source X 9 from Johnston et al. (1994) is clearly separated into two sources, which we denote X 9a and X 9b for the northern and southern source, respectively.
We have determined the countrates or upper limits for the six central sources in all ROSAT HRI observations of $`\omega `$Cen listed in Table 1. For the very short observations, no useful upper limits are obtained; the long-term lightcurves as determined from the other observations are shown for four of the central sources in Fig. 2. We also show the PSPC observation, dividing the PSPC counts for PSPC-X 9 equally between X 9a and X 9b. For the absorption towards $`\omega `$Cen and a black body spectrum of 0.6 keV the PSPC countrate is about 2.8 times the HRI countrate; for smaller reddening the PSPC-to-HRI count ratio varies rapidly, and therefore we do not show PSPC points of the foreground M dwarfs, whose absorption is unknown.
There is marginal evidence for variability in sources X 9b and X 10; and no evidence for variability of X 7 and X 9a. X 20 is detected only in July 1995 and in 1996, X 21 only in July 1995, and all upper limits in the other observations are compatible with the faint fluxes of these sources.
The July 1995 observation was obtained in two parts, separated by about 10 days. We have analysed the two parts separately, and find marginal variation of X 7 ($`1.7\pm 0.3`$ and $`1.1\pm 0.2`$ cts ksec<sup>-1</sup> in the first and second half, respectively) and of X 9b ($`0.8\pm 0.2`$ and $`1.4\pm 0.2`$ cts ksec<sup>-1</sup>, respectively). In addition, virtually all counts of X 21 are from the first part of the observation. The number of counts of X 21 is too small for further subdivision.
To convert the observed countrates into X-ray luminosities, we assume a column and distance to $`\omega `$Cen as given in Table 2. For an 0.6 keV blackbody (see the analysis of the PSPC spectrum of X 9 in Johnston et al. 1994) 1 cts ksec<sup>-1</sup> in the ROSAT HRI corresponds to $`1.5\times 10^{32}`$ erg s<sup>-1</sup> in the 0.5โ2.5 keV band. The two sources X 9a and X 9b thus have about this luminosity, source X 7 is 40% brighter, and sources X 20 and X 21 are 40% fainter.
### 3.3 Sources not related to the cluster
The foreground dwarfs (Einstein X-ray sources A and D) are highly variable, as has been pointed out before (Koch-Miramond & Auriรจre 1987, Cool et al. 1995a). These sources also vary between the first and second half of the July 1995 observation. The extremely high flux of A in 1996 is due to a flare, which lasts almost a day (see Fig. 3).
HD 116789 is an A0V star. From its magnitude $`V=8.40`$ and colour $`BV=0.07`$ we estimate $`A_V=0.22`$ and a distance of about 310 pc. For an assumed bremsstrahlung spectrum of 1.4 keV the observed countrate corresponds to a luminosity in the 0.5โ2.5 keV band of $`2\times 10^{29}`$ erg s<sup>-1</sup>. It is not expected for an A0V star to emit such a flux; perhaps this star has a white dwarf companion which is responsible for the X-ray emission, as various other A0V stars detected with ROSAT; on the other hand, various apparently single A0V stars in the Bright Star Catalogue have been detected at similar and higher luminosities as HD 116789 (e.g. HD 17864, Hรผnsch et al. 1998). HD 116789 was detected with EXOSAT by Verbunt et al. (1986), who interpreted the detection as due to the ultraviolet leak of the CMA detector. The EXOSAT CMA countrate of this source, $`1.7\times 10^3`$ cts s<sup>-1</sup>, converts to an X-ray luminosity at the distance of HD 116789 of about $`10^{31}`$ erg s<sup>-1</sup>, much higher than the luminosity derived for this star from the ROSAT observations; we therefore still think that the EXOSAT countrate is due to the ultraviolet flux. The ultraviolet leak in the ROSAT HRI is far too small (Berghรถfer et al. 1999) to explain the ROSAT detection.
### 3.4 Discussion
The positions of the sources within the half-mass radius of $`\omega `$Cen as given in Table 2 are more accurate than previously published positions, and may be used to search for optical counterparts. We have done this among the variables (contact binaries, detached binaries, and suspected RS CVn stars) found in $`\omega `$Cen by Kaluzny et al. (1996, 1997): no counterpart is among these stars. (Only one of these variables is in the area shown in Fig. 1, viz. the contact binary OGLEGC 13.) Our non-detection of these binaries is not surprising, considering that our detection limit is above $`10^{31}`$ erg s<sup>-1</sup>: all of the contact binaries hitherto detected in X-rays (McGale et al. 1996), and many RS CVn systems (Dempsey et al. 1993) are less luminous than this.
Cool et al. (1995a) argue that X 7/B is an extended source. This source is detected in the ROSAT PSPC observation (Johnston et al. 1994) and in the ROSAT HRI observations of 1994, 1995 January and July, and 1996. All of these observations are more sensitive than the 1992 and 1993 observations used by Cool et al. (1995a); in all of them X 7/B is compatible with being a point source.
With the identification of sources X 3 and X 4 with foreground stars, we can reinvestigate the suggested identification of X 5/E with a foreground K star, as suggested by Margon & Bolte (1987). We use the optical positions of A and D to determine the offset between the X-ray positions of the PSPC observation as listed in Johnston et al. (1994) and the optical positions. We then apply this offset to the position of X 5, and find that the resulting position is at 6$`\pm `$5 arcseconds from the optical star. We take the position of the optical star (Table 2) from USNO A2 0375-18334783 (Monet et al. 1998). Identification of X 5 with the foreground star is therefore a distinct possibility.
## 4 NGC 6397
NGC 6397 is a nearby cluster, with a collapsed core, in or close to which Cool et al. (1993) detected four X-ray sources (B, C1-3) with a ROSAT HRI observation. Photometry with the Hubble Space Telescope enabled Cool et al. (1995b) to find eight candidate counterparts for these sources, on the basis of high ultraviolet flux or of H $`\alpha `$ emission. The H $`\alpha `$ emission of three stars has been confirmed spectroscopically by Grindlay et al. (1995) who argue that these stars are cataclysmic variables, and responsible for the X-ray emission close to the core.
### 4.1 Source list and membership
We analyse first the longest observation, obtained in 1995, and use this as a reference for our discussion of the earlier, shorter observations. The standard analysis provides 14 sources, listed in Table 3. Identifications with earlier X-ray sources or optical objects are indicated; 7 sources are new. X 6 has been identified by Cool et al. (1993) as SAO 244944. This star is identical to HD 160177, and is in the Hipparcos Catalogue as HIP 86569. Its position and proper motion are thus very accurately known, and we use it to determine the bore sight correction. This bore sight correction is given in Table 1, and is applied to the X-ray positions; the resulting positions are given in Table 3. The statistical uncertainty in the X-ray position of X 6 is about 0.5<sup>โฒโฒ</sup>; we therefore estimate that systematic error of the X-ray positions listed in Table 3 is better than 1<sup>โฒโฒ</sup>; this error should be added in quadrature to the statistical error for each individual source position. The quasar identified by Cool et al. (1993) with X 5 coincides within the error with our position for X 5. However, the active galaxy identified by Cool et al. (1993) with X 2 is 10<sup>โฒโฒ</sup> from our X-ray position, mainly in right ascension; and we conclude that it is not the X-ray source. The explanation probably lies in the new scale for the size of the HRI pixel that we use (see Sect. 2), which modifies positions of sources at large distance from the center of the HRI image.
The flux detection limit is about $`0.8\times 10^{14}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ outside the blended central region, similar to that obtained for $`\omega `$Cen. Analogous to our argument for $`\omega `$Cen, we find that all objects detected within $`0\stackrel{}{.}5`$ are probably cluster members, whereas we expect 1.4 background sources within $`3^{}`$ from the center of of NGC 6397; the sources at $`0\stackrel{}{.}5<r<3^{}`$ therefore may be background sources. We thus cannot decide whether X 12 is a cluster member. Outside the half-mass radius, the sources are more likely to be background or foreground sources. X 5, just outside the half-mass radius, is a quasar (Cool et al. 1993).
### 4.2 The central sources
In Fig. 4 we show the X-ray contours of the center of NGC 6397 together with the ultraviolet and/or H $`\alpha `$-emission stars discovered by Cool et al. (1995b). The first models we investigated as fits to the central area of $`60^{\prime \prime }\times 60^{\prime \prime }`$, containing sources X 13/B and X 4/C, are those with successively one, two, three, four and five sources; all with free positions. Using the $`\mathrm{\Delta }L`$ criterion for significance (see Sect. 2) we find that five sources are required. We refer to the fit with five sources as Model I. The parameters of the five sources of this model are given in Table 3. We do not detect source A of Cool et al. (1993) in the 1995 observation.
Cool et al. (1995b) resolved source X 4/C into three components C1-3. From a list of H $`\alpha `$ emission and/or ultraviolet excess objects (their Table 2), they suggest identifications of ID 1 with C2, ID 2 for C3 and ID 3 for C1. Comparing the positions of the sources in Model I we find that the positions of X 4b and X 4c are compatible with those of ID 3 and ID 1, respectively; we thus identify X 4b with C1 and X 4c with C2. X 4d is a new source. (The offset required to match these positions from Table 3 with those given by Cool et al. (1995b) is slightly larger than our claimed accuracy of $`\text{ }<1^{\prime \prime }`$; the remaining difference may be explained by an offset between the Guide Star Catalogue coordinate system and the more accurate Hipparcos coordinate system.) The position of X 4a is not compatible with that of ID 2. The reason for this may be seen in Fig. 4: the two brightest components of source X 4/C have a smaller difference in right ascension than ID 2 and ID 3. If ID 2 is the correct identification for C3, we conclude that X 4a is not identical to C3.
To further investigate this, we note that if the identifications are correct, the distances between the X-ray sources must match the distances between the proposed optical counterparts, which are accurately known from the HST observations. In Model II we fit five sources to the X-ray data of the center of NGC 6397, of which three are forced to be at fixed relative positions, corresponding to the distances between ID 1, ID 2 and ID 3. Model II thus has four fitted parameters less than Model I. The $`\mathrm{ln}L`$ of Model II is 26 higher than that of Model I, i.e. it is a significantly (4-sigma) worse fit. This confirms that X 4a is not ID 2. In Model III we assume that ID 6 of Table 2 in Cool et al. (1995b) rather than ID 2 is the counterpart of C3, and fix the distances between the sources accordingly. This fit has the same $`\mathrm{ln}L`$ as Model II, and thus also is significantly worse than the fit of Model I. Again, the reason for the bad fit is the mismatch in the difference in right ascensions of the two brightest X-ray sources with that between the proposed counterparts: X 4a is not ID 6.
We note that the best position of X 4a is between ID 2 and ID 6, and in Model IV we fit six sources, of which four are forced to be at the relative distances of ID 1-3 and ID 6. Model IV thus has three fitted parameters less than Model I. Its $`\mathrm{ln}L`$ is 6 higher than that of Model I, i.e. it is marginally worse at less than 2-sigma. The parameters of the six sources of this model are also given in Table 3. It is seen that the positions of X 4b, X 4c and X 4d are the same (within the error) in Model IV as in Model I.
Thus, we have two acceptable models. In both models we confirm the possible identifications of ID 3 with C1 ($`=`$X 4b) and of ID 1 with C2 ($`=`$X 4c), and we find one new source (X 4d). In Model I the remaining flux is ascribed to one source (X 4a) which is not identical to ID 2. In Model IV the remaining flux is ascribed to two sources, one of which is ID 2/C3 and one is a second new source, X 4e/ID 6. The two acceptable models are illustrated in Fig. 5.
### 4.3 The earlier observations
The standard analysis detects X 2, X 5, X 16, X 6 and X 8 in both the 1991 and the 1992 data of NGC 6397, and X 19 in the 1992 data, all at countrates compatible with those of 1995. It also detects sources X 13/B and X 4/C in the 1991 data and in the 1992 data, labelling both as extended. The number of photons in sources B and C is rather small in these short observations. To limit the number of parameters in the fits to the central sources we demand that the distance between the fitted central sources in each model is the same as in the best fit to the 1995 data, but allow the fluxes to be different. The corresponding reductions in the number of fitted parameters for each model are indicated in Table 4.
We thus fit four models to each data set. For each year, the best model is set at $`\mathrm{\Delta }L0`$, and the quality of the other models for that year is determined with respect to this model. The results of our fitting are shown in Table 4. For the 1991 data, the models with five sources are comparable in quality, and the six-source model is not significantly better. For the 1992 data, Model III is marginally better (2 sigma) than Model I and significantly (3 sigma) better than Model II, whereas Model IV is of similar quality.
The fits to the earlier data confirm the conclusions that we draw on the basis of the observation of the long observation of 1995. Model I in which source X 4/C is separated into four components at free positions is acceptable for all three observations. Model II in which X 4/C is separated into four components at fixed relative distances of ID 1-3, is not acceptable for the 1992 data. Model IV in which X 4/C is separated into five components, four of which correspond to ID 1, ID 2, ID 3 and ID 6, also is acceptable for all observations. ID 2 is not required in 1992, and ID 6 is not required in 1991. The latter fact explains why ID 6 is not present in the analysis by Cool et al. (1993) of the 1991 data. These conclusions are confirmed by the countrates that Model IV ascribes to the different sources, listed in Table 5
To see whether we can confirm the existence of source A of Cool et al. (1993) we have also added the 1991 and 1992 observation (after shifting the 1992 observation by $`3\stackrel{}{.}5,1\stackrel{}{.}0`$ in $`\alpha ,\delta `$; compatible with the shift as determined by Cool et al.). We fit Model I to the added image, and compare it with the fit in which a source is added to model A. We find $`\mathrm{\Delta }L=10`$, which implies that source A is marginally significant at $`2.5\sigma `$. The position ($`+2\stackrel{s}{.}4,14^{\prime \prime }`$ with respect to source B) and countrate (0.4 counts/ks) that we find for source A are compatible with those given by Cool et al. (1993).
### 4.4 Sources not related to the cluster
HIP 86569 is a K1 IV/V star with $`V=9.44`$, $`BV=0.90`$, and a parallax of $`0.0167(18)^{\prime \prime }`$. Hipparcos discovered that this star is a close binary (separation $`0.19^{\prime \prime }`$) of stars with Hipparcos magnitudes $`H=10.17(9)`$ and $`10.47(11)`$, respectively. At a distance of 60 pc the observed ROSAT HRI countrate converts to an X-ray luminosity in the 0.5-2.5 keV band of $`L_\mathrm{x}4\times 10^{28}`$ erg s<sup>-1</sup> (for assumed 1.4 keV bremsstrahlung with no absorption). This is similar to the X-ray luminosities of single KV stars detected in the ROSAT All Sky Survey, such as HD 17925 (K1V) which has $`L_\mathrm{x}1.2\times 10^{29}`$ erg s<sup>-1</sup> (Hรผnsch et al. 1998).
### 4.5 Discussion
The core of NGC 6397 contains at least four X-ray sources detected with ROSAT, and possibly five. 1 cts ksec<sup>-1</sup> for a source at the distance and with the absorption column of NGC 6397, for an assumed 0.6 keV bremsstrahlung spectrum corresponds to a luminosity in the 0.5-2.5 keV band of $`2.2\times 10^{31}`$erg s<sup>-1</sup>. The faintest source we detect, X 4c, is at this level. The brightest source is X 13/B, at a luminosity of about $`6.8\times 10^{31}`$ erg s<sup>-1</sup>. These luminosities are at the bright end of the luminosity distribution for cataclysmic variables, such as the large sample investigated with ROSAT (Verbunt et al. 1997), as expected for an X-ray selected sample.
Of these sources, X 13 and X 4b have the same flux level in all three observations. Source X 4c is fainter in 1995. The identifications of X 4b and X 4c with cataclysmic variables ID 3 and ID 1 remains probable, as does the argument by Edmonds et al. (1999) that these systems are DQ Her type systems. The distance between X 4b and X 4c in Model I is marginally less than the distance between the proposed counterparts; it is tempting to speculate that this is due to a small X-ray flux contribution of a fourth cataclysmic variable (โCV 4โ) identified by Cool et al. (1998) and confirmed by Edmonds et al. (1999).
The new source X 4d has been detected in the 1995 observation because of the longer exposure; it may, but need not, be brighter in the 1995 observation than in 1991 and 1992.
If the remaining flux is assigned to one source X 4a, then this source is not identified, and was brighter in 1995 than in 1992. If the remaining flux is distributed over two sources X 4a and X 4e, the flux of X 4a may still be constant, and X 4a may be identified with the probably DQ Her type cataclysmic variable ID 2. In this case, the flux of X 4e has increased between 1991 and 1995. ID 6 was reported to vary by 1.1 magnitude in five hours by De Marchi & Paresce (1994), but was constant in a ten hour observation by Cool et al. (1998). It is suggested by Edmonds et al. (1999) that ID 6 is a undermassive helium white dwarf, probably in a binary. If it is a single helium white dwarf, it cannot be a variable X-ray source; if it is in a binary with a recycled radio pulsar, it also is unlikely to be a variable X-ray source; if it is in a binary with another white dwarf, then optical and X-ray variability can be due to variable mass transfer from that other white dwarf. However, it is also possible that not ID 6, but a nearby hitherto unidentified star in NGC 6397 is the X-ray source X 4e.
Whether source X 4a alone, or source X 4a and X 4e are present in the core of NGC 6397, and in the latter case whether X 4e is identical to ID 6 requires a better spatial resolution for the X-ray observations than provided by ROSAT.
## 5 NGC 6752
Two sources have been detected in the core and two near the core of NGC 6752 in a ROSAT HRI observation obtained in 1992 (Grindlay 1993); close to one of the core sources, two candidate cataclysmic variables have been identified on the basis of H $`\alpha `$ emission and variability on (presumably orbital) periods of 5.1 and 3.7 hrs (Bailyn et al. 1996).
### 5.1 Data analysis and source list
Two more observations of NGC 6752 have been obtained by us. Because the three observations have comparable length, we add them into a combined image which we analyse and use as a reference for the individual observations. To add the three observations we use the method outlined by Verbunt & Hasinger (1998), as follows. First we correct the data for each observation separately for the changed pixel size (see Sect. 2), analyse the resulting images and determine the offsets between sources detected in separate observations. Averaging these offsets we find (on the basis of sources X 3, X 13, X 4, and X 6) that the X-ray coordinates of the 1996 observation have to be shifted by $`d\alpha =0\stackrel{}{.}7\pm 0\stackrel{}{.}7`$ in right ascension and $`d\delta =+3\stackrel{}{.}6\pm 0\stackrel{}{.}7`$ in declination to be brought in line with the 1992 data. Similarly, the 1995 data (on the basis of the same sources plus X 14) must be shifted by $`d\alpha =+2\stackrel{}{.}4\pm 0\stackrel{}{.}7`$, $`d\delta =+1\stackrel{}{.}2\pm 0\stackrel{}{.}7`$. We apply these corrections to the pixel coordinates of the photons, and then add the three images into a combined image, which is analysed in the standard way. The resulting list of sources in given in Table 6.
We identify two sources with stars with accurate positions: X 19 is close to TYC 9071 228 1 (CD-60 7128), a star with $`V=9.99`$ and $`B=10.48`$, and X 11 is close to HIP 94235/HD 178085, a G0V star with $`V=8.38`$ and $`B=9.00`$. The latter identification was suggested already by Johnston et al. (1994) on the basis of the PSPC observation. The chance probability of finding a counterpart at these optical brightnesses is small, and we consider both identifications secure. The X-ray position of X 11 is affected by its proximity to the edge of the HRI detector. For this reason we use X 19 to tie the X-ray to the optical coordinates. X 19 is not found in any of the three individual observations, showing up only in the combined frame. It is a relatively weak source and its position accordingly has an error of $`1\stackrel{}{.}5`$ both in right ascension and in declination. The shift required to bring X 19 in coincidence with TYC 9071 228 1 is given in Table 1, and has been applied to all positions of the X-ray sources; the resulting positions are listed in Table 6. (The remaining offset between X 11 and HIP 94235 is within the nominal error for the right ascension, and within 2-sigma for the declination: note that the error is composed of the statistical uncertainties in the positions of both X 19 and X 11.)
The detection limit in the total observation is about $`0.7\times 10^{14}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$. An area with radius $`12\stackrel{}{.}5`$ in the ROSAT Deep Survey contains 25 sources brighter than this limit; we thus expect to find 0.6 in the region within the half-mass radius of NGC 6752, $`r_h2^{}`$. The sources in the core thus probably belong to the cluster, and possibly the two sources X 6/A and X 14/D as well.
### 5.2 Sources in the center of the cluster
Analysing the central source with the method described in Sect. 2, we find four significant sources (the increase in $`\mathrm{ln}L`$ is 29 both for the third and for the fourth source). This adds two sources to the two already described by Grindlay (1993). The position and fluxes of these sources are listed in Table 6; Fig. 7 shows the positions and X-ray contours of the center of NGC 6752, together with the positions of the two candidate cataclysmic variables found by Bailyn et al. (1996). The southern cataclysmic variable (โstar 1โ) is at $`3.8\pm 2.3^{\prime \prime }`$ from X 7a, and therefore remains a possible counterpart (assuming an error of 1<sup>โฒโฒ</sup> for the optical position, and taking into account the 2<sup>โฒโฒ</sup> error of X 19).
We have analysed the separate observations, keeping the position of the four central sources fixed at those of the co-added image (as listed in Table 6), but allowing their fluxes to vary. We do not find significant evidence for variation; due to the limited statistics we cannot exclude variations by a factor two.
A countrate of 1 cts ksec<sup>-1</sup> corresponds to a luminosity between 0.5 and 2.5 keV of $`4.6\times 10^{31}`$ erg s<sup>-1</sup> at the distance of NGC 6752 and for an assumed 0.6 keV bremsstrahlung spectrum. Thus, X 7a and X 7b have X-ray luminosities of about $`7.5\times 10^{31}`$ erg s<sup>-1</sup>, and X 21 and X 22 about a quarter of this. X 6 and X 14, the two sources outside the cluster core have luminosities of $`4.6\times 10^{31}`$ erg s<sup>-1</sup> and $`3.2\times 10^{31}`$ erg s<sup>-1</sup>, respectively, if they are in NGC 6752.
### 5.3 Sources not related to the cluster
The spectral type of TYC 9071 228 1 is not known; on the basis of its magnitude and colour ($`V=9.99`$, $`BV=0.5`$) the star could be a late F star at a distance of $`154`$ pc. At this distance and for an assumed unabsorbed 1.4 keV bremsstrahlung spectrum, the countrate of X 19 converts to an X-ray luminosity in the 0.5-2.5 keV band of $`3\times 10^{28}`$ erg s<sup>-1</sup>, a reasonable value for a late F main-sequence star (see e.g. the list of ROSAT detections of bright stars by Hรผnsch et al. 1998). The Tycho Catalogue marks this star with โunresolved duplicityโ, with visual magnitude varying between 9.51 and 10.88.
HIP 94235 has a significant parallax which puts it at 57 pc. Its countrate converts to an X-ray luminosity at that distance of about $`2\times 10^{29}`$ erg s<sup>-1</sup>, a normal X-ray luminosity for a G0V star.
Comparison of the ROSAT image with the USNO-A2 Catalogue gives a candidate identification for X 16, at a distance of $`2\stackrel{}{.}2`$, see Table 6. No other sources outside the cluster have been identified by us.
We have analysed the three separate HRI observations, and find no evidence for variablility, except for X 15, which in March 1992 had an X-ray flux about half of that observed in March 1995 and April 1996.
## 6 Liller 1
The globular cluster Liller 1 is a highly reddened cluster near the galactic center ($`A_\mathrm{V}9.5`$, $`d=8.6`$kpc, Frogel et al. 1995). It probably has undergone core collapse (Djorgovski 1993). Liller 1 harbours the Rapid Burster, a highly unusual recurrent transient. When discovered in 1977 the source emitted short ($`\text{ }<5`$ s) bursts of X-rays every $`10`$ s; in some later observations, e.g. Aug 1985, it emitted bursts of $`500`$ s separated by 1500-4000 s; and it has also been observed as a steady source. The bursts are interpreted as accretion events. In addition to these, thermonuclear bursts have also been detected, identifying the accreting star as a neutron star. A review of this remarkable source is given by Lewin et al. (1995). A low-luminosity X-ray source near Liller 1 is tentatively identified as the quiescent (low-state) counterpart of the Rapid Burster (Asai et al. 1996).
No source is detected in the cluster in our ROSAT HRI observation of the globular cluster Liller 1. Near the cluster center, no circle with radius of 5$`\mathrm{}`$ contains more than 4 photons. For an expected number of 10 photons, the probability of getting 4 or fewer photons is less than 4%. We thus take 10 as the 2-$`\sigma `$ upper limit to the number of photons, which with the effective exposure time is converted to an upper limit of 0.6 cts ksec<sup>-1</sup>.
Asai et al. (1996) report the detection on 1993 Aug 27 with ASCA of a source near Liller 1. For a powerlaw with photon index 2, absorbed by a column $`N_\mathrm{H}=10^{22}\mathrm{cm}^2`$, this source has an unabsorbed flux in the 2โ10 keV band of $`2.5_{0.8}^{+1.7}\times 10^{13}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$. For this spectrum our upper limit in the ROSAT HRI corresponds to a flux of $`1.4\times 10^{13}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$, slightly lower than the ASCA detection.
The ROSAT HRI detects a source with a countrate of 1 cts ksec<sup>-1</sup> about 4 from the cluster center. The statistical error in the position of this source is about 1<sup>โฒโฒ</sup>; the actual error is dominated by the error in the bore sight correction, which is about 5<sup>โฒโฒ</sup>. The ROSAT source is not compatible with the center of Liller 1, and also not compatible with the position of the Rapid Burster as determined with Einstein (see Table 7). The position of the ROSAT source coincides within the bore sight uncertainty with the O4 III(f) star HD 317889 (Vijapurkar & Drilling 1993). The star is in the Tycho Catalogue as TYC 7380 976 1. From the observed magnitude and colours ($`V=10.12`$, $`BV=0.92`$, $`UB=0.23`$, Drilling 1991) we estimate a reddening and distance of $`E(BV)1.2`$ and $`d3`$ kpc for HD 317889. The observed ROSAT HRI countrate is as expected for such a star, according to the general correlation between bolometric luminosity and X-ray luminosity of O stars: $`L_x10^7L_b`$ (e.g. Kudritzki et al. 1996). (HD 317888 is within 1<sup>โฒโฒ</sup> of the O4 star; we have not been able to find more information on this star.)
We can interpret the ROSAT and ASCA observations in two ways. The first and most likely is that ASCA indeed did detect the Rapid Burster in quiescence, or another low-luminosity source in Liller 1; and that ROSAT observed when this source had a lower flux level. In fact, variation of transients in their quiescent state is common (e.g. Campana et al. 1997). The star detected with ROSAT in this case is not detected with ASCA, presumably because its spectrum is too soft. The second interpretation is that ASCA in fact detected the star also detected with ROSAT, and not the quiescent counterpart of the Rapid Burster. The position of the ROSAT source is marginally compatible with that of the ASCA source; its countrate is exactly that predicted on the basis of the ASCA source. Dr. Asai has kindly communicated a new determination of the position of the X-ray source detected by ASCA, using new calibrations to improve the accuracy. This position, listed in Table 7, excludes the ROSAT source as a possible counterpart, and thus confirms that ASCA indeed detected a source in the cluster.
## 7 Summary and discussion
In the three low-reddened clusters $`\omega `$Cen, NGC 6397 and NGC 6752 we have detected a total of 17 dim X-ray sources, of which 5 are well outside the core. The X-ray luminosities of these sources are listed in Table 8, and plotted in Fig. 8. The interpretation of Fig. 8 must be made with some care. First, sources outside the core may not belong to the cluster; the faintest core source in $`\omega `$Cen may be a fore- or background source. Second, the conversion of observed countrate to luminosity depends on the assumed spectrum, and from PSPC observations we know that different sources have different spectral parameters (Johnston et al. 1994). For example, the 0.6 keV black body spectrum used for the sources in $`\omega `$Cen gives a 40% higher flux for the same countrate than an assumed 0.6 keV bremsstrahlung spectrum would give. The bremsstrahlung spectrum is used for the three other clusters. Third, the detection limits in NGC 6397, NGC 6752 and 47~Tuc are higher in the cores, where the point spread functions of sources overlap, than outside the core. Such a difference is not present in $`\omega `$Cen. Fourth, we show the average luminosity, and several sources are known to be variable.
With these points in mind, we note from Fig. 8 that in all clusters except possibly $`\omega `$Cen the most luminous sources appear to be in the cluster core. The main difference between $`\omega `$Cen and the other clusters is that the collision frequency in $`\omega `$Cen is so low that one expects no low-mass X-ray binaries in it, and that most cataclysmic variables in it will be evolved from primordial binaries (Verbunt & Meylan 1988, Davies 1997). In addition, the mass segregation in this cluster is very low. Thus in $`\omega `$Cen there is no marked difference between the core and the regions outside the core.
In each cluster we detect sources down to the detection limit; this suggests that more sensitive observations will detect more sources. In the cores of NGC 6397 and NGC 6752 the detection of more source will also require better imaging, so that the faint sources can be detected against the brighter ones. We do not detect a difference between the luminosities of sources in the collapsed globular cluster NGC 6397 and the much less concentrated globular cluster NGC 6752. On the other hand, the highly concentrated cluster 47 Tuc contains three sources which are an order of magnitude brighter than the brightest sources in NGC 6397 and NGC 6752.
Viable optical counterparts have been suggested for only five among the 26 sources shown in Fig. 8, all of them probable cataclysmic variables. We compare the ratio of X-ray flux to optical flux of these sources with the ratios measured for cataclysmic variables and for RS CVn systems in the Galactic Disk in Fig. 9. It is seen that the suggested optical counterparts for the sources in NGC 6397 and NGC 6752 lead to ratios which are compatible with those of cataclysmic variables, whereas those in 47 Tuc are too bright in X-rays, in agreement with Fig. 8. If these sources are indeed cataclysmic variables, their excessive X-ray luminosity needs to be explained; alternatively, the suggested identifications may be chance coincidences (as discussed by Verbunt & Hasinger 1998). All suggested counterparts lead to higher X-ray to optical flux ratios than those of RS CVn binaries.
The accurate positions that we determine for individual sources are valid for separately detected sources in particular. In the case of overlapping sources, we do not have unique solutions. Thus, in the core of NGC 6397 fits with 5 and 6 sources are both acceptable, at similar quality; and we cannot exclude that more sources contribute to the observed flux, which would invalidate our derived positions.
Binaries may reside away from the core either because the cluster has undergone little mass segregation, or because a three-body interaction (i.e. a close encounter of a binary with a single star) in the core has expelled the binary from the core (e.g. Hut et al. 1992). In the latter case the binary is expected to be eccentric immediately after being expelled; tidal forces may in time circularize the orbit again. Such binaries are only a minority of the overall binary population of a cluster; however, X-ray observations may preferably select such binaries if tidal forces act in them. Since sources away from the core can be fore- or background sources, optical identification of them is required to settle whether they belong to the cluster or not. Our accurate positions should help in finding such counterparts.
###### Acknowledgements.
We have made use of the ROSAT Data Archive of the Max Planck Institut fรผr extraterrestrische Physik at Garching; of the SIMBAD database operated at Centre de Donnรฉes astronomiques in Strasbourg; and of the Digitized Sky Surveys. For Hipparcos and Tycho data the CD-ROM Celestia, provided by ESA, was very helpful. We further thank Lucien Kuiper for discussions about the Maximum Likelihood algorithms, Marten van Kerkwijk for help with use of the Digitized Sky Surveys, and Dr. Asai for communication of the re-determination of the position of the ASCA source in Liller 1.
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# Resonant Activation Phenomenon for Non-Markovian Potential-Fluctuation Processes
\]http://www.fzu.cz/ novotnyt
(August 11, 2000)
## Abstract
We consider a generalization of the model by Doering and Gadoua to non-Markovian potential-switching generated by arbitrary renewal processes. For the Markovian switching process, we extend the original results by Doering and Gadoua by giving a complete description of the absorption process. For all non-Markovian processes having the first moment of the waiting time distributions, we get qualitatively the same results as in the Markovian case. However, for distributions without the first moment, the mean first passage time curves do not exhibit the resonant activation minimum. We thus come to the conjecture that the generic mechanism of the resonant activation fails for fluctuating processes widely deviating from Markovian.
The resonant activation phenomenon first reported by Doering and Gadoua doe-gad-prl-92 has attracted much attention. After the famous seminal paper various models exhibiting this phenomenon were considered and the conditions under which the phenomenon is present were intensively studied reimann . We consider a simple generalization of the original model by Doering and Gadoua to non-Markovian switching potentials generated by arbitrary renewal processes. That is, we study the solutions of the following stochastic differential equation
$$\frac{d}{dt}X(t)=FQ(t)+\xi (t),$$
(1)
where $`\xi (t)`$ is a Gaussian white noise process with $`\xi (t)\xi (t^{})=2\delta (tt^{})`$ and $`Q(t)`$ is a symmetric dichotomous noise jumping between $`\pm 1`$ according to a renewal process generated by arbitrary waiting time density $`f(t)`$ with the distribution function $`F(t)=_0^t๐\tau f(\tau )`$. We study both the stationary as well as non-stationary renewal processes. To make the process stationary we have to replace the first waiting time density by $`h(t)=\frac{1}{m_1}[1F(t)]`$ (the distribution function $`H(t)`$), whit $`m_1=_0^{\mathrm{}}๐ttf(t)`$. In non-stationary cases we take $`h(t)=f(t)`$. The diffusion described by the random process $`X(t)`$ takes place on a linear segment $`x(0,1)`$ with the reflecting wall at $`x=1`$ and absorbing wall at $`x=0`$.
First, we present the theory of the calculation of the switching-averaged Greenโs functions. More precisely, the motion within the safe domain $`x(0,1)`$ will be described by the state-of-potential resolved conditional densities $`G_{\alpha \beta }(x,y;t)`$, defined as
$$G_{\alpha \beta }(x,y;t)dx=\text{Prob}\{X(t)(x,x+dx)\text{ and }Q(t)=\alpha |X(0)=y\text{ and }Q(0)=\beta \},$$
(2)
with $`\alpha ,\beta =\pm `$. The subscripts specify the final ($`\alpha `$) and initial ($`\beta `$) state of the fluctuating potential while the arguments $`x,y`$ give the final ($`x`$) and initial ($`y`$) position of the diffusing particle. Because of the absorbing boundary at $`x=0`$ the total probability in the safe domain is not conserved. Instead, it gradually leaks out into the boundary. It is helpful to consider auxiliary quantities called boundary channels which describe the process of leaking of the probability out of the safe domain into the absorbing boundary. We may even distinguish two boundary channels according to the state of the fluctuating potential at the moment of the absorption event. In order to describe the dynamics of the channel filling processes, we introduce the boundary channel occupation Greenโs functions. These quantities are given by
$$\pi _{\alpha \beta }(y;t)=\text{Prob}\{X(t)\text{B}_\alpha |X(0)=y\text{ and }Q(0)=\beta \},$$
(3)
where the $`\text{B}_\pm `$ denote the corresponding boundary channels. Again, the second subscript ($`\beta `$) relates to the initial state of the potential while the first ($`\alpha `$) specifies the boundary channel in question. It is convenient to write these Greenโs functions in the form of 2-by-2 matrices denoted by the boldface letters $`๐(x,y;t)`$, $`๐ท(y;t)`$ in the next.
Assume for a moment that the potential is static, i.e. it is fixed in one of its two states. Then the above matrices which will play a role of unperturbed quantities are diagonal with the form $`๐^{(0)}(x,y;t)=\text{diag}(G_+^{(0)}(x,y;t),G_{}^{(0)}(x,y;t))`$, $`๐ท^{(0)}(y;t)=\text{diag}(\pi _+^{(0)}(y;t),\pi _{}^{(0)}(y;t))`$. The Greenโs functions $`G_\pm ^{(0)}(x,y;t)`$ are given simply by the Fokker-Planck equations for the fixed potentials supplemented by the boundary conditions. The boundary channel occupation probabilities $`\pi _\pm ^{(0)}(y;t)`$ are given by the global probability conservation condition
$$\pi _\pm ^{(0)}(y;t)=1_0^1๐xG_\pm ^{(0)}(x,y;t),$$
(4)
which may be put with the help of the appropriate Fokker-Planck equations in a local form reading
$$\begin{array}{cc}\hfill \frac{}{t}\pi _\pm ^{(0)}(y;t)& =\left(\frac{}{x}\pm F\right)G_\pm ^{(0)}(x,y;t)|_{x=0}\hfill \\ & =\frac{}{x}G_\pm ^{(0)}(x,y;t)|_{x=0}.\hfill \end{array}$$
(5)
The last but one expression gives a clear physical insight as the operator $`\frac{}{x}\pm F`$ is the probability current operator for the corresponding slope of the potential. Namely, the rate of the channel filling process equals the probability current into the absorbing boundary.
After these preparatory steps, let us focus on the construction of the full Greenโs functions for fluctuating potentials. Basically, our procedure consists of three steps. First, we shall assume an arbitrary fixed sequence of the potential-switching events and we shall follow the particle diffusion in the corresponding time dependent potential. Secondly, we attribute to any such evolution the probability weight of its realization. It is during this step that the properties of the underlying potential-switching process enter the calculation. Finally, we shall perform the averaging over the complete set of mutually exclusive evolutions. The averaged evolution is simply given by the sum over all possible evolutions weighted by the corresponding probabilities. This is a brief outline of the method of construction of trajectories introduced by Chvosta and Reineker in chv-rei-pha-99 , where also the full formalism can be found. The result of the procedure in our case is
$$\begin{array}{cc}\hfill ๐(t)& =(1H(t))๐^{(0)}(t)+_0^t๐t_1(1F(tt_1))๐^{(0)}(tt_1)๐h(t_1)๐^{(0)}(t_1)\hfill \\ & +_0^t๐t_1_0^{t_1}๐t_2(1F(tt_1))๐^{(0)}(tt_1)๐f(t_1t_2)๐^{(0)}(t_1t_2)๐h(t_2)๐^{(0)}(t_2)+\mathrm{},\hfill \end{array}$$
(6)
where the symbol โ$``$โ denotes the matrix operator multiplication, i.e. the matrix multiplication and the integration over the internal spatial variables, and where the matrix $`๐=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$ represents the switching event. The full evolution is represented as a sum of processes with zero, one, two, etc. potential switching events.
In the case of evaluation of the boundary channel occupations, i.e. the boundary channel part of the Greenโs function $`๐ท(y;t)`$, the above procedure of the construction of trajectories yields the proper whole set of mutually exclusive paths for the evolution of $`\frac{}{t}๐ท(y;t)`$, not for $`๐ท(y;t)`$ as one may see by a closer inspection. Repeating the averaging procedure (6) for $`\frac{}{t}๐ท(y;t)`$ and bearing in mind (5) we derive this simple relation between the boundary channel occupation and the safe domain parts of Greenโs functions
$$\frac{}{t}๐ท(y;t)=\frac{}{x}๐(x,y;t)|_{x=0}.$$
(7)
This formula expresses the local conservation law of probability for the composite diffusion and potential-fluctuation process.
The convolution structure of Greenโs function (6) enables to rewrite the above complicated time integrals structures via the Laplace transform into a simple geometrical series which may be formally summed up to the infinite order giving
$$\begin{array}{cc}\hfill ๐(z)& =[(1H)๐^{(0)}](z)+[(1F)๐^{(0)}](z)๐[h๐^{(0)}](z)\hfill \\ & +[(1F)๐^{(0)}](z)๐[f๐^{(0)}](z)๐[h๐^{(0)}](z)+\mathrm{}\hfill \\ & =[(1H)๐^{(0)}](z)+[(1F)๐^{(0)}](z)(\mathrm{๐}๐[f๐^{(0)}](z))^1๐[h๐^{(0)}](z),\hfill \end{array}$$
(8a)
$$๐ท(y;z)=\frac{1}{z}\frac{}{x}๐(x,y;z)|_{x=0}.$$
(8b)
Structures like $`[f๐^{(0)}](z)=_0^{\mathrm{}}๐te^{zt}f(t)๐^{(0)}(t)`$ mean a Laplace transform of the product. Equations (8) are our main result for Greenโs functions of the composite process. Solving them we get the complete information about the absorption process, i.e. the full description of the time evolution of the probability captured in the individual boundary channels.
In the following, we restrict ourselves mostly to a reduced information concerning the boundary channel occupations. Namely, we will consider the asymptotic boundary channel occupation quantities defined as
$$P_{\alpha \beta }(y)=\underset{t\mathrm{}}{lim}\pi _{\alpha \beta }(y;t)=\underset{z0}{lim}z\pi _{\alpha \beta }(y;z),\text{(ABCO)},$$
(9)
and also the first moments of the boundary channels occupation densities reading
$$\tau _{\alpha \beta }(y)=_0^{\mathrm{}}๐tt\frac{d\pi _{\alpha \beta }(y;t)}{dt}=\underset{z0}{lim}\frac{P_{\alpha \beta }(y)z\pi _{\alpha \beta }(y;z)}{z}.$$
(10)
These quantities are simply related to the mean first passage times $`\tau _\pm (y)`$ for respective initial conditions $`Q(0)=\pm `$ by
$$\tau _\pm (y)=\tau _{+\pm }(y)+\tau _\pm (y),\text{(MFPT)}.$$
(11)
For the Markovian case, the waiting time distribution functions are $`f(t)=h(t)=\mu e^{\mu t},\mathrm{\hspace{0.33em}1}F(t)=1H(t)=e^{\mu t}=\frac{f(t)}{\mu }`$. For any function $`G(t)`$ the following identity holds $`[fG](z)=_0^{\mathrm{}}๐te^{zt}f(t)G(t)=\mu G(z+\mu )`$. We use these properties in (8) to obtain
$$๐(z)=\left(\begin{array}{cc}\text{G}_+^0(z+\mu )^1& \mu \\ \mu & \text{G}_{}^0(z+\mu )^1\end{array}\right)^1.$$
(12)
Thus, for Greenโs function in the safe domain $`๐(z)`$, we simply get the matrix Fokker-Planck equation valid for the Markovian switching process (cf. Eq. (4) in doe-gad-prl-92 ).
We may proceed further to analytically evaluate $`\pi _{\alpha \beta }(y;z)`$ using (8b) from the knowledge of the Markovian Greenโs function. With the help of identities being satisfied by $`๐(z)`$ we come to the final analytic result for the time evolution of the boundary occupation $`๐ท(y;z)`$ reading
$$๐ท(y;z)=\frac{1}{z}๐_R^1(0,0;z)๐_R(0,y;z),\text{for }y(0,1)\text{ .}$$
(13)
This expression uses the Markovian Greenโs function $`๐_R(x,y;z)`$ for the diffusion in $`(\mathrm{},1)`$ with the reflecting wall at $`x=1`$ only.
Instead of quoting the full rather involved result for $`๐ท(y;z)`$, we only present the physically transparent expression for ABCO with the Doering-Gadoua initial condition $`y=1`$
$$\begin{array}{cc}\hfill P_{\alpha \beta }(1)& =[2\mu \mathrm{cosh}k+F^2]^1[\mu \mathrm{cosh}k+\alpha \beta \mu \hfill \\ & +\alpha \mu F(1\frac{\mathrm{sinh}k}{k})+\left(\frac{\alpha +\beta }{2}\right)^2F^2],\hfill \end{array}$$
(14)
with $`k=\sqrt{2\mu +F^2}`$. One can easily see that the probability conservation conditions for asymptotic times $`P_{+\beta }+P_\beta =1`$ are satisfied. We also verified that our expression (13) leads to the famous result for $`\tau `$ of Doering and Gadoua (10a-c). Moreover, we give here the analytic expression for ABCO for the โminusโ channel $`P_{}(1)=\frac{P_+(1)+P_{}(1)}{2}`$, a quantity analogous to that depicted in Fig. 4 of doe-gad-prl-92 as a result of the Monte Carlo simulation (for that calculation, DG used the potential switching between $`F_+=8\text{ and }F_{}=0`$)
$$P_{}(1)=\frac{2\mu k\mathrm{cosh}k+2\mu F\mathrm{sinh}k2\mu Fk+kF^2}{2k\left(2\mu \mathrm{cosh}k+F^2\right)}.$$
(15)
The curves of $`P_{}(1),\tau (1)`$ as functions of $`\mu `$ for $`F=8`$ are plotted in Fig. 1 for reference to be compared with other results generated by non-Markovian switching.
Next, we present the numerical results for several non-Markovian switching processes generated by various renewal processes governed by waiting time probability densities $`f(t)`$ normalized (except for one which cannot be normalized) so that the mean switching time equals $`\frac{1}{\mu }`$, i.e. $`_0^{\mathrm{}}๐ttf(t)=\frac{1}{\mu }`$. We evaluated the ABCO of the โminusโ channel $`P_{}(1)=\frac{P_+(1)+P_{}(1)}{2}`$ and the MFPT $`\tau (1)=\frac{\tau _+(1)+\tau _{}(1)}{2}=\frac{1}{2}_{\alpha ,\beta =\pm }\tau _{\alpha \beta }(1)`$ for the symmetric initial condition $`\text{Prob}\{Q(0)=\pm \}=\frac{1}{2}`$ and $`y=1`$ considered also in the Markovian case. To calculate these quantities we used a numerical solution of (8) employing the eigenmodes expansion of the unperturbed Greenโs functions. It is of interest to mention that for some specific waiting time distributions like $`\mathrm{\Gamma }_n`$ distributions used below, it would be possible to write down and solve in an analytic form the equations for Greenโs functions analogous to (12).
In the first set of pictures, Fig. 1, we plot the results for the ABCO and MFPT for the stationary processes generated by waiting time distributions decaying fast for $`t\mathrm{}`$. The waiting time distributions used here cover the $`\mathrm{\Gamma }_n`$ distributions $`f_{\mathrm{\Gamma }_n}(t)=\mu \frac{(n+1)^{(n+1)}}{n!}(\mu t)^ne^{(n+1)\mu t}`$ with $`n=0`$ (Markov case), $`1`$ and $`5`$, the delta-function distribution $`f_\delta (t)=\delta (t\frac{1}{\mu })`$ corresponding to the deterministic switching process, and a two-delta-function distribution $`f_{2\delta }(t)=\frac{1}{2}\delta (t\frac{1}{2\mu })+\frac{1}{2}\delta (t\frac{3}{2\mu })`$. One can see that the qualitative features of the Markovian case are preserved even for the considered non-Markovian switching potentials. Namely, both the wide resonant activation maximum in the ABCO curve as well as the resonant activation minimum in the MFPT curve are present in all cases with the shape changes attributable to the various variances of the used probability densities (compare $`\mathrm{\Gamma }_1`$, two-delta-functions, and $`\mathrm{\Gamma }_5`$ cases). We also performed the numerical simulations which fully confirmed our results.
Further, we performed the calculations for the waiting time distributions decaying slowly like power laws for large $`t`$, i.e. $`f_\alpha (t)t^\alpha `$ for large $`t`$ with $`\alpha =\frac{3}{2},\text{ }\frac{5}{2},\text{ }\frac{7}{2}`$. The exact expressions for these densities are: $`f_\alpha (t)=\frac{\mu }{\sqrt{2\pi }(\mu t)^\alpha }e^{{\scriptscriptstyle \frac{1}{2\mu t}}}`$ for $`\alpha =\frac{3}{2}`$,$`\frac{5}{2}`$ and $`f_{7/2}(t)=\frac{3\sqrt{3}}{\sqrt{2\pi \mu ^5t^7}}e^{{\scriptscriptstyle \frac{3}{2\mu t}}}`$. These densities do not have higher order moments for $`k\alpha 1`$. The distributions chosen above do not have moments starting from the first, the second, and the third, respectively. The results for these distributions, together with their non-stationary counterparts (for the $`\alpha =\frac{3}{2}`$ case, only the non-stationary result exists), are shown in Fig. 2. Moreover, we also present there the results of the Monte Carlo simulations for the $`\alpha =\frac{5}{2}`$ stationary case. One can see that the results are qualitatively the same as in previous cases for the both $`\alpha =\frac{7}{2}`$ cases (stat. and non-stat.) and the $`\alpha =\frac{5}{2}`$ non-stationary case. On the other hand, the $`\alpha =\frac{5}{2}`$ stationary case and the $`\alpha =\frac{3}{2}`$ case are qualitatively different since the resonant activation minimum in the MFPT curve is absent in these two cases. This shows that whenever a waiting time density with divergent first moment is involved (the stationary $`\alpha =\frac{5}{2}`$ case has $`h(t)`$ with divergent first moment) the generic resonant activation behaviour is spoiled. An analogous behaviour in physically different context was found by Barkai and Fleurov bar-fle-pre-97 .
To conclude we have presented the calculations of the resonant activation phenomenon for non-Markovian switching potentials generated by renewal processes with various waiting time densities. We found that the results are qualitatively the same for all switching processes except for those which are generated by the waiting time densities with divergent first moment. For those processes the resonant activation minimum in the MFPT curve is not present. The method used for the calculations may be easily extended for general potential profiles and different boundary conditions.
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# Contents
## 1 Introduction.
In the last decade we have seen an enormous progress in understanding non-perturbative effects both in supersymmetric field theories and superstring theories. When we talk about non-perturbative effects, we usually mean solitons and instantons, whose masses and actions, respectively, are inversely proportional to the coupling constant. Therefore, these effects become important in the strongly coupled regime. The typical examples of solitons are the kink and the magnetic monopole in field theory, and the D-branes in supergravity or superstring theories. In the context of supersymmetry, these solutions preserve one half of the supersymmetry and are therefore BPS. As for instantons, we have the Yang-Mills (YM) instantons , and there are various kinds of instantons in string theory, of which the D-instantons are the most important for these lectures.
In more general terms, without referring to supersymmetry, instantons are solutions to the field equations in euclidean space with finite action, and describe tunneling processes in Minkowski space-time from one vacuum at time $`t_1`$ to another vacuum at time $`t_2`$. The simplest model to consider is a quantum mechanical system with a double well potential having two vacua. Classically there is no trajectory for a particle to interpolate between the two vacua, but quantum mechanically tunneling occurs. The tunneling amplitude can be computed in the WKB approximation, and is typically exponentially suppressed. In the euclidean picture, after performing a Wick rotation, the potential is turned upside down, and it is possible for a particle to propagate between the two vacua, as described by the classical solution to the equations of motion (see e.g. ).
Also in YM theories, instantons are known to describe tunneling processes between different vacua, labeled by an integer winding number, and lead to the introduction of the CP-violating $`\theta `$-term . It was hoped that instantons could shed some light on the mechanism of quark confinement. Although this was successfully shown in three-dimensional gauge theories , the role of instantons in relation to confinement in four dimensions is much more obscure. Together with the non-perturbative chiral $`U(1)`$ anomaly in the instanton background, which led to baryon number violation and the solution to the $`U(1)`$ problem , instantons have shown their relevance to phenomenological models like QCD and the Standard Model. To avoid confusion, note that the triangle chiral anomalies in perturbative field theories in Minkowski space-time are canceled by choosing suitable multiplets of fermions. There are, however, also chiral anomalies at the non-perturbative level. It is hard to compute the non-perturbative terms in the effective action which lead to a breakdown of the chiral symmetry by using methods in Minkowski space-time. However, by using instantons in euclidean space, one can relatively easy determine these terms. As we shall see, due to the presence of instantons there are fermionic zero modes (and also bosonic zero modes) which appear in the path integral measure. One must saturate these integrals and this leads to correlation functions of composite operators with fermion fields which do violate the chiral $`U(1)`$ symmetry. The new non-perturbative terms are first computed in euclidean space, but then continued to Minkowski space where they give rise to new physical effects . They have the following form in the effective action
$`S_{\mathrm{eff}}\mathrm{exp}\left\{{\displaystyle \frac{8\pi ^2}{g^2}}\left(1+๐ช(g^2)\right)+i\theta \right\}\left(\lambda \lambda \right)^n,`$ (1.1)
where $`n`$ depends on the number of fermionic zero modes. The prefactor is due to the classical instanton action and is clearly non-perturbative. The terms indicated by $`๐ช(g^2)`$ are due to standard radiative corrections computed by using Feynman graphs in an instanton background. The term $`\left(\lambda \lambda \right)^n`$ involving the chiral spinor $`\lambda `$ comes from saturating the integration in the path integral over the fermionic collective coordinates and violates in general the chiral symmetry. On top of (1.1) we have to add the contributions from anti-instantons, generating $`\left(\overline{\lambda }\overline{\lambda }\right)^n`$ terms in the effective action. As we shall discuss, in euclidean space the chiral and anti-chiral spinors are independent, but in Minkowski space-time they are related by complex conjugation, and one needs the sum of instanton and anti-instanton contributions to obtain a hermitean action.
In these lectures we will mainly concentrate on supersymmetric YM theories, especially on the $`๐ฉ=4`$ $`SU(N)`$ SYM theory, and its large $`N`$ limit. Instantons in $`๐ฉ=1,2`$ models have been extensively studied in the past, and still are a topic of current research. For the $`๐ฉ=1`$ models, one is mainly interested in the calculation of the superpotential and the gluino condensate . In some specific models, instantons also provide a mechanism for supersymmetry breaking , see for a recent review on these issues. In the case of $`๐ฉ=2`$, there are exact results for the prepotential , which acquires contributions from all multi-instanton sectors. These predictions were successfully tested in the one-instanton sector in , and for two-instantons in .
Our interest in $`๐ฉ=4`$ SYM is twofold. On the one hand, since this theory is believed to be S-dual , one expects that the complete effective action, including all instanton and anti-instanton effects, organizes itself into an $`SL(2,๐)`$ invariant expression. It would be important to test this explicitly using standard field-theoretical techniques. On the other hand, not unrelated to the previous, we are motivated by the AdS/CFT correspondence . In this picture, D-instantons in type IIB supergravity are related to YM-instantons in the large $`N`$ limit . By making use of the work by Green et al. on D-instantons , definite predictions come out for the large $`N`$ SYM theory, which were successfully tested to leading order in the coupling constant, in the one-instanton sector in , and for multi-instantons in . Although these calculations are already sufficiently complicated, it is nevertheless desirable to go beyond leading order, such that one can obtain exact results for certain correlation functions at the non-perturbative level. This will be the guideline for our subsequent investigation.
The lectures are set up as follows. In section 2, we discuss the bosonic YM instanton solution for $`SU(N)`$ and relate the counting of bosonic collective coordinates to the index of the Dirac operator. Section 3 deals with fermionic collective coordinates, parametrizing the solutions of the Dirac equation in the background of an instanton. We write down explicit formulae for these solutions in the one-instanton sector and elaborate further on the index of the Dirac operator. For multi-instantons, one must use the ADHM construction , which is beyond the scope of these lectures. There are already comprehensive reviews on this topic . Section 4 gives a treatment of the zero modes and the one-instanton measure on the moduli space of collective coordinates. We explain in detail the normalization of the zero modes since it is crucial for the construction of the measure. In section 5 we discuss the one-loop determinants in the background of an instanton, arising from integrating out the quantum fluctuations. We then apply this to supersymmetric theories, and show that the determinants for all supersymmetric YM theories cancel each other .
Starting from section 6, we apply the formalism to $`๐ฉ=4`$ SYM theory. We explicitly construct the euclidean action, and discuss in detail the reality conditions on the bosonic and fermionic fields. In section 7, we set up an iteration procedure in Grassmann collective coordinates to solve the equations of motion. For the gauge group $`SU(2)`$ this iteration amounts to applying successive ordinary and conformal supersymmetry transformations on the fields. However, in the case of $`SU(N)`$ not all solutions can be obtained by means of supersymmetry, and we solve the equations of motions explicitly. Then, in section 8, we show how to compute correlation functions, and discuss the large $`N`$ limit. Finally, in section 9, we briefly discuss D-instantons in type IIB supergravity, both in flat space and in an $`AdS_5\times S^5`$ curved background, and perform checks on the AdS/CFT correspondence.
After a short outlook we present a few appendices where we set up our conventions and give a detailed derivation of some technical results in order to make the paper self-contained.
## 2 Classical euclidean solutions and collective coordinates.
### 2.1 Generalities.
We start with some elementary facts about instantons in $`SU(N)`$ Yang-Mills theories. The action, continued to euclidean space, is
$$S=\frac{1}{2g^2}d^4x\text{tr}F_{\mu \nu }F_{\mu \nu }.$$
(2.1)
We have chosen traceless anti-hermitean $`N`$ by $`N`$ generators satisfying $`[T_a,T_b]=f_{abc}T_c`$ with real structure constants and $`\mathrm{tr}\left\{T_aT_b\right\}=\frac{1}{2}\delta _{ab}`$. For instance, for $`SU(2)`$, one has $`T_a=\frac{i}{2}\tau _a`$, where $`\tau _a`$ are the Pauli matrices. Notice that the action is positive. Further conventions are $`๐_\mu Y=_\mu Y+[A_\mu ,Y]`$ for any Lie algebra valued field $`Y`$, and $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu +[A_\mu ,A_\nu ]`$, such that $`F_{\mu \nu }=[๐_\mu ,๐_\nu ]`$. The euclidean metric is $`\delta _{\mu \nu }=\mathrm{diag}(+,+,+,+)`$. In (2.1), the only appearance of the coupling constant is in front of the action.
By definition, a Yang-Mills instanton is a solution to the euclidean equations of motion with finite action. The equations of motion read
$$๐_\mu F_{\mu \nu }=0.$$
(2.2)
To find solutions with finite action, we require that the field strength tends to zero at infinity, hence the gauge fields asymptotically approaches a pure gauge <sup>1</sup><sup>1</sup>1 Another way of satisfying the finite action requirement is to first formulate the theory on a compactified $`๐^4`$, by adding and identifying points at infinity. Then the topology is that of the four-sphere, since $`๐^4\mathrm{}S^4`$. The stereographic map from $`๐^4\mathrm{}`$ to $`S^4`$ preserves the angles, and is therefore conformal. Also the YM action is conformally invariant, implying that the field equations on $`๐^4\mathrm{}`$ are the same as on $`S^4`$. The finiteness requirement is satisfied when the gauge potentials can be smoothly extended from $`๐^4`$ to $`S^4`$. The action is then finite because $`S^4`$ is compact and $`A_\mu `$ is smooth on the whole of the four-sphere.
$$A_\mu \stackrel{x^2\mathrm{}}{=}U^1_\mu U,$$
(2.3)
for some $`USU(N)`$.
There is actually a way of classifying fields which satisfy this boundary condition. It is known from homotopy theory (the Pontryagin class) that all gauge fields with vanishing field strength at infinity can be classified into sectors characterized by an integer number
$$k=\frac{1}{16\pi ^2}d^4x\text{tr}F_{\mu \nu }{}_{}{}^{}F_{\mu \nu }^{},$$
(2.4)
where $`{}_{}{}^{}F_{\mu \nu }^{}=\frac{1}{2}ฯต_{\mu \nu \rho \sigma }F_{\rho \sigma }`$ is the dual field strength, and $`ฯต_{1234}=1`$. The derivation of this result can be found in Appendix B. As a part of the proof, one can show that the integrand in (2.4) is the divergence of the current
$$K_\mu =\frac{1}{8\pi ^2}ฯต_{\mu \nu \rho \sigma }\text{tr}A_\nu \left(_\rho A_\sigma +\frac{2}{3}A_\rho A_\sigma \right).$$
(2.5)
The four-dimensional integral in (2.4) then reduces to an integral over a three-sphere at infinity, and one can use (2.3) to show that the integer $`k`$ counts how many times this sphere covers the gauge group three-sphere $`S^3SU(2)SU(N)`$. In more mathematical terms, the integer $`k`$ corresponds to the third homotopy group $`\pi _3(SU(2))=๐`$.
Since we require instantons to have finite action, they satisfy the above boundary conditions at infinity, and hence they are classified by an integer number $`k`$, called the instanton number or topological charge. Gauge potentials leading to field strengths with different instanton number can not be related by gauge transformations. This follows from the fact that the instanton number is a gauge invariant quantity.
We now show that, in a given topological sector, there is a unique solution to the field equations, the (anti-)instanton, that minimizes the action. This is the field configuration which has (anti-)selfdual field strength
$$F_{\mu \nu }=\pm {}_{}{}^{}F_{\mu \nu }^{}=\pm \frac{1}{2}ฯต_{\mu \nu \rho \sigma }F_{\rho \sigma }.$$
(2.6)
This equation is understood in euclidean space, where $`(^{})^2=1`$. In Minkowski space there are no solutions to the selfduality equations since $`(^{})^2=1`$. So, as seen from (2.4), instantons (with selfdual field strength) have $`k>0`$ whereas anti-instantons (with anti-selfdual field strength) have $`k<0`$. To see that this configuration is indeed the unique minimum of the action, we perform a trick similar to the one used for deriving the BPS bound for solitons:
$`S`$ $`=`$ $`{\displaystyle \frac{1}{2g^2}}{\displaystyle d^4x\text{tr}F^2}={\displaystyle \frac{1}{4g^2}}{\displaystyle d^4x\text{tr}(F{}_{}{}^{}F)^2}{\displaystyle \frac{1}{2g^2}}{\displaystyle d^4x\text{tr}F{}_{}{}^{}F}`$ (2.7)
$``$ $`{\displaystyle \frac{1}{2g^2}}{\displaystyle d^4x\text{tr}F{}_{}{}^{}F}={\displaystyle \frac{8\pi ^2}{g^2}}|k|,`$
where the equality is satisfied if and only if the field strength is (anti-)selfdual. The action is then $`S_{\mathrm{cl}}=(8\pi ^2/g^2)|k|`$, and has the same value for the instanton as well as for the anti-instanton. However, in euclidean space, we can also add a theta-angle term to the action, which reads
$$S_\theta =i\frac{\theta }{16\pi ^2}d^4x\text{tr}F_{\mu \nu }{}_{}{}^{}F_{}^{\mu \nu }=\pm i\theta |k|.$$
(2.8)
The plus or minus sign corresponds to the instanton and anti-instanton respectively, so the theta angle distinguishes between them.
It is worth mentioning that the energy-momentum tensor for a selfdual field strength is always zero
$$\mathrm{\Theta }_{\mu \nu }=\frac{2}{g^2}\text{tr}\left\{F_{\mu \rho }F_{\nu \rho }\frac{1}{4}\delta _{\mu \nu }F_{\rho \sigma }F_{\rho \sigma }\right\}=0.$$
(2.9)
This follows from the observation that the instanton action $`d^4xF^2=d^4x{}_{}{}^{}FF`$ is metric independent. The vanishing of the energy-momentum tensor is consistent with the fact that instantons are topological in nature. It also implies that instantons do not curve euclidean space, as follows from the Einstein equations.
Note that we have not shown that all the solutions of (2.2) with finite action are given by instantons, i.e. by selfdual field strengths. In principle there could be configurations which are local minima of the action, but are neither selfdual nor anti-selfdual. No such examples of exact solutions have been found in the literature so far.
### 2.2 The $`k=1`$ instanton in $`SU(2)`$.
An explicit construction of finite action solutions of the euclidean classical equations of motion was given by Belavin et al. . The gauge configuration for one-instanton ($`k=1`$) in $`SU(2)`$ is
$$A_\mu ^a(x;x_0,\rho )=2\frac{\eta _{\mu \nu }^a(xx_0)_\nu }{(xx_0)^2+\rho ^2},$$
(2.10)
where $`x_0`$ and $`\rho `$ are arbitrary parameters called collective coordinates. They correspond to the position and the size of the instanton. The above expression solves the selfduality equations for any value of the collective coordinates. Notice that it is regular for $`x=x_0`$, as long as $`\rho 0`$. The antisymmetric eta-symbols are defined as (see Appendix A for more of their properties)
$`\eta _{\mu \nu }^a=ฯต_{\mu \nu }^a`$ $`\mu ,\nu =1,2,3,`$ $`\eta _{\mu 4}^a=\eta _{4\mu }^a=\delta _\mu ^a,`$
$`\overline{\eta }_{\mu \nu }^a=ฯต_{\mu \nu }^a`$ $`\mu ,\nu =1,2,3,`$ $`\overline{\eta }_{\mu 4}^a=\overline{\eta }_{4\mu }^a=\delta _\mu ^a.`$ (2.11)
The $`\eta `$ and $`\overline{\eta }`$-tensors are selfdual and anti-selfdual respectively, for each index $`a`$. They form a basis for the antisymmetric four by four matrices, and we have listed their properties in Appendix A. The gauge transformation corresponding to (2.3) is simply $`U(x)=\sigma _\mu x_\mu /\sqrt{x^2}`$, where the sigma matrices are given by $`\sigma _\mu =(\stackrel{}{\tau },i)`$.
The field strength corresponding to this gauge potential is
$$F_{\mu \nu }^a=4\eta _{\mu \nu }^a\frac{\rho ^2}{[(xx_0)^2+\rho ^2]^2},$$
(2.12)
and it is selfdual. Notice that the special point $`\rho =0`$, called zero size instantons, leads to zero field strength and corresponds to pure gauge. This point must be excluded from the instanton moduli space of collective coordinates, since it is singular. Finally one can compute the action by integrating the density
$$\text{tr}F_{\mu \nu }F^{\mu \nu }=96\frac{\rho ^4}{[(xx_0)^2+\rho ^2]^4}.$$
(2.13)
Using the integral given at the end of Appendix A, one finds that this indeed corresponds to $`k=1`$.
One can also consider the instanton in singular gauge, for which
$$A_\mu ^a=2\frac{\rho ^2\overline{\eta }_{\mu \nu }^a(xx_0)_\nu }{(xx_0)^2[(xx_0)^2+\rho ^2]}=\overline{\eta }_{\mu \nu }^a_\nu \mathrm{ln}\left\{1+\frac{\rho ^2}{(xx_0)^2}\right\}.$$
(2.14)
This gauge potential is singular for $`x=x_0`$, where it approaches a pure gauge configuration $`A_\mu \stackrel{xx_0}{=}U_\mu U^1`$ with $`U(xx_0)`$ given before. Moreover this gauge group transformation relates the regular gauge instanton (2.10) to the singular one (2.14) at all points. The field strength in singular gauge is then (taking the instanton position zero, $`x_0=0`$, otherwise replace $`xxx_0`$)
$$F_{\mu \nu }^a=\frac{4\rho ^2}{(x^2+\rho ^2)^2}\left\{\overline{\eta }_{\mu \nu }^a2\overline{\eta }_{\mu \rho }^a\frac{x_\rho x_\nu }{x^2}+2\overline{\eta }_{\nu \rho }^a\frac{x_\rho x_\mu }{x^2}\right\}.$$
(2.15)
Notice that, despite the anti-selfdual eta-tensors, the field strength is still selfdual, as can be seen by using the properties of the eta-tensors given in Appendix A. Singular gauge is frequently used, because, as we will see later, the instanton measure can be computed most easily in this gauge. One can compute the winding number again in singular gauge. Then one finds that there is no contribution coming from infinity. Instead, all the winding is coming from the singularity at the origin.
At first sight it seems there are five collective coordinates. There are however extra collective coordinates corresponding to the gauge orientation. In fact, one can act with an $`SU(2)`$ matrix on the solution (2.10) to obtain another solution,
$$A_\mu (x;x_0,\rho ,\stackrel{}{\theta })=U\left(\stackrel{}{\theta }\right)A_\mu (x;x_0,\rho )U^{}\left(\stackrel{}{\theta }\right),USU(2).$$
(2.16)
One might think that, since this configuration is gauge equivalent to the expression given above, it should not be considered as a new solution. This is not true however, the reason is that, after we fix the gauge, we still have left a rigid $`SU(2)`$ symmetry which acts as in (2.16). So in total there are eight collective coordinates, also called moduli.
In principle, one could also act with the (space-time) rotation matrices $`SO(4)`$ on the instanton solution, and construct new solutions. However, as was shown by Jackiw and Rebbi , these rotations can be undone by suitably chosen gauge transformations. If one puts together the instanton and anti-instanton in a four by four matrix, the gauge group $`SU(2)`$ can be extended to $`SO(4)=(SU(2)\times SU(2))/Z_2`$, which is the same as the euclidean rotation group. A similar analysis holds for the other generators of the conformal group. In fact, Jackiw and Rebbi showed that for the (euclidean) conformal group $`SO(5,1)`$, the subgroup $`SO(5)`$ consisting of rotations and combined special conformal transformation with translations ($`R^\mu K^\mu +P^\mu `$), leaves the instanton invariant, up to gauge transformations. This leads to a 5 parameter instanton moduli space $`SO(5,1)/SO(5)`$, which is the euclidean version of the five-dimensional anti-de Sitter space $`AdS_5`$. The coordinates on this manifold correspond to the four positions and the size $`\rho `$ of the instanton. On top of that, there are still three gauge orientation collective coordinates, yielding a total of eight moduli.
### 2.3 The $`k=1`$ instanton in $`SU(N)`$.
Instantons in $`SU(N)`$ can be obtained by embedding $`SU(2)`$ instantons into $`SU(N)`$. For instance, a particular embedding is given by the following $`N`$ by $`N`$ matrix
$$A_\mu ^{SU(N)}=\left(\begin{array}{cc}0& 0\\ 0& A_\mu ^{SU(2)}\end{array}\right).$$
(2.17)
Of course this is not the most general solution, as one can choose different embeddings. One could act with a general $`SU(N)`$ element on the solution (2.17) and obtain a new one. Some of them correspond to a different embedding <sup>2</sup><sup>2</sup>2There are also embeddings which can not be obtained by $`SU(N)`$ or any other similarity transformations. They are completely inequivalent, but correspond to higher instanton numbers $`k`$ . Since we do not cover multi-instantons in these lectures, these embeddings are left out of the discussion here. inside $`SU(N)`$. Not all elements of $`SU(N)`$ generate a new solution. There is a stability group that leaves (2.17) invariant, acting only on the zeros, or commuting trivially with the $`SU(2)`$ embedding. Such group elements should be divided out, so we consider, for $`N>2`$,
$$A_\mu ^{SU(N)}=U\left(\begin{array}{cc}0& 0\\ 0& A_\mu ^{SU(2)}\end{array}\right)U^{},U\frac{SU(N)}{SU(N2)\times U(1)}.$$
(2.18)
One can now count the number of collective coordinates. From counting the dimension of the coset space in (2.18), one finds there are $`4N5`$ angles. Together with the position and the scale of the $`SU(2)`$ solution, we find in total $`4N`$ collective coordinates.
It is instructive to work out the example of $`SU(3)`$. Here we use the eight Gell-Mann matrices $`\{\lambda _\alpha \},\alpha =1,\mathrm{},8`$. The first three $`\lambda _a,a=1,2,3`$, form an $`SU(2)`$ algebra and are used to define the $`k=1`$ instanton by contracting (2.10) with $`\lambda _a`$. The generators $`\lambda _4,\mathrm{},\lambda _7`$ form two doublets under this $`SU(2)`$, and can be used to generate new solutions. Then there is $`\lambda _8`$, which is a singlet, corresponding to the $`U(1)`$ factor in (2.18). It commutes with the $`SU(2)`$ subgroup spanned by $`\lambda _a`$, and so it belongs to the stability group leaving the instanton invariant. For $`SU(3)`$ there are seven gauge orientation zero modes.
The question then arises whether or not these are all the solutions. To find this out, one can study deformations of the solution (2.17), $`A_\mu +\delta A_\mu `$, and see if they preserve selfduality. Expanding to first order in the deformation, this leads to the condition
$$๐_\mu \delta A_\nu ๐_\nu \delta A_\mu ={}_{}{}^{}(๐_\mu \delta A_\nu ๐_\nu \delta A_\mu ),$$
(2.19)
where the covariant derivative depends only on the original classical solution.
In addition we require that the new solution is not related to the old one by a gauge transformation. This can be achieved by requiring that the deformations are orthogonal to any gauge transformation $`๐_\mu \mathrm{\Lambda }`$, for any function $`\mathrm{\Lambda }`$, i.e.
$$d^4x\text{tr}๐_\mu \mathrm{\Lambda }\delta A_\mu =0.$$
(2.20)
After partial integration the orthogonality requirement leads to the usual background field gauge condition
$$๐_\mu \delta A^\mu =0.$$
(2.21)
Bernard et al. in have studied the solutions of (2.19) subject to the condition (2.21) using the Atiyah-Singer index theorem. Index theory turns out to be a useful tool when counting the number of solutions to a certain linear differential equation of the form $`\widehat{D}T=0`$, where $`\widehat{D}`$ is some differential operator and $`T`$ is a tensor. We will elaborate on this in the next subsection and also when studying fermionic collective coordinates. The ultimate result of is that there are indeed $`4Nk`$ solutions, leading to the above constructed $`4N`$ (for $`k=1`$) collective coordinates. An assumption required to apply index theorems is that the space has to be compact. One must therefore compactify euclidean space to a four-sphere $`S^4`$, as was also mentioned in footnote 1.
### 2.4 Bosonic collective coordinates and the Dirac operator.
In this section we will make more precise statements on how to count the number of solutions to the selfduality equations, by relating it to the index of the Dirac operator. A good reference on this topic is .
The problem is to study the number of solutions to the (anti-)selfduality equations with topological charge $`k`$. As explained in the last subsection, we study deformations of a given classical solution $`A_\mu ^{\mathrm{cl}}+\delta A_\mu `$. Let us denote $`\varphi _\mu \delta A_\mu `$ and $`f_{\mu \nu }๐_\mu \varphi _\nu ๐_\nu \varphi _\mu `$. The covariant derivative here contains only $`A_\mu ^{\mathrm{cl}}`$. The constraints on the deformations of an anti-instanton <sup>3</sup><sup>3</sup>3Note on conventions: We are switching here, and in the remainder, from instantons to anti-instantons. The reason has to do with the conventions for the $`\sigma _\mu `$ and $`\overline{\sigma }_\mu `$ matrices as defined in the text (see also Appendix A). Our conventions are different from most of the instanton literature, but are in agreement with the literature on supersymmetry. Due to this, we obtain the somewhat unfortunate result that $`\sigma _{\mu \nu }`$ is anti-selfdual, while $`\eta _{\mu \nu }^a`$ is selfdual. For this reason, we will choose to study anti-instantons. can then be written as
$$\eta _{\mu \nu }^af_{\mu \nu }=0,๐_\mu \varphi _\mu =0.$$
(2.22)
The first of this equation says that the selfdual part of $`f_{\mu \nu }`$ must vanish. It also means that the deformation cannot change the anti-instanton into an instanton. It will prove convenient to use quaternionic notation
$$\mathrm{\Phi }^{\alpha \beta ^{}}=\varphi _\mu \sigma _\mu ^{\alpha \beta ^{}},$$
(2.23)
with $`\sigma _\mu =(\stackrel{}{\tau },i)`$, and $`\overline{\sigma }_\mu =(\stackrel{}{\tau },i)`$. These sigma matrices satisfy $`\sigma _\mu \overline{\sigma }_\nu +\sigma _\nu \overline{\sigma }_\mu =2\delta _{\mu \nu }`$ and
$$\sigma _{\mu \nu }\frac{1}{2}\left(\sigma _\mu \overline{\sigma }_\nu \sigma _\nu \overline{\sigma }_\mu \right)=i\overline{\eta }_{\mu \nu }^a\tau ^a,\overline{\sigma }_{\mu \nu }\frac{1}{2}\left(\overline{\sigma }_\mu \sigma _\nu \overline{\sigma }_\nu \sigma _\mu \right)=i\eta _{\mu \nu }^a\tau ^a,$$
(2.24)
so $`\sigma _{\mu \nu }`$ and $`\overline{\sigma }_{\mu \nu }`$ are anti-selfdual and selfdual respectively. The constraints on the deformations can then be rewritten as a quaternion valued Dirac equation
$$\overline{)}\overline{๐}\mathrm{\Phi }=0,$$
(2.25)
with $`\overline{)}\overline{๐}=\overline{\sigma }^\mu ๐_\mu `$. We can represent the quaternion by
$$\mathrm{\Phi }=\left(\begin{array}{cc}a& b^{}\\ b& a^{}\end{array}\right),$$
(2.26)
with $`a`$ and $`b`$ complex adjoint-valued functions. Then (2.25) reduces to two adjoint spinor equations, one for
$$\lambda =\left(\genfrac{}{}{0pt}{}{a}{b}\right)\overline{)}\overline{๐}\lambda =0,$$
(2.27)
and one for $`i\sigma ^2\lambda ^{}`$. Conversely, for each spinor solution $`\lambda `$ to the Dirac equation, one shows that also $`i\sigma ^2\lambda ^{}`$ is a solution. Therefore, the number of solutions for $`\mathrm{\Phi }`$ is twice the number of solutions for a single two-component adjoint spinor. So, the problem of counting the number of bosonic collective coordinates is now translated to the computation of the Dirac index, which we will discuss in the next section.
## 3 Fermionic collective coordinates and the index theorem.
Both motivated by the counting of bosonic collective coordinates, as argued in the last section, and by the interest of coupling YM theory to fermions, we study the Dirac equation in the presence of an anti-instanton. We start with a Dirac fermion $`\psi `$, in an arbitrary representation (adjoint, fundamental, etc) of the gauge group, and consider the Dirac equation in the presence of an anti-instanton background
$$\gamma _\mu ๐_\mu ^{\mathrm{cl}}\psi =\overline{)}๐^{\mathrm{cl}}\psi =0.$$
(3.1)
The Dirac spinor can be decomposed into its chiral and anti-chiral components
$$\lambda \frac{1}{2}\left(1+\gamma ^5\right)\psi ,\overline{\chi }\frac{1}{2}\left(1\gamma ^5\right)\psi .$$
(3.2)
A euclidean representation for the Clifford algebra is given by <sup>4</sup><sup>4</sup>4In euclidean space the Lorentz group decomposes according to $`SO(4)=SU(2)\times SU(2)`$. The spinor indices $`\alpha `$ and $`\alpha ^{}`$ correspond to the doublet representations of these two $`SU(2)`$ factors. As opposed to Minkowski space, $`\alpha `$ and $`\alpha ^{}`$ are not in conjugate representations.
$$\gamma ^\mu =\left(\begin{array}{cc}0& i\sigma ^{\mu \alpha \beta ^{}}\\ i\overline{\sigma }_{\alpha ^{}\beta }^\mu & 0\end{array}\right),\gamma ^5=\gamma ^1\gamma ^2\gamma ^3\gamma ^4=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right).$$
(3.3)
The Dirac equation then becomes
$$\overline{)}\overline{๐}^{\mathrm{cl}}\lambda =0,\overline{)}๐^{\mathrm{cl}}\overline{\chi }=0,$$
(3.4)
where $`\overline{)}๐`$ is a two by two matrix.
### 3.1 The index of the Dirac operator.
We now show that in the presence of an anti-instanton (recall the footnote 3), (3.4) has solutions for $`\lambda `$, but not for $`\overline{\chi }`$. Conversely, in the background of an instanton, $`\overline{)}๐`$ has zero modes, but $`\overline{)}\overline{๐}`$ has not. The argument goes as follows. Given a zero mode $`\overline{\chi }`$ for $`\overline{)}๐`$, it also satisfies $`\overline{)}\overline{๐}\overline{)}๐\overline{\chi }=0`$. In other words, the kernel $`\mathrm{ker}\overline{)}๐\mathrm{ker}\left\{\overline{)}\overline{๐}\overline{)}๐\right\}`$. Now we evaluate
$$\overline{)}\overline{๐}\overline{)}๐=\overline{\sigma }_\mu \sigma _\nu ๐_\mu ๐_\nu =๐^2+\overline{\sigma }_{\mu \nu }F_{\mu \nu },$$
(3.5)
where we have used $`\overline{\sigma }_\mu \sigma _\nu +\overline{\sigma }_\nu \sigma _\mu =2\delta _{\mu \nu }`$, and $`\overline{\sigma }_{\mu \nu }`$ is defined as in (2.24). But notice that the anti-instanton field strength is anti-selfdual whereas the tensor $`\overline{\sigma }_{\mu \nu }`$ is selfdual, so the second term vanishes. From this it follows that $`\overline{\chi }`$ satisfies $`๐^2\overline{\chi }=0`$. Now we can multiply with its conjugate $`\overline{\chi }^{}`$ and integrate to get, after partial integration and assuming that the fields go to zero at infinity, $`d^4x\left|๐_\mu \overline{\chi }\right|^2=0`$. From this it follows that $`\overline{\chi }`$ is covariantly constant, and so $`F_{\mu \nu }^{a,\mathrm{cl}}T_a\overline{\chi }=0`$. This implies that $`\eta _{\mu \nu }^aT_a\overline{\chi }=0`$, and hence $`T_a\overline{\chi }=0`$ for all $`T_a`$. We conclude that $`\overline{\chi }=0`$. Stated differently, $`๐^2`$ is a positive definite operator and has no zero modes (with vanishing boundary conditions). This result is independent of the representation of the fermion.
For the $`\lambda `$-equation, we have $`\overline{)}๐\overline{)}\overline{๐}\lambda =0`$, i.e. $`\mathrm{ker}\overline{)}\overline{๐}\mathrm{ker}\left\{\overline{)}๐\overline{)}\overline{๐}\right\}`$, and compute
$$\overline{)}๐\overline{)}\overline{๐}=๐^2+\sigma _{\mu \nu }F_{\mu \nu }.$$
(3.6)
This time the second term does not vanish in the presence of an anti-instanton, so zero modes are possible. Knowing that $`\overline{)}๐`$ has no zero modes, one easily concludes that $`\mathrm{ker}\overline{)}\overline{๐}=\mathrm{ker}\left\{\overline{)}๐\overline{)}\overline{๐}\right\}`$. Now we can count the number of solutions using index theorems. The index of the Dirac operator is defined as
$$\mathrm{Ind}\overline{)}\overline{๐}=\mathrm{dim}\left\{\mathrm{ker}\overline{)}\overline{๐}\right\}\mathrm{dim}\left\{\mathrm{ker}\overline{)}๐\right\}.$$
(3.7)
This index will give us the relevant number, since the second term is zero. There are several ways to compute its value, and we represent it by
$$\mathrm{Ind}\overline{)}\overline{๐}=\text{tr}\left\{\frac{M^2}{\overline{)}๐\overline{)}\overline{๐}+M^2}\frac{M^2}{\overline{)}\overline{๐}\overline{)}๐+M^2}\right\},$$
(3.8)
where $`M`$ is an arbitrary parameter. The trace stands for a sum over group indices, spinor indices, and includes an integration over space-time. We can in fact show that this expression is independent of $`M`$. The reason is that the operators $`\overline{)}๐\overline{)}\overline{๐}`$ and $`\overline{)}\overline{๐}\overline{)}๐`$ have the same spectrum for non-zero eigenvalues. Indeed, if $`\psi `$ is an eigenfunction of $`\overline{)}\overline{๐}\overline{)}๐`$, then $`\overline{)}๐\psi `$ is an eigenfunction of $`\overline{)}๐\overline{)}\overline{๐}`$ with the same eigenvalue and $`\overline{)}๐\psi `$ does not vanish. Conversely, if $`\psi `$ is an eigenfunction of $`\overline{)}๐\overline{)}\overline{๐}`$, then $`\overline{)}\overline{๐}\psi `$ does not vanish and is an eigenfunction of $`\overline{)}\overline{๐}\overline{)}๐`$ with the same eigenvalue. This means that there is a pairwise cancellation in (3.8) coming from the sum over eigenstates with non-zero eigenvalues. So the only contribution is coming from the zero modes, for which the first term simply gives one for each zero mode, and the second term vanishes because there are no zero modes. The result is then clearly independent of $`M`$, and moreover, it is an integer, namely $`\mathrm{dim}\left\{\mathrm{ker}\overline{)}\overline{๐}\right\}`$.
In the basis of the four-dimensional Dirac matrices, the index can be written as
$$\mathrm{Ind}\overline{)}\overline{๐}=\text{tr}\left\{\frac{M^2}{\overline{)}๐^2+M^2}\gamma _5\right\}.$$
(3.9)
Because this expression is independent of $`M^2`$, we might as well evaluate it in the large $`M^2`$ limit. The calculation is then identical to the calculation of the chiral anomaly, and we will not repeat it here. The results are well known, and depend on the representation of the generators,
$$\mathrm{Ind}\overline{)}\overline{๐}=\frac{1}{16\pi ^2}d^4xF_{\mu \nu }^a{}_{}{}^{}F_{\mu \nu }^{b}\text{tr}(T_aT_b),$$
(3.10)
which yields
$`\mathrm{Ind}_{\mathrm{adj}}\overline{)}\overline{๐}`$ $`=`$ $`2Nk,\text{adjoint},`$
$`\mathrm{Ind}_{\mathrm{fund}}\overline{)}\overline{๐}`$ $`=`$ $`k,\text{fundamental}.`$ (3.11)
This also proves the fact that there are $`4Nk`$ bosonic collective coordinates, as mentioned in the last subsection.
### 3.2 Construction of the fermionic instanton.
In this subsection we will construct the solutions to the Dirac equation explicitly. Because we only know the gauge field for $`k=1`$ explicitly, we can only construct the fermionic zero modes for the single anti-instanton case. For an $`SU(2)`$ adjoint fermion, there are 4 zero modes, and these can be written as
$$\lambda ^\alpha =\frac{1}{2}\sigma _{\mu \nu \beta }^\alpha \left(\xi ^\beta \overline{\eta }_\gamma ^{}\overline{\sigma }_\rho ^{\gamma ^{}\beta }(xx_0)^\rho \right)F_{\mu \nu }.$$
(3.12)
Actually, this expression also solves the Dirac equation for higher order $`k`$, but there are additional solutions, $`4k`$ in total for $`SU(2)`$. The four fermionic collective coordinates are denoted by $`\xi ^\alpha `$ and $`\overline{\eta }_\gamma ^{}`$, where $`\alpha ,\gamma ^{}=1,2`$ are spinor indices in euclidean space. They can somehow be thought of as the fermionic partners of the translational and dilatational collective coordinates in the bosonic sector. These solutions take the same form in any gauge, one just takes the corresponding gauge for the field strength. For $`SU(N)`$, there are a remaining of $`2\times (N2)`$ zero modes, and their explicit form depends on the chosen gauge. In regular gauge, with color indices $`u,v=1,\mathrm{},N`$ explicitly written, the gauge field is (setting $`x_0=0`$, otherwise replace $`xxx_0`$)
$$A_{\mu }^{}{}_{}{}^{u}{}_{v}{}^{}=A_\mu ^a\left(T_a\right)^u{}_{v}{}^{}=\frac{\sigma _{\mu \nu v}^ux_\nu }{x^2+\rho ^2},\sigma _{\mu \nu v}^u=\left(\begin{array}{cc}0& 0\\ 0& \sigma _{\mu \nu \beta }^\alpha \end{array}\right).$$
(3.13)
Then the corresponding fermionic instanton reads
$$\lambda _{}^{\alpha }{}_{}{}^{u}{}_{v}{}^{}=\frac{\rho }{\sqrt{(x^2+\rho ^2)^3}}\left(\mu ^u\delta ^\alpha {}_{v}{}^{}+ฯต^{\alpha u}\overline{\mu }_v\right).$$
(3.14)
Here we have introduced Grassmann collective coordinates (GCC)
$$\mu ^u=(\mu ^1,\mathrm{},\mu ^{N2},0,0),ฯต^{\alpha u}=(0,\mathrm{},0,ฯต^{\alpha \beta ^{}})\text{with}N2+\beta ^{}=u,$$
(3.15)
and similarly for $`\overline{\mu }`$. The canonical dimension of $`\mu `$ is chosen to be $`1/2`$.
In singular gauge, the gauge field is
$$A_{\mu u}{}_{}{}^{v}=\frac{\rho ^2}{x^2(x^2+\rho ^2)}\overline{\sigma }_{\mu \nu u}{}_{}{}^{v}x_{\nu }^{}.$$
(3.16)
Notice that the position of the color indices is different from that in regular gauge. This is due to the natural position of indices on the sigma matrices. The fermionic anti-instanton in singular gauge reads
$$\lambda _{}^{\alpha }{}_{u}{}^{}{}_{}{}^{v}=\frac{\rho }{\sqrt{x^2(x^2+\rho ^2)^3}}(\mu _ux^{\alpha v}+x_{}^{\alpha }{}_{u}{}^{}\overline{\mu }^v),$$
(3.17)
where for fixed $`\alpha `$, the $`N`$-component vectors $`\mu _u`$ and $`x^{\alpha v}`$ are given by
$$\mu _u=(\mu _1,\mathrm{},\mu _{N2},0,0),x^{\alpha v}=(0,\mathrm{},0,x^\mu \sigma _\mu ^{\alpha \beta ^{}})\text{with}N2+\beta ^{}=v.$$
(3.18)
Further, $`x_{}^{\alpha }{}_{u}{}^{}=x^{\alpha v}ฯต_{vu}`$ and $`\overline{\mu }^v`$ also has $`N2`$ nonvanishing components. The particular choice of zeros in the last two entries corresponds to the chosen embedding of the $`SU(2)`$ instanton inside $`SU(N)`$. Notice that the adjoint field $`\lambda `$ is indeed traceless in its color indices. This follows from the observation that $`\lambda `$ only has non-zero entries on the off-diagonal blocks inside $`SU(N)`$.
Depending on whether or not there is a reality condition on $`\lambda `$ in euclidean space, the $`\mu `$ and $`\overline{\mu }`$ are related by complex conjugation. We will illustrate this in a more concrete example when we discuss instantons in $`๐ฉ=4`$ SYM theory.
We should also mention that while the bosonic collective coordinates are related to the rigid symmetries of the theory, this is not obviously true for the fermionic collective coordinates, although, as we will see later, the $`\xi `$ and $`\overline{\eta }`$ collective coordinates can be obtained by supersymmetry and superconformal transformations in SYM theories.
A similar construction holds for a fermion in the fundamental representation. Now there is only one fermionic collective coordinate, which we denote by $`๐ฆ`$. The explicit expression, in singular gauge, is
$$(\lambda ^\alpha )_u=\frac{\rho }{\sqrt{x^2(x^2+\rho ^2)^3}}x_{}^{\alpha }{}_{u}{}^{}๐ฆ.$$
(3.19)
## 4 Zero modes and the measure.
In the following two sections we will show how to set up and do (one-loop) perturbation theory around an (anti)-instanton. As a first step, in this section, we will discuss the zero mode structure and show how to reduce the path integral measure over instanton field configurations to an integral over the moduli space of collective coordinates, closely following . In the next section, we compute the fluctuations around an anti-instanton background.
### 4.1 Normalization of the zero modes.
In order to construct the zero modes and discuss perturbation theory, we first decompose the fields into a background part and quantum fields
$$A_\mu =A_\mu ^{\mathrm{cl}}(\gamma )+A_\mu ^{\mathrm{qu}}.$$
(4.1)
Here $`\gamma _i`$ denote a set of collective coordinates, and, for gauge group $`SU(N)`$, $`i=1,\mathrm{},4Nk`$. Before we make the expansion in the action, we should also perform gauge fixing and introduce ghosts, $`c`$, and anti-ghosts, $`b`$. We choose the background gauge condition
$$๐_\mu ^{\mathrm{cl}}A_\mu ^{\mathrm{qu}}=0.$$
(4.2)
Then the action, expanded up to quadratic order in the quantum fields, is of the form
$$S=\frac{8\pi ^2}{g^2}+\frac{1}{g^2}\text{tr}d^4x\left\{A_\mu ^{\mathrm{qu}}M_{\mu \nu }^{\mathrm{cl}}A_\nu ^{\mathrm{qu}}2bM^{\mathrm{gh}}c\right\},$$
(4.3)
with $`M^{\mathrm{gh}}=๐^2`$ and
$`M_{\mu \nu }`$ $`=`$ $`๐^2\delta _{\mu \nu }+2F_{\mu \nu }`$ (4.4)
$`=`$ $`\left(๐^2\delta _{\mu \nu }๐_\nu ๐_\mu +F_{\mu \nu }\right)+๐_\mu ๐_\nu M_{\mu \nu }^1+M_{\mu \nu }^2,`$
where we have dropped the subscript $`\mathrm{cl}`$. Here, $`M^1`$ stands for the quadratic operator coming from the classical action, and $`M^2`$ corresponds to the gauge fixing term.
In making an expansion as in (4.3), we observe the existence of zero modes (i.e. eigenfunctions of the operator $`M_{\mu \nu }`$ with zero eigenvalues),
$$Z_\mu ^{(i)}\frac{A_\mu ^{\mathrm{cl}}}{\gamma _i}+๐_\mu ^{\mathrm{cl}}\mathrm{\Lambda }^i,$$
(4.5)
where the $`\mathrm{\Lambda }^i`$-term is chosen to keep $`Z_\mu `$ in the background gauge, so that
$$๐_\mu ^{\mathrm{cl}}Z_\mu ^{(i)}=0.$$
(4.6)
The first term in (4.5) is a zero mode of $`M^1`$, as follows from taking the derivative with respect to $`\gamma _i`$ of the field equation. The $`๐_\mu \mathrm{\Lambda }`$ term is also a zero mode of $`M^1`$, since it is a pure gauge transformation. The sum of the two terms is also a zero mode of $`M^2`$, because $`\mathrm{\Lambda }`$ is chosen such that $`Z_\mu `$ is in the background gauge.
Due to these zero modes, we cannot integrate the quantum fluctuations, since the corresponding determinants would give zero and yield divergences in the path integral. They must therefore be extracted from the quantum fluctuations, in a way we will describe in a more general setting in the next subsection. It will turn out to be important to compute the matrix of inner products
$$U^{ij}Z^{(i)}|Z^{(j)}\frac{2}{g^2}d^4x\text{tr}\left\{Z_\mu ^{(i)}Z^{\mu (j)}\right\}.$$
(4.7)
We now evaluate this matrix for the anti-instanton. For the four translational zero modes, one can easily keep the zero mode in the background gauge by choosing $`\mathrm{\Lambda }^\mu =A_\mu ^{\mathrm{cl}}`$. Indeed,
$$Z_\mu ^{(\nu )}=\frac{A_\mu ^{\mathrm{cl}}}{x_{0}^{}{}_{\nu }{}^{}}+๐_\mu A_\nu ^{\mathrm{cl}}=_\nu A_\mu ^{\mathrm{cl}}+๐_\mu A_\nu ^{\mathrm{cl}}=F_{\mu \nu }^{\mathrm{cl}},$$
(4.8)
which satisfies the background gauge condition. The norm of this zero mode is
$$U^{\mu \nu }=\frac{8\pi ^2|k|}{g^2}\delta ^{\mu \nu }=S_{\mathrm{cl}}\delta ^{\mu \nu }.$$
(4.9)
This result actually holds for any $`k`$, and arbitrary gauge group.
Now we consider the dilatational zero mode corresponding to $`\rho `$ and limit ourselves to $`k=1`$. Taking the derivative with respect to $`\rho `$ leaves the zero mode in the background gauge, so we can set $`\mathrm{\Lambda }^\rho =0`$. In singular gauge we have
$$Z_\mu ^{(\rho )}=2\frac{\rho \overline{\sigma }_{\mu \nu }x_\nu }{(x^2+\rho ^2)^2}.$$
(4.10)
Using the integral given in Appendix A, one easily computes that
$$U^{\rho \rho }=\frac{16\pi ^2}{g^2}=2S_{\mathrm{cl}}.$$
(4.11)
The gauge orientation zero modes can be obtained from (2.16). By expanding<sup>5</sup><sup>5</sup>5Note the factor 2 in the exponent. This is to make the normalization the same as in . In that paper, the generators are normalized as $`\text{tr}T_aT_b=2\delta _{ab}`$ (versus $`1/2`$ in our conventions), and there is no factor of two in the exponent. If we leave out the factor of 2 in the exponent, then subsequent formula for the norms of the gauge orientation zero modes will change, but this would eventually be compensated by the integration over the angles $`\theta ^a`$, such that the total result remains the same. See Appendix C for more details. $`U(\theta )=\mathrm{exp}(2\theta ^aT_a)`$ infinitesimally in (2.16) we get
$$\frac{A_\mu }{\theta ^a}=2[A_\mu ,T_a],$$
(4.12)
which is not in the background gauge. To satisfy (4.6) we have to add appropriate gauge transformations, which differ for different generators of $`SU(N)`$. First, for the $`SU(2)`$ subgroup corresponding to the instanton embedding, we add
$$\mathrm{\Lambda }^a=2\frac{\rho ^2}{x^2+\rho ^2}T_a,$$
(4.13)
and find that
$$Z_\mu ^{(a)}=2๐_\mu \left[\frac{x^2}{x^2+\rho ^2}T_a\right].$$
(4.14)
We have given the zero mode by working infinitesimally in $`\theta ^a`$. One should be able to redo the analysis for finite $`\theta `$, and we expect the result to be an $`SU(2)`$ rotation on (4.14), which drops out under the trace in the computation of the zero mode norms. One can now show, using (A.11) that the zero mode (4.14) is in the background gauge, and its norm reads
$$U^{ab}=\delta ^{ab}2\rho ^2S_{\mathrm{cl}}.$$
(4.15)
It is also fairly easy to prove that there is no mixing between the different modes, i.e. $`U^{\mu (\rho )}=U^{\mu a}=U^{(\rho )a}=0`$.
The matrix $`U^{ij}`$ for $`SU(2)`$ is eight by eight, with non-vanishing entries
$$U^{ij}=\left(\begin{array}{ccc}\delta ^{\mu \nu }S_{\mathrm{cl}}& & \\ & 2S_{\mathrm{cl}}& \\ & & 2\delta ^{ab}\rho ^2S_{\mathrm{cl}}\end{array}\right)_{[8]\times [8]},$$
(4.16)
and the square root of the determinant is
$$\sqrt{U}=2^2S_{\mathrm{cl}}^4\rho ^3=\frac{2^{14}\pi ^8\rho ^3}{g^8}.$$
(4.17)
Now we consider the remaining generators of $`SU(N)`$ by first analyzing the example of $`SU(3)`$. There are seven gauge orientation zero modes, three of which are given in (4.14) by taking for $`T_a`$ ($`i/2`$) times the first three Gell-Mann matrices $`\lambda _1,\lambda _2,\lambda _3`$. For the other four zero modes, corresponding to $`\lambda _4,\mathrm{},\lambda _7`$, the formula (4.12) still holds, but we have to change the gauge transformation in order to keep the zero mode in background gauge,
$$\mathrm{\Lambda }^k=2\left[\sqrt{\frac{x^2}{x^2+\rho ^2}}1\right]T_k,k=4,5,6,7,$$
(4.18)
with $`T_k=(i/2)\lambda _k`$. The difference in $`x`$-dependence of the gauge transformations (4.13) and (4.18) is due to the change in commutation relations. Namely, $`_{a=1}^3[\lambda _a,[\lambda _a,\lambda _\beta ]]=(3/4)\lambda _\beta `$ for $`\beta =4,5,6,7`$, whereas it is $`2\lambda _\beta `$ for $`\beta =1,2,3`$. As argued before, there is no gauge orientation zero mode associated with $`\lambda _8`$, since it commutes with the $`SU(2)`$ embedding. The zero modes are then
$$Z_\mu ^{(k)}=2๐_\mu \left[\sqrt{\frac{x^2}{x^2+\rho ^2}}T_k\right],k=4,5,6,7,$$
(4.19)
with norms
$$U^{kl}=\delta ^{kl}\rho ^2S_{\mathrm{cl}},$$
(4.20)
and are orthogonal to (4.14), such that $`U^{ka}=0`$.
This construction easily generalizes to $`SU(N)`$. One first chooses an $`SU(2)`$ embedding, and this singles out 3 generators. The other generators can then be split into $`2(N2)`$ doublets under this $`SU(2)`$ and the rest are singlets. There are no zero modes associated with the singlets, since they commute with the chosen $`SU(2)`$. For the doublets, each associated zero mode has the form as in (4.19), with the same norm $`\rho ^2S_{\mathrm{cl}}`$. This counting indeed leads to $`4N5`$ gauge orientation zero modes. Straightforward calculation for the square-root of the complete determinant then yields
$$\sqrt{U}=\frac{2^{6N+2}}{\rho ^5}\left(\frac{\pi \rho }{g}\right)^{4N}.$$
(4.21)
This ends the discussion about the (bosonic) zero mode normalization.
### 4.2 Measure of collective coordinates.
We now construct the measure on the moduli space of collective coordinates, and show how the matrix $`U`$ plays the role of a Jacobian. We first illustrate the idea for a generic system without gauge invariance, with fields $`\varphi ^A`$, and action $`S[\varphi ]`$. We expand around the instanton solution
$$\varphi ^A(x)=\varphi _{\mathrm{cl}}^A(x,\gamma )+\varphi _{\mathrm{qu}}^A(x,\gamma ).$$
(4.22)
The collective coordinate is denoted by $`\gamma `$ and, for notational simplicity, we assume there is only one. At this point the fields $`\varphi _{\mathrm{qu}}^A`$ can still depend on the collective coordinate, as it can include zero modes. The action, up to quadratic terms in the quantum fields is
$$S=S_{\mathrm{cl}}+\frac{1}{2}\varphi _{\mathrm{qu}}^AM_{AB}\left(\varphi _{\mathrm{cl}}\right)\varphi _{\mathrm{qu}}^B.$$
(4.23)
The operator $`M`$ has zero modes given by
$$Z^A=\frac{\varphi _{\mathrm{cl}}^A}{\gamma },$$
(4.24)
since $`MZ`$ is just the derivative of the field equation with respect to the collective coordinate. More generally, if the operator $`M`$ is hermitean, it has a set of eigenfunctions $`F_\alpha `$ with eigenvalues $`ฯต_\alpha `$,
$$MF_\alpha =ฯต_\alpha F_\alpha .$$
(4.25)
One of the solutions is of course the zero mode $`Z=F_0`$ (we are suppressing the index $`A`$) with $`ฯต_0=0`$. Any function can be written in the basis of eigenfunctions, in particular the quantum fields,
$$\varphi _{\mathrm{qu}}^A=\underset{\alpha }{}\xi _\alpha F_\alpha ^A,$$
(4.26)
with some coefficients $`\xi _\alpha `$. The eigenfunctions have norms, determined by their inner product
$$F_\alpha |F_\beta =d^4xF_\alpha (x)F_\beta (x).$$
(4.27)
The eigenfunctions can always be chosen orthogonal, such that $`F_\alpha |F_\beta =\delta _{\alpha \beta }u_\alpha `$. The action then becomes
$$S=S_{\mathrm{cl}}+\frac{1}{2}\underset{\alpha }{}\xi _\alpha \xi _\alpha ฯต_\alpha u_\alpha .$$
(4.28)
If there would be a coupling constant in the action (4.23), then we rescale the inner product with the coupling, such that (4.28) still holds. This is done in (4.7), where also a factor of 2 is brought in, but it cancels after taking the trace. The measure is defined as
$$\left[d\varphi \right]\underset{\alpha =0}{}\sqrt{\frac{u_\alpha }{2\pi }}d\xi _\alpha .$$
(4.29)
We now perform the gaussian integration over the $`\xi _\alpha `$ and get
$$\left[d\varphi \right]e^{S[\varphi ]}=\sqrt{\frac{u_0}{2\pi }}๐\xi _0e^{S_{\mathrm{cl}}}(\stackrel{}{det}M)^{1/2}.$$
(4.30)
One sees that if there would be no zero modes, it produces the correct result, namely the determinant of $`M`$. In the case of zero modes, the determinant of $`M`$ is zero, and the path integral would be ill-defined. Instead, we must leave out the zero mode in $`M`$, take the amputated determinant (denoted by $`det^{}`$), and integrate over the mode $`\xi _0`$.
The next step is to convert the $`\xi _0`$ integral to an integral over the collective coordinate $`\gamma `$. This can be done by inserting unity into the path integral . Consider the identity
$$1=๐\gamma \delta \left(f(\gamma )\right)\frac{f}{\gamma },$$
(4.31)
which holds for any (invertible) function $`f(\gamma )`$. Taking $`f(\gamma )=\varphi \varphi _{\mathrm{cl}}(\gamma )|Z`$, (recall that the original field $`\varphi `$ is independent of $`\gamma `$), we get
$$1=๐\gamma \left(u_0\varphi _{\mathrm{qu}}|\frac{Z}{\gamma }\right)\delta \left(\varphi _{\mathrm{qu}}|Z\right)=๐\gamma \left(u_0\varphi _{\mathrm{qu}}|\frac{Z}{\gamma }\right)\delta \left(\xi _0u_0\right).$$
(4.32)
This trick is somehow similar to the Faddeev-Popov trick for gauge fixing. In the semiclassical approximation, the second term between the brackets is subleading and we will neglect it<sup>6</sup><sup>6</sup>6It will appear however as a two loop contribution. To see this, one first writes this term in the exponential, where it enters without $`\mathrm{}`$, so it is at least a one loop effect. Then, $`\varphi _{\mathrm{qu}}`$ has a part proportional to the zero mode, which drops out by means of the delta function insertion. The other part of $`\varphi _{\mathrm{qu}}`$ is genuinely quantum and contains a power of $`\mathrm{}`$ (which we have suppressed). Therefore, it contributes at two loops .. This leads to
$$\left[d\varphi \right]e^S=๐\gamma \sqrt{\frac{u_0}{2\pi }}e^{S_{\mathrm{cl}}}\left(\stackrel{}{det}M\right)^{1/2}.$$
(4.33)
For a system with more zero modes $`Z^i`$ with norms-squared $`U^{ij}`$, the result is
$$\left[d\varphi \right]e^S=\underset{i=1}{}\frac{d\gamma ^i}{\sqrt{2\pi }}\left(detU\right)^{1/2}e^{S_{\mathrm{cl}}}\left(\stackrel{}{det}M\right)^{1/2}.$$
(4.34)
Notice that this result is invariant under rescalings of $`Z`$, which can be seen as rescalings on the collective coordinates. More generally, the matrix $`U^{ij}`$ can be interpreted as the metric on the moduli space of collective coordinates. The measure is then invariant under general coordinate transformations on the moduli space.
This expression for the measure also generalizes to systems with fermions. The only modifications are dropping the factors of $`\sqrt{2\pi }`$ (because gaussian integration over fermions does not produce this factor), and inverting the determinants.
One can repeat the analysis for gauge theories to show that (4.34) also holds for Yang-Mills instantons in singular gauge. For regular gauges, there are some modifications due to the fact that the gauge orientation zero mode functions $`\mathrm{\Lambda }^a`$ do not fall off fast enough at infinity. This is explained in , and we will not repeat it here. For this reason, it is more convenient to work in singular gauge.
The collective coordinate measure for $`k=1`$ $`SU(N)`$ YM theories, without the determinant from integrating out the quantum fluctuations which will be analyzed in the next section, is now
$$\frac{2^{4N+2}\pi ^{4N2}}{(N1)!(N2)!}\frac{1}{g^{4N}}d^4x_0\frac{d\rho }{\rho ^5}\rho ^{4N}.$$
(4.35)
This formula contains the square-root of the determinant of $`U`$, $`4N`$ factors of $`1/\sqrt{2\pi }`$, and we have also integrated out the gauge orientation zero modes. This may be done only if we are evaluating gauge invariant correlation functions. The result of this integration follows from the volume of the coset space
$$\mathrm{Vol}\left\{\frac{SU(N)}{SU(N2)\times U(1)}\right\}=\frac{\pi ^{2N2}}{(N1)!(N2)!}.$$
(4.36)
The derivation of this formula can be found in Appendix C, and is based on .
### 4.3 The fermionic measure.
Finally we construct the measure on the moduli space of fermionic collective coordinates. For the $`\xi `$ zero modes (3.12), one finds
$$Z_{(\beta )}^\alpha =\frac{\lambda ^\alpha }{\xi ^\beta }=\frac{1}{2}\sigma _{\mu \nu \beta }^\alpha F_{\mu \nu }.$$
(4.37)
The norms of these two zero modes are given by
$$(U_\xi )_{\beta }^{}{}_{}{}^{\gamma }=\frac{2}{g^2}d^4x\text{tr}\left\{Z_{(\beta )}^\alpha Z_\alpha ^{(\gamma )}\right\}=4S_{\mathrm{cl}}\delta _{\beta }^{}{}_{}{}^{\gamma },$$
(4.38)
where we have used the expression (4.7). This produces a term in the measure <sup>7</sup><sup>7</sup>7Sometimes one finds in the literature that $`U_\xi =2S_{\mathrm{cl}}`$. This is true when one uses the conventions for Grassmann integration $`d^2\xi \xi ^\alpha \xi ^\beta =\frac{1}{2}ฯต^{\alpha \beta }`$. In our conventions $`d^2\xi d\xi ^1d\xi ^2`$.
$$๐\xi ^1๐\xi ^2\left(4S_{\mathrm{cl}}\right)^1,$$
(4.39)
So the Jacobian for the $`\xi `$ zero modes is given by $`U_\xi =4S_{\mathrm{cl}}`$, and the result (4.39) actually holds for any $`k`$.
For the $`\overline{\eta }`$ zero modes, we obtain, using some algebra for the $`\sigma `$-matrices,
$$(U_{\overline{\eta }})_\alpha ^{}{}_{}{}^{\beta ^{}}=8S_{\mathrm{cl}}\delta _\alpha ^{}{}_{}{}^{\beta ^{}},$$
(4.40)
so that the corresponding measure is
$$๐\overline{\eta }_1๐\overline{\eta }_2(8S_{\mathrm{cl}})^1,$$
(4.41)
which only holds for $`k=1`$.
Finally we compute the Jacobian for the fermionic โgauge orientationโ zero modes.For convenience, we take the solutions in regular gauge (the Jacobian is gauge invariant anyway), and find
$$\left(Z_{(\mu ^w)}^\alpha \right)_{}^{u}{}_{v}{}^{}=\frac{\rho }{\sqrt{(x^2+\rho ^2)^3}}\delta _{}^{\alpha }{}_{v}{}^{}\mathrm{\Delta }_{}^{u}{}_{w}{}^{},\left(Z_{(\overline{\mu }_w)}^\alpha \right)_{}^{u}{}_{v}{}^{}=\frac{\rho }{\sqrt{(x^2+\rho ^2)^3}}ฯต^{\alpha u}\mathrm{\Delta }_{}^{w}{}_{v}{}^{},$$
(4.42)
where the $`N`$ by $`N`$ matrix $`\mathrm{\Delta }`$ is the unity matrix in the $`(N2)`$ by $`(N2)`$ upper diagonal block, and zero elsewhere. The norms of $`Z_\mu `$ and $`Z_{\overline{\mu }}`$ are easily seen to be zero, but the nonvanishing inner product is
$$(U_{\mu \overline{\mu }})^u{}_{v}{}^{}=\frac{2}{g^2}d^4x\text{tr}Z_{(\overline{\mu }_u)}^\alpha Z_{\alpha (\mu _v)}=\frac{2\pi ^2}{g^2}\mathrm{\Delta }^u{}_{v}{}^{},$$
(4.43)
where we have used the integral (A.24). It also follows from the index structure that the $`\xi `$ and $`\overline{\eta }`$ zero modes are orthogonal to the $`\mu `$ zero modes, so there is no mixing in the Jacobian.
Putting everything together, the fermionic measure for $`๐ฉ`$ adjoint fermions coupled to $`SU(N)`$ YM theory, with $`k=1`$, is
$$\underset{A=1}{\overset{๐ฉ}{}}d^2\xi ^A\left(\frac{g^2}{32\pi ^2}\right)^๐ฉ\underset{A=1}{\overset{๐ฉ}{}}d^2\overline{\eta }^A\left(\frac{g^2}{64\pi ^2\rho ^2}\right)^๐ฉ\underset{A=1}{\overset{๐ฉ}{}}\underset{u=1}{\overset{N2}{}}d\mu ^{A,u}d\overline{\mu }_u^A\left(\frac{g^2}{2\pi ^2}\right)^{๐ฉ(N2)}.$$
(4.44)
Similarly, one can include fundamental fermions, for which the Jacobian factor is
$$U_๐ฆ\frac{1}{g^2}d^4xZ^\alpha {}_{u}{}^{}Z_{\alpha }^{}{}_{}{}^{u}=\frac{\pi ^2}{g^2},$$
(4.45)
for each specie.
## 5 One loop determinants.
After having determined the measure on the collective coordinate moduli space, we now compute the determinants that arise after Gaussian integration over the quantum fluctuations. Before doing so, we extend the model by adding real scalar fields in the adjoint representation. The action is
$$S=\frac{1}{g^2}d^4x\text{tr}\left\{\frac{1}{2}F_{\mu \nu }F_{\mu \nu }+\left(๐_\mu \varphi \right)\left(๐_\mu \varphi \right)i\overline{\lambda }\overline{)}\overline{๐}\lambda i\lambda \overline{)}๐\overline{\lambda }\right\}.$$
(5.1)
Here, $`\lambda `$ is a two-component Weyl spinor which we take in the adjoint representation. Generalization to fundamental fermions is straightforward. In Minkowski space, $`\overline{\lambda }`$ belongs to the conjugate representation of the Lorentz group, but in euclidean space it is unrelated to $`\lambda `$.
The anti-instanton solution which we will expand around is
$$A_\mu ^{\mathrm{cl}},\varphi _{\mathrm{cl}}=0,\lambda _{\mathrm{cl}}=0,\overline{\lambda }_{\mathrm{cl}}=0,$$
(5.2)
where $`A_\mu ^{\mathrm{cl}}`$ is the anti-instanton. Although this background represents an exact solution to the field equations, it does not include the fermionic zero modes, which are the solutions to the Dirac equation. In this approach, one should treat these zero modes in perturbation theory. As will become clearer in later sections, we would like to include the fermionic zero modes in the classical anti-instanton background and treat them exactly. This is also more compatible with supersymmetry and the ADHM construction for (supersymmetric) multi-instantons. But then one would have to redo the following analysis, which, to our knowledge, has not been done so far. We comment on this issue again at the end of this section.
After expanding $`A_\mu =A_\mu ^{\mathrm{cl}}+A_\mu ^{\mathrm{qu}}`$, and similarly for the other fields, we add gauge fixing terms
$$S_{\mathrm{gf}}=\frac{1}{g^2}d^4x\text{tr}\left\{\left(\overline{)}๐_\mu ^{\mathrm{cl}}A_\mu ^{\mathrm{qu}}\right)^22b๐_{\mathrm{cl}}^2c\right\},$$
(5.3)
such that the total gauge field action is given by (4.3). The integration over $`A_\mu `$ gives
$$\left[\stackrel{}{det}\mathrm{\Delta }_{\mu \nu }\right]^{1/2},\mathrm{\Delta }_{\mu \nu }=๐^2\delta _{\mu \nu }2F_{\mu \nu },$$
(5.4)
where the prime stands for the amputated determinant, with zero eigenvalues left out. We have suppressed the subscript โclโ and Lie algebra indices.
Integration over the scalar fields results in
$$\left[det\mathrm{\Delta }_\varphi \right]^{1/2},\mathrm{\Delta }_\varphi =๐^2,$$
(5.5)
and the ghost system yields similarly
$$\left[det\mathrm{\Delta }_{\mathrm{gh}}\right],\mathrm{\Delta }_{\mathrm{gh}}=๐^2.$$
(5.6)
For the fermions $`\lambda `$ and $`\overline{\lambda }`$, we give a bit more explanation. Since neither $`\overline{)}๐`$ nor $`\overline{)}\overline{๐}`$ is hermitean, we can not evaluate the determinant in terms of its eigenvalues. But both products
$$\mathrm{\Delta }_{}=\overline{)}๐\overline{)}\overline{๐}=๐^2\sigma _{\mu \nu }F_{\mu \nu },\mathrm{\Delta }_+=\overline{)}\overline{๐}\overline{)}๐=๐^2,$$
(5.7)
which still have unwritten spinor indices, are hermitean. Hence we can expand $`\lambda `$ in terms of eigenfunctions $`F_i`$ of $`\mathrm{\Delta }_{}`$ with coefficients $`\xi _i`$, and $`\overline{\lambda }`$ in terms of eigenfunctions $`\overline{F}_i`$ of $`\mathrm{\Delta }_+`$ with coefficients $`\overline{\xi }_i`$. We have seen in section 3 that both operators have the same spectrum of non-zero eigenvalues, and the relation between the eigenfunctions is $`\overline{F}_i=\overline{)}\overline{๐}F_i`$. Defining the path integral over $`\lambda `$ and $`\overline{\lambda }`$ as the integration over $`\xi _i`$ and $`\overline{\xi }_i`$, one gets the determinant over the nonzero eigenvalues. The result for the integration over the fermions gives
$$\left[\stackrel{}{det}\mathrm{\Delta }_{}\right]^{1/4}\left[det\mathrm{\Delta }_+\right]^{1/4}.$$
(5.8)
As stated before, since all the eigenvalues of both $`\mathrm{\Delta }_{}`$ and $`\mathrm{\Delta }_+`$ are the same, the determinants are formally equal. This result can also be obtained by writing the spinors in terms of Dirac fermions, the determinant we have to compute is then
$$\left[\stackrel{}{det}\mathrm{\Delta }_D^2\right]^{1/2},\mathrm{\Delta }_D=\left(\begin{array}{cc}0& \overline{)}๐\\ \overline{)}\overline{๐}& 0\end{array}\right).$$
(5.9)
Now we notice that the determinants for the bosons are related to the determinants of $`\mathrm{\Delta }_{}`$ and $`\mathrm{\Delta }_+`$. For the ghosts and adjoint scalars this is obvious,
$$det\mathrm{\Delta }_\varphi =det\mathrm{\Delta }_{\mathrm{gh}}=\left[det\mathrm{\Delta }_+\right]^{1/2}.$$
(5.10)
For the vector fields, we use the identity
$$\mathrm{\Delta }_{\mu \nu }=\frac{1}{2}\text{tr}\left\{\overline{\sigma }_\mu \mathrm{\Delta }_{}\sigma _\nu \right\}=\frac{1}{2}\overline{\sigma }_{\mu \alpha ^{}\beta }\mathrm{\Delta }_{}^{}{}_{}{}^{\beta }{}_{\gamma }{}^{}\delta _{}^{\alpha ^{}}{}_{\delta ^{}}{}^{}\sigma _\nu ^{\gamma \delta ^{}},$$
(5.11)
to prove that
$$\stackrel{}{det}\mathrm{\Delta }_{\mu \nu }=\left[\stackrel{}{det}\mathrm{\Delta }_{}\right]^2.$$
(5.12)
Now we can put everything together. The determinant for a YM system coupled to $`n`$ adjoint scalars and $`๐ฉ`$ Weyl spinors is
$$\left[\stackrel{}{det}\mathrm{\Delta }_{}\right]^{1+๐ฉ/4}\left[\stackrel{}{det}\mathrm{\Delta }_+\right]^{{\scriptscriptstyle \frac{1}{4}}(2+๐ฉn)}.$$
(5.13)
This expression simplifies to the ratio of the determinants when $`๐ฉ\frac{n}{2}=1`$. Particular cases are
$`๐ฉ=1n=0\left[{\displaystyle \frac{det\mathrm{\Delta }_+}{det^{}\mathrm{\Delta }_{}}}\right]^{3/4},`$
$`๐ฉ=2n=2\left[{\displaystyle \frac{det\mathrm{\Delta }_+}{det^{}\mathrm{\Delta }_{}}}\right]^{1/2},`$
$`๐ฉ=4n=6\left[{\displaystyle \frac{det\mathrm{\Delta }_+}{det^{}\mathrm{\Delta }_{}}}\right]^0.`$ (5.14)
These cases correspond to supersymmetric models with $`๐ฉ`$-extended supersymmetry. Notice that for $`๐ฉ=4`$, the determinants between bosons and fermions cancel, so there is no one-loop contribution. For $`๐ฉ=1,2`$, the determinants give formally unity since the non-zero eigenvalues are the same. As we will explain below, however, we must first regularize the theory to define the determinants properly and this may yield different answers. In all other cases, we will not get this ratio of these particular determinants.
All of the above manipulations are a bit formal. We know that as soon as we do perturbation theory, one must first choose a regularization scheme in order to define the quantum theory. After that, the renormalization procedure must be carried out and counterterms must be added. The counterterms are the same as in the theory without instantons and their finite parts must be specified by physical normalization conditions. The ratios of products of non-zero eigenvalues have the meaning of a mass correction to the instanton (seen as a five-dimensional soliton). One can write this ratio as the exponent of the difference of two infinite sums
$$\frac{det\mathrm{\Delta }_+}{det^{}\mathrm{\Delta }_{}}=\mathrm{exp}\left(\underset{n}{}\omega _n^{(+)}\underset{n}{}\omega _n^{()}\right),$$
(5.15)
where the eigenvalues $`\lambda _n=\mathrm{exp}\omega _n`$. The frequencies $`\omega _n^{(+)}`$ and $`\omega _n^{()}`$ are discretized by putting the system in a box of size $`R`$ and imposing suitable boundary conditions on the quantum fields at $`R`$ (for example, $`\varphi (R)=0`$, or $`\frac{d}{dR}\varphi (R)=0`$, or a combination of thereof ). These boundary conditions may be different for different fields. The sums over $`\omega _n^{(+)}`$ and $`\omega _n^{()}`$ are divergent; their difference is still divergent (although less divergent than each sum separately) but after adding counterterms $`\mathrm{\Delta }S`$ one obtains a finite answer. The problem is that one can combine the terms in both series in different ways, possibly giving different answers. By combining $`\omega _n^{(+)}`$ with $`\omega _n^{()}`$ for each fixed $`n`$, one would find that the ratio $`\left(det\mathrm{\Delta }_+/det^{}\mathrm{\Delta }_{}\right)`$ equals unity. However, other values could result by using different ways to regulate these sums. It is known that in field theory the results for the effective action due to different regularization schemes differ at most by a local finite counterterm. In the background field formalism we are using, this counterterm must be background gauge invariant, and since we consider only vacuum expectation values of the effective action, only one candidate is possible: it is proportional to the gauge action $`d^4x\text{tr}F^2`$ and multiplied by the one-loop beta-function for the various fields which can run in the loop,
$$\mathrm{\Delta }S\beta (g)d^4x\text{tr}F^2\mathrm{ln}\frac{\mu ^2}{\mu _0^2}.$$
(5.16)
The factor $`\mathrm{ln}\left(\mu ^2/\mu _0^2\right)`$ parametrizes the freedom in choosing different renormalization schemes.
A particular regularization scheme used in is Pauli-Villars regularization. In this case โt Hooft used first $`x`$-dependent regulator masses to compute the ratios of the one-loop determinants $`\mathrm{\Delta }`$ in the instanton background and $`\mathrm{\Delta }^{(0)}`$ in the trivial vacuum. Then he argued that the difference between using the $`x`$-dependent masses and using the more usual constant masses, was of the form $`\mathrm{\Delta }S`$ given above. The final result for pure YM $`SU(N)`$ in the $`k=1`$ sector is
$$\left[\frac{det^{}\mathrm{\Delta }_{}}{det\mathrm{\Delta }_{}^{(0)}}\right]^1\left[\frac{det\mathrm{\Delta }_+}{det\mathrm{\Delta }_+^{(0)}}\right]^{1/2}=\mu ^{4N}\mathrm{exp}\left\{\frac{1}{3}N\mathrm{ln}(\mu \rho )\alpha (1)2(N2)\alpha \left(\frac{1}{2}\right)\right\}.$$
(5.17)
Here we have normalized the determinants against the vacuum, indicated by the superscript $`(0)`$. Note that Pauli-Villars regulator fields contribute one factor of $`\mu `$ for each zero mode of the original fields. The numerical values of the function $`\alpha (t)`$ are related to the Riemann zeta function, and take the values $`\alpha \left(\frac{1}{2}\right)=0.145873`$ and $`\alpha (1)=0.443307`$. Notice that this expression for the determinant depends on $`\rho `$, and therefore changes the behaviour of the $`\rho `$ integrand in the collective coordinate measure. Combined with (4.35) one correctly reproduces the $`\beta `$-function of $`SU(N)`$ YM theory.
Let us briefly come back to the point of expanding around a background which includes the fermionic zero modes. Upon expanding around this classical configuration, one finds mixed terms between the gauge field and fermion quantum fluctuations, e.g. terms like $`\overline{\lambda }_{\mathrm{qu}}A_\mu ^{\mathrm{qu}}\lambda _{\mathrm{cl}}`$. Integrating out the quantum fields yields a superdeterminant in the space of all the fields, which will in general depend on the Grassmann collective coordinates (GCC) appearing in $`\lambda _{\mathrm{cl}}`$. It remains to be seen if this superdeterminant will still give unity in the supersymmetric cases, and if not, one would like to find its dependence on the GCC. We hope to report on this in a future publication.
## 6 $`๐ฉ=4`$ supersymmetric Yang-Mills theory.
For reasons explained in the introduction, we now focus on the $`๐ฉ=4`$ model . The action is of course well known in Minkowski space, but instantons require, however, the formulation of the $`๐ฉ=4`$ euclidean version. Due to absence of a real representation of Dirac matrices in four-dimensional euclidean space, the notion of Majorana spinor is absent. This complicates the construction of euclidean Lagrangians for supersymmetric models . For $`๐ฉ=2,4`$ theories, one can replace the Majorana condition by the so-called simplectic Majorana condition and consequently construct real supersymmetric Lagrangians .
In the following subsection we write down the action in Minkowski space-time and discuss the reality conditions on the fields. Next we construct the hermitean $`๐ฉ=4`$ euclidean model via the dimensional reduction of 10D $`๐ฉ=1`$ super-Yang-Mills theory along the time direction. Using this, we study in the consequent section the solutions of the classical equations of motion, using an iteration procedure in the Grassmann collective coordinates.
### 6.1 Minkowskian $`๐ฉ=4`$ SYM.
The $`๐ฉ=4`$ action in Minkowski space-time with the signature $`\eta ^{\mu \nu }=\mathrm{diag}(,+,+,+)`$ is given by
$`S`$ $`=`$ $`{\displaystyle \frac{1}{g^2}}{\displaystyle }d^4x\text{tr}\{\frac{1}{2}F_{\mu \nu }F^{\mu \nu }i\overline{\lambda }_A^{\dot{\alpha }}\overline{)}\overline{๐}_{\dot{\alpha }\beta }\lambda ^{\beta ,A}i\lambda _{\dot{\alpha }}^A\overline{)}๐^{\alpha \dot{\beta }}\overline{\lambda }_{A\dot{\beta }}+\frac{1}{2}\left(๐_\mu \overline{\varphi }_{AB}\right)\left(๐^\mu \varphi ^{AB}\right)`$
$`\sqrt{2}\overline{\varphi }_{AB}\{\lambda ^{\alpha ,A},\lambda _\alpha ^B\}\sqrt{2}\varphi ^{AB}\{\overline{\lambda }_A^{\dot{\alpha }},\overline{\lambda }_{\dot{\alpha },B}\}+\frac{1}{8}[\varphi ^{AB},\varphi ^{CD}][\overline{\varphi }_{AB},\overline{\varphi }_{CD}]\}.`$
The on-shell $`๐ฉ=4`$ supermultiplet consists out of a real gauge field, $`A_\mu `$, four complex Weyl spinors $`\lambda ^{\alpha ,A}`$ and an antisymmetric complex scalar $`\varphi ^{AB}`$ with labels $`A,B=1,\mathrm{},4`$ of internal $`R`$ symmetry group $`SU(4)`$.
The reality conditions on the components of this multiplet are <sup>8</sup><sup>8</sup>8Unless specified otherwise, equations which involve complex conjugation of fields will be understood as not Lie algebra valued, i.e. they hold for the components $`\lambda ^{a,\alpha ,A}`$, etc. the Majorana conditions $`\left(\lambda ^{\alpha ,A}\right)^{}=\overline{\lambda }_A^{\dot{\alpha }}`$ and $`(\lambda _\alpha ^A)^{}=\overline{\lambda }_{\dot{\alpha },A}`$ and
$$\overline{\varphi }_{AB}\left(\varphi ^{AB}\right)^{}=\frac{1}{2}ฯต_{ABCD}\varphi ^{CD}.$$
(6.2)
The sigma matrices are defined by $`\sigma ^{\mu \alpha \dot{\beta }}=(1,\tau ^i)`$, $`\overline{\sigma }_{\dot{\alpha }\beta }^\mu =(1,\tau ^i)`$ and complex conjugation gives $`\left(\sigma _\mu ^{\alpha \dot{\beta }}\right)^{}=\sigma _\mu ^{\beta \dot{\alpha }}=ฯต^{\dot{\alpha }\dot{\gamma }}ฯต^{\beta \delta }\overline{\sigma }_{\mu \dot{\gamma }\delta }`$, with $`ฯต^{\dot{\alpha }\dot{\beta }}=ฯต_{\dot{\alpha }\dot{\beta }}=ฯต^{\alpha \beta }=ฯต_{\alpha \beta }`$.
Since $`\varphi ^{AB}`$ is antisymmetric, one can express it in a basis spanned by the eta-matrices (see Appendix A)
$$\varphi ^{AB}=\frac{1}{\sqrt{2}}\left\{S^i\eta ^{iAB}+iP^i\overline{\eta }^{iAB}\right\},\overline{\varphi }_{AB}=\frac{1}{\sqrt{2}}\left\{S^i\eta _{AB}^iiP^i\overline{\eta }_{AB}^i\right\},$$
(6.3)
in terms of real scalars $`S^i`$ and pseudoscalars $`P^i`$, $`i=1,2,3`$, so that reality condition is automatically fulfilled. Then the kinetic terms for the $`(S,P)`$ fields take the standard form.
The action (6.1) is invariant under the supersymmetry transformation laws
$`\delta A_\mu `$ $`=`$ $`i\overline{\zeta }_A^{\dot{\alpha }}\overline{\sigma }_{\mu \dot{\alpha }\beta }\lambda ^{\beta ,A}+i\overline{\lambda }_{\dot{\beta },A}\sigma _\mu ^{\alpha \dot{\beta }}\zeta _\alpha ^A,`$
$`\delta \varphi ^{AB}`$ $`=`$ $`\sqrt{2}\left(\zeta ^{\alpha ,A}\lambda _\alpha ^B\zeta ^{\alpha ,B}\lambda _\alpha ^A+ฯต^{ABCD}\overline{\zeta }_C^{\dot{\alpha }}\overline{\lambda }_{\dot{\alpha },D}\right),`$
$`\delta \lambda ^{\alpha ,A}`$ $`=`$ $`\frac{1}{2}\sigma _\beta ^{\mu \nu \alpha }F_{\mu \nu }\zeta ^{\beta ,A}i\sqrt{2}\overline{\zeta }_{\dot{\alpha },B}\overline{)}๐^{\alpha \dot{\alpha }}\varphi ^{AB}+[\varphi ^{AB},\overline{\varphi }_{BC}]\zeta ^{\alpha ,C},`$ (6.4)
which are consistent with the reality conditions. Let us turn now to the discussion of the euclidean version of this model and discuss the differences with the Minkowski theory.
### 6.2 Euclidean $`๐ฉ=4`$ SYM.
To find out the $`๐ฉ=4`$ supersymmetric YM model in euclidean $`d=(4,0)`$ space, we follow the same procedure as in . We start with the $`๐ฉ=1`$ SYM model in $`d=(9,1)`$ Minkowski space-time, but contrary to the original paper we reduce it on a six-torus with one time and five space coordinates . As opposed to action (6.1) with the $`SU(4)=SO(6)`$ $`R`$-symmetry group, this reduction leads to the internal non-compact $`SO(5,1)`$ $`R`$-symmetry group in euclidean space. As we will see, the reality conditions on bosons and fermions will both use an internal metric for this non-compact internal symmetry group.
The $`๐ฉ=1`$ Lagrangian with $`d=(9,1)`$ reads
$$_{10}=\frac{1}{g_{10}^2}\mathrm{tr}\left\{\frac{1}{2}F_{MN}F^{MN}+\overline{\mathrm{\Psi }}\mathrm{\Gamma }^M๐_M\mathrm{\Psi }\right\},$$
(6.5)
with the field strength $`F_{MN}=_MA_N_NA_M+[A_M,A_N]`$ and the Majorana-Weyl spinor $`\mathrm{\Psi }`$ defined by the conditions
$$\mathrm{\Gamma }^{11}\mathrm{\Psi }=\mathrm{\Psi },\mathrm{\Psi }^TC_{10}^{}=\mathrm{\Psi }^{}i\mathrm{\Gamma }^0\overline{\mathrm{\Psi }}.$$
(6.6)
Here the hermitean matrix $`\mathrm{\Gamma }^{11}\mathrm{\Gamma }`$ is a product of all Dirac matrices, $`\mathrm{\Gamma }^{11}=\mathrm{\Gamma }^0\mathrm{}\mathrm{\Gamma }^9`$, normalized to $`(\mathrm{\Gamma })^2=+1`$. The $`\mathrm{\Gamma }`$-matrices obey the Clifford algebra $`\{\mathrm{\Gamma }^M,\mathrm{\Gamma }^N\}=2\eta ^{MN}`$ with metric $`\eta ^{MN}=\mathrm{diag}(,+,\mathrm{},+)`$. The Lagrangian is a density under the standard transformation rules
$$\delta A_M=\overline{\zeta }\mathrm{\Gamma }_M\mathrm{\Psi },\delta \mathrm{\Psi }=\frac{1}{2}F_{MN}\mathrm{\Gamma }^{MN}\zeta ,$$
(6.7)
with $`\mathrm{\Gamma }^{MN}=\frac{1}{2}[\mathrm{\Gamma }^M\mathrm{\Gamma }^N\mathrm{\Gamma }^M\mathrm{\Gamma }^N]`$ and $`\overline{\zeta }=\zeta ^TC_{10}^{}=\zeta ^{}i\mathrm{\Gamma }^0`$.
To proceed with the dimensional reduction we choose a particular representation of the gamma matrices in $`d=(9,1)`$ , namely
$$\mathrm{\Gamma }^M=\{\widehat{\gamma }^a\gamma ^5,\text{1}\text{l}_{[8]\times [8]}\gamma ^\mu \},\mathrm{\Gamma }^{11}=\mathrm{\Gamma }^0\mathrm{}\mathrm{\Gamma }^9=\widehat{\gamma }^7\gamma ^5,$$
(6.8)
where the $`8\times 8`$ Dirac matrices $`\widehat{\gamma }^a`$ and $`\widehat{\gamma }^7`$ of $`d=(5,1)`$ with $`a=1,\mathrm{},6`$ can be conveniently defined by means of โt Hooft symbols as follows
$$\widehat{\gamma }^a=\left(\begin{array}{cc}0& \mathrm{\Sigma }^{a,AB}\\ \overline{\mathrm{\Sigma }}_{AB}^a& 0\end{array}\right),\widehat{\gamma }^7=\widehat{\gamma }^1\mathrm{}\widehat{\gamma }^6=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),$$
(6.9)
with the notations $`\mathrm{\Sigma }^{a,AB}=\{i\eta ^{1,AB},\eta ^{2,AB},\eta ^{3,AB},i\overline{\eta }^{k,AB}\}`$, $`\overline{\mathrm{\Sigma }}_{AB}^a=\{i\eta _{AB}^1,\eta _{AB}^2,\eta _{AB}^3,i\overline{\eta }_{AB}^k\}`$ so that $`\frac{1}{2}ฯต_{ABCD}\mathrm{\Sigma }^{aCD}=\overline{\mathrm{\Sigma }}_{AB}^a`$. Meanwhile $`\gamma ^\mu `$ and $`\gamma ^5`$ are the usual of $`d=(4,0)`$ introduced in (3.3). Note that in this construction we implicitly associated one of the Dirac matrices, namely $`\eta ^1`$, in $`6`$ dimensions with the time direction and thus it has square $`1`$; all other (as well as all $`d=(4,0)`$) are again hermitean with square $`+1`$.
Let us briefly discuss the charge conjugation matrices in $`d=(9,1)`$, $`d=(5,1)`$ and $`d=(4,0)`$. One can prove by means of finite group theory that all their properties are representation independent. In general there are two charge conjugation matrices $`C^+`$ and $`C^{}`$ in even dimensions, satisfying $`C^\pm \mathrm{\Gamma }^\mu =\pm \left(\mathrm{\Gamma }^\mu \right)^TC^\pm `$, and $`C^+=C^{}\mathrm{\Gamma }`$. These charge conjugation matrices do not depend on the signature of space-time and obey the relation $`C^{}\mathrm{\Gamma }=\pm (\mathrm{\Gamma })^TC^{}`$ with $``$ sign in $`d=10,\mathrm{\hspace{0.17em}6}`$ and $`+`$ sign in $`d=4`$. The transposition depends on the dimension and leads to $`\left(C^\pm \right)^T=\pm C^\pm `$ in $`d=10`$, $`\left(C^\pm \right)^T=C^\pm `$ in $`d=6`$, and finally $`\left(C^\pm \right)^T=C^\pm `$ for $`d=4`$. Explicitly, the charge conjugation matrix $`C_{10}^{}`$ is given by $`C_6^{}C_4^{}`$ where
$$C_4^{}=\gamma ^4\gamma ^2=\left(\begin{array}{cc}ฯต_{\alpha \beta }& 0\\ 0& ฯต^{\alpha ^{}\beta ^{}}\end{array}\right),C_6^{}=i\widehat{\gamma }^4\widehat{\gamma }^5\widehat{\gamma }^6=\left(\begin{array}{cc}0& \delta _A^B\\ \delta _B^A& 0\end{array}\right).$$
(6.10)
Upon compactification to euclidean $`d=(4,0)`$ space the 10-dimensional Lorentz group $`SO(9,1)`$ reduces to $`SO(4)\times SO(5,1)`$ with compact space-time group $`SO(4)`$ and $`R`$-symmetry group $`SO(5,1)`$. In these conventions a $`32`$-component chiral Weyl spinor $`\mathrm{\Psi }`$ decomposes as follows into $`8`$ and $`4`$ component chiral-chiral and antichiral-antichiral spinors
$$\mathrm{\Psi }=\left(\begin{array}{c}1\\ 0\end{array}\right)\left(\begin{array}{c}\lambda ^{\alpha ,A}\\ 0\end{array}\right)+\left(\begin{array}{c}0\\ 1\end{array}\right)\left(\begin{array}{c}0\\ \overline{\lambda }_{\alpha ^{},A}\end{array}\right),$$
(6.11)
where $`\lambda ^{\alpha ,A}`$ ($`\alpha =1,2`$) transforms only under the first $`SU(2)`$ in $`SO(4)=SU(2)\times SU(2)`$, while $`\overline{\lambda }_{\alpha ^{},A}`$ changes only under the second $`SU(2)`$. Furthermore, $`\overline{\lambda }_{\alpha ^{},A}`$ transforms in the complex conjugate of the $`SO(5,1)`$ representation of $`\lambda ^{\alpha ,A}`$, namely, $`\left(\lambda ^{}\right)^{\alpha ,B}\eta _{BA}^1`$ transforms like $`\overline{\lambda }_{\alpha ,A}`$, and the two spinor representation of $`SO(5,1)`$ are pseudoreal, i.e. $`[\widehat{\gamma }^a,\widehat{\gamma }^b]_L^{}\eta ^1=\eta ^1[\widehat{\gamma }^a,\widehat{\gamma }^b]_R`$ where $`L`$ ($`R`$) denotes the upper (lower) $`4`$-component spinor.
Substituting these results, the Lagrangian reduces to
$`_E^{๐ฉ=4}`$ $`=`$ $`{\displaystyle \frac{1}{g^2}}\mathrm{tr}\{\frac{1}{2}F_{\mu \nu }F_{\mu \nu }i\overline{\lambda }_A^\alpha ^{}\overline{)}\overline{๐}_{\alpha ^{}\beta }\lambda ^{\beta ,A}i\lambda _\alpha ^A\overline{)}๐_\mu ^{\alpha \beta ^{}}\overline{\lambda }_{\beta ^{},A}+\frac{1}{2}\left(๐_\mu \overline{\varphi }_{AB}\right)\left(๐_\mu \varphi ^{AB}\right)`$ (6.12)
$``$ $`\sqrt{2}\overline{\varphi }_{AB}\{\lambda ^{\alpha ,A},\lambda _\alpha ^B\}\sqrt{2}\varphi ^{AB}\{\overline{\lambda }_A^\alpha ^{},\overline{\lambda }_{\alpha ^{},B}\}+\frac{1}{8}[\varphi ^{AB},\varphi ^{CD}][\overline{\varphi }_{AB},\overline{\varphi }_{CD}]\},`$
where we still use the definition for $`\overline{\varphi }_{AB}\frac{1}{2}ฯต_{ABCD}\varphi ^{CD}`$. These scalars come from the ten-dimensional gauge field, and can be grouped into $`\varphi ^{AB}=\frac{1}{\sqrt{2}}\mathrm{\Sigma }^{aAB}A_a`$, where $`A_a`$ are the first six real components of the ten dimensional gauge field $`A_M`$. Writing the action in terms of these 6 scalars, one finds however that one of the fields, say $`A_0`$, has a different sign in the kinetic term, which reflects the $`SO(5,1)`$ symmetry of the theory. In the basis with the $`\varphi ^{AB}`$ fields, we obtain formally the same action for the Minkowski case by reducing on a torus with $`6`$ space coordinates, but the difference hides in the reality conditions which we will discuss in the next subsection.
The action is invariant under the dimensionally reduced supersymmetry transformation rules
$`\delta A_\mu `$ $`=`$ $`i\overline{\zeta }_A^\alpha ^{}\overline{\sigma }_{\mu \alpha ^{}\beta }\lambda ^{\beta ,A}+i\overline{\lambda }_{\beta ^{},A}\sigma _\mu ^{\alpha \beta ^{}}\zeta _\alpha ^A,`$
$`\delta \varphi ^{AB}`$ $`=`$ $`\sqrt{2}\left(\zeta ^{\alpha ,A}\lambda _\alpha ^B\zeta ^{\alpha ,B}\lambda _\alpha ^A+ฯต^{ABCD}\overline{\zeta }_C^\alpha ^{}\overline{\lambda }_{\alpha ^{},D}\right),`$
$`\delta \lambda ^{\alpha ,A}`$ $`=`$ $`\frac{1}{2}\sigma _\beta ^{\mu \nu \alpha }F_{\mu \nu }\zeta ^{\beta ,A}i\sqrt{2}\overline{\zeta }_{\alpha ^{},B}\overline{)}๐^{\alpha \alpha ^{}}\varphi ^{AB}+[\varphi ^{AB},\overline{\varphi }_{BC}]\zeta ^{\alpha ,C},`$
$`\delta \overline{\lambda }_{\alpha ^{},A}`$ $`=`$ $`\frac{1}{2}\overline{\sigma }_\alpha ^{}^{\mu \nu \beta ^{}}F_{\mu \nu }\overline{\zeta }_{\beta ^{},A}+i\sqrt{2}\zeta ^{\alpha ,B}\overline{)}\overline{๐}_{\alpha ^{}\alpha }\overline{\varphi }_{AB}+[\overline{\varphi }_{AB},\varphi ^{BC}]\overline{\zeta }_{\alpha ^{},C}.`$ (6.13)
Again, these rules are formally the same as in (6.1).
### 6.3 Involution in euclidean space.
The Majorana-Weyl condition (6.6) on $`\mathrm{\Psi }`$ leads in 4D euclidean space to reality conditions on $`\lambda ^\alpha `$ which are independent of those on $`\overline{\lambda }_\alpha ^{}`$, namely,
$$\left(\lambda ^{\alpha ,A}\right)^{}=\lambda ^{\beta ,B}ฯต_{\beta \alpha }\eta _{BA}^1,\left(\overline{\lambda }_{\alpha ^{},A}\right)^{}=\overline{\lambda }_{\beta ^{},B}ฯต^{\beta ^{}\alpha ^{}}\eta ^{1,BA}.$$
(6.14)
These reality conditions are consistent and define a simplectic Majorana spinor in euclidean space. The $`SU(2)\times SU(2)`$ covariance of (6.14) is obvious from the pseudoreality of the $`\mathrm{๐}`$ of $`SU(2)`$, but covariance under $`SO(5,1)`$ can also be checked (use $`[\eta ^a,\overline{\eta }^b]=0`$). Since the first $`\mathrm{\Sigma }`$ matrix has an extra factor $`i`$ in order that $`\left(\mathrm{\Gamma }^0\right)^2=1`$, see (6.8), the reality condition on $`\varphi ^{AB}`$ involves $`\eta _{AB}^1`$
$$\left(\varphi ^{AB}\right)^{}=\eta _{AC}^1\varphi ^{CD}\eta _{DB}^1.$$
(6.15)
The euclidean action in (6.12) is hermitean under the reality conditions in (6.14) and (6.15). For the $`\sigma `$-matrices, we have under complex conjugation
$$\left(\sigma _\mu ^{\alpha \beta ^{}}\right)^{}=\sigma _{\mu \alpha \beta ^{}},\left(\overline{\sigma }_{\mu \alpha ^{}\beta }\right)^{}=\overline{\sigma }_\mu ^{\alpha ^{}\beta }.$$
(6.16)
Obviously due to the nature of the Lorentz group the involution cannot change one type of indices into another as opposed to the minkowskian case.
## 7 Instantons in $`๐ฉ=4`$ SYM.
One can easily derive the euclidean equations of motion from (6.12)
$`๐_\nu F_{\nu \mu }i\{\overline{\lambda }_A^\alpha ^{}\overline{\sigma }_{\mu \alpha ^{}\beta },\lambda ^{\beta ,A}\}\frac{1}{2}[\overline{\varphi }_{AB},๐_\mu \varphi ^{AB}]=0,`$
$`๐^2\varphi ^{AB}+\sqrt{2}\{\lambda ^{\alpha ,A},\lambda _\alpha ^B\}+\frac{1}{\sqrt{2}}ฯต^{ABCD}\{\overline{\lambda }_C^\alpha ^{},\overline{\lambda }_{\alpha ^{},D}\}\frac{1}{2}[\overline{\varphi }_{CD},[\varphi ^{AB},\varphi ^{CD}]]=0,`$
$`\overline{)}\overline{๐}_{\alpha ^{}\beta }\lambda ^{\beta ,A}+i\sqrt{2}[\varphi ^{AB},\overline{\lambda }_{\alpha ^{},B}]=0,\overline{)}๐^{\alpha \beta ^{}}\overline{\lambda }_{\beta ^{},A}i\sqrt{2}[\overline{\varphi }_{AB},\lambda ^{\alpha ,B}]=0.`$ (7.1)
An obvious solution is the configuration $`\mathrm{\Phi }=\{A_\mu =A_\mu ^{\mathrm{cl}},\varphi ^{AB}=\lambda ^{\alpha ,A}=\overline{\lambda }_{\alpha ^{},A}=0\}`$. However, as we have seen in previous sections, in the background of an anti-instanton the Dirac operator has zero eigenvalues $`\lambda `$ satisfying the Dirac equation $`\overline{)}\overline{๐}\lambda =0`$. There are two equivalent though formally different approaches to account for these new configurations.
According to the first, one starts with the above mentioned purely bosonic configuration $`\mathrm{\Phi }`$. Then one must treat the fermionic collective coordinates in perturbation theory, because they would appear in the quantum fluctuations as the zero eigenvalue modes of the Dirac operator. Although it is legitimate to do so, it is inconvenient for the reason that usually in perturbation theory, one restricts to quadratic order in the fluctuations (Gaussian approximation). This would however be insufficient for the fermionic collective coordinates, as we want to construct its effective action to all orders. In other words, we want to treat them exactly, and not in perturbation theory. The second approach is to include the fermionic instanton in the classical configuration. Doing this, we automatically treat them exactly and to all orders, as long as we can find exact solutions to the equations of motion. This procedure is also more consistent with supersymmetry and the ADHM construction for multi-instantons. For these reasons, we choose the second approach.
Now we describe the procedure for constructing the solution to the classical equations of motion. It is obvious that for a system with uncoupled scalars and fermions (5.1), the configuration $`\{A_\mu ^{\mathrm{cl}},\lambda ^{\mathrm{cl}},\overline{\lambda }^{\mathrm{cl}}=\varphi ^{\mathrm{cl}}=0\}`$, with $`\lambda ^{\mathrm{cl}}`$ a solution of the Dirac equation, is an exact solution of the field equations. As soon as the Yukawa couplings are turned on, the situation changes drastically as it happens for the case at hand with the system (7). The point we want to emphasize here is that the above instanton configuration with non-zero fermion mode no longer satisfies the field equations. Indeed, since $`\lambda ^A`$ is turned on, by looking at the equation for the scalar field in (7), we conclude that $`\varphi ^{AB}`$ cannot be taken to be zero at quadratic order in Grassmann collective coordinates (GCC) due to nonvanishing $`\{\lambda ^{\alpha ,A},\lambda _\alpha ^B\}`$. Knowing this, then also $`\overline{\lambda }`$ is turned on at cubic order in GCC, as follows from its field equation. This leads to an iteration procedure which yields a solution as an expansion in the GCC which stops (for finite $`N`$) after a finite number of steps. We will now demonstrate this more explicitly, first in the case of $`SU(2)`$, and in subsection 7.2 for $`SU(N)`$.
### 7.1 Iterative solution in case of $`SU(2)`$ group.
Let us consider first the gauge group $`SU(2)`$. This is an exceptional case in the sense that all fermionic zero modes can be generated by means of supersymmetric and superconformal transformation. E.g. if we denote, suppressing indices, by $`Q`$ the supersymmetry generators, then a new solution is given by
$$\mathrm{\Phi }(\xi )=e^{i\xi Q}\mathrm{\Phi }e^{i\xi Q}.$$
(7.2)
We start generating solutions of the above equations of motion iteratively in Grassmann parameters from the purely bosonic anti-instanton configuration $`\mathrm{\Phi }=\{A_\mu =A_\mu ^{\overline{I}},\varphi ^{AB}=\lambda ^{\alpha ,A}=\overline{\lambda }_{\alpha ^{},A}=0\}`$. The exact solution can be expanded as
$$\mathrm{\Phi }(\xi )=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}\delta ^n\mathrm{\Phi }.$$
(7.3)
Explicitly we produce from the anti-instanton potential
$${}_{}{}^{(0)}A_{\mu u}^{v}=A_{\mu u}^{\overline{I}v}=\frac{\rho ^2}{x^2\left(x^2+\rho ^2\right)}\overline{\sigma }_u^{\mu \nu v}x_\nu ,$$
(7.4)
the already known fermionic zero mode
$${}_{}{}^{(1)}\lambda _{}^{\alpha ,A}=\frac{1}{2}\sigma _{\mu \nu \beta }^\alpha \xi ^{\beta ,A}{}_{}{}^{(0)}F_{\mu \nu }^{}.$$
(7.5)
It is obvious that we can only use the $`\zeta `$ supersymmetry transformation rules, because $`\overline{\zeta }`$ leaves the bosonic anti-instanton invariant. The left superscript on each field indicates how many GCC it contains. Given this solution for $`\lambda `$, we use the supersymmetry transformations, first on $`\varphi ^{AB}`$, then on $`\overline{\lambda }_A`$, to determine
$`{}_{}{}^{(2)}\varphi _{}^{AB}=\frac{1}{\sqrt{2}}\left(\xi ^A\sigma _{\mu \nu }\xi ^B\right){}_{}{}^{(0)}F_{\mu \nu }^{},`$ (7.6)
$`{}_{}{}^{(3)}\overline{\lambda }_{\alpha ^{},A}^{}={\displaystyle \frac{i}{6}}ฯต_{ABCD}\overline{\sigma }_{\nu \alpha ^{}\beta }\xi ^{\beta ,B}\left(\xi ^C\sigma _{\rho \sigma }\xi ^D\right){}_{}{}^{(0)}๐_{\nu }^{}{}_{}{}^{(0)}F_{\rho \sigma }^{}.`$ (7.7)
When we suppress spinor indices, we understand that they appear in their natural position, dictated by the sigma-matrices. One can check that these are indeed the solutions of the field equations to the required order in the Grassmann parameters, i.e.
$$\begin{array}{cccc}{}_{}{}^{(0)}๐_{\nu }^{}{}_{}{}^{(0)}F_{\nu \mu }^{}=0,\hfill & & & {}_{}{}^{(0)}๐_{}^{2}{}_{}{}^{(2)}\varphi _{}^{AB}+\sqrt{2}\{{}_{}{}^{(1)}\lambda _{}^{\alpha ,A},{}_{}{}^{(1)}\lambda _{\alpha }^{B}\}=0,\hfill \\ {}_{}{}^{(0)}\overline{)}\overline{๐}_{\alpha ^{}\beta }{}_{}{}^{(1)}\lambda _{}^{\beta ,A}=0,\hfill & & & {}_{}{}^{(0)}\overline{)}๐^{\alpha \beta ^{}}{}_{}{}^{(3)}\overline{\lambda }_{\beta ^{},A}^{}i\sqrt{2}[{}_{}{}^{(2)}\overline{\varphi }_{AB}^{},{}_{}{}^{(1)}\lambda _{}^{\alpha ,B}]=0.\hfill \end{array}$$
(7.8)
To check, for example that the field equation for $`\overline{\lambda }`$ is indeed satisfied, one can use the field equation for the gauge field, the Bianchi identity and the Fierz relation for two-component spinors
$$\xi _{(1)}^\alpha \xi _{(2)\beta }=\frac{1}{2}\delta _\beta ^\alpha \left(\xi _{(1)}^\gamma \xi _{(2)\gamma }\right)\frac{1}{8}\sigma _{\mu \nu \beta }^\alpha \left(\xi _{(1)\gamma }\sigma _{\mu \nu \delta }^\gamma \xi _{(2)}^\delta \right),$$
(7.9)
together with the self-duality properties of the sigma-matrices, like e.g. $`ฯต_{\nu \theta \rho \sigma }\sigma _{\mu \theta }=\delta _{\mu \nu }\sigma _{\rho \sigma }\delta _{\mu \rho }\sigma _{\sigma \nu }\delta _{\mu \sigma }\sigma _{\nu \rho }`$ stemming from the anti-selfduality of $`\sigma _{\mu \nu }`$.
Proceeding along these line, we start generating corrections to already non-vanishing fields. To fourth order in $`\xi `$, we find for the gauge field
$${}_{}{}^{(4)}A_{\mu }^{}=\frac{1}{24}ฯต_{ABCD}\left(\xi ^A\sigma _{\mu \nu }\xi ^B\right)\left(\xi ^C\sigma _{\rho \sigma }\xi ^D\right){}_{}{}^{(0)}๐_{\nu }^{}{}_{}{}^{(0)}F_{\rho \sigma }^{}.$$
(7.10)
From this it follows that the field strength constructed from $`{}_{}{}^{(0)}A_{\mu }^{}+{}_{}{}^{(4)}A_{\mu }^{}`$ is no longer selfdual.
It is obvious that due to algebraic nature of the procedure one can easily continue it to higher orders in $`\xi `$, but for present purposes (to compute the correlation function of four stress-tensors) it is sufficient to stop at fourth order. Using the superconformal supersymmetry transformation laws, one can similarly construct a solution in $`\overline{\eta }`$, with equation (3.12) being the first term in the expansion.
It is instructive to compare this method, which is sometimes called the sweeping procedure, with the explicit solution of the above equations of motion. For instance, for $`\varphi ^{AB}`$ one finds by direct integration of (7.8)
$${}_{}{}^{(2)}\varphi _{}^{AB}{}_{u}{}^{}{}_{}{}^{v}=\{\frac{8\sqrt{2}}{(x^2+\rho ^2)^2}+\frac{C_1}{x^2(x^2+\rho ^2)}+\frac{C_2}{\rho ^4}(1+\frac{x^4}{3\rho ^2(x^2+\rho ^2)})\}\xi _u^{[A}\xi ^{B],v},$$
(7.11)
where $`C_1`$ and $`C_2`$ are integration constants, $`\xi _u=(\xi _1,\xi _2)`$, and antisymmetrization is done with weight one, i.e. $`[A,B]=\frac{1}{2}(ABBA)`$. The SUSY procedure generates only the first term here. The second one is a solution everywhere except for origin, so it requires a delta function source. Since we require regularity of the solution everywhere, this term must be dropped. The last term has a rising asymptotic solution in the infrared region. Thus this sweeping procedure gives only solutions with well defined asymptotical properties.
### 7.2 Extension to $`SU(N)`$ group.
Let us now turn to the construction of the solution to the equation of motion in the theory with $`SU(N)`$ gauge group. On top of the $`\xi ^A`$ and $`\overline{\eta }^A`$, we have $`8(N2)`$ extra zero modes denoted by $`\mu _u^A`$ and $`\overline{\mu }^{Au}`$. As we know the Dirac operator develops zero modes in the anti-instanton background
$${}_{}{}^{(1)}\lambda _{}^{\alpha ,A}{}_{u}{}^{}{}_{}{}^{v}=\frac{\rho }{\sqrt{x^2(x^2+\rho ^2)^3}}(\mu _u^Ax^{\alpha v}+x_u^\alpha \overline{\mu }^{A,v}).$$
(7.12)
Recall that in writing down this expression, we have chosen a particular embedding of the $`SU(2)`$ singular gauge anti-instanton in the right bottom corner of the $`SU(N)`$ matrix.
We want to find the solution of the equations of motion as an expansion in the Grassmann collective coordinates. In the previous subsection this was done making use of the broken supersymmetry transformations for the $`\xi `$ collective coordinates. Unfortunately, there is no known symmetry that generates $`\mu `$ and $`\overline{\mu }`$ fermionic zero modes. Thus we are forced to change our strategy and solve the equations explicitly. After having obtained the fermionic zero mode (7.12), the next step is to solve the scalar field equation of motion.
By computing the fermion bilinear term in the scalar equation (7.8), we find that the scalar field takes the form
$${}_{}{}^{(2)}\varphi _{}^{AB}{}_{u}{}^{}{}_{}{}^{v}=f(x^2,\rho ^2)(\mu _u^{[A}\overline{\mu }^{B],v}\frac{1}{2}\left(\mu _w^{[A}\overline{\mu }^{B],w}\right)\stackrel{~}{\delta }_u^v),$$
(7.13)
where we have denoted
$$\stackrel{~}{\delta }_u^v=\left(\begin{array}{cc}0& 0\\ 0& \text{1}\text{l}_{[2]\times [2]}\end{array}\right).$$
(7.14)
This ansatz can now be plugged into the equation of motion for $`\varphi ^{AB}`$ and leads to a second order differential equation for the function $`f`$,
$$x^2f^{\prime \prime }+2f^{}=\frac{\sqrt{2}\rho ^2}{(x^2+\rho ^2)^3},$$
(7.15)
where the prime stands for the derivative w.r.t. $`x^2`$. Note that in the covariant derivative in (7.8) the connection drops out since in the $`SU(2)`$ subspace the colour structure of $`\varphi ^{AB}`$ is simply a unit matrix. The solution of (7.15) is given by
$$f(x^2,\rho ^2)=\frac{1}{\sqrt{2}}\frac{1}{x^2+\rho ^2}+\frac{C_1}{\rho ^2}+\frac{C_2}{x^2},$$
(7.16)
where $`C_1`$ and $`C_2`$ are integration constants corresponding to the homogeneous solutions. The third term is however not a solution in the origin, it is rather the scalar Greenโs function since it satisfies $`^2\frac{1}{x^2}=4\pi ^2\delta ^{(4)}(x)`$. We should therefore drop it for the anti-instanton configuration. The second term involves the constant $`C_1`$, which at this point is not specified.
To demonstrate further the procedure, we solve for $`{}_{}{}^{(3)}\overline{\lambda }`$ and $`{}_{}{}^{(4)}A_{\mu }^{}`$. To this order, the equations to be solved read
$`{}_{}{}^{(0)}\overline{)}๐^{\alpha \beta ^{}}{}_{}{}^{(3)}\overline{\lambda }_{\beta ^{},A}^{}=i\sqrt{2}[{}_{}{}^{(2)}\overline{\varphi }_{AB}^{},{}_{}{}^{(1)}\lambda _{}^{\alpha ,B}],`$
$`{}_{}{}^{(0)}๐_{}^{2}{}_{}{}^{(4)}A_{\mu }^{}{}_{}{}^{(0)}๐_{\mu }^{}{}_{}{}^{(0)}๐_{\nu }^{}{}_{}{}^{(4)}A_{\nu }^{}2[{}_{}{}^{(0)}F_{\nu \mu }^{},{}_{}{}^{(4)}A_{\nu }^{}]=i\{{}_{}{}^{(3)}\overline{\lambda }_{A}^{\alpha ^{}}\overline{\sigma }_{\mu \alpha ^{}\beta },{}_{}{}^{(1)}\lambda _{}^{\beta ,A}\}.`$ (7.17)
In the second equation, we have made use of the fact that the commutator of the scalar field with its derivative is zero. Calculating the remaining commutators shows the following structure of the solutions in collective coordinates,
$`{}_{}{}^{(3)}\overline{\lambda }_{\alpha ^{},A}^{}{}_{u}{}^{}{}_{}{}^{v}=ig(x^2,\rho ^2)ฯต_{ABCD}\left(\mu _w^C\overline{\mu }^{D,w}\right)(\mu _u^B\delta _\alpha ^{}^vฯต_{\alpha ^{}u}\overline{\mu }^{B,v}),`$ (7.18)
$`{}_{}{}^{(4)}A_{\mu u}^{}{}_{}{}^{v}=h(x^2,\rho ^2)ฯต_{ABCD}\left(\mu _w^A\overline{\mu }^{B,w}\right)\left(\mu _z^C\overline{\mu }^{D,z}\right)\overline{\sigma }_{\mu \nu u}^vx_\nu .`$ (7.19)
Notice that $`\overline{\lambda }`$ is off-diagonal in colour space and the correction to the anti-instanton gauge field lives in the $`SU(2)`$ lower diagonal block only. Introducing $`\stackrel{~}{g}=\rho ^3g`$, depending only on the dimensionless variable $`y=x^2/\rho ^2`$ we find the following differential equation
$$2\stackrel{~}{g}^{}(y)+\frac{3}{y(1+y)}\stackrel{~}{g}(y)=\frac{3}{4}\frac{1}{\sqrt{y(1+y)^5}}+\frac{3}{4}C_1\frac{1}{\sqrt{y(1+y)^3}}.$$
(7.20)
From this we see that the homogeneous solution for the scalar field (corresponding to $`C_1`$) now enters in the inhomogeneous part for the fermion equation. This equation can be easily solved,
$$\stackrel{~}{g}=\frac{1}{16}\frac{1+3y}{\sqrt{y^3(1+y)^3}}\frac{3}{16}C_1\frac{1+2y}{\sqrt{y^3(1+y)}}+C_3\left(\frac{1+y}{y}\right)^{3/2}.$$
(7.21)
$`C_3`$ is the new integration constant. In order to have a solution without delta function singularities (which corresponds to a behaviour of $`y^{3/2}`$ at the origin), we have to choose the integration constant $`C_3=\frac{1}{2^4}(1+3C_1)`$. Then the solution reduces to
$$\stackrel{~}{g}=\frac{1}{16}\left\{(3+y)\sqrt{\frac{y}{(1+y)^3}}+3C_1\sqrt{\frac{y}{(1+y)}}\right\}.$$
(7.22)
To complete our analysis, we determine the function $`h`$ appearing in the gauge field. Defining $`\stackrel{~}{h}=\rho ^4h`$, we find it must satisfy
$$4y\stackrel{~}{h}^{\prime \prime }(y)+12\stackrel{~}{h}^{}(y)+\frac{24}{(1+y)^2}\stackrel{~}{h}(y)=\frac{2\stackrel{~}{g}}{\sqrt{y(1+y)^3}}.$$
(7.23)
The solution reads
$`\stackrel{~}{h}(y)`$ $`=`$ $`{\displaystyle \frac{1}{128}}{\displaystyle \frac{1+4y}{y^2(1+y)^2}}{\displaystyle \frac{C_1\left(2+10y3y^26y^2\mathrm{ln}y\right)}{64y^2(1+y)^2}}+{\displaystyle \frac{C_3\left(1+6y7y^22y^36y^2\mathrm{ln}y\right)}{4y^2(1+y)^2}}`$ (7.24)
$`+`$ $`{\displaystyle \frac{C_4}{(1+y)^2}}{\displaystyle \frac{C_5\left(1+8y8y^3y^412y^2\mathrm{ln}y\right)}{y^2(1+y)^2}}.`$
Since the differential equation is of second order, there appear two new integration constants, $`C_4`$ and $`C_5`$. We have still written the constant $`C_3`$ explicitly, but its value is related to $`C_1`$ as discussed above. In order to get rid of unwanted singularity at the origin, coming from the $`y^2`$ dependence, we have to choose $`C_5=\frac{1+2C_1}{2^7}`$. As a surprise, both the next-to-leading $`y^1`$-asymptotic terms and the logarithms vanish. Taking the above values for the constants, the total solution reduces to
$$\stackrel{~}{h}(y)=\frac{1}{128}\frac{1}{(1+y)^2}\left(2(7+18C_164C_4)4(1+C_1)y(1+2C_1)y^2\right).$$
(7.25)
It is actually easy to find the structure of the all-order solutions in the colour space. Simple analysis reveals that
$`A_\mu =\left(\begin{array}{cc}0& 0\\ 0& _{[2]\times [2]}\end{array}\right),\varphi ^{AB}=\left(\begin{array}{cc}_{[N2]\times [N2]}& 0\\ 0& \frac{1}{2}\text{1}\text{l}_{[2]\times [2]}\mathrm{tr}[]\end{array}\right)`$ $`,`$ (7.30)
$`\lambda ^{A,\alpha }=\left(\begin{array}{cc}0& _{[N2]\times [2]}\\ _{[2]\times [N2]}& 0\end{array}\right),`$ (7.33)
and the same for $`\overline{\lambda }`$. This means that the scalar fields are uncharged with respect to the instanton, i.e. they commute trivially with the gauge fields. At each step in the iteration, one generates new integration constants, some of which are determined by requiring the absence of delta function sources at the origin. A detailed analysis of these constants and the asymptotic behaviour of the fields will be given in a future publication .
### 7.3 Four-fermion instanton action.
We can now evaluate the instanton action for the background solution constructed in the previous section. First of all, we should mention that there is no $`\xi `$ or $`\overline{\eta }`$ dependence, since these zero modes are protected by supersymmetry and superconformal symmetry. Therefore, we only concentrate on the $`\mu `$ dependence. Now we can use the field equations for the fermions to see that their kinetic energy cancels against the Yukawa terms, and this works to all orders in GCC. The resulting instanton action is therefore
$$_{\mathrm{inst}}^{๐ฉ=4}=\frac{1}{g^2}\mathrm{tr}\left\{\frac{1}{2}F_{\mu \nu }F_{\mu \nu }+\frac{1}{2}\left(_\mu \overline{\varphi }_{AB}\right)\left(_\mu \varphi ^{AB}\right)+\frac{1}{8}[\varphi ^{AB},\varphi ^{CD}][\overline{\varphi }_{AB},\overline{\varphi }_{CD}]\right\}.$$
(7.34)
The first non-trivial correction to the instanton action, of order four in GCC, comes from
$$_{\mathrm{quart}}=\frac{1}{g^2}\mathrm{tr}\left\{2{}_{}{}^{(0)}F_{\mu \nu }^{}{}_{}{}^{(0)}๐_{\mu }^{}{}_{}{}^{(4)}A_{\nu }^{}+\frac{1}{2}\left(_\mu {}_{}{}^{(2)}\overline{\varphi }_{AB}^{}\right)\left(_\mu {}_{}{}^{(2)}\varphi _{}^{AB}\right)\right\},$$
(7.35)
since the potential does not contribute to this order. Now we can plug in the solutions for the gauge and scalar fields into the action $`S_{\mathrm{quart}}=d^4x_{\mathrm{quart}}`$. Taking into account the integration constants, we find
$$S_{\mathrm{quart}}=\left\{\frac{1}{4}+\frac{3}{8}(1+2C_1)\right\}\frac{\pi ^2}{g^2\rho ^2}ฯต_{ABCD}\left(\mu _u^A\overline{\mu }^{u,B}\right)\left(\mu _v^C\overline{\mu }^{v,D}\right).$$
(7.36)
The first term inside the brackets is the contribution coming from the scalar fields, and is independent of $`C_1`$. The second term, proportional to $`(1+2C_1)`$, is the contribution from the gauge fields. It is independent of $`C_4`$ and is entirely determined by the value of the function $`h`$ at infinity. This can be seen by realizing that the first term in (7.35) can be written as a total derivative by using the field equations for $`A_\mu `$, so there is only a contribution from the boundary at spatial infinity.
For the moment, we will determine the constant $`C_1`$ such that there is no contribution from the gauge fields, i.e. we will set $`C_1=\frac{1}{2}`$. Again, a careful analysis of these constants and a discussion about surface terms that can contribute to the action will be given in . Notice that for $`C_1=\frac{1}{2}`$, the total prefactor is then $`\frac{1}{4}`$ and is the same as in (up to a sign !).
We conclude this section by discussing the reality conditions on the fermionic collective coordinates. These follow of course from the reality conditions on the spinors (6.14). Straightforward substitution of the solutions yields the following results
$`\begin{array}{cccc}\left(\xi ^{A,\alpha }\right)^{}=\xi ^{\beta ,B}ฯต_{\beta \alpha }\eta _{BA}^1,\hfill & & & \left(\overline{\eta }_\alpha ^{}^A\right)^{}=\overline{\eta }_\beta ^{}^Bฯต^{\beta ^{}\alpha ^{}}\eta _{BA}^1,\hfill \\ \left(\mu _u^A\right)^{}=\overline{\mu }^{B,u}\eta _{BA}^1,\hfill & & & \left(\overline{\mu }^{A,u}\right)^{}=\mu _u^B\eta _{BA}^1.\hfill \end{array}`$ (7.39)
The effective action (7.36) is then hermitean w.r.t. these relations since $`ฯต_{ABCD}\eta _{AA^{}}^1\eta _{BB^{}}^1\eta _{CC^{}}^1\eta _{DD^{}}^1=\left(det\eta ^1\right)ฯต_{A^{}B^{}C^{}D^{}}`$ and $`det\eta _{AB}^1=1`$. The rules given in (7.39) sometimes simplify calculations. For instance, in (7.18) one can determine the $`\overline{\mu }`$ dependence by only computing the $`\mu `$ dependence and using the reality conditions.
## 8 Correlation functions.
Having discussed the zero mode structure, the measure of collective coordinates and the instanton action, we can now finally turn to the computation of correlation functions. We recall that the one-anti-instanton measure, coming from bosonic and fermionic zero modes, for the $`๐ฉ=4`$ model is given by
$`{\displaystyle ๐_{k=1}}{\displaystyle \frac{2^{4N+2}\pi ^{4N2}}{(N1)!(N2)!}}g^{4N}e^{\left(\frac{8\pi ^2}{g^2}i\theta \right)}{\displaystyle d^4x_0\frac{d\rho }{\rho ^5}\rho ^{4N}}`$ (8.1)
$`\times {\displaystyle }{\displaystyle \underset{A=1}{\overset{4}{}}}d^2\xi ^A\left({\displaystyle \frac{g^2}{32\pi ^2}}\right)^4{\displaystyle }{\displaystyle \underset{A=1}{\overset{4}{}}}d^2\overline{\eta }^A\left({\displaystyle \frac{g^2}{64\pi ^2\rho ^2}}\right)^4{\displaystyle }{\displaystyle \underset{A=1}{\overset{4}{}}}{\displaystyle \underset{u=1}{\overset{N2}{}}}d\mu _u^Ad\overline{\mu }^{A,u}\left({\displaystyle \frac{g^2}{2\pi ^2}}\right)^{4(N2)},`$
as can easily be seen by combining (4.35) with (4.44). We remind the reader that, as discussed in previous sections, there can be extra corrections to the measure, proportional to the $`\mu `$ and $`\overline{\mu }`$ collective coordinates. These corrections, which are subleading in the coupling constant, have to our knowledge never been computed, and are currently under study .
The measure (8.1) appears in the path integral, and in order to find a nonvanishing answer, we must insert some fermion fields to saturate the $`\xi ^A`$ and $`\overline{\eta }^A`$ zero modes, otherwise these integrals would yield zero. This is a generic feature of instanton calculations, and applies as well to $`๐ฉ=2,1`$ and non-supersymmetric theories. The other zero modes, $`\mu _u^A`$ and $`\overline{\mu }^{A,u}`$ can be saturated by bringing down enough powers of the instanton action in the exponential $`\mathrm{exp}\left(S_{\mathrm{quart}}\right)`$. We will evaluate the $`\mu ^A,\overline{\mu }^A`$ integration below . The total action is $`S_{\mathrm{tot}}=S_{\mathrm{inst}}+S_{\mathrm{quart}}`$ with the usual one-anti-instanton contribution $`S_{\mathrm{inst}}=\frac{8\pi ^2}{g^2}i\theta `$. Higher order terms in the instanton action (starting from eighth order in GCC) are suppressed. This is because one must bring down less powers of the instanton action, and since the action has a $`1/g^2`$ in front, one has less powers of the coupling constant as compared with the leading quartic term. We also repeat that we take the value $`C_1=\frac{1}{2}`$, such that
$$S_{\mathrm{quart}}=\frac{\pi ^2}{4g^2\rho ^2}ฯต_{ABCD}\left(\mu _u^A\overline{\mu }^{u,B}\right)\left(\mu _v^C\overline{\mu }^{v,D}\right).$$
(8.2)
Notice that in order to saturate the fermionic zero modes, we have to expand the exponential up to $`2N4`$ powers of the instanton action. This will bring down a factor of $`\rho ^{4N+8}`$, such that the total $`\rho `$-dependence of the measure is independent of $`N`$, namely $`d\rho /\rho ^5`$. Combining this with the instanton positions, this is just the measure of a five-dimensional anti-de-Sitter space, see the next section.
We will now analyze two correlators. The first one involves the insertion of sixteen fermion fields. This correlator was computed in , and we briefly repeat it below. The second one is the four point function of energy-momentum tensors. We show how the fermionic zero modes are saturated and we outline the computation of the full correlator.
### 8.1 $`\mathrm{\Lambda }^{16}`$ correlator.
Because we have integrated out the gauge orientation zero modes in the measure (8.1), we must compute correlation functions of gauge invariant objects. Since there are 16 fermionic zero modes protected from lifting by super(conformal) symmetry, they have to be saturated by inserting appropriate fermionic operators. The gluinos $`\lambda ^A`$ are not gauge invariant, but a suitable gauge invariant composite operator is the expression
$$\mathrm{\Lambda }_\alpha ^A=\frac{1}{2g^2}\sigma _{\mu \nu \alpha }^\beta \text{tr}\left\{F_{\mu \nu }\lambda _\beta ^A\right\}.$$
(8.3)
We could equally well have considered fermionic bilinears contracted to gauge invariant Lorentz scalars as was originally done in , and in $`๐ฉ=4`$ in . We can write explicitly how this operator looks like in the anti-instanton background. Using (3.12) and (2.13), we then find
$$\mathrm{\Lambda }^{\alpha ,A}(x)=\frac{96}{g^2}\left(\xi ^{\alpha ,A}\overline{\eta }_\alpha ^{}^A\overline{\sigma }_\mu ^{\alpha ^{}\alpha }(x^\mu x_0^\mu )\right)\frac{\rho ^4}{[(xx_0)^2+\rho ^2]^4}.$$
(8.4)
This is actually an exact formula, and there is no contribution from the $`\mu `$ GCC to all orders. This follows from the fact that the field strength is diagonal and the gluino is off-diagonal in colour space. Due to this, all higher point functions, with more than sixteen $`\mathrm{\Lambda }`$โs, will be zero. The only contribution to $`\mathrm{\Lambda }^{16}`$ comes from taking $`\mathrm{\Lambda }`$ to be linear in the $`\xi `$ or $`\overline{\eta }`$ zero mode. Putting this all together, we now insert 16 copies of the composite fermion, at 16 space points $`x_i`$, into the one-anti-instanton measure (8.1), and multiply by $`\mathrm{exp}\left(S_{\mathrm{quart}}\right)`$.
To evaluate this correlator, we first discuss the integration over the lifted zero modes $`\mu _u^A,\overline{\mu }^{Au}`$. Define $`I_N`$ to be the (un-normalized) contribution of the lifted modes to the correlator
$$I_N\underset{A=1}{\overset{4}{}}\underset{u=1}{\overset{N2}{}}d\mu _u^Ad\overline{\mu }^{A,u}e^{S_{\mathrm{quart}}}.$$
(8.5)
Explicit calculation for $`N=3`$ shows $`I_3=\frac{3\pi ^4}{\rho ^4g^4}`$. To evaluate $`I_N`$ for arbitrary $`N`$, it is helpful to rewrite the quadrilinear term $`S_{\mathrm{quart}}`$ as a quadratic form. To this end we introduce six independent auxiliary bosonic variables $`\chi _{AB}=\chi _{BA},`$ and substitute into (8.5) the integral representation
$$e^{S_{\mathrm{quart}}}=\frac{\rho ^6g^6}{2^9\pi ^6}\underset{1A^{}<B^{}4}{}d\chi _{A^{}B^{}}\mathrm{exp}\left(\frac{\rho ^2g^2}{32\pi ^2}ฯต_{ABCD}\chi _{AB}\chi _{CD}+\frac{1}{2}\chi _{AB}\mathrm{\Lambda }_N^{AB}(\mu ,\overline{\mu })\right),$$
(8.6)
where we have introduced the object $`\mathrm{\Lambda }_N^{AB}(\mu ,\overline{\mu })=\frac{1}{2\sqrt{2}}\left(\mu _u^A\overline{\mu }^{B,u}\mu _u^B\overline{\mu }^{A,u}\right)`$ to denote the fermion bilinear that couples to $`\chi _{AB}`$. Our strategy is to perform only the integrations over $`\mu _{N2}^A`$ and $`\overline{\mu }^{A,N2}`$, and thereby deduce a recursion relation, i.e. an equation between $`I_N`$ and $`I_{N1}`$. Accordingly we break out these terms from $`\mathrm{\Lambda }^N`$:
$$\mathrm{\Lambda }_N^{AB}(\mu ,\overline{\mu })=\mathrm{\Lambda }_{N1}^{AB}(\mu ,\overline{\mu })+\frac{1}{2\sqrt{2}}\left(\mu _{N2}^A\overline{\mu }^{B,N2}\mu _{N2}^B\overline{\mu }^{A,N2}\right).$$
(8.7)
Now, the $`\{\mu _{N2}^A,\overline{\mu }^{A,N2}\}`$ integration in (8.6) brings down a factor of $`\frac{1}{64}det\chi _{AB}`$. Next we exploit the fact that the determinant of a four-dimensional antisymmetric matrix is a total square,
$$det\chi _{AB}=\left(\frac{1}{8}ฯต_{ABCD}\chi _{AB}\chi _{CD}\right)^2.$$
(8.8)
Since the right-hand side of this determinant equation is proportional to the square of the first term in (8.6), the result of the $`\{\mu _{N2}^A,\overline{\mu }^{A,N2}\}`$ integration can be rewritten as a parametric second derivative relating $`I_N`$ to $`I_{N1}`$, namely
$$I_N=\frac{1}{4}\pi ^4\rho ^6g^6\frac{^2}{(\rho ^2g^2)^2}\left((\rho ^2g^2)^3I_{N1}\right).$$
(8.9)
The insertion of $`(\rho ^2g^2)^3`$ inside the parentheses ensures the derivatives to act only on the exponent of (8.6), and not on the prefactor. This recursion relation, combined with the initial condition for $`I_3`$, finally gives
$$I_N=\frac{1}{2}(2N2)!\left(\frac{\pi ^2}{2\rho ^2g^2}\right)^{2N4}.$$
(8.10)
Combining everything together, we find for the one-anti-instanton contribution to the 16-fermion correlator in $`๐ฉ=4`$ SYM theory:
$`\mathrm{\Lambda }_{\alpha _1}^1(x_1)\mathrm{}\mathrm{\Lambda }_{\alpha _{16}}^4(x_{16})`$ $`=`$ $`C_Ne^{\left(\frac{8\pi ^2}{g^2}i\theta \right)}{\displaystyle d^4x_0\frac{d\rho }{\rho ^5}\underset{A=1}{\overset{4}{}}d^2\xi ^Ad^2\overline{\eta }^A}`$
$`\times \left(\xi _{\alpha _1}^1\overline{\eta }_\alpha ^{}^1\overline{\sigma }_{\mu \alpha _1}^\alpha ^{}(x_1^\mu x_0^\mu )\right)K_4(x_0,\rho ;x_1,0)`$
$`\times \mathrm{}\times \left(\xi _{\alpha _{16}}^4\overline{\eta }_\alpha ^{}^4\overline{\sigma }_{\mu \alpha _{16}}^\alpha ^{}(x_{16}^\mu x_0^\mu )\right)K_4(x_0,\rho ;x_{16},0),`$
where we have denoted
$$K_4(x_0,\rho ;x_i,0)=\frac{\rho ^4}{[(x_ix_0)^2+\rho ^2]^4},$$
(8.12)
and the overall constant $`C_N`$ is given by
$$C_N=g^{24}\frac{2^{2N}(2N2)!}{(N1)!(N2)!}\mathrm{\hspace{0.17em}2}^{57}\mathrm{\hspace{0.17em}3}^{16}\pi ^{10}.$$
(8.13)
The large $`N`$ limit gives by means of Stirlingโs formula
$$C_Ng^{24}\sqrt{N}\mathrm{\hspace{0.17em}2}^{55}\mathrm{\hspace{0.17em}3}^{16}\pi ^{21/2}.$$
(8.14)
In principle we would have to do the integrations over the $`\xi `$ and $`\overline{\eta }`$ zero modes. This would just give a numerical tensor in spinor indices and sigma matrices, but we refrain from giving its explicit expression. Also, we should do the $`\rho `$ integration. This is not straightforward, but one can check by power counting that the result is convergent and finite. The integration over $`x_0`$ is left over. The final expression for the correlator can then be seen to induce a sixteen fermion vertex in the effective Lagrangian, which is integrated over $`x_0`$.
### 8.2 $`\mathrm{\Theta }^4`$ correlator.
In this section we study the four-point Greenโs function of energy-momentum tensors $`\mathrm{\Theta }_{\mu \nu }`$. The improved (traceless and symmetric) energy momentum tensor for the model is
$`\mathrm{\Theta }_{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{1}{g^2}}\mathrm{tr}\{2(F_{\mu \rho }F_{\nu \rho }{\displaystyle \frac{1}{4}}\delta _{\mu \nu }F_{\rho \sigma }F_{\rho \sigma })i\overline{\lambda }_A^\alpha ^{}\overline{\sigma }_{(\mu \alpha ^{}\beta }๐_{\nu )}\lambda ^{\beta ,A}i\lambda _\alpha ^A\sigma _{(\mu }^{}{}_{}{}^{\alpha \beta ^{}}๐_{\nu )}\overline{\lambda }_{\beta ^{},A}`$
$`+`$ $`\left(๐_\mu \overline{\varphi }_{AB}\right)\left(๐_\nu \varphi ^{AB}\right){\displaystyle \frac{1}{2}}\delta _{\mu \nu }\left(๐_\rho \overline{\varphi }_{AB}\right)\left(๐_\rho \varphi ^{AB}\right)\frac{1}{8}\delta _{\mu \nu }[\varphi ^{AB},\varphi ^{CD}][\overline{\varphi }_{AB},\overline{\varphi }_{CD}]`$
$``$ $`{\displaystyle \frac{1}{6}}(_\mu _\nu \delta _{\mu \nu }^2)\overline{\varphi }_{AB}\varphi ^{AB}\},`$
where the last term is an improvement stemming from the addendum $`R\overline{\varphi }\varphi `$ to the Lagrangian of $`๐ฉ=4`$ super-Yang-Mills coupled selfconsistently to conformal supergravity . Symmetrization is done with weight one, $`(\mu ,\nu )=\frac{1}{2}\left\{\mu \nu +\nu \mu \right\}`$. We dropped the equations of motion for fermions and gauge fields in (8.2). This tensor is conserved and traceless upon using the equations of motion.
We now evaluate this expression in the anti-instanton background. First we concentrate on the $`\mu `$-zero modes, and we will show that there is no $`\mu `$-dependence, as was also the case for the field $`\mathrm{\Lambda }`$ in the previous subsection. This can be seen by the following argument. Since the only possible tensor structure of $`\mathrm{\Theta }_{\mu \nu }`$ which may contain the collective coordinates is the traceless tensor $`\mathrm{\Delta }_{\mu \nu }\frac{x^2}{4}\delta _{\mu \nu }x_\mu x_\nu `$, it must take the form
$$\mathrm{\Theta }_{\mu \nu }=t(x)\mathrm{\Delta }_{\mu \nu }ฯต_{ABCD}(\mu ^A\overline{\mu }^B)(\mu ^C\overline{\mu }^D).$$
(8.16)
Now, from the conservation of energy-momentum tensor we derive a differential equation for the $`x`$-dependent function, $`t(x)`$, which is solved by $`t(x)=c/x^6`$, with $`c`$ an arbitrary ($`\rho `$-dependent) constant. By looking at the explicit form of the instanton solution, it is simple to see that such an $`x`$-dependence can never be produced. Therefore, the only possibility is that $`c=0`$. Explicit calculation confirms this observation, as there is a subtle cancellation of the $`\mu `$-dependence between the bosons and fermions, showing that indeed $`\mathrm{\Theta }_{\mu \nu }`$ is $`\mu `$ and $`\overline{\mu }`$ independent.
The story is different for the $`\xi `$ and $`\overline{\eta }`$ GCC, as we now can construct different possible tensor structures which are both traceless and conserved. There are three different classes of terms, one which has four $`\xi `$โs, one with four $`\overline{\eta }`$โs and one with mixed $`\xi `$ and $`\overline{\eta }`$. The stress tensor is obtained by taking the derivative of the action with respect to the metric. One expects that in curved space, the action does depend on the $`\xi `$ and $`\overline{\eta }`$ GCC, in other words, in a general curved space, these fermion zero modes are not protected by supersymmetry. An explicit calculation supports this, and using the results of section 7.1, we find for the $`\xi `$ mode contribution
$$\mathrm{\Theta }_{\mu \nu }^{(\xi )}=\frac{1}{g^2}\frac{32^8\rho ^4}{[(xx_0)^2+\rho ^2]^6}ฯต_{ABCD}(xx_0)_\rho (xx_0)_\sigma \left(\xi ^A\sigma _{\mu \rho }\xi ^B\right)\left(\xi ^C\sigma _{\nu \sigma }\xi ^D\right).$$
(8.17)
We repeat that when spinor indices are not explicitly written, they are in their natural position dictated by the sigma matrices. To obtain this result, we have made use of the Fierz relation (7.9) and the identity $`ฯต_{ABCD}(\xi ^A\sigma _{\mu \rho }\xi ^B)(\xi ^C\sigma _{\rho \nu }\xi ^D)=0`$ which follows from anti-selfduality of $`\sigma _{\mu \nu }`$. The expression (8.17) is then easily seen to be traceless and conserved.
A similar analysis can be made for the terms involving $`\overline{\eta }`$. One would first have to compute the $`\overline{\eta }`$ dependence of all the fields using the superconformal supersymmetry transformations, along the same lines as in section 7.1. For present illustrative purposes we do not need it. Having the four GCC in the energy-momentum we can saturate the $`\xi `$ and $`\overline{\eta }`$ measure by computing the four-point function. The $`\mu `$ and $`\overline{\mu }`$ coordinates are integrated out in the same way as was done in the previous section and finally we get the result
$`\mathrm{\Theta }_{\mu _1\nu _1}(x_1)\mathrm{}\mathrm{\Theta }_{\mu _4\nu _4}(x_4)=\stackrel{~}{C}_Ne^{\left(\frac{8\pi ^2}{g^2}i\theta \right)}{\displaystyle d^4x_0\frac{d\rho }{\rho ^5}\underset{A=1}{\overset{4}{}}d^2\xi ^Ad^2\overline{\eta }^A\underset{j=1}{\overset{4}{}}\frac{\rho ^4}{[(x_jx_0)^2+\rho ^2]^6}}`$
$`\times ฯต_{ABCD}\left\{(x_jx_0)_{\rho _j}(x_jx_0)_{\sigma _j}\left(\xi ^A\sigma _{\mu _j\rho _j}\xi ^B\right)\left(\xi ^C\sigma _{\nu _j\sigma _j}\xi ^D\right)+\mathrm{}\right\},`$ (8.18)
where the dots stand for terms proportional to $`\overline{\eta }`$. The normalization constant $`\stackrel{~}{C}_N`$ reads in the large $`N`$ limit
$$\stackrel{~}{C}_N=\mathrm{const}g^0\frac{2^{2N}(2N2)!}{(N1)!(N2)!}g^0\sqrt{N},$$
(8.19)
up to an $`N`$-independent constant. Thus in the large $`N`$ limit the four-point correlation function of energy-momentum tensors has the same scaling in $`N`$ as the sixteen fermion correlator discussed in the previous section.
## 9 D-instantons in IIB supergravity.
After having studied instantons in (supersymmetric) Yang-Mills theories, we will now discuss instantons in a (particular) supergravity theory, which is related to YM theories via the AdS/CFT correspondence . We consider IIB supergravity in ten dimensions, where the bosonic fields are given by the ten-dimensional metric $`g_{\mu \nu }`$, the dilaton $`\varphi `$ and axion $`a`$, scalar and pseudoscalar respectively, and some tensor fields which we shall specify later . The ten-dimensional action for these fields is
$$S_M^{\mathrm{boson}}=d^{10}x\sqrt{g}\left\{\frac{1}{2}\left(_\mu \varphi \right)\left(^\mu \varphi \right)\frac{1}{2}e^{2\varphi }\left(_\mu a\right)\left(^\mu a\right)\right\}.$$
(9.1)
This action is written down in Einstein frame with minkowskian signature. Our goal is now to discuss instantons in this system, which requires the euclidean formulation of IIB supergravity. In distinction to $`๐ฉ=4`$ SYM, IIB supergravity can not be obtained by dimensional reduction (over the time coordinate) of yet another theory in higher dimensions. In fact, in euclidean space, there is no action which is supersymmetric and real at the same time. This is in agreement with the fact that there is no real form of the supersymmetry algebra $`OSp(1|32)`$ with signature $`(10,0)`$, see e.g. . The way to proceed then is to make all the fields complex, keeping the action formally the same as in minkowskian space-time. This action will not be real or hermitean, but depends holomorphically on all the fields.
To obtain (the bosonic part of) euclidean IIB supergravity one must flip the sign in front of the kinetic energy for the axion field. This sign change is explained by the argument that a pseudoscalar receives a factor of $`i`$ after the Wick rotation from minkowskian to euclidean space, $`t\tau =it`$. Since pseudoscalars can always be written in terms of scalars $`S_i`$, $`i=0,\mathrm{},9`$ as
$$a=ฯต^{\mu _0\mu _1\mathrm{}\mu _9}\left(_{\mu _0}S_0\right)\mathrm{}\left(_{\mu _9}S_9\right).$$
(9.2)
It becomes clear that the derivative associated with the time coordinate picks up a factor of $`i`$ after the Wick rotation. As a consequence, in the euclidean theory, the sign in front of the axion kinetic Lagrangian changes,
$$S_E^{\mathrm{boson}}=d^{10}x\sqrt{g}\left\{\frac{1}{2}\left(_\mu \varphi \right)\left(^\mu \varphi \right)+\frac{1}{2}e^{2\varphi }\left(_\mu a\right)\left(^\mu a\right)\right\}.$$
(9.3)
This prescription is consistent with the procedure of making all the fields complex. The sign change is then explained by taking only the real part of the dilaton and the imaginary part of the axion to be non-zero.
The field equations that follow from (9.3) are (neglecting the fermionic sector)
$$_{\mu \nu }=\frac{1}{2}\left(_\mu \varphi \right)\left(_\nu \varphi \right)\frac{1}{2}e^{2\varphi }\left(_\mu a\right)\left(_\nu a\right),_\mu \left(e^{2\varphi }^\mu a\right)=0,^2\varphi +e^{2\varphi }\left(_\mu a\right)\left(^\mu a\right)=0.$$
(9.4)
The action contains further two-tensors $`A_{\mu \nu }=A_{\nu \mu }`$ and a selfdual rank-five field strength, $`F_{\mu _1\mathrm{}\mu _5}`$. The latter contributes only to the first of the above field equations,
$$_{\mu \nu }=\frac{1}{2}\left(_\mu \varphi \right)\left(_\nu \varphi \right)\frac{1}{2}e^{2\varphi }\left(_\mu a\right)\left(_\nu a\right)+\frac{1}{6}F_{\mu \mu _1\mathrm{}\mu _4}F_{}^{\mu _1\mathrm{}\mu _4}{}_{\nu }{}^{}.$$
(9.5)
As we will see in subsection 9.2, this $`F_{\mu _1\mathrm{}\mu _5}`$ becomes relevant when discussing instanton solutions. Again, in euclidean space, one must take notice of the fact that there exist no real selfdual five-forms in ten dimensions, so we take the strategy of working with a complex field strength.
The aim is now to discuss solutions of these equations by choosing a particular background for the ten dimensional space-time. We will discuss two examples which preserve the maximal number of supersymmetries, the first one will be flat $`๐^{10}`$, and the other one contains anti-de Sitter (AdS) space, namely $`AdS_5\times S^5`$. The D-instanton solution was found by Gibbons et al. in , see also Green and Gutperle in , on which the remainder of this section is heavily based. We will however concentrate purely on the bosonic sector of the theory. An analysis of the fermionic zero modes can be found in .
### 9.1 D-instantons in flat $`๐^{10}`$.
In flat euclidean space, we set the rank-five field strength equal to zero. The field equations then become
$$\left(_\mu \varphi \right)\left(_\nu \varphi \right)=e^{2\varphi }\left(_\mu a\right)\left(_\nu a\right),_\mu \left(e^{2\varphi }_\mu a\right)=0,^2\varphi =e^{2\varphi }\left(_\mu a\right)\left(_\mu a\right).$$
(9.6)
By taking the trace of the first equation and comparing it with the third one, we find
$$\left(_\mu \varphi \right)^2=^2\varphi ^2\left(e^\varphi \right)=0.$$
(9.7)
A spherically symmetric solution to this equation is
$$e^\varphi =e^\varphi _{\mathrm{}}+\frac{c}{r^8}.$$
(9.8)
Here, $`g_s\mathrm{exp}(\varphi _{\mathrm{}})`$ and $`c`$ are integration constants, the first one being identified with the string coupling, which is the value of the dilaton at infinity. Obviously (9.7) is a solution everywhere except of the origin where it solves (9.7) with a delta function source, $`\delta ^{(10)}(x)`$. One may add another term to the action of the form $`d^{(10)}x\delta ^{(10)}(x)e^\varphi `$. This term cancels the singularity with $`\delta ^{(10)}(x)`$ in the field equations. The physical meaning of this term is that we now have a new object in the theory at $`x=0`$, namely the โD-instantonโ. This is different from YM-instantons, where we require regularity of the solution everywhere. D-instantons, or D-branes in general, as solutions of the supergravity equations of motion typically have delta function sources, but these singularities may be resolved in string theory.
The solution for the axion field equation $`_\mu a=_\mu \mathrm{exp}\left(\varphi \right)`$ is
$$aa_{\mathrm{}}=\left(e^\varphi e^\varphi _{\mathrm{}}\right),$$
(9.9)
where $`a_{\mathrm{}}`$ is again an integration constant, namely the value of the axion at infinity. The plus or minus sign refers to the D-instanton and D-anti-instanton respectively. One can actually write down a more general solution for the dilaton equation
$$e^\varphi =e^\varphi _{\mathrm{}}+\frac{c}{|xx_0|^8},$$
(9.10)
and similarly for the axion field. The coordinates $`x^\mu `$ are just the coordinates of $`๐^{10}`$. Then there are ten bosonic collective coordinates $`x_0^\mu `$, denoting the position of the D-instanton in $`๐^{10}`$.
Now we want to determine the instanton action. By plugging the solution given above into the action, one immediately sees that it gives zero (also for the $`\delta `$-function term), hence the instanton action vanishes. This is usually not the case for instantons, since they have finite but non-zero action. The resolution is that we should have taken a boundary term into account, of the form
$$S_{\mathrm{surf}}=d^{10}x_\mu \left\{\sqrt{g}g^{\mu \nu }\mathrm{exp}\left(2\varphi \right)\left(a_\nu a\right)\right\}.$$
(9.11)
Its origin was discussed in and we will not repeat it here. This surface term is non-zero when evaluated in the instanton background, and is proportional to the constant $`c`$, namely $`S_{\mathrm{cl}}=8c\mathrm{Vol}S^9`$. There is a conserved current $`j_\mu =e^{2\varphi }_\mu a`$, whose charge is $`Q=j_\mu ๐\mathrm{\Omega }^\mu =8cg_s\mathrm{Vol}S^9`$. Hence $`S=|Q|/g_s`$. Since D-instantons are -1 $`p`$-branes (which correspond to antisymmetric tensors with $`p+1`$ indices), their duals (which are field strengths with 9 indices) define gauge potentials with 8 indices. These can couple to curls of D7-branes. Considering the โmagneticโ D7-brane in the presence of the โelectricโ D-instanton one obtains the usual Dirac quantization condition
$$Q=2\pi k,k๐.$$
(9.12)
With this quantization condition, the action becomes
$$S_{\mathrm{D}\mathrm{inst}}=\frac{2\pi |k|}{g_s}.$$
(9.13)
This is the same as for the YM-instanton action (without the $`\theta `$ angle) upon identifying
$$g_s=\frac{g^2}{4\pi },$$
(9.14)
with YM-coupling constant $`g`$.
### 9.2 D-instantons in $`AdS_5\times S^5`$.
In this section we discuss D-instantons in IIB supergravity in a background different from flat ten-dimensional space. Instead, we choose the space $`AdS_5\times S^5`$, and we want to solve the equations of motion for the dilaton and axion in this background.
We start with some elementary facts about $`AdS_5`$, which is defined as the hypersurface embedded in six-dimensional flat space-time by the equation
$$\left(X^0\right)^2+\left(X^1\right)^2+\left(X^2\right)^2+\left(X^3\right)^2+\left(X^4\right)^2\left(X^5\right)^2=R^2.$$
(9.15)
This surface defines a five-dimensional non-compact space with โradiusโ $`R`$. It has an isometry group $`SO(4,2)`$ which is the same as the conformal group in four dimensional Minkowski space-time. The $`AdS_5`$ metric can be obtained from the six dimensional flat metric with signature
$$ds^2=\left(dX^0\right)^2+\left(dX^1\right)^2+\left(dX^2\right)^2+\left(dX^3\right)^2+\left(dX^4\right)^2\left(dX^5\right)^2,$$
(9.16)
upon using the constraint (9.15). Defining the coordinates
$$U=X^4+X^5,x^\mu =\frac{X^\mu R}{U},\text{with}\mu =0,1,2,3,$$
(9.17)
the $`AdS_5`$ metric can be written as
$$ds^2=\frac{U^2}{R^2}\eta _{\mu \nu }dx^\mu dx^\nu +\frac{R^2}{U^2}\left(dU\right)^2.$$
(9.18)
In this expression, we have used the minkowskian metric $`\eta _{\mu \nu }`$ to contract the indices. But in fact, since instantons live in euclidean space, we should take the euclidean version of the above metric and replace $`\eta _{\mu \nu }`$ by $`\delta _{\mu \nu }`$. Defining the variable $`\rho R^2/U`$, the metric takes the form
$$ds^2=\frac{R^2}{\rho ^2}\left\{\delta _{\mu \nu }dx_\mu dx_\nu +d\rho ^2\right\}.$$
(9.19)
Notice that now there is just an overall factor in front of a five-dimensional flat metric. Spaces with such a metric are called conformally flat. We can now construct the invariant volume element of $`AdS_5`$, which is
$$d^4x๐\rho \sqrt{g}=R^5d^4x\frac{d\rho }{\rho ^5}.$$
(9.20)
This is precisely the same expression (up to the prefactor $`R^5`$) as obtained from the collective coordinate measure in $`๐ฉ=4`$ SYM theory after integrating out the $`\mu ^A,\overline{\mu }^A`$ fermionic collective coordinates, combining (4.35), (4.44) and (8.9).
The metric on the full ten-dimensional $`AdS_5\times S^5`$ space is
$`ds^2`$ $`=`$ $`{\displaystyle \frac{R^2}{\rho ^2}}\left\{dx_\mu dx_\mu +d\rho ^2\right\}+R^2dS^5={\displaystyle \frac{R^2}{\rho ^2}}dx_\mu dx_\mu +{\displaystyle \frac{R^2}{\rho ^2}}\left\{d\rho ^2+\rho ^2dS^5\right\}`$ (9.21)
$`=`$ $`{\displaystyle \frac{R^2}{\rho ^2}}\left\{dx_\mu dx_\mu +dy^idy^i\right\},`$
which is conformally equivalent to $`๐^{10}`$. We have taken the radius of the five-sphere to be the same as that of $`AdS_5`$, and in the last equation we have introduced coordinates $`\{y^i;i=1,\mathrm{},6\}`$ on $`๐^6`$, with $`\rho ^2=y^iy^i`$.
Computing the Ricci tensor of $`AdS_5\times S^5`$, one finds that the only non-zero components are given by
$$_{MN}=\frac{4}{R^2}g_{MN},_{mn}=\frac{4}{R^2}g_{mn},$$
(9.22)
where $`M,N=1,\mathrm{},5`$ run over the coordinates $`(x^\mu ,\rho )`$, and $`m,n=1,\mathrm{},5`$ label the angular coordinates of the five-sphere. Our aim is to solve the field equations in this background. This is different from the case of flat $`๐^{10}`$ in the sense that now the Ricci tensor does not vanish in the field equations. However, as mentioned above, there is also a rank-five selfdual field strength $`F_{\mu _1\mathrm{}\mu _5}`$ which can compensate this effect. Indeed, if we choose the non-vanishing components of this tensor to be (with flat indices to avoid having to write determinants of vielbeins)
$$F_{MNPQS}=i\frac{1}{R}ฯต_{MNPQS},F_{mnpqs}=\frac{1}{R}ฯต_{mnpqs},$$
(9.23)
we find a cancellation between the Ricci tensor and this five-form in (9.5). Notice the factor $`i`$ in the AdS part, which is due to the Wick rotation of the time coordinate $`X^0`$.
The field equations now reduce to
$$\left(_\mu \varphi \right)\left(_\nu \varphi \right)=e^{2\varphi }\left(_\mu a\right)\left(_\nu a\right),_\mu \left(e^{2\varphi }^\mu a\right)=0,^2\varphi +e^{2\varphi }\left(_\mu a\right)\left(^\mu a\right)=0,$$
(9.24)
where now all indices are contracted with the ten-dimensional metric (9.21). Taking the trace of the first equation and combining it with the third one, we get
$$g^{\mu \nu }_\mu _\nu e^\varphi =\frac{1}{\sqrt{g}}_\mu \left(\sqrt{g}g^{\mu \nu }_\nu e^\varphi \right)=0.$$
(9.25)
The solution to this equation is a rescaled version of the one in flat space, namely
$$e^\varphi =e^\varphi _{\mathrm{}}+\frac{\rho _0^4\rho ^4}{R^8}\frac{c}{|XX_0|^8},$$
(9.26)
where now $`X=(x^\mu ,y^i)`$ and the collective coordinates $`X_0=(x_0^\mu ,y_0^i)`$ denote the position of the D-instanton in $`AdS_5\times S^5`$ and $`\rho _0^2y_0^iy_0^i`$. To find the solution for the axion, one proceeds along the same lines as in the flat case. It is given by (9.9) with the dilaton profile from (9.26). Finally one has to determine the instanton action. Again the contribution will come from a surface term and the instanton action is the same as in $`๐^{10}`$ . Although we have not discussed the fermionic sector of the theory, it turns out that the D-instanton in $`AdS_5\times S^5`$ preserves half of the supersymmetries, hence this background is on equal footing with the Minkowski background.
### 9.3 Supergravity scattering amplitudes and AdS/CFT.
In the context of the D-branes there an exact correspondence was conjectured between type IIB string theory on $`AdS_5\times S^5`$ space and four-dimensional $`๐ฉ=4`$ SYM theory living on the boundary of the anti-de Sitter space . It is expressed as an equivalence between certain scattering amplitudes in ten-dimensional superstring theory on $`AdS_5\times S^5`$ and Greenโs functions of composite operators on the field theory side,
$$\mathrm{exp}\left(S_{\mathrm{IIB}}\left[\mathrm{\Phi }(J)\right]\right)=\left[d\phi \right]\mathrm{exp}\left(S_{\mathrm{SYM}}\left[\phi \right]+๐ช\left[\phi \right]J\right).$$
(9.27)
Here $`S_{\mathrm{IIB}}`$ is the type IIB superstring effective action with $`\mathrm{\Phi }`$ being solutions of the massless sugra or the massive Kaluza-Klein field equations with boundary values $`J`$. On the SYM side the latter couple to composite operators $`๐ช`$ which are functions of the quantum fields $`\phi `$. For instance, the graviton couples to the YM energy-momentum tensor and one can compare correlations functions of the stress tensors with multi-graviton scattering amplitudes.
The precise dictionary between the coupling constants in IIB sugra and SYM theories is
$$g^2=4\pi g_s=4\pi e^\varphi _{\mathrm{}},\theta =2\pi a_{\mathrm{}},\frac{R^2}{\alpha ^{}}=g\sqrt{N},$$
(9.28)
where $`\alpha ^{}`$ is the string tension and appears in front of the supergravity action in the string frame, see below. From this it follows that large โt Hooft coupling $`g^2N`$ corresponds to a large radius $`R`$ and hence small curvature of the AdS background. This is precisely the regime where the supergravity approximation is valid.
Particular terms in the supergravity effective action which are of order $`\left(\alpha ^{}\right)^3`$ relative to the leading Einstein-Hilbert term were derived in . In the string frame they read
$$S_{\mathrm{IIB}}=\left(\alpha ^{}\right)^4d^{10}x\sqrt{g}\{e^{2\varphi }+\frac{\left(\alpha ^{}\right)^3}{2^{11}\pi ^7}f_4(\tau ,\overline{\tau })e^{\varphi /2}^4+\left(\alpha ^{}\right)^3f_{16}(\tau ,\overline{\tau })e^{\varphi /2}\mathrm{\Lambda }^{16}+\mathrm{h}.\mathrm{c}.\},$$
(9.29)
where $`^4`$ in the second term is a particular contraction of Riemann tensors and $`\mathrm{\Lambda }`$ is a complex chiral $`SO(9,1)`$ spinor (the dilatino). The functions $`f_i`$ are $`SL(2,๐)`$ modular forms in the complex parameter $`\tau ie^\varphi +a`$. They have the following weak coupling $`g_s=e^\varphi `$ expansion
$`f_m`$ $`=`$ $`a_m\zeta (3)e^{3\varphi /2}+b_me^{\varphi /2}`$
$`+`$ $`e^{\varphi /2}{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}\left({\displaystyle \underset{d|k}{}}{\displaystyle \frac{1}{d^2}}\right)\left(ke^\varphi \right)^{m7/2}\mathrm{exp}\left(2\pi k\left(e^\varphi ia\right)\right)\left(1+{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}c_{j,m}^k\left(ke^\varphi \right)^j\right).`$
The first two terms with coefficients $`a_m`$ and $`b_m`$ correspond to tree and one-loop results in target space. The last term can be viewed as the $`k`$-anti-instanton contribution. There is a similar term coming from $`k`$-instantons. Both terms contain the perturbative fluctuations around the D-instanton with certain coefficients $`c_{j,m}^k`$. For our present purposes we concentrate only on the leading part (without the fluctuations) in the one-anti-instanton sector.
This conjecture can now be checked non-perturbatively making use of the results obtained for the two correlation functions discussed in the previous section. Let us first concentrate on the $`\mathrm{\Lambda }^{16}`$-correlator on the SYM side, evaluated in the semi-classical approximation, i.e. in the weak coupling region. According to the operator (8.3) is identified with the (boundary value of) dilatino on the supergravity side. The bulk-to-boundary scattering amplitude obtained from the 16 dilatino vertex should therefore correctly reproduce (8.1). The dependence on the coupling constants
$$\left(\alpha ^{}\right)^1e^{\varphi /2}f_{16}g^{24}\sqrt{N},$$
(9.31)
can be seen to match with the large $`N`$ limit of SYM prediction (8.14). Note that also the instanton actions on both sides are equal. Moreover the bulk-to-boundary propagators for the dilatinos can be shown to coincide with (8.12) implying complete agreement between the two pictures , despite of the fact that we are not in the strongly coupled regime. This indicates that this correlator is protected from quantum corrections .
Now let us turn to the $`\mathrm{\Theta }^4`$ correlator (8.2). Again, the coupling constant dependence of the four-graviton scattering amplitude matches the large $`N`$ behaviour of (8.19), as can be seen from
$$\left(\alpha ^{}\right)^1e^{\varphi /2}f_4g^0\sqrt{N}.$$
(9.32)
As for the $`x`$-dependence, there is no obvious agreement with bulk-to-boundary propagator for the graviton . This is no to be expected since this correlator is not protected, contrary to the previous case, by any non-renormalization theorems.
## 10 Discussion.
In these lectures we have reviewed the general properties of single YM-instantons, and have given tools to compute non-perturbative effects in (non-) supersymmetric gauge theories. As an application we have only considered the $`๐ฉ=4`$ SYM theory in relation to the AdS/CFT correspondence, but our analysis can be used for a much larger class of models.
On the other hand, because of lack of space and time, we have omitted a few topics which are relevant for instanton applications in more realistic models like QCD and spontaneously broken gauge theories such as the Standard Model . Let us address some of these issues here.
* Constrained instantons: in spontaneously broken gauge theories, or any other non-conformal model with a scale, exact instanton solutions to the equations of motion do not exist. This can be proved by means of Derrickโs theorem . The way to proceed in these cases is to construct approximate solutions which are still dominating the path integral . The technique to find these configurations is somewhat similar to the method we described in section 7.2, but instead of expanding in Grassmann collective coordinates, constrained instantons are expanded in the dimensionless parameter $`v^2\rho ^2`$, where $`v`$ is the vacuum expectation value of the scalar fields. For a recent detailed discussion on this procedure, see . As was shown by โt Hooft long ago , the integration over the size of the instanton collective coordinate diverges for large $`\rho `$. In electroweak theories this divergence can be cured by the Higgs fields of the constrained instanton, providing a factor $`\rho ^2v^2`$ in the classical action which cuts the $`\rho `$ integral off above $`\rho ^2=1/v^2`$. With this cut-off mechanism one can compute correlation functions of fermions along the same lines as in section 8. Constrained instantons are also relevant for $`๐ฉ=1,2`$ SYM theories, as mentioned in the introduction. They can also be studied in the context of topological YM theories, as was recently discussed in .
* Vacuum tunneling: instantons can be used to describe tunneling processes between different vacua of the Minkowski theory. We have not really discussed the structure of the vacuum in QCD-like theories and how tunneling occurs. This is in particular related to the presence of the theta angle term, and consequences thereof (CP violation, instanton anti-instanton interactions etc.). For a discussion on this, we refer to the original literature or to other reviews .
* Perturbation theory around the instanton: the methods described here enable us to compute non-perturbative effects in the semi-classical approximation where the coupling constant is small. It is in many cases important to go beyond this limit, and to study subleading corrections that arise from higher order perturbation theory around the instanton . Apart from a brief discussion about the one-loop determinants in section 5, we have not really addressed these issues. Not unrelated to this, subleading corrections also arise from treating the fermionic zero modes exactly, as explained in section 7. We have there indicated how one might compute such corrections, but a detailed investigation remains to be done .
* Multi-instantons: we have completely omitted a discussion on multi-instantons. These can be constructed using the ADHM formalism . The main difficulty lies in the explicit construction of the instanton solution and of the measure of collective coordinates beyond instanton number $`k=2`$. However, it was recently demonstrated that certain simplifications occur in the large $`N`$ limit of $`๐ฉ=4`$ SYM theories , where one can actually sum over all multi-instantons to get exact results for certain correlation functions. The same techniques were later applied for $`๐ฉ=2,1`$ SYM , and it would be interesting to study the consequences of multi-instantons for large $`N`$ non-supersymmetric theories.
Acknowledgement. These lecture notes grew out of a course on โSolitons and Instantonsโ given by S.V. and P.v.N. at the C.N. Yang Institute for Theoretical Physics, SUNY, Stony Brook, together with results obtained in collaboration with A.B. They were also presented by S.V. at the TMR School โQuantum aspects of gauge theories, supersymmetry and unificationโ, January 2000, Turin, Italy, whose organizers he thanks for the invitation and for the warm and pleasant atmosphere during that week. We thank Nick Dorey for discussions. This work was supported by an NSF grant PHY9722101.
## Appendix A โt Hooft symbols and spinor algebra.
In this appendix we give a list of conventions and formulae useful in instanton calculus.
Let us first discuss the structure of Lorentz algebra $`so(3,1)`$ in Minkowski space-time. The generators can be represented by $`L_{\mu \nu }=i(x_\mu _\nu x_\nu _\mu )`$ and form the algebra $`[L_{\mu \nu },L_{\rho \sigma }]=i\eta _{\mu \rho }L_{\nu \sigma }+i\eta _{\nu \sigma }L_{\mu \rho }i\eta _{\mu \sigma }L_{\nu \rho }i\eta _{\nu \rho }L_{\mu \sigma }`$, with the signature $`\eta _{\mu \nu }=\mathrm{diag}(,+,+,+)`$. The spatial rotations $`J_i\frac{1}{2}ฯต_{ijk}L_{jk}`$ and boosts $`K_iL_{0i}`$ are self-adjoint operators $`J_i^{}=J_i`$, $`K_i^{}=K_i`$, i.e.
$$d^4x\mathrm{\Psi }^{}๐ช\mathrm{\Psi }=d^4x\left(๐ช\mathrm{\Psi }\right)^{}\mathrm{\Psi },\text{for}๐ช=J,K,$$
(A.1)
and upon introduction of combinations $`N_i\frac{1}{2}(J_i+iK_i)`$, $`M_i\frac{1}{2}(J_iiK_i)`$ they form two commuting $`SU(2)`$ algebras,
$$[N_i,M_j]=0,[N_i,N_j]=iฯต_{ijk}N_k,[M_i,M_j]=iฯต_{ijk}M_k.$$
(A.2)
However, the two $`SU(2)`$ algebras are related by complex conjugation $`\left(su(2)_N\right)^{}=su(2)_M`$, and spatial inversion $`๐ซsu(2)_N=su(2)_M`$.
The situation differs for euclidean space ($`\delta _{\mu \nu }=\mathrm{diag}(+,+,+,+)`$) with $`SO(4)`$ Lorentz group. For the present case the linear combinations of $`(ij)`$ and $`(4,i)`$-plane rotations
$$N_i\frac{1}{2}(J_i+K_i),M_i\frac{1}{2}(J_iK_i),$$
(A.3)
where obviously $`J_i\frac{1}{2}ฯต_{ijk}L_{jk}`$ and boosts $`K_iL_{4i}`$, give the algebras of independent $`SU(2)`$ subgroups of $`SO(4)=SU(2)\times SU(2)`$ in view of hermiticity $`N_i^{}=N_i`$, $`M_i^{}=M_i`$. It is an easy exercise to check that
$$N_i=\frac{i}{2}\overline{\eta }_{i\mu \nu }x_\mu _\nu ,\text{and}M_i=\frac{i}{2}\eta _{i\mu \nu }x_\mu _\nu ,$$
(A.4)
where we introduced โt Hooft symbols
$`\eta _{a\mu \nu }ฯต_{a\mu \nu }+\delta _{a\mu }\delta _{\nu 4}\delta _{a\nu }\delta _{4\mu },`$
$`\overline{\eta }_{a\mu \nu }ฯต_{a\mu \nu }\delta _{a\mu }\delta _{\nu 4}+\delta _{a\nu }\delta _{4\mu },`$ (A.5)
and $`\overline{\eta }_{a\mu \nu }=(1)^{\delta _{4\mu }+\delta _{4\nu }}\eta _{a\mu \nu }`$. They form a basis of anti-symmetric 4 by 4 matrices and are (anti-)selfdual in vector indices ($`ฯต_{1234}=1`$)
$$\eta _{a\mu \nu }=\frac{1}{2}ฯต_{\mu \nu \rho \sigma }\eta _{a\rho \sigma },\overline{\eta }_{a\mu \nu }=\frac{1}{2}ฯต_{\mu \nu \rho \sigma }\overline{\eta }_{a\rho \sigma }.$$
(A.6)
The $`\eta `$-symbols obey the following relations
$`ฯต_{abc}\eta _{b\mu \nu }\eta _{c\rho \sigma }=\delta _{\mu \rho }\eta _{a\nu \sigma }+\delta _{\nu \sigma }\eta _{a\mu \rho }\delta _{\mu \sigma }\eta _{a\nu \rho }\delta _{\nu \rho }\eta _{a\mu \sigma },`$ (A.11)
$`\eta _{a\mu \nu }\eta _{a\rho \sigma }=\delta _{\mu \rho }\delta _{\nu \sigma }\delta _{\mu \sigma }\delta _{\nu \rho }+ฯต_{\mu \nu \rho \sigma },`$
$`\eta _{a\mu \rho }\eta _{b\mu \sigma }=\delta _{ab}\delta _{\rho \sigma }+ฯต_{abc}\eta _{c\rho \sigma },`$
$`ฯต_{\mu \nu \rho \theta }\eta _{a\sigma \theta }=\delta _{\sigma \mu }\eta _{a\nu \rho }+\delta _{\sigma \rho }\eta _{a\mu \nu }\delta _{\sigma \nu }\eta _{a\mu \rho },`$
$`\eta _{a\mu \nu }\eta _{a\mu \nu }=12,\eta _{a\mu \nu }\eta _{b\mu \nu }=4\delta _{ab},\eta _{a\mu \rho }\eta _{a\mu \sigma }=3\delta _{\rho \sigma }.`$
The same holds for $`\overline{\eta }`$ except for
$$\overline{\eta }_{a\mu \nu }\overline{\eta }_{a\rho \sigma }=\delta _{\mu \rho }\delta _{\nu \sigma }\delta _{\mu \sigma }\delta _{\nu \rho }ฯต_{\mu \nu \rho \sigma }.$$
(A.12)
Obviously $`\eta _{a\mu \nu }\overline{\eta }_{b\mu \nu }=0`$ due to different duality properties.
The spinor representation of the euclidean Lorentz algebra is defined by
$$\sigma _{\mu \nu }\frac{1}{2}[\sigma _\mu \overline{\sigma }_\nu \sigma _\nu \overline{\sigma }_\mu ],\overline{\sigma }_{\mu \nu }=\frac{1}{2}[\overline{\sigma }_\mu \sigma _\nu \overline{\sigma }_\nu \sigma _\mu ],$$
(A.13)
in terms of euclidean matrices
$$\sigma _\mu ^{\alpha \beta ^{}}=(\tau ^a,i),\overline{\sigma }_{\mu \alpha ^{}\beta }=(\tau ^a,i),\sigma _\mu ^{\alpha \alpha ^{}}=\overline{\sigma }_\mu ^{\alpha ^{}\alpha }=ฯต^{\alpha ^{}\beta ^{}}\overline{\sigma }_{\mu \beta ^{}\beta }ฯต^{\alpha \beta },$$
(A.14)
obeying the Clifford algebra $`\sigma _\mu \overline{\sigma }_\nu +\sigma _\nu \overline{\sigma }_\mu =2\delta _{\mu \nu }`$. The spinor and vector representations of the $`su(2)`$ algebra are related precisely via the โt Hooft symbols,
$$\overline{\sigma }_{\mu \nu }=i\eta _{a\mu \nu }\tau ^a,\sigma _{\mu \nu }=i\overline{\eta }_{a\mu \nu }\tau ^a.$$
(A.15)
Some frequently used identities are
$`\overline{\sigma }_\mu \sigma _{\nu \rho }=\delta _{\mu \nu }\overline{\sigma }_\rho \delta _{\mu \rho }\overline{\sigma }_\nu ฯต_{\mu \nu \rho \sigma }\overline{\sigma }_\sigma ,\sigma _\mu \overline{\sigma }_{\nu \rho }=\delta _{\mu \nu }\sigma _\rho \delta _{\mu \rho }\sigma _\nu +ฯต_{\mu \nu \rho \sigma }\sigma _\sigma ,`$ (A.16)
$`\sigma _{\mu \nu }\sigma _\rho =\delta _{\nu \rho }\sigma _\mu \delta _{\mu \rho }\sigma _\nu +ฯต_{\mu \nu \rho \sigma }\sigma _\sigma ,\overline{\sigma }_{\mu \nu }\overline{\sigma }_\rho =\delta _{\nu \rho }\overline{\sigma }_\mu \delta _{\mu \rho }\overline{\sigma }_\nu ฯต_{\mu \nu \rho \sigma }\overline{\sigma }_\sigma .`$ (A.17)
The Lorentz generators are antisymmetric in vector and symmetric in spinor indices
$$\sigma _{\mu \nu \alpha \beta }=\sigma _{\nu \mu \alpha \beta },\sigma _{\mu \nu \alpha \beta }=\sigma _{\mu \nu \beta \alpha },$$
(A.18)
and obey the algebra
$`[\sigma _{\mu \nu },\sigma _{\rho \sigma }]`$ $`=`$ $`2\left\{\delta _{\mu \rho }\sigma _{\nu \sigma }+\delta _{\nu \sigma }\sigma _{\mu \rho }\delta _{\mu \sigma }\sigma _{\nu \rho }\delta _{\nu \rho }\sigma _{\mu \sigma }\right\},`$ (A.19)
$`\{\sigma _{\mu \nu },\sigma _{\rho \sigma }\}`$ $`=`$ $`2\left\{\delta _{\mu \rho }\delta _{\nu \sigma }\delta _{\mu \sigma }\delta _{\nu \rho }ฯต_{\mu \nu \rho \sigma }\right\}.`$ (A.20)
The same relations hold for $`\overline{\sigma }`$ but with $`+ฯต_{\mu \nu \rho \sigma }`$. In spinor algebra the following contractions are useful
$$\sigma _\mu ^{\alpha \alpha ^{}}\overline{\sigma }_{\mu \beta ^{}\beta }=2\delta _\alpha ^\beta \delta _\alpha ^{}^\beta ^{},\sigma _{\rho \sigma \beta }^\alpha \sigma _{\rho \sigma \delta }^\gamma =4\left\{\delta _\beta ^\alpha \delta _\delta ^\gamma 2\delta _\delta ^\alpha \delta _\beta ^\gamma \right\}.$$
(A.21)
We use everywhere the north-west conventions for raising and lowering the spinor indices
$$ฯต^{\alpha \beta }\xi _\beta =\xi ^\alpha ,\overline{\xi }^\beta ^{}ฯต_{\beta ^{}\alpha ^{}}=\overline{\xi }_\alpha ^{},$$
(A.22)
with $`ฯต_{\alpha \beta }=ฯต^{\alpha ^{}\beta ^{}}`$, $`ฯต_{\alpha \beta }=ฯต^{\alpha \beta }`$, so that $`\xi _{(1)}^\alpha \xi _{(2)\alpha }=\xi _{(2)}^\alpha \xi _{(1)\alpha }`$. For hermitean conjugation we define $`\left(\xi _{(1)}^\alpha \xi _{(2)\alpha }\right)^{}=\xi _{(2)\alpha }^{}\xi _{(1)}^\alpha `$ and the sigma matrices satisfy
$$\left(\sigma _\mu ^{\alpha \beta ^{}}\right)^{}=\sigma _{\mu \alpha \beta ^{}},\left(\overline{\sigma }_{\mu \alpha ^{}\beta }\right)^{}=\overline{\sigma }_\mu ^{\alpha ^{}\beta }.$$
(A.23)
Throughout the paper we frequently use the following integral formula
$$d^4x\frac{\left(x^2\right)^n}{\left(x^2+\rho ^2\right)^m}=\pi ^2\left(\rho ^2\right)^{nm+2}\frac{\mathrm{\Gamma }(n+2)\mathrm{\Gamma }(mn2)}{\mathrm{\Gamma }(m)},$$
(A.24)
which converges for $`mn>2`$.
## Appendix B Winding number.
For a gauge field configuration with finite action the field strength must tend to zero faster than $`x^2`$ at large $`x`$. For vanishing $`F_{\mu \nu }`$, the potential $`A_\mu `$ becomes a pure gauge, $`A_\mu \stackrel{x\mathrm{}}{}U^1_\mu U`$. All configurations of $`A_\mu `$ which become pure gauge at infinity fall into equivalence classes, where each class has a definite winding number. As we now show, the winding number is given by
$$k=\frac{1}{16\pi ^2}d^4x\mathrm{tr}{}_{}{}^{}F_{\mu \nu }^{}F_{\mu \nu },$$
(B.1)
where the generators $`T_a`$ satisfy $`\text{tr}T_aT_b=\frac{1}{2}\delta _{ab}`$. This is the normalization we adopt for the fundamental representation. The key observation is that $`{}_{}{}^{}F_{\mu \nu }^{}F_{\mu \nu }`$ is a total derivative of a gauge variant current<sup>9</sup><sup>9</sup>9Note that $`{}_{}{}^{}F_{\mu \nu }^{}F_{\mu \nu }`$ equals to $`2ฯต_{\mu \nu \rho \sigma }\left\{_\mu A_\nu _\rho A_\sigma +2_\mu A_\nu A_\rho A_\sigma +A_\mu A_\nu A_\rho A_\sigma \right\}`$ but the last term vanishes in the trace due to cyclicity of the trace.
$$\mathrm{tr}{}_{}{}^{}F_{\mu \nu }^{}F_{\mu \nu }=2_\mu \mathrm{tr}ฯต_{\mu \nu \rho \sigma }\left\{A_\nu _\rho A_\sigma +\frac{2}{3}A_\nu A_\rho A_\sigma \right\}.$$
(B.2)
According to Stokesโ theorem, the space-time integral becomes an integral over the three-dimensional boundary at infinity if one uses the regular gauge in which there are no singularities at the orgin. Since $`A_\mu `$ becomes a pure gauge at large $`x`$, one obtains
$$k=\frac{1}{24\pi ^2}_{S^3(\mathrm{space})}๐\mathrm{\Omega }_\mu ฯต_{\mu \nu \rho \sigma }\mathrm{tr}\left\{\left(U^1_\nu U\right)\left(U^1_\rho U\right)\left(U^1_\sigma U\right)\right\},$$
(B.3)
where the integration is over a large three-sphere, $`S^3(\mathrm{space})`$, in Euclidean space. To each point $`x^\mu `$ on this large three-sphere in space corresponds a group element $`U`$ in the gauge group $`G`$. If $`G=SU(2)`$, the group manifold is also a three-sphere<sup>10</sup><sup>10</sup>10The elements of $`SU(2)`$ can be written in the fundamental representation as $`U=a_0\text{1}\text{l}+i_ka_k\tau _k`$ where $`a_0`$ and $`a_k`$ are real coefficients satisfying the condition $`a_0^2+_ka_k^2=1`$. This defines a sphere $`S^3(\mathrm{group})`$. $`S^3(\mathrm{group})`$. Then $`U(x)`$ maps $`S^3(\mathrm{space})`$ into $`S^3(\mathrm{group})`$, and as we now show, $`k`$ is an integer which counts how many times $`S^3(\mathrm{space})`$ is wrapped around $`S^3(\mathrm{group})`$.
Choose a parametrization of the group elements of $`SU(2)`$ in terms of group parameters<sup>11</sup><sup>11</sup>11For example, Euler angles, or Lie parameters $`U=a_0\text{1}\text{l}+i_ka_k\tau _k`$ with $`a_0=\sqrt{1_ka_k^2}`$. $`\xi ^a(x)`$ ($`a=1,2,3`$). Hence the functions $`\xi ^a(x)`$ map $`x`$ into $`SU(2)`$. Consider a small surface element of $`S^3(\mathrm{space})`$. According to the chain rule
$$\mathrm{tr}\left\{\left(U^1_\nu U\right)\left(U^1_\rho U\right)\left(U^1_\sigma U\right)\right\}=\frac{\xi ^i}{x_\nu }\frac{\xi ^j}{x_\rho }\frac{\xi ^k}{x_\sigma }\mathrm{tr}\left\{\left(U^1_iU\right)\left(U^1_jU\right)\left(U^1_kU\right)\right\}.$$
(B.4)
Using<sup>12</sup><sup>12</sup>12For example, if the surface element points in the $`x`$-direction we have $`\mathrm{\Delta }\mathrm{\Omega }=\mathrm{\Delta }\tau \mathrm{\Delta }y\mathrm{\Delta }z`$.
$$\mathrm{\Delta }\mathrm{\Omega }_\mu =\frac{1}{6}ฯต_{\mu \nu \rho \sigma }\mathrm{\Delta }x_\nu \mathrm{\Delta }x_\rho \mathrm{\Delta }x_\sigma $$
(B.5)
we obtain, from $`\frac{1}{6}ฯต_{\mu \nu \rho \sigma }ฯต_{\mu \alpha \beta \gamma }=\delta _{[\alpha \beta \gamma ]}^{\nu \rho \sigma }`$ and $`d\xi ^{[i}d\xi ^jd\xi ^{k]}=ฯต^{ijk}d^3\xi `$, for the contribution $`\mathrm{\Delta }k`$ of the small surface element to $`k`$
$$\mathrm{\Delta }k=\frac{1}{24\pi ^2}ฯต^{ijk}\mathrm{tr}\left\{\left(U^1_iU\right)\left(U^1_jU\right)\left(U^1_kU\right)\right\}d^3\xi ,$$
(B.6)
with $`k=_{S^3(\mathrm{space})}\mathrm{\Delta }k`$. The elements $`\left(U^1_iU\right)`$ lie in the Lie algebra, and define the group vielbein $`e_i^a`$ by
$$\left(U^1_iU\right)=e_i^aT_a.$$
(B.7)
With $`ฯต^{ijk}e_i^ae_j^be_k^c=\left(dete\right)ฯต^{abc}`$, we obtain for the contribution to $`k`$ from a surface element $`\mathrm{\Delta }\mathrm{\Omega }_\mu `$
$$\mathrm{\Delta }k=\frac{1}{24\pi ^2}\left(dete\right)\text{tr}\left(ฯต^{abc}T_aT_bT_c\right)d^3\xi =\frac{1}{16\pi ^2}\left(dete\right)d^3\xi .$$
(B.8)
As we demonstrated, the original integral over the physical space is reduced to one over the group with measure $`\left(dete\right)d^3\xi `$. The volume of a surface element of $`S^3(\mathrm{group})`$ with coordinates $`d\xi ^i`$ is proportional to $`\left(dete\right)d^3\xi `$. Since this expression is a scalar in general relativity, we know that the value of the volume does not depend on which coordinates one uses except for an overall normalization. We fix this overall normalization of the group volume such that near $`\xi =0`$ the volume is $`d^3\xi `$. Since $`e_i^a=\delta _i^a`$ near $`\xi =0`$, we have the usual euclidean measure $`d^3\xi `$. Each small patch on $`S^3(\mathrm{space})`$ corresponds to a small patch on $`S^3(\mathrm{group})`$. Since the $`U`$โs fall into homotopy classes, integrating once over $`S^3(\mathrm{space})`$ we cover $`S^3(\mathrm{group})`$ an integer number of times. To check the proportionality factor in $`\mathrm{\Delta }k\mathrm{Vol}\left(d^3\xi \right)`$, we consider the fundamental map
$$U(x)=x_\mu \sigma _\mu /\sqrt{x^2},U^1(x)=x_\mu \overline{\sigma }_\mu /\sqrt{x^2}.$$
(B.9)
This is clearly a one-to-one map from $`S^3(\mathrm{space})`$ to $`S^3(\mathrm{group})`$ and should yield $`|k|=1`$. Direct calculation gives
$$U^1_\mu U=\overline{\sigma }_{\mu \nu }x_\nu /x^2,$$
(B.10)
and substitution into (B.3) leads to $`k=\frac{1}{2\pi ^2}๐\mathrm{\Omega }_\mu x_\mu /x^4=1`$ making use of (A.19) and (A.20). To obtain $`k=1`$ one has to make the change $`\sigma \overline{\sigma }`$ or $`xx`$ in Eq. (B.9).
Let us comment on the origin of the winding number of the instanton in the singular gauge. In this case $`A_\mu ^{\mathrm{sing}}`$ vanishes fast at infinity, but becomes pure gauge near $`x=0`$ . In the region between a small sphere in the vicinity of $`x=0`$ and a large sphere at $`x=\mathrm{}`$ we have an expression for $`k`$ in terms of the total derivative, but now for $`A_\mu ^{\mathrm{sing}}`$ the only contribution to the topological charge comes from the boundary near $`x=0`$:
$$k=\frac{1}{24\pi ^2}_{S_{x0}^3(\mathrm{space})}๐\mathrm{\Omega }_\mu ฯต_{\mu \nu \rho \sigma }\mathrm{tr}\left\{\left(U^1_\nu U\right)\left(U^1_\rho U\right)\left(U^1_\sigma U\right)\right\}.$$
(B.11)
The extra minus sign is due to the fact that the normal to the $`S^3(\mathrm{space})`$ at $`x=0`$ points inward. Furthermore, $`A_\mu ^{\mathrm{sing}}U^1_\mu U=\overline{\sigma }_{\mu \nu }x_\nu /x^2`$ near $`x=0`$, while $`A_\mu ^{\mathrm{reg}}U_\mu U^1=\sigma _{\mu \nu }x_\nu /x^2`$ for $`x\mathrm{}`$. There is a second minus sign in the evaluation of $`k`$ from the trace of Lorentz generators in both solutions. As a result $`k_{\mathrm{sing}}=k_{\mathrm{reg}}`$, as it should be since $`k`$ is a gauge invariant object. The gauge transformation which maps $`A_\mu ^{\mathrm{reg}}`$ to $`A_\mu ^{\mathrm{sing}}`$ transfers the winding from a large to a small $`S^3(\mathrm{space})`$.
## Appendix C The volume of the gauge orientation moduli space.
The purpose of this appendix is to prove the equation (4.36). Let us consider an instanton in an $`SU(N)`$ gauge theory. Deformations of this configuration which are still self-dual and not a gauge transformation are parametrized by collective coordinates. Constant gauge transformations $`A_\mu U^1A_\mu U`$ preserve self-duality and transversality, $`_\mu A_\mu =0`$, but not all constant $`SU(N)`$ matrices $`U`$ change $`A_\mu `$. Those $`U`$ which keep $`A_\mu `$ fixed form the stability subgroup $`H`$ of the instanton, hence we want to determine the volume of the coset space $`SU(N)/H`$.
If the instanton is embedded in the lower-right $`2\times 2`$ submatrix of the $`N\times N`$ $`SU(N)`$ matrix, then $`H`$ contains the $`SU(N2)`$ in the left-upper part, and the $`U(1)`$ subgroup with elements $`\mathrm{exp}\left(\theta A\right)`$ where $`A`$ is the diagonal matrix
$$A=i\sqrt{\frac{N2}{N}}\mathrm{diag}(\frac{2}{2N},\mathrm{},\frac{2}{2N},1,1).$$
(C.1)
All generators of $`SU(N)`$ (only for the purposes of the present appendix, and also all generators of $`SO(N)`$ discussed below) are normalized according to $`\mathrm{tr}T_aT_b=2\delta _{ab}`$ in the defining $`N\times N`$ matrix representation. Note that in the main text we use $`\text{tr}T_aT_b=\frac{1}{2}\delta _{ab}`$.
At first sight one might expect the range of $`\theta `$ to be such that all entries cover the range $`2\pi `$ an integer number of times. However, this is incorrect: only for the last two entries of $`\mathrm{exp}\left(\theta A\right)`$ we must require periodicity, because whatever happens in the other $`N2`$ diagonal entries is already contained in the $`SU(N2)`$ part of the stability subgroup. Thus all elements $`h`$ in $`H`$ are of the form
$$h=e^{\theta A}g,\text{with}gSU(N2)\text{and}0\theta \theta _{\mathrm{max}}=2\pi \sqrt{\frac{N}{N2}}.$$
(C.2)
For $`N=3,4`$ this range of $`\theta `$ corresponds to periodicity of all entries, but for $`N5`$ the range of $`\theta `$ is less than required for periodicity. Thus $`HSU(N)\times U(1)`$ for $`N5`$. The first $`N2`$ entries of $`\mathrm{exp}\left(k\theta _{\mathrm{max}}A\right)`$ with integer $`k`$ are given by $`\mathrm{exp}\left(ik\frac{4\pi }{N2}\right)`$ and lie therefore in the center $`Z_N`$ of $`SU(N2)`$. Note that the $`SU(N)`$ group elements $`h=\mathrm{exp}\left(\theta A\right)g`$ with $`0\theta \theta _{\mathrm{max}}`$ form a subgroup. We shall denote $`H`$ by $`SU(N2)\times \mathrm{`}\mathrm{`}U(1)\mathrm{"}`$ where $`\mathrm{`}\mathrm{`}U(1)\mathrm{"}`$ denotes the part of the $`U(1)`$ generated by $`A`$ which lies in $`H`$.
We now use three theorems to evaluate the volume of $`SU(N)/H`$:
$`(\mathrm{I})`$ $`\mathrm{Vol}{\displaystyle \frac{SU(N)}{SU(N2)\times \mathrm{`}\mathrm{`}U(1)\mathrm{"}}}={\displaystyle \frac{\mathrm{Vol}\left(SU(N)/SU(N2)\right)}{\mathrm{Vol}\mathrm{`}\mathrm{`}U(1)\mathrm{"}}},`$
$`(\mathrm{II})`$ $`\mathrm{Vol}{\displaystyle \frac{SU(N)}{SU(N2)}}=\mathrm{Vol}{\displaystyle \frac{SU(N)}{SU(N1)}}\mathrm{Vol}{\displaystyle \frac{SU(N1)}{SU(N2)}},`$ (C.3)
$`(\mathrm{III})`$ $`\mathrm{Vol}{\displaystyle \frac{SU(N)}{SU(N1)}}={\displaystyle \frac{\mathrm{Vol}SU(N)}{\mathrm{Vol}SU(N1)}}.`$
It is, in fact, easiest to first compute $`\mathrm{Vol}\left(SU(N)/SU(N1)\right)`$ and then to use this result for the evaluation of $`\mathrm{Vol}G/H`$ (with $`\mathrm{Vol}SU(N)`$ as a bonus).
In general the volume of a coset manifold $`G/H`$ is given by $`V=_\mu dx^\mu dete_\mu ^m(x)`$ where $`x^\mu `$ are the coordinates on the coset manifold and $`e_\mu ^m(x)`$ are the coset vielbeins. One begins with โcoset representativesโ $`L(x)`$ which are group elements $`gG`$ such that every group element can be decomposed as $`g=kh`$ with $`hH`$. We denote the coset generators by $`K_\mu `$ and the subgroup generators by $`H_i`$. Then $`L^1(x)_\mu L(x)=e_\mu ^m(x)K_m+\omega _\mu ^i(x)H_i`$. Under a general coordinate transformation from $`x^\mu `$ to $`y^\mu (x)`$, the vielbein transforms as a covariant vector with index $`\mu `$ but also as a contra-covariant vector with index $`m`$ at $`x=0`$. Hence $`V`$ does (only) depend on the choice of the coordinates at the origin. Near the origin, $`L(x)=\text{1}\text{l}+dx^\mu K_\mu `$ , and we fix the normalization of $`T_a=\{K_\mu ,H_i\}`$ by $`\mathrm{tr}T_aT_b=2\delta _{ab}`$ for $`T_aSU(N)`$.
To find the volume of $`SU(N)/SU(N1)`$ we note that the group elements of $`SU(N)`$ have a natural action on the space $`๐^N`$ and map a vector $`(z^1,\mathrm{},z^N)๐^N`$ on the complex hypersphere $`_{i=1}^N\left|z^i\right|^2=1`$ into another vector on the complex hypersphere. The โsouth-poleโ $`(0,\mathrm{},0,1)`$ is kept invariant by the subgroup $`SU(N1)`$, and points on the complex hypersphere are in one-to-one correspondence with the coset representatives $`L(z)`$ of $`SU(N)/SU(N1)`$. We use as generators for $`SU(N)`$ the generators for $`SU(N1)`$ in the upper-left block, and further the following coset generators: $`N1`$ pairs $`T_{2k}`$ and $`T_{2k+1}`$ each of them containing only two non-zero elements
$$\left(\begin{array}{cccc}0& \mathrm{}& & 0\\ \mathrm{}& & & 1\\ & & \mathrm{}& \mathrm{}\\ 0& 1& \mathrm{}& 0\end{array}\right),\left(\begin{array}{cccc}0& \mathrm{}& & 0\\ \mathrm{}& & & i\\ & & \mathrm{}& \mathrm{}\\ 0& i& \mathrm{}& 0\end{array}\right),$$
(C.4)
and further one diagonal generator
$$T_{N^21}=i\sqrt{\frac{2}{N(N1)}}\mathrm{diag}(1,\mathrm{},1,N1).$$
(C.5)
(For instance, for $`SU(3)`$ there are two pairs, the usual $`\lambda _4`$ and $`\lambda _5`$ and $`\lambda _6`$ and $`\lambda _7`$ and the diagonal hypercharge generator $`\lambda _8`$.)
The idea now is to establish a natural one-to-one correspondence between points in $`๐^N`$ and points in $`๐^{2N}`$, namely we write all points $`(x^1,\mathrm{},x^{2N})`$ in $`๐^{2N}`$ as points in $`๐^N`$ as $`(ix^1+x^2,\mathrm{},ix^{2N1}+x^{2N})`$. In particular the south pole in $`๐^{2N}`$ corresponds to the south pole in $`๐^N`$ and the sphere $`_{i=1}^{2N}(x^i)^2=1`$ in $`๐^{2N}`$ corresponds to the hypersphere $`_{i=1}^N|z^i|^2=1`$. Points on the sphere $`S^{2N1}`$ in $`๐^{2N}`$ correspond one-to-one to coset generators of $`SO(2N)/SO(2N1)`$. The coset generators of $`SO(2N)/SO(2N1)`$ are antisymmetric $`2N\times 2N`$ matrices $`A_I`$ $`(I=1,\mathrm{},2N1)`$ with the entry $`+1`$ in the last column and $`1`$ in the last row. The coset element $`1+\delta g=1+dt^IA_I`$ maps the south pole $`s=(0,\mathrm{},0,1)`$ in $`๐^{2N}`$ to a point $`s+\delta s`$ in $`๐^{2N}`$ where $`\delta s=(dt^1,\mathrm{},dt^{2N1},0)`$. In $`๐^N`$ the action of this same coset element is defined as follows: it maps $`s=(0,\mathrm{},0,1)`$ to $`s+\delta s`$ with $`\delta s=(idt^1+dt^2,\mathrm{},idt^{2N1})`$. The coset generators of $`SU(N)/SU(N1)`$ also act in $`๐^N`$, but $`g=1+dx^\mu K_\mu `$ maps $`s`$ to $`s+\delta s`$ where now $`\delta s=(idx^1+dx^2,\mathrm{},i\sqrt{\frac{2(N1)}{N}}dx^{2N1})`$.
We can cover $`S^{2N1}`$ with small patches. Each patch can be brought by the action of a suitable coset element to the south pole, and then we can use the inverse of this group element to map this patch back into the manifold $`SU(N)/SU(N1)`$. In this way both $`S^{2N1}`$ and $`SU(N)/SU(N1)`$ are covered by patches which are in a one-to-one correspondence. Each pair of patches has the same ratio of volumes since both patches can be brought to the south pole by the same group element and at the south pole the ratio of their volumes is the same. To find the ratio of the volumes of $`S^{2N1}`$ and $`SU(N)/SU(N1)`$, it is then sufficient to consider a small patch near the south pole.
Consider then a small patch at the south pole of $`S^{2N1}`$ with coordinates $`(dt^1,\mathrm{},dt^{2N1})`$ and volume $`dt^1\mathrm{}dt^{2N1}`$. The corresponding patch at the south pole of $`๐^N`$ has coordinates $`(idt^1+dt^2,\mathrm{},idt^{2N1})`$ and the same volume $`dt^1\mathrm{}dt^{2N1}`$. The same patch at the south pole in $`๐^N`$ has coordinates $`dx^\mu `$ where $`(idt^1+dt^2,\mathrm{},idt^{2N1})=(idx^1+dx^2,\mathrm{},i\sqrt{\frac{2(N1)}{N}}dx^{2N1})`$. The volume of a patch in $`SU(N)/SU(N1)`$ with coordinates $`dx^1,\mathrm{},dx^{2N1}`$ is $`dx^1\mathrm{}dx^{2N1}`$. It follows that the volume of $`SU(N)/SU(N1)`$ equals the volume of $`S^{2N1}`$ times $`\sqrt{\frac{N}{2(N1)}}`$,
$$\mathrm{Vol}\frac{SU(N)}{SU(N1)}=\sqrt{\frac{N}{2(N1)}}\mathrm{Vol}S^{2N1}.$$
(C.6)
From here the evaluation of $`\mathrm{Vol}SU(N)/H`$ is straightforward. Using
$$\mathrm{Vol}S^{2N1}=\frac{2\pi ^N}{(N1)!},$$
(C.7)
we obtain
$$\mathrm{Vol}SU(N)=\sqrt{N}\underset{k=2}{\overset{N}{}}\frac{\sqrt{2}\pi ^k}{(k1)!},$$
(C.8)
and
$`\mathrm{Vol}H=\mathrm{Vol}SU(N2)\mathrm{Vol}\mathrm{`}\mathrm{`}U(1)\mathrm{"},\mathrm{Vol}\mathrm{`}\mathrm{`}U(1)\mathrm{"}=2\pi \sqrt{{\displaystyle \frac{N}{N2}}},`$
$`\mathrm{Vol}SU(N)/H={\displaystyle \frac{\pi ^{2N2}}{(N1)!(N2)!}}.`$ (C.9)
As an application and check of this analysis let us demonstrate a few relations between the volumes of different groups. Let us check that $`\mathrm{Vol}SU(2)=2\mathrm{V}\mathrm{o}\mathrm{l}SO(3)`$, $`\mathrm{Vol}SU(4)=2\mathrm{V}\mathrm{o}\mathrm{l}SO(6)`$ and $`\mathrm{Vol}SO(4)=\frac{1}{2}\left(\mathrm{Vol}SU(2)\right)^2`$ (the latter will follow from $`SO(4)=SU(2)\times SU(2)/Z_2`$).
We begin with the usual formula for the surface of a sphere with unit radius (given already above for odd $`N`$)
$$\mathrm{Vol}S^N=\frac{2\pi ^{(N+1)/2}}{\mathrm{\Gamma }\left(\frac{N+1}{2}\right)}.$$
(C.10)
In particular
$`\mathrm{Vol}S^2=4\pi ,\mathrm{Vol}S^3=2\pi ^2,\mathrm{Vol}S^4=\frac{8}{3}\pi ^2,`$
$`\mathrm{Vol}S^5=\pi ^3,\mathrm{Vol}S^6=\frac{16}{15}\pi ^3,\mathrm{Vol}S^7=\frac{1}{3}\pi ^4.`$ (C.11)
Furthermore $`\mathrm{Vol}SO(2)=2\pi `$ since the $`SO(2)`$ generator is $`T=\left(\genfrac{}{}{0pt}{}{\mathrm{0\hspace{0.17em}\; 1}}{\mathrm{1\hspace{0.17em}0}}\right)`$ and $`\mathrm{exp}(\theta T)`$ is an ordinary rotations $`\left(\genfrac{}{}{0pt}{}{\mathrm{cos}\theta \mathrm{sin}\theta }{\mathrm{sin}\theta \mathrm{cos}\theta }\right)`$ for which $`0\theta 2\pi `$. Using $`\mathrm{Vol}SO(N)=\mathrm{Vol}S^{N1}\mathrm{Vol}SO(N1)`$ we obtain
$`\mathrm{Vol}SO(2)=2\pi ,\mathrm{Vol}SO(3)=8\pi ^2,\mathrm{Vol}SO(4)=16\pi ^4,`$
$`\mathrm{Vol}SO(5)=\frac{128}{3}\pi ^6,\mathrm{Vol}SO(6)=\frac{128}{3}\pi ^9.`$ (C.12)
Now consider $`SU(2)`$. In the normalization $`T_1=i\tau _1`$, $`T_2=i\tau _2`$ and $`T_3=i\tau _3`$ (so that $`\mathrm{tr}T_aT_b=2\delta _{ab}`$) we find by direct evaluation using Euler angles $`\mathrm{Vol}SU(2)=2\pi ^2`$. This also agrees with Eq. (C.6) for $`N=2`$, using $`\mathrm{Vol}SU(1)=1`$. For higher $`N`$ we get
$$\mathrm{Vol}SU(2)=2\pi ^2,\mathrm{Vol}SU(3)=\sqrt{3}\pi ^5,\mathrm{Vol}SU(4)=\frac{\sqrt{2}}{3}\pi ^9.$$
(C.13)
The group elements of $`SU(2)`$ can be written as $`g=x^4+i\stackrel{}{\tau }\stackrel{}{x}`$ with $`\left(x^4\right)^2+\left(\stackrel{}{x}\right)^2=1`$ which defines a sphere $`S^3`$. Since near the unit element $`g1+\stackrel{}{\tau }\delta \stackrel{}{x}`$, the normalization of the generators is as before, and hence for this parametrization $`\mathrm{Vol}SU(2)=2\pi ^2`$. This is indeed equal to $`\mathrm{Vol}S^3`$.
However, $`\mathrm{Vol}SU(2)`$ is not yet equal to $`2\mathrm{V}\mathrm{o}\mathrm{l}SO(3)`$. The reason is that in order to compare properties of different groups we should normalize the generators such that the structure constants are the same (the Lie algebras are the same, although the group volumes are not). In other words, we should use the normalization that the adjoint representations have the same $`\mathrm{tr}T_aT_b`$.
For $`SU(2)`$ the generators which lead to the same commutators as the usual $`SO(3)`$ rotation matrices (with entries $`+1`$ and $`1`$) are $`T_a=\{\frac{i}{2}\tau _1,\frac{i}{2}\tau _2,\frac{i}{2}\tau _3\}`$. Then $`\mathrm{tr}T_aT_b=\frac{1}{2}\delta _{ab}`$. In this normalization, the range of each group coordinate is multiplied by 2, leading to $`\mathrm{Vol}SU(2)=2^32\pi ^2=16\pi ^2`$. Now indeed $`\mathrm{Vol}SU(2)=2\mathrm{V}\mathrm{o}\mathrm{l}SO(3)`$.
For $`SU(4)`$ the generators with the same Lie algebra as $`SO(6)`$ are the generators $`\frac{1}{4}(\gamma _m\gamma _n`$ $`\gamma _n\gamma _m)`$, $`i\gamma _m`$ and $`i\gamma _5`$, where $`\gamma _m`$ and $`\gamma _5`$ are the $`4\times 4`$ matrices obeying the Clifford algebra $`\{\gamma _m,\gamma _n\}=2\delta _{mn}`$. Now, $`\mathrm{tr}T_aT_b=\delta _{ab}`$ (for example, $`\text{tr}\left\{\left(\frac{1}{2}\gamma _1\gamma _2\right)\left(\frac{1}{2}\gamma _1\gamma _2\right)\right\}=1`$). Recall that originally we had chosen the normalization $`\mathrm{tr}T_aT_b=2\delta _{ab}`$. We must thus multiply the range of each coordinate by a factor $`\sqrt{2}`$, and hence we must multiply our original result for $`\mathrm{Vol}SU(4)`$ by a factor $`\left(\sqrt{2}\right)^5`$. We find that indeed the relation $`\mathrm{Vol}SU(4)=2\mathrm{V}\mathrm{o}\mathrm{l}SO(6)`$ is fulfilled.
Finally, we consider the relation $`SO(4)=SU(2)\times SU(2)/Z_2`$. (The vector representation of $`SO(4)`$ corresponds to the representation $`(\frac{1}{2},\frac{1}{2})`$ of $`SU(2)\times SU(2)`$, but representations like $`(\frac{1}{2},0)`$ and $`(0,\frac{1}{2})`$ are not representations of $`SO(4)`$ and hence we must divide by $`Z_2`$. The reasoning is the same as for $`SU(2)`$ and $`SO(3)`$, or $`SU(4)`$ and $`SO(6)`$.) We choose the generators of $`SO(4)`$ as follows
$$T_1^{(+)}=\frac{1}{\sqrt{2}}\left(L_{14}+L_{23}\right),T_2^{(+)}=\frac{1}{\sqrt{2}}\left(L_{31}+L_{24}\right),T_3^{(+)}=\frac{1}{\sqrt{2}}\left(L_{12}+L_{34}\right),$$
(C.14)
and the same but with minus sign denoted by $`T_i^{()}`$. Here $`L_{mn}`$ equals $`+1`$ in the $`m^{\mathrm{th}}`$ column and $`n^{\mathrm{th}}`$ row, and is antisymmetric. Clearly $`\text{tr}T_aT_b=2\delta _{ab}`$. The structure constants follow from
$$[\frac{1}{\sqrt{2}}(L_{12}+L_{34}),\frac{1}{\sqrt{2}}(L_{14}+L_{23}),]=(L_{31}+L_{24}),$$
(C.15)
thus
$$[T_i^{(+)},T_j^{(+)}]=\sqrt{2}ฯต_{ijk}T_k^{(+)},[T_i^{()},T_j^{()}]=\sqrt{2}ฯต_{ijk}T_k^{()},[T_i^{(+)},T_j^{()}]=0.$$
(C.16)
We choose for the generators of $`SU(2)\times SU(2)`$ the representation
$$T_i^{(+)}=\frac{i\tau _i}{\sqrt{2}}\text{1}\text{l},T_i^{()}=\text{1}\text{l}\frac{i\tau _i}{\sqrt{2}}.$$
(C.17)
Then we get the same commutation relations as for $`SO(4)`$ generators (C.16); however, the generators are normalized differently, namely $`\mathrm{tr}T_aT_b=2\delta _{ab}`$ for $`SO(4)`$ but $`\mathrm{tr}T_aT_b=\delta _{ab}`$ for $`SU(2)`$. With the normalization $`\text{tr}T_aT_b=2\delta _{ab}`$ we found $`\mathrm{Vol}SU(2)=2\pi ^2`$. In the present normalization we find $`\mathrm{Vol}SU(2)=2\pi ^2\left(\sqrt{2}\right)^3`$. The relation $`\mathrm{Vol}SO(4)=\frac{1}{2}\left(\mathrm{Vol}SU(2)\right)^2`$ is now indeed satisfied
$$\mathrm{Vol}SO(4)=16\pi ^4=\frac{1}{2}\left(\mathrm{Vol}SU(2)\right)^2=\frac{1}{2}\left(2\pi ^2\left(\sqrt{2}\right)^3\right)^2.$$
(C.18)
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# Teleportation using coupled oscillator states
## I Introduction
Quantum entanglement plays a central role in the emerging fields of quantum computationDiVincenzo:1995:1 ; Grover:1997:1 ; Ekert:1998:1 ; Jozsa:1998:1 ; Vedral:1998:2 , quantum cryptographyBennett:1992:1 ; Kempe:1999:1 , quantum teleportationBennett:1993:1 ; Bennett:1996:2 ; Braunstein:2000:2 ; Plenio:1998:3 ; Braunstein:2000:1 ; Braunstein:1998:2 , dense codingBraunstein:2000:3 and quantum communicationBennett:1999:3 ; Schumacher:1996:1 ; Schumacher:1996:2 . The characterisation of entanglement is a challenging problemHill:1997:1 ; Bennett:1996:1 ; Wootters:1998:1 ; DiVincenzo:1999:3 ; Vedral:1997:1 ; Vedral:1998:1 and considerable effort has been invested in characterising entanglement in a variety of contextsJonathan:1999:1 ; Jonathan:1999:2 ; Horodecki:1999:1 ; Buzek:1997:1 ; Dur:2000:1 ; Murao:2000:1 ; Vedral:1999:2 .
One such context, quantum teleportation, has played a crucial role in understanding how entanglement can be used as a resource for communication. The recent experimental demonstrationsFurusawa:1998:1 ; Boschi:1998:1 suggest that quantum teleportation could be viewed as an achievable experimental technique to quantitatively investigate quantum entanglement. Teleportation is a way of transmitting an unknown quantum state to a distant receiver with far better reliability than can be achieved classically. As the entanglement of the enabling resource is degraded, the fidelity of the teleportation protocol is diminished.
In this paper we attempt to make this intuition more precise using specific examples from quantum optics. Three entangled resources are considered: states with fixed total photon number, number states entangled at a beam splitter, and the two-mode squeezed vacuum stateMilburn:1999:1 . The examples we discuss exhibit quantum correlations between the photon number in each mode and, simultaneously, between the phase of each mode.
In reality, the entanglement will not be perfect, but degraded to some extent by uncontrolled interactions with an environment during formation. To model this we consider phase fluctuations on each mode independently. In the limit of completely random phase we are left with only the classical intensity (photon number) correlations. The state is no longer entangled and the fidelity of the protocol depends only on the classical intensity correlations remaining in the resource.
## II Entanglement and Teleportation
Intuitively entanglement refers to correlations between distinct subsystems that cannot be achieved in a classical statistical model. Of course correlations can exist in classical mechanics, but entanglement refers to a distinctly different kind of correlation at the level of quantum probability amplitudes. The essential difference between quantum and classical correlations can be described in terms of the separability of statesRungta:2000:1 ; Deuar:2000:2 ; Pittenger:2000:1 ; Dur:1999:1 ; Rudolph:2000:1 ; Horodecki:1997:2 ; Peres:1996:1 ; Caves:1999:1 . A density operator of two subsystems is separable if it can be written as the convex sumPeres:1996:1
$$\rho =\underset{A}{}w_A\rho _A^{}\rho _A^{\prime \prime },$$
(1)
where $`\rho _A^{}`$ and $`\rho _A^{\prime \prime }`$ are density matrices for the two subsystems and the $`w_A`$ are positive weights satisfying $`_Aw_A=1`$. For example, for two harmonic oscillators ($`a`$ and $`b`$) the density operator which has correlated energy
$$\rho _{ab}=\underset{n=0}{\overset{\mathrm{}}{}}p_n|n,nn,n|$$
(2)
is separable, (where we use the notation $`|n,n=|n_a|n_b`$) while the pure state
$$|\mathrm{\Psi }_{ab}=\underset{n=0}{\overset{\mathrm{}}{}}\sqrt{p_n}|n,n$$
(3)
has the same classical correlation but is not separable. In this form we see that is possible for a separable and an entangled state to share similar classical correlations for some variables.
Consider a communication protocol in which the results of measurements made on a physical system are transmitted to a distant receiver. The goal of the receiver is to reconstruct the physical state of the source, using only local resources, conditioned on the received information. The communication that takes place is of course entirely classical. In a teleportation protocol there is one additional feature: quantum correlations, entanglement, are first shared between the sending and receiving station. The degree of entanglement shared by sender and receiver is called the teleportation resource. If there is no shared quantum correlation between the sender and receiver, the protocol is called classical.
The extent and nature of the quantum correlations in the resource determine the fidelity of the protocol. Under ideal conditions the unknown state of some physical system at the transmitting end can be perfectly recreated in another physical system at the receiving end. There are many ways in which actual performance can differ from the ideal. In this paper we analyse the change in the performance of teleportation protocols as the degree of entanglement in the resource is varied by decoherence. Our primary objective is to use the fidelity of a teleportation protocol to compare and contrast different kinds of entangled oscillator states.
A general teleportation protocol proceeds as follows. The sender, Alice, has a target state, $`|\psi _T`$, she wishes to teleport to Bob, the receiver. Alice and Bob each have access to one part of an entangled bipartite physical system prepared in the state $`|\psi _{AB}`$. In this paper the bipartite physical system is a two-mode electromagnetic field. In order to send the state of the target to Bob, Alice performs a joint measurement on the target and her mode. She then sends the information gained from these measurements to Bob via a classical channel. Bob performs local unitary transformations on the mode in his possession according to the information Alice sends to him, thereby attempting to recreate the initial target state. We quantify the quality of the protocol by the probability that Bobโs received state is the same as the target state. This quantity is known as the fidelity.
The fidelity of quantum teleportation protocol is determined by the degree of shared entanglement, the quality of the measurements made by the sender, the quality of the classical communication channels used and how well Bob can implement the desired unitary transformations. In this paper we will discuss only the first of these; the amount of shared entanglement. In the original teleportation protocolBennett:1993:1 , the bipartite system was made up of two systems each described by a two dimensional Hilbert space, that is to say, two qubits, and the shared entangled state was a maximally entangled stateBennett:1996:1 . In the case of two correlated harmonic oscillators, or two field modes, we cannot define maximal entanglement in quite the same way, as the entropy of each component system can be arbitrarily large. In this paper we define extremal entangled pure states of two field modes in terms of the total mean photon number and the total maximum photon number.
In the case of a system with a finite dimensional Hilbert space, a state of maximum (von Neumann) entropy is simply the identity operator in that Hilbert space. A natural generalisation of this idea to infinite Hilbert spaces would define a maximum entropy state subject to some constraint, such as mean energy or total energy. These of course define the canonical ensemble and micro canonical ensemble of statistical mechanics. In the case of entangled pure states the Araki-LiebWehrl:1978:1 inequality indicates that the entropy of each component system is equal. As the entropy of a harmonic oscillator scales with mean energy, this indicates that each component subsystem has the same mean energy. If we maximise the entropy of each subsystem subject to a constraint on the mean energy, the state must be a thermal state. The entangled pure two mode state for which the reduced density operator of each mode is thermal, is the squeezed vacuum state.
$$|\lambda =(1\lambda ^2)^{1/2}\underset{n=0}{\overset{\mathrm{}}{}}\lambda ^n|n,n.$$
(4)
The mean photon number in each mode is given by $`\overline{n}=\lambda ^2/(1\lambda ^2)`$. If, however, we constrain the total photon number, $`N`$, of each mode we get a very different expression for a maximally entangled state,
$$|N=\frac{1}{\sqrt{1+N}}\underset{n=0}{\overset{N}{}}|Nn,n.$$
(5)
The entropy of the reduced state of each mode is $`\mathrm{ln}(1+N)`$ while the mean photon number is $`N/2`$. While squeezed vacuum states may be achieved in the laboratory, states with fixed total photon number have not been produced, and will not be possible until we have a reliable $`N`$ photon source. There are now a couple of proposals for such sourcesImamoglu:1994:1 ; Foden:2000:1 ; Brunel:1999:1 and it may not be too long before they are used in teleportation schemes.
Teleportation fidelity for infinite dimensional Hilbert spaces must necessarily vary from unity for an arbitrary target state, as the notion of a maximally entangled resource differs from the finite dimensional case. The teleportation protocol can also be degraded by unknown incoherent processes that corrupt the purity of the shared entanglement. Of course in some cases these incoherent processes may destroy the correlations entirely, for example by absorbing all the photons in each mode before Alice and Bob get to use them. In this paper, however, we will only consider those decoherence processes that change the purity of the states and leave unchanged the classical intensity correlations.
## III Ideal Resource
In a recent paper by Milburn and BraunsteinMilburn:1999:1 a teleportation protocol was presented using joint measurements of the photon number difference and phase sum on two field modes. This protocol is possible because the number difference and phase sum operators commute, thus allowing determination of these quantities simultaneously and to arbitrary accuracy.
Number *sum* and phase *difference* operators also commute, implying that if eigenstates of these operators can be found then a teleportation protocol is possible. Such a protocol is discussed below. Recently, teleportation using number sum and phase difference measurements was described Yu:2000:2 . That work did not address how the degree of entanglement in the resource changes the teleportation fidelity as we do here.
Because the number sum and phase difference operators commute we look for simultaneous eigenstates of these observables. Consider states of the form
$$|\psi _{AB}=\underset{n=0}{\overset{N}{}}d_n|Nn_A|n_B$$
(6)
which are eigenstates of number sum with eigenvalue $`N`$. The labels $`A`$ and $`B`$ refer to the senderโs and receiverโs component of the entangled modes respectively, and the $`d_n`$ satisfy $`_n|d_n|^2`$. This state will be maximally entangled when the $`d_n`$ are all equal, giving the resource,
$$|\psi _{AB}=\frac{1}{\sqrt{N+1}}\underset{n=0}{\overset{N}{}}|Nn_A|n_B.$$
(7)
This state tends towards eigenstates of phase difference as $`N\mathrm{}`$. To see this consider the joint phase probability density of Eq. (7), which is determined by the ideal joint phase operator projection operator $`|\varphi _A\varphi _A||\varphi _B\varphi _B|`$ as $`P(\varphi _A,\varphi _B)=tr(\rho _{AB}|\varphi _A\varphi _A||\varphi _B\varphi _B|)`$ whereWalls:1995:1 ; Susskind:1964:1 ; Braunstein:1996:1
$$|\varphi =\underset{n=0}{\overset{\mathrm{}}{}}e^{in\varphi }|n.$$
(8)
Substituting the state in Eq. (6) we have
$$P(\varphi _A,\varphi _B)=\frac{1}{N+1}\left|\underset{n=0}{\overset{N}{}}e^{in\varphi _{}}\right|^2$$
(9)
where $`\varphi _{}=\varphi _A\varphi _B`$. The probability density as a function of $`N`$ and $`\varphi _{}`$ is shown in Fig. 1, and indicates that the density becomes sharply peaked about $`\varphi _{}=0`$ in the interval $`[\pi ,\pi ]`$ as $`N`$ gets larger. Hence the states of Eq. (7) tend to eigenstates of phase difference with increasing $`N`$.
The state to be teleported, the target state, can be written in the general form
$$|\psi _T=\underset{m=0}{\overset{\mathrm{}}{}}c_m|m_T.$$
(10)
The input state to the protocol is then
$`|\psi `$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{N+1}}}{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{n=0}{\overset{N}{}}}c_m|m_T|Nn_A|n_B.`$ (11)
If Alice measures the number sum of the target and her component of the entangled resource (i.e. $`\widehat{N}_A+\widehat{N}_T`$) with result $`q`$, the conditional state of the total system is
$$|\psi ^{(q)}=\left[P_I(q)(N+1)\right]^{1/2}\underset{n}{}c_{qN+n}|qN+n_T|Nn_A|n_B,$$
(12)
where $`n`$ runs from $`\mathrm{max}(0,Nq)`$ to $`N`$. The probability of obtaining the result $`q`$ is
$$P_I(q)=\frac{1}{N+1}\underset{n}{}|c_{qN+n}|^2.$$
(13)
The subscript $`I`$ emphasises that this probability refers to the idealised resource. Alice now measures the phase difference with result $`\varphi _{}`$. The conditional state of Bobโs mode is then the pure state
$$|\psi ^{(q,\varphi _{})}_B=\left[P_I(q)(N+1)\right]^{1/2}\underset{n}{}e^{2in\varphi _{}}c_{qN+n}|n_B.$$
(14)
Using the results $`q`$ and $`\varphi _{}`$, and knowledge of the number of Fock states in the resource ($`N`$), Bob has sufficient information to reproduce the target state. He does this by amplifying his mode so that $`|n_B|qN+n_B`$ and phase shifting it by $`e^{i2n\varphi _{}}`$. The unitary amplification operation is described in Wiseman:1994:1 . These operations complete the protocol and the state Bob finally has in his possession is
$$|\psi ^{(q)}_{out,B}=\left[P_I(q)(N+1)\right]^{1/2}\underset{n}{}c_{qN+n}|qN+n_B.$$
(15)
The fidelity of this protocol depends on the result $`q`$ and is
$`F_I(q)`$ $`=`$ $`{\displaystyle \underset{n}{}}|c_{qN+n}|^2`$ (16)
$`=`$ $`(N+1)P_I(q).`$ (17)
As the fidelity depends on the result of the number sum measurement it varies from one run to the next. To obtain an overall figure of merit for the protocol we define the average fidelity,
$$\overline{F}_I=\underset{q}{}F_I(q)P(q)$$
(18)
In this case we find
$$\overline{F}_I=(N+1)\underset{q=0}{\overset{\mathrm{}}{}}P_I(q)^2$$
(19)
To see how well the teleportation protocol performs, we shall consider some examples.
Let the target state be a number state,
$$|\psi _T=|m_T,$$
(20)
so the only coefficient available is $`c_m`$, which is one. We find that the teleportation fidelity is unity, independent of the measurement of $`q`$, because the only term appearing in the summations of both the fidelity and the probability is that corresponding to $`c_m`$. Hence, this protocol works perfectly if the target is a number state.
In Fig. 2 we show the average fidelity as a function of the total photon number in the resource for a coherent state target with amplitude $`\alpha =3`$. It is clear that increasing the number of photons in the entangled resource improves the teleportation protocol.
## IV Beam splitter resource
The resource states discussed in Sec. III illustrate the protocol well, but are not produced by any known physical interaction. However, the beam splitter interaction can be shown to give a resource with similar properties to Eq. (7). The beam splitter interaction is described by Sanders:1995:1
$$|\psi _{AB}=e^{i\frac{\pi }{4}(a^{}b+ab^{})}|N_A|N_B,$$
(21)
where the operators $`a`$, $`a^{}`$, $`b`$ and $`b^{}`$ are the usual boson annihilation and creation operators for modes $`A`$ and $`B`$. $`N`$ being the number of photons at each input port of the beam splitter. Because the number sum of the two modes is a constant ($`=2N`$) we can rewrite the resource in terms of eigenstates of number sum. The resource is now written as
$$|\psi _{AB}=\underset{n=0}{\overset{2N}{}}d_{nN}|n_A|2Nn_B,$$
(22)
The coefficients $`d_{nN}`$ are derived by first using Schwingerโs boson representation of angular momentum, with total angular momentum quantum number $`j=N`$, and then identifying these coefficients as rotation matrix elementsSanders:1995:1 . The $`d_{nN}`$ coefficients are defined by
$$d_{nN}=e^{i\frac{\pi }{2}(nN)}D_{nN,0}^N(\pi /2)$$
(23)
where
$`D_{m^{},m}^j(\beta )=\left[(j+m^{})!(jm^{})!(j+m)!(jm)!\right]^{\frac{1}{2}}`$
$`\times {\displaystyle \underset{s}{}}{\displaystyle \frac{(1)^{m^{}m+s}\left(\mathrm{cos}\frac{\beta }{2}\right)^{2j+mm^{}2s}\left(\mathrm{sin}\frac{\beta }{2}\right)^{m^{}m+2s}}{(j+ms)!s!(m^{}m+s)!(jm^{}s)!}}.`$
The variable $`s`$ ranges over all integer values where the factorials are non-negativeBiedenharn:1981:1 . It is easy to verify that all coefficients with $`n`$ odd are zero.
This protocol proceeds identically to that discussed in Sec. III. We illustrate this variation of the protocol with the pure state form of the resource as given in Eq. (22). After a number sum and phase difference measurement on modes $`T`$ and $`A`$, and then applying the amplification $`|2Nn_B|qn_B`$ and phase shift $`e^{2in\varphi _{}}`$, the output state becomes,
$$|\psi ^{(q)}_{out,B}=\left[P_{BS}(q)\right]^{1/2}\underset{n=0}{\overset{\mathrm{min}(q,2N)}{}}c_{qn}d_{nN}|qn_B,$$
(25)
where the probability for a number sum result $`q`$ is
$$P_{BS}(q)=\underset{n=0}{\overset{\mathrm{min}(q,2N)}{}}|c_{qn}|^2|d_{nN}|^2.$$
(26)
The teleportation fidelity is found to be
$$F_{BS}(q)=\frac{1}{P_{BS}(q)}\left|\underset{n=0}{\overset{\mathrm{min}(q,2N)}{}}|c_{qn}|^2d_{nN}\right|^2.$$
(27)
If we again consider a coherent state target of amplitude $`\alpha =3`$, we can compare the beam splitter generated resource with the ideal resource in Sec. III. The average fidelity as a function of energy in the resource is shown in Fig. 3 and is almost identical to Fig. 2 except that its maximum is approximately one half as opposed to unity. This is due to the fact that all terms in Eq. (22) with $`n`$ odd are zero. Effectively only half of the perfect correlations in the ideal entangled resource are available, hence the maximum fidelity we would expect under such circumstances is $`0.5`$. Even so, the state becomes a better teleportation resource with increasing $`N`$ (see Fig. 3).
It is, however, possible to teleport those states which have no odd photon number components with near unit fidelity. An example is the even โcatโ state, formed from the superposition of two coherent states of equal real amplitude but opposite sign Cochrane:1999:1 ,
$$|\psi _T=\frac{|\alpha _T+|\alpha _T}{\sqrt{2+2e^{2|\alpha |^2}}},$$
(28)
The average fidelity in this case is shown in Fig. 4.
This result implies that it may be possible to tailor resources for given applications so that certain classes of states may be teleported well, without necessarily being able to teleport an arbitrary state.
## V Decoherence
Teleportation requires quantum correlations, in the form of entanglement, to be shared by the sender and receiver. In this section we consider how teleportation fidelity changes if decoherence diminishes the extent of the correlation. We use a decoherence mechanism, phase diffusion, which does not change the intensity (photon number) correlations of the entanglement resource, but does destroy the coherence in the number basis.
Phase diffusion is modelled by adding random phase fluctuations to each mode independently with the unitary operator
$$U(\theta )\mathrm{exp}\left[i(\theta _aa^{}a+\theta _bb^{}b)\right],$$
(29)
where the phase sum and difference $`\theta =\theta _a\pm \theta _b`$ is taken to be Gaussian randomly distributed with a zero mean and variance $`\sigma `$,
$$P(\theta )=\frac{1}{\sqrt{2\pi \sigma }}\mathrm{exp}\left(\frac{\theta ^2}{2\sigma }\right).$$
(30)
Even though a Gaussian distribution is not periodic it can be taken to be an approximation of a true periodic distribution, such as $`\mathrm{cos}^{2N}(\theta \theta _0)`$, which for sufficiently large $`N`$, is approximately Gaussian near $`\theta _0`$ with a variance of $`1/2N`$.
### V.1 Squeezed state resource
Reference Milburn:1999:1 describes a teleportation protocol using two-mode squeezed vacuum states as an entanglement resource together with number difference and phase sum measurements. The resource for this protocol is written in the Fock basis as
$$|\psi _{AB}=\sqrt{1\lambda ^2}\underset{n=0}{\overset{\mathrm{}}{}}\lambda ^n|n_A|n_B.$$
(31)
The entanglement between resource modes may be altered by changing the squeezing parameter, $`\lambda `$, and by decohering the resource using phase diffusion. Applying the phase shift $`U(\theta )`$ and averaging over all realisations of the phase gives the resource as a density operator
$`\rho _{AB}`$ $`=`$ $`(1\lambda ^2){\displaystyle \underset{n,n^{}=0}{\overset{\mathrm{}}{}}}\lambda ^n\lambda ^n^{}e^{\gamma (nn^{})^2}`$ (32)
$`\times |n_An^{}||n_Bn^{}|,`$
where $`\gamma =\sigma /2`$ describes the degree of decoherence.
The number difference measurement can give a positive or negative result and we consider each case separately. If the state to be teleported is $`\rho _T=_{m,m^{}}c_mc_m^{}^{}|mm^{}|`$, the output state at the receiver, conditioned on the positive number difference, $`q`$ is
$`\rho _{out,B}`$ $`=`$ $`{\displaystyle \frac{1\lambda ^2}{P_+(q)}}{\displaystyle \underset{n,n^{}=0}{\overset{\mathrm{}}{}}}c_{n+q}c_{n^{}+q}^{}`$ (33)
$`\times \lambda ^n\lambda ^n^{}e^{\gamma (nn^{})^2}|n+q_Bn^{}+q|,`$
with a corresponding fidelity given by
$$F_{+,\gamma }(q)=\frac{1\lambda ^2}{P_+(q)}\underset{n,n^{}=0}{\overset{\mathrm{}}{}}|c_{n+q}|^2|c_{n^{}+q}|^2\lambda ^n\lambda ^n^{}e^{\gamma (nn^{})^2},$$
(34)
where
$$P_+(q)=(1\lambda ^2)\underset{n=0}{\overset{\mathrm{}}{}}|c_{n+q}|^2\lambda ^{2n}$$
(35)
is the probability of obtaining a result $`q`$ for photon number difference measurements at the sender, which does not depend on the decoherence.
For measurement of negative number difference, $`q^{}=q`$, The fidelity after teleportation is
$$F_{,\gamma }(q^{})=\frac{1\lambda ^2}{P_{}(q^{})}\underset{m,m^{}=0}{\overset{\mathrm{}}{}}|c_m|^2|c_m^{}|^2\lambda ^{m+q^{}}\lambda ^{m^{}+q^{}}e^{\gamma (mm^{})^2},$$
(36)
where
$$P_{}(q^{})=(1\lambda ^2)\underset{m=0}{\overset{\mathrm{}}{}}|c_m|^2\lambda ^{2(m+q^{})}.$$
(37)
The average fidelity as a function of degree of decoherence, $`\gamma `$, is shown in Fig. 5 and behaves as we would expect; decoherence in the resource reduces the output quality of the protocol implying that the entanglement available as a resource for teleportation has decreased.
### V.2 Ideal resource
Applying our decoherence model to Eq. (7) and averaging over all realisations of the phase we obtain the total state:
$`\rho _{TAB}`$ $`=`$ $`{\displaystyle \frac{1}{N+1}}{\displaystyle \underset{m,m^{}=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{n,n^{}=0}{\overset{N}{}}}c_mc_m^{}^{}e^{\gamma (nn^{})^2}`$ (38)
$`\times |m_Tm^{}||Nn_ANn^{}||n_Bn^{}|`$
where $`\gamma `$ is the degree of decoherence as before. After completion of the protocol the fidelity is given by
$$F_{I,\gamma }(q)=\frac{1}{N+1}\frac{1}{P_I(q)}\underset{n,n^{}}{}|c_{qN+n}|^2|c_{qN+n^{}}|^2e^{\gamma (nn^{})^2}.$$
(39)
where $`n`$ and $`n^{}`$ run from $`\mathrm{max}(0,Nq)`$ to $`N`$ and $`P_I(q)`$ is given by Eq. (13). It is not difficult to show that by letting $`\gamma =0`$ we reproduce the result without noise, Eq. (17).
The average fidelity as a function of the degree of decoherence, $`\gamma `$, is shown in Fig. 6 for the example of a coherent state, $`\alpha =3`$. As the degree of decoherence is increased, the fidelity drops away quickly. This is because the off-diagonal matrix elements of $`\rho _{AB}`$ are being โwashed outโ by the $`(nn^{})^2`$ term in the exponential. Physically, we are reducing the entanglement between the resource modes by making measurement of phase more random and would expect the ability of the technique to teleport a state to decrease โ Fig. 6 shows this effect explicitly.
### V.3 Beam splitter resource
We add noise to the beam splitter resource state in the same manner as described in Sec. V.1, obtaining the total state,
$`\rho _{TAB}`$ $`=`$ $`{\displaystyle \underset{m,m^{}=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{n,n^{}=0}{\overset{2N}{}}}c_mc_m^{}^{}d_{nN}d_{n^{}N}^{}e^{\gamma (nn^{})^2}`$ (40)
$`\times |m_Tm^{}||n_An^{}|`$
$`|2Nn_B2Nn^{}|.`$
After the teleportation protocol, we find that the fidelity with respect to the initial state is given by
$`F_{BS,\gamma }(q)`$ $`=`$ $`{\displaystyle \frac{1}{P_{BS}(q)}}{\displaystyle \underset{n,n^{}=0}{\overset{\mathrm{min}(q,2N)}{}}}|c_{qn}|^2|c_{qn^{}}|^2`$ (41)
$`\times d_{nN}d_{n^{}N}^{}e^{\gamma (nn^{})^2}.`$
As we can see in Fig. 7, the fidelity decreases due to decoherence in the resource, except that the fidelity decreases from approximately one half instead of one as in Sec. III.
## VI Full decoherence and the classical limit
Full decoherence corresponds to no entanglement between the resource modes and a completely flat phase probability distribution. A flat phase probability distribution is equivalent to taking the limit $`\gamma \mathrm{}`$ in the fidelities of Sec. V thus making the off-diagonal terms in the density matrix representing the output state, $`\rho _{out,B}`$, zero. Physically, this limit corresponds to retaining the number correlations but making a measurement of phase completely arbitrary. We now suggest that this may be considered a classical limit of the teleportation protocol.
To motivate this point of view, we analyse a classical analogue of the original qubit teleportation protocolBennett:1993:1 . Consider three classical bits, $`T,A,B`$, where $`A`$ and $`B`$ are correlated bits shared between the sender and receiver respectively. The bit labelled $`T`$ is the target bit and its state is specified by a distribution, $`p_T(x)`$ over the values of the binary variable. The bits $`A`$ and $`B`$ are correlated and have the state
$$p_{AB}(x,y)=\frac{1}{2}\delta _{x,y}$$
(42)
where $`\delta _{x,y}`$ is the usual Kronecker delta. The total state of all three bits is $`p_T(z).p_{AB}(x,y)`$. We now suppose that the sender can measure the quantity $`zx`$ (addition mod 2) on bits $`T`$ and $`A`$. The result of this measurement is $`0`$ if both $`T`$ and $`A`$ have the same value and $`1`$ if they have different values. The sender $`A`$ communicates this result to the receiver $`B`$.
The conditional state of the receiver โ given the result of the measurement, $`w`$ โ is given by standard Bayesian conditioning as
$$p_B(y|w)=\frac{_{x,z}p_T(z)p_{AB}(x,y)\delta _{w,zx}}{P_{TA}(w)}$$
(43)
where $`P_{TA}(w)`$ is the probability that the joint measurement on $`A`$ and $`T`$ gives the result $`w`$. It can be shown that
$`p_B(x|0)`$ $`=`$ $`p_T(x)`$ (44)
$`p_B(x|1)`$ $`=`$ $`p_T(\neg x)`$ (45)
where $`\neg `$ is the logical NOT operation. The receiver $`B`$ knows the result of the joint measurement and can implement a local NOT operation if the result of the measurement is $`1`$. Given that local operation, we see that the state of the receiver, $`p_B^{out}(x)=p_B(xw|w)`$ is now identical to the state of the target bit, that is to say it has exactly the same probability distribution. A little thought shows the protocol just described is exactly what would be implemented in the original qubit protocol if the shared resource between $`A`$ and $`B`$ were the completely decohered state $`\rho _{AB}=(|0000|+|1111|)/2`$. Note that in this case the only information that can be โteleportedโ is the probability distribution for the target bit in the basis in which $`\rho _{AB}`$ is diagonal.
For all three entanglement resources considered it can be shown that the average fidelity in the fully decohered limit ($`\gamma \mathrm{}`$) reduces to:
$$\overline{F}_{\mathrm{}}=\underset{n=0}{\overset{\mathrm{}}{}}|c_n|^4.$$
(46)
For example, if the target is a coherent state then this may be shown to be
$$\overline{F}(\alpha )=\frac{I_0(2|\alpha |^2)}{e^{2|\alpha |^2}}.$$
(47)
This is the fidelity between a pure state and a totally mixed state with the same photon number distribution. We conclude that if the resource contains only classical intensity correlations it is only possible to teleport the number distribution of the target state: no phase information is teleported. In the sense of the qubit discussion in the previous paragraph, we call this the classical limit of the protocol.
## VII Conclusions
We have shown that a teleportation scheme involving coupled oscillator states using number sum and phase difference measurements is possible, given sufficiently large numbers of Fock states in the resource. The ability of the scheme to reliably teleport a state was shown to improve as the number of Fock states in the resource increases. In the case of the beam splitter generated resource this physically means more photons incident on the beam splitter ports.
We have illustrated the effects of decoherence (in the form of phase diffusion) in three entanglement resources (ideal, beam splitter generated and squeezed state) on the fidelity of teleportation and have related this qualitatively to the change in entanglement of the resource. The decoherence maintains the classical intensity correlation inherent in the resource. In the limit of complete decoherence the degraded state is only capable of teleporting the number distribution of the target state. As this result would have been obtained using standard Bayesian conditioning in a classical probabilistic protocol, we argue that it defines a classical limit for the quantum scheme.
###### Acknowledgements.
PTC acknowledges the financial support of the Centre for Laser Science and the University of Queensland Postgraduate Research Scholarship.
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# D2-branes in B fields
## 1 Introduction
A D2-brane in a general type IIA supergravity background has a world-volume action given by a sum of Born-Infeld and Wess-Zumino terms
$$S=S_{\mathrm{BI}}+S_{\mathrm{WZ}}$$
The Born-Infeld part of the action is given by
$$S_{\mathrm{BI}}=T_2e^\mathrm{\Phi }\sqrt{det(G_{\alpha \beta }+_{\alpha \beta })}$$
where $`G_{\alpha \beta }`$ is the pullback of the space-time metric to the D2-brane world-volume, $`\mathrm{\Phi }`$ is the pullback of the dilaton and and
$$_{\alpha \beta }=2\pi \alpha ^{}F_{\alpha \beta }B_{\alpha \beta }$$
combines the pullback of the space-time B field and the field strength $`F`$ of the U(1) gauge field living on the brane.
The Wess-Zumino terms couple the brane to the space-time R-R fields through
$$S_{\mathrm{WZ}}=\left(\underset{i}{}C^{(i)}\right)e^{}.$$
In particular there is a term in the D2-brane action of the form
$$C^{(1)}(2\pi \alpha ^{}FB).$$
(1)
This is the term which we will discuss in this note. In particular, we will focus on the coupling between the space-time R-R 1-form field $`C^{(1)}`$ and the B field which is mediated by the D2-brane in this interaction term.
For a compact D2-brane of arbitrary topology, the first Chern class of the U(1) bundle on the brane at a fixed point in time gives an integer
$$\frac{1}{2\pi }F=k.$$
According to (1), this integer acts as a source for the R-R vector field and represents $`k`$ D0-branes bound to the D2-brane . This interpretation of the U(1) flux on the D2-brane also naturally follows from T-duality . The quantization of $`F`$ corresponds nicely with our expectation that the number of D-particles in any system is integral.
The coupling of the R-R vector field to the pullback of the space-time B field on the D2-brane is at first sight somewhat more surprising, as there is no natural reason for the integral $`B`$ to be quantized. Indeed, in a region of constant $`H=dB`$ flux one can imagine blowing up a small spherical D2-brane out of the vacuum, which would have a continuously varying value of $`B`$. This lack of quantization of $`B`$ was found by Bachas, Douglas and Schweigert to be particularly puzzling in the context of D-branes on the $`SU(2)`$ group manifold, where stable spherical D2-branes are predicted by conformal field theory . These stable spherical D2-branes would seem from (1) to have non-integral, and in fact irrational values of D0-brane charge.
In this note we clear up this puzzle. We show that for a compact D2-brane embedded on a homotopically trivial spatial cycle the D0-brane charge associated with $`B`$ is precisely cancelled by a contribution from the bulk fields. This cancellation is guaranteed by conservation of D0-brane charge in the full supergravity + D2-brane theory. From the point of view of M-theory, this cancellation can be seen in terms of conservation of momentum in the compact direction.
In Section 2 we give a brief discussion of an analogous situation in 4D classical electromagnetism which should make the physical argument quite transparent. In Section 3 we repeat this analysis in the context of M-theory, and in Section 4 we interpret the discussion in terms of the IIA language. Section 5 contains a discussion of the connection with other work and the resolution of the puzzle posed by Bachas, Douglas and Schweigert. After this note was written, we learned that a similar resolution of this puzzle has been found by Polchinski .
## 2 Electromagnetic analogy
Consider classical electromagnetism in 4 dimensions. Let us restrict attention to physical configurations which are invariant under translation in the $`X^3`$ direction, so that we may choose a gauge in which the vector potential $`A_\mu `$ is independent of this coordinate. Let us assume that there is a background magnetic field $`F_{i3}=_iA_3`$ present, for $`i=1,2`$.
Now, let us separate a pair of equal and opposite charges $`+q,q`$ by starting with both charges at a point $`๐`$ and moving the charge $`+q`$ along a path $`๐ซ`$ in the 1-2 plane to the point $`๐`$. This gives us an electric dipole. In the process of separating the charges we move the positive charge through the magnetic field $`F_{i3}`$. The Lorentz force $`๐
=q๐ฏ\times ๐`$ gives a net momentum in the $`X^3`$ direction
$`p_3`$ $`=`$ $`q{\displaystyle _\mathrm{a}^\mathrm{b}}F_{i3}๐x^i`$
$`=`$ $`q\left(A_3(๐)A_3(๐)\right)`$
to the electric dipole. Note that this momentum is independent of the path $`๐ซ`$ since $`dF=0`$. By conservation of momentum, this momentum must be cancelled by the momentum in the electromagnetic fields. Indeed, we can compute the momentum in the Poynting vector flux $`๐\times ๐`$, of which the $`X^3`$ component is
$`{\displaystyle F_{0i}F^{i3}}`$ $`=`$ $`{\displaystyle F_{0i}_iA_3}`$
$`=`$ $`{\displaystyle A_3_iF_{0i}}`$
$`=`$ $`{\displaystyle A_3q(\delta (๐ฑ๐)\delta (๐ฑ๐))}`$
$`=`$ $`q\left(A_3(๐)A_3(๐)\right)`$
which precisely cancels (2).
This calculation is easily generalized to show that any static configuration of charges with net charge 0 in the presence of a magnetic field $`F_{i3}`$ has a total momentum contained in the electromagnetic fields whose component in the $`X^3`$ direction is equal and opposite to the momentum of the charges when the charges each are taken to have total momentum
$$p_3=qA_3.$$
This calculation is precisely analogous to the result for a membrane moving in a background 4-form field strength $`F_{\mu \nu \lambda \mathrm{\hspace{0.17em}11}}`$ in M-theory, which we now discuss.
## 3 M-theory picture
The low-energy description of M-theory is given by 11-dimensional supergravity. In addition to the metric tensor and gravitino field, 11D supergravity has a dynamical 3-form field $`C_{IJK}`$ which is closely analogous to the U(1) vector field $`A_\mu `$ of 4D electromagnetism. M-theory contains dynamical membranes which couple electrically to the 3-form field through a term of the form
$$_Vd^3\xi ^\alpha C$$
where $`V`$ is the membrane world-volume and $`C`$ is the pullback of the 3-form to $`V`$. The curvature of $`C`$ is a 4-form $`F=dC`$ with components
$$F_{IJKL}=4_{[I}C_{JKL]}.$$
Let us consider a compact membrane $`\mathrm{\Sigma }`$ of arbitrary genus embedded in a space of topology $`R^{10}`$, in the presence of a magnetic field strength $`F_{\mu \nu \lambda \mathrm{\hspace{0.17em}11}}`$. Although there may be forces such as the membrane tension acting on the membrane we can imagine that the membrane is held in a static position by some additional external forces. With the application to type IIA D2-branes in mind, we will imagine that the field configuration is independent of $`X^{11}`$ so that all components of $`C_{IJK}`$ can be chosen to be independent of $`X^{11}`$. Since our membrane is homotopically trivial, we can imagine starting with the entire membrane at a fixed point $`a`$ in space and expanding the membrane to its desired shape. We can parameterize this family of deformations of the membrane with a parameter $`\tau [0,1]`$. We denote by $`\mathrm{\Gamma }`$ the 3-volume swept out by $`\mathrm{\Sigma }\times [0,1]`$ as we vary $`\tau `$. In performing the expansion of the membrane from a point to the desired geometry $`\widehat{\mathrm{\Sigma }}=\mathrm{\Gamma }`$, we must move the membrane in the background magnetic field, which imparts to it a net momentum in the $`X^{11}`$ direction
$`p_{11}`$ $`=`$ $`{\displaystyle \frac{1}{6}}{\displaystyle _\mathrm{\Gamma }}F_{ijk\mathrm{\hspace{0.17em}11}}๐X^idX^jdX^k`$
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _{\widehat{\mathrm{\Sigma }}}}C_{ij\mathrm{\hspace{0.17em}11}}๐X^idX^j.`$
This is the analogue in M-theory of the momentum arising from the force $`q๐ฏ\times ๐`$ in classical electromagnetism. Note that this quantity is invariant under ($`X^{11}`$-independent) gauge transformations of the form $`\delta C_{ij\mathrm{\hspace{0.17em}11}}=_i\mathrm{\Lambda }_j_j\mathrm{\Lambda }_i`$ when the membrane is wrapped on a homotopically trivial cycle since $`dd\mathrm{\Lambda }=0`$.
Because momentum in M-theory is conserved, the momentum imparted to the membrane in this process must be balanced by a momentum flux in the 4-form field strength. Indeed, there is a contribution to the 11-momentum in M-theory from the term in the stress tensor
$$\frac{1}{6}F_{0ijk}F^{ijk\mathrm{\hspace{0.17em}11}}$$
Integrating by parts, we can rewrite this contribution to the momentum just as in the electromagnetic analogue by
$`{\displaystyle \frac{1}{6}}{\displaystyle F_{0ijk}F^{ijk\mathrm{\hspace{0.17em}11}}}`$ $`=`$ $`{\displaystyle F_{0ijk}_{[i}C_{jk]\mathrm{\hspace{0.17em}11}}}`$
$`=`$ $`{\displaystyle C_{[jk\mathrm{\hspace{0.17em}11}}_{i]}F_{0ijk}}`$
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _{\widehat{\mathrm{\Sigma }}}}C_{ij\mathrm{\hspace{0.17em}11}}๐X^idX^j.`$
This precisely cancels the momentum of the membrane (3) given by its motion in the magnetic field.
Thus, we see that it is natural to associate with an M-theory membrane in a magnetic field an intrinsic momentum
$$\frac{1}{2}_\mathrm{\Sigma }C_{ij\mathrm{\hspace{0.17em}11}}๐X^idX^j$$
which is precisely cancelled by the momentum in the 4-form field produced by the interaction between the โelectricโ field $`F_{0ijk}`$ produced by the membrane and the external โmagneticโ field $`F_{jkl\mathrm{\hspace{0.17em}11}}`$ in which the membrane is sitting.
## 4 IIA picture
We would now like to translate the preceding discussion into the language of type IIA string theory. When 11-dimensional supergravity is dimensionally reduced by compactifying on a small circle in the $`X^{11}`$ direction, the resulting theory is type IIA supergravity. Under this dimensional reduction, the 3-form field $`C_{IJK}`$ decomposes into the R-R 3-form field $`C_{\mu \nu \lambda }^{(3)}`$ and the NS-NS 2-form field $`B_{\mu \nu }`$ of the IIA theory. The R-R 1-form field $`C_\mu ^{(1)}`$ in the IIA theory arises from the Kaluza-Klein vector field $`g_{\mu \mathrm{\hspace{0.33em}11}}`$, and the quanta of momentum in the compact direction of M-theory are then associated with D0-branes, which are the objects carrying charges under $`C^{(1)}`$.
With these identifications, we see that the 11-momentum associated with a membrane in a background magnetic field (3) becomes a D0-brane charge on a D2-brane $`\mathrm{\Sigma }`$ associated with the integrated pullback of the B field
$$_\mathrm{\Sigma }B.$$
(5)
By the argument described above, this D0-brane charge must be cancelled by an additional contribution to the D0-brane charge associated with fields in the bulk. Indeed, just such a term appears in the action of type IIA supergravity. The curvatures of the IIA fields $`C^{(3)}`$ and $`B`$ are given by
$`H`$ $`=`$ $`dB`$
$`G^{(4)}`$ $`=`$ $`dC^{(3)}+C^{(1)}H.`$ (6)
In the IIA supergravity action there is a term quadratic in the curvature $`G^{(4)}`$
$$\frac{1}{48}d^{10}x\sqrt{g}|G^{(4)}|^2.$$
From the definition (6), we see that this includes a term proportional to
$$(C^{(1)}dB)(dC^{(3)}).$$
(7)
This is just the term we need to cancel (5), just as the bulk Poynting-type contribution to the 11-momentum (3) cancels the membrane momentum (3). Indeed, the term contributing to IIA D0-brane charge in (7) is precisely the dimensional reduction of (3).
To complete the story we can simply check that the D0-brane charge contained in (7) indeed can be related through integration by parts to the negative of the D0-brane charge (5)
$`{\displaystyle \frac{1}{6}}{\displaystyle G_{0ijk}^{(4)}H^{ijk}}`$ $`=`$ $`{\displaystyle G_{0ijk}^{(4)}_{[i}B_{jk]}}`$
$`=`$ $`{\displaystyle B_{[jk}_{i]}G_{0ijk}^{(4)}}`$
$`=`$ $`{\displaystyle _\mathrm{\Sigma }}B.`$
Thus, we have shown that the D0-brane charge associated with a D2-brane in an external B field is cancelled by a contribution from the bulk when the D2-brane is embedded on a homotopically trivial cycle. Indeed, by directly using the integration by parts argument in (4), we see that this result holds whenever there is no boundary contribution to the integral of the bulk contribution to the D0-brane charge. Note, however, that the interpretation of (5) as being the total charge arising from the analogue of the Lorentz force is only valid when the D2-brane can be homotopically contracted to a point.
## 5 Discussion and examples
We have shown that the term $`C^{(1)}B`$ in the world-volume action of a D2-brane should be associated with a D0-brane charge which is generally cancelled by an opposite contribution from the bulk fields. In M-theory, this cancellation is a simple consequence of momentum conservation.
There are several situations in which this interpretation of the B field contribution to D0-brane charge on a membrane is useful. For one thing, the cancellation of this contribution to D0-brane charge clarifies the question of quantization of D-particle number in a type IIA configuration containing D2-branes and B field fluxes. Because the contribution from $`B`$ to the D0-brane charge is always cancelled in the bulk, the quantization of D-particle number is automatically guaranteed by the topological condition that the integral of the U(1) flux $`F`$ is quantized in units of $`2\pi `$. In particular, this clears up the puzzle posed by Bachas, Douglas and Schweigert in . They found a set of stable spherical D2-branes on the group manifold $`SU(2)`$, with integrated B fields which seemed to indicate irrational values for D0-brane charge. From the discussion in this note, it is clear that these B field contributions to the D0-brane charge are cancelled by Poynting-type bulk contributions of the form (4). Indeed, one could imagine adiabatically moving between any pair of the stable spherical D2-branes found in . In this process, the D2-brane would pick up additional 11-momentum (D-particle charge) from the analogue of the Lorentz force condition, which would be signified by the change in $`B`$. At the same time, the D2-brane would act back on the fields, increasing the net D-particle charge in the bulk from the analogue of the Poynting flux. Thus, we see that the results of are perfectly consistent and that there is no paradox: D0-brane charge is always integrally quantized, and only arises from free D-particles or from the $`p`$th Chern class of the U(1) field on a D2$`p`$-brane.
Another situation in which the results in this note are relevant is when a D2-brane bubble is produced from a system of $`N`$ D0-branes through the introduction of a background electric 4-form field. It was shown in that there is a term in the action describing a system of multiple D0-branes in a background 4-form field of the form
$$\mathrm{Tr}\left([X^i,X^j]X^k\right)G_{0ijk}^{(4)}.$$
(9)
The matrix operator in this expression which couples to the background field is simply the dipole moment of the D2-brane charge encoded in the system of D0-branes . It was pointed out by Myers in that in the presence of such a background flux, the lowest energy configuration for a system of multiple D0-branes is a spherical membrane configuration in which the noncommuting matrices $`X^i`$ are proportional to $`N`$-dimensional generators of $`SU(2)`$. If such a membrane is placed in a nontrivial external B field, according to the mechanism described in this note there should be additional contributions to the D-particle number given by the integral of the B field over the membrane world volume and from the bulk. From (9) and the corresponding couplings between the higher moments of the membrane charge and the background described in it is clear that the spherical system of D0-branes correctly acts as a source for the 4-form field, so that there will indeed be an additional bulk contribution to the total D0-brane charge. However, since we know that the net D0-brane charge is really $`N`$, there must be an additional term analogous to (7) in the nonabelian D0-brane action. In , the complete set of linear couplings of a system of multiple D0-branes to supergravity background fields were deduced from matrix theory. The extra term we need here, however, will be a term which couples quadratically to the supergravity background fields. By T-dualizing the 9-brane action as discussed in , it is possible to see that such a term indeed appears. Thus, we can see that in the language of D0-branes the results of this note are again reproduced, and that $`N`$ is indeed the complete D0-brane charge. An example of a situation in which 4-form flux in M-theory is used both to blow up a graviton and to induce (angular) momentum in the resulting membrane is discussed in . Although in this case there is no circle on which M-theory is compactified it would be interesting to understand this picture better, possibly using the mechanism we have discussed here.
In this note we have focused on D2-branes. It is natural to extend this analysis to higher-dimensional D$`p`$-branes. In general, on a D$`2p`$-brane there is a coupling of the form $`C^{(1)}BF^{p1}`$. The argument described here extends very easily to this case. We know that $`F^{p1}`$ on a D$`2p`$-brane corresponds to D2-brane charge, and the coupling in question thus describes precisely the sort of 11-momentum discussed in this note for this D2-brane charge. On any D$`p`$-brane there is also a coupling of the form $`C^{(p1)}B`$. These terms are very similar to those discussed here, but do not have the physical interpretation in terms of M-theory momentum; an example of a configuration in which a term of this type is relevant appears in . There are also Wess-Zumino terms in the world-volume action of a D$`p`$-brane which are of quadratic or higher order in the B field. The simplest example of such a term is the term $`C^{(1)}BB`$ in the D4-brane action. It would be interesting to see whether terms of this form have a simple interpretation analogous to the discussion in this note.
In this note we have discussed D2-branes which are wrapped on homotopically trivial cycles in space-time. When branes are wrapped on nontrivial cycles, the physics can be more complicated. For example, when D2-branes are wrapped on a nontrivial space-time torus, then the presence of a B field can be interpreted in terms of a world-volume Yang-Mills theory on a noncommutative torus . Recently there have also been discussions of noncommutative geometry in the context of spherical D2-branes in B fields . It would be interesting to understand better how the discussion in this note fits into the framework of noncommutative geometry produced by B fields.
## Acknowledgements
I would like to thank S. Das, M. Douglas, I. Ellwood, J. Polchinski and J. Troost for helpful discussions and correspondence. This work was supported in part by the A. P. Sloan Foundation and in part by the DOE through contract #DE-FC02-94ER40818.
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# 1 Introduction
## 1 Introduction
The general prescription to construct open unoriented strings from closed oriented ones is known as the method of open descendants . It is not limited to circle compactifications and orbifolds of circles, as orientifolds are. In short, one has to find a set of crosscap and boundary coefficients from which one can calculate the Klein bottle, annulus and Mรถbius strip partition function that together with the torus generate the full spectrum of the open unoriented string. Various consistency conditions constrain these coefficients. However, most of these constraints require an explicit knowledge of OPE-coefficients and duality (fusing and braiding) matrices, which are only known in a limited number of cases. There is however one very powerful consistency condition that can be applied to all conformal field theories; the partition functions in the open sector have to generate positive and integral state multiplicities. In all known cases , this condition determines the crosscap coefficients uniquely once the boundary coefficients are known.
Historically, much progress on open descendants was made after discoveries in conformal field theory on surfaces with boundaries. Cardy derived the boundary coefficients that describe symmetry preserving boundary conditions in case that the closed strings are described by a charge conjugation invariant. Sagnotti and collaborators found a formula for the crosscap coefficient, thus completing the open descendants for the โC-diagonalโ case. The boundary coefficients for some non-charge conjugation invariants were derived in . In we constructed open descendants for these theories by deriving the unique crosscap coefficients that, together with the boundary coefficients, satisfy positivity and integrality of the open sector partition function.
Due to the work of Fuchs and Schweigert , the boundary coefficients for boundary conditions that leave an orbifold subalgebra of the full (โbulkโ) symmetry invariant are now known. In this letter, we will complete the construction of open descendants for this case. The organization of this letter is as follows: In section 2, we briefly review the relation between $`Z_2`$ orbifolds and simple current extensions. In section 3, the open descendants of an integer spin invariant in the orbifold theory are presented. We derive two inequivalent Klein bottles for the integer spin invariant. These results are interpreted in terms of the extended theory in section 4. We will show that T-duality appears in an elegant way. As a specific example of our results, we construct the descendants of the true diagonal invariant with symmetry preserving boundary conditions. All technicalities are confined in the appendix.
## 2 Orbifolds and simple currents
In this letter we will consider the following situation. We start with a theory with a chiral algebra $`๐`$ and an order two, integer spin simple current $`J`$. We can then extend $`๐`$ by $`J`$, and obtain a new theory, whose chiral algebra we will denote as $`๐^\mathrm{E}`$. The fields of the $`๐`$-theory can be divided into three classes: uncharged, non-fixed fields (labeled $`i_0`$); charged fields (labeled $`i_1`$) and fixed fields (labeled $`f`$), which are always uncharged. The fields of the $`๐^\mathrm{E}`$ theory are then labeled by the uncharged, length two orbits (formed by a pair of fields $`i_0`$ and $`Ji_0`$), plus two fields for each fixed point $`f`$. Choosing an orbit representative we denote the former as $`[i_0]`$, and the latter as $`[f,\psi ]`$, where $`\psi `$ is a $`๐_2`$ character.<sup>1</sup><sup>1</sup>1Denoting the $`๐_2`$ elements as $`(1,g)`$, the characters are explicitly $`\psi _0:\psi _0(1)=\psi _0(g)=1`$, and $`\psi _1:\psi _1(1)=1,\psi _1(g)=1`$. We will furthermore use the convention that $`\psi `$, without arguments, denotes the value of the character on $`g`$, which is precisely what distinguishes the two characters.
Conversely, the chiral algebra $`๐^\mathrm{E}`$ has an order two automorphism, denoted $`\omega `$ and there are two kinds of irreducible highest weight representations : symmetric fields $`[i_0]`$ are invariant under the action of $`\omega `$ and non-symmetric fields $`[f,\psi ]`$ transform as $`\omega [f,\psi ]=[f,\psi ]`$. This automorphism has the special property that it leaves the Virasoro algebra, and in particular the conformal weights fixed.
Such automorphisms are of interest in open string constructions, since one may consider boundaries and crosscaps that are โ$`\omega `$-twistedโ in the sense of . Such boundaries or crosscaps do not preserve the full chiral algebra, but only the sub-algebra $`๐`$. For string consistency this must include the Virasoro algebra and in particular $`L_0`$, which explains why one must require that conformal weights are preserved exactly. A well-known example of such an automorphism is charge conjugation. The symmetric fields are then the self-conjugate fields, and the non-symmetric fields are the complex fields. Another example is the permutation automorphism of a tensor product of two identical conformal field theories . The point is now that any such automorphism can be described most easily in terms of the $`\omega `$-orbifold theory of the $`๐^\mathrm{E}`$-theory, and that orbifold theory is precisely the $`๐`$-theory.<sup>2</sup><sup>2</sup>2Although our notation is similar to , there is one important difference: the chiral algebras $`๐`$ and $`\overline{๐}`$ of these authors are denoted respectively $`๐^\mathrm{E}`$ and $`๐`$ in the present letter. This is because the โorbifoldโ theory plays the most prominent rรดle in our work, and we want to avoid excessive occurrences of โbarsโ in formulas.
Our approach is thus to take the orbifold theory $`๐`$ as the starting point, and extend in the closed sector by the current $`J`$ to $`๐^\mathrm{E}`$. Then we find corresponding boundaries and crosscaps, but without insisting that they also have the full symmetry $`๐^\mathrm{E}`$. From the point of view of the $`๐^\mathrm{E}`$-theory this goes by the name of โbroken bulk symmetryโ, whereas from the point of view of the $`๐`$ theory the term โextended bulk symmetryโ would seem more appropriate.
## 3 Open descendants of integer spin invariants
In this section, we will focus on the $`๐`$ theory. Consider the following modular invariant torus partition function <sup>3</sup><sup>3</sup>3This invariant is a product of an integer spin invariant and charge conjugation. The charge conjugate of a field $`i`$ is denoted by $`i^c`$.
$$Z^J=\underset{ij}{}Z_{ij}^J\chi _i\overline{\chi }_j=\underset{i_0,\mathrm{Rep}}{}(\chi _{i_0}+\chi _{Ji_0})(\overline{\chi }_{i_0^c}+\overline{\chi }_{Ji_0^c})+2\underset{f}{}\chi _f\overline{\chi }_{f^c},$$
(1)
where $`i`$ denotes a generic field in the orbifold and $`\chi _i`$ the corresponding (Virasoro) character. The first sum in the last expression is over all representatives of integer charge orbits.
We will proceed as follows. We first give the boundary coefficients, which were presented in . From these, we will derive two crosscap coefficients. We will find that one of them satisfies all open and closed string positivity and integrality conditions. The other only satisfies those conditions if the boundary conditions of are modified. In the next section, we will interpret these results in terms of the $`๐^\mathrm{E}`$ theory.
Three sets of labels have to be distinguished in the following. The transverse channel labels belong to fields propagating in the bulk. They are the fields that according to the torus partition function are paired with their charge conjugate, with a multiplicity given by the order of the untwisted stabilizer. In this case, the latter equals the stabilizer $`๐ฎ_m`$, the group of simple currents that fix $`m`$. Hence, the transverse channel labels are the chargeless fields $`m`$ (i.e. $`i_0`$ or $`f`$) with a multiplicity label $`\psi _m`$ which is the character of $`๐ฎ_m`$. Note that the multiplicity label is trivial if $`m=i_0`$. The boundary labels distinguish different boundaries. They were determined in by considering the classifying algebra. The result is that the boundary labels are in one-to-one correspondence with the orbits, but with an extra multiplicity : $`[\alpha ,\psi _\alpha ]=[i],[f,\psi ]`$, where $`[i]=[i_0],[i_1]`$. The third kind of label that occurs in the following is simply the primary field label of the $`๐`$-theory, which will be denoted as $`i`$. The relevant quantities appearing in the positivity conditions are the boundary coefficients $`B_{ma}`$, where $`m`$ is a generic transverse channel label $`(m,\psi _m)`$ and $`a`$ a generic boundary label $`[\alpha ,\psi _\alpha ]`$ and the crosscap coefficients $`\mathrm{\Gamma }_m`$. In terms of these, the direct annulus, Mรถbius and Klein bottle are respectively
$$A_{ab}^i=\underset{m}{}S_m^iB_{ma}B_{mb};M_a^i=\underset{m}{}P_m^iB_{ma}\mathrm{\Gamma }_m;K^i=\underset{m}{}S_m^i\mathrm{\Gamma }_m\mathrm{\Gamma }_m,$$
(2)
with the understanding that $`S_{[f,\psi ]}^iS_f^i`$, since the $`๐`$-characters on which $`S`$ act do not depend on $`\psi `$. Our conventions and normalizations are as in our previous papers and . In particular, the reflection coefficients $`R_{ma}=B_{ma}\sqrt{S_{m0}}`$ satisfy $`_mR_{ma}R_{mb}^{}=\delta _{ab}`$ and $`_aR_{ma}R_{na}^{}=\delta _{mn}`$.
The boundary coefficients are
$$B_{(m,\psi _m)[\alpha ,\psi _\alpha ]}=\frac{\sqrt{|๐ข|}}{\sqrt{|๐ฎ_m|}|๐ฎ_\alpha |}\frac{\underset{J}{}\psi _m(J)\psi _\alpha (J)S_{m\alpha }^J}{\sqrt{S_{0m}}},$$
(3)
where $`|๐ฎ_m|`$ is the dimension of the stabilizer of $`m`$, and $`|๐ข|=2`$ is the dimension of the simple current group. The sum is over all currents in the intersection $`๐ฎ_m๐ฎ_\alpha `$. The matrix $`S^0S`$ is the usual S-matrix of the $`๐`$ theory and <sup>4</sup><sup>4</sup>4Note that in $`\stackrel{ห}{S}`$ is defined differently: it is related to $`S^J`$ by a phase. $`S^J\stackrel{ห}{S}`$ is the fixed point resolution matrix for the current $`J`$. These matrices are explicitly known for WZW-models and extended WZW-models . This result (3) is obtained from , apart from the normalization, which we have adapted to our conventions.
The direct annulus can be computed from the boundary coefficients using (2):
$`A_{[j][k]}`$ $`=`$ $`{\displaystyle \underset{i}{}}(N_{jk}^i+N_{jk}^{Ji})\chi _i,`$ (4)
$`A_{[j][g,\psi ^{}]}`$ $`=`$ $`{\displaystyle \underset{i}{}}N_{jg}^i\chi _i,`$ (5)
$`A_{[f,\psi ][g,\psi ^{}]}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i}{}}(N_{fg}^i+\psi \psi ^{}\stackrel{ห}{N}_{fg}^i)\chi _i,`$ (6)
where $`N`$ are the fusion coefficients of the orbifold theory and
$$\stackrel{ห}{N}_{fg}^i=\underset{m}{}\frac{\stackrel{ห}{S}_{fm}\stackrel{ห}{S}_{gm}S_{im}^{}}{S_{0m}}.$$
(7)
Note that the annuli have the following property due to (monodromy) charge conservation. When the charges of the boundary labels are equal, only untwisted sector fields contribute to the sums. When the boundary labels have a different charge, i.e., in mixed annuli, only twisted sector fields contribute. Furthermore all characters appear in $`๐^\mathrm{E}`$ linear combinations $`\chi _i+\chi _{Ji}`$, although these combinations are $`๐^\mathrm{E}`$-characters only if $`i`$ has zero charge.
Let us now turn to the crosscap coefficients. They can be derived in a similar way as was done in . That is, we have to require that the Mรถbius strip satisfies the positivity and integrality relation
$$|M_{[\alpha ,\psi _\alpha ]}^i|A_{[\alpha ,\psi _\alpha ][\alpha ,\psi _\alpha ]}^i\mathrm{and}M_{[\alpha ,\psi _\alpha ]}^i=A_{[\alpha ,\psi _\alpha ][\alpha ,\psi _\alpha ]}^i\mathrm{mod}\mathrm{\hspace{0.33em}\hspace{0.33em}2}.$$
(8)
If we choose the special boundary $`[0]`$ this implies
$$M_{[0]}^i=\epsilon _1\delta _0^i+\epsilon _2\delta _0^{Ji},$$
where $`\epsilon _1`$ and $`\epsilon _2`$ are signs. Inverting the relation between $`M`$ and the crosscap coefficients gives
$$\underset{\psi _m}{}\mathrm{\Gamma }_{(m,\psi _m)}=\sqrt{\frac{|๐ฎ_m|}{|๐ข|}}\frac{\epsilon _1P_{0m}+\epsilon _2P_{Jm}}{\sqrt{S_{0m}}},$$
(9)
Note that for fixed points only the sum over $`\psi _m`$ is determined, not the coefficients separately. The solution involves therefore a set of unknown quantities $`\delta _m`$:
$$\mathrm{\Gamma }_{(m,\psi _m)}=\frac{1}{\sqrt{|๐ข||๐ฎ_m|}}\left(\frac{\epsilon _1P_{0m}+\epsilon _2P_{Jm}}{\sqrt{S_{0m}}}+\psi _m\frac{\delta _m}{\sqrt{S_{0m}}}\right),$$
(10)
Intuitively one expects $`\delta _m`$ to vanish because there is only one crosscap; indeed, such corrections occur for $`B_{ma}`$ only for boundary labels that occur in pairs originating from a fixed point. We will find that all positivity and integrality conditions are satisfied if $`\delta _m=0`$. Introducing non-zero $`\delta _m`$โs leads in most cases to violations of these conditions in the closed and/or open channel or to complex Mรถbius coefficients. We can show that $`\delta _m=0`$ if $`P_{0m}0`$ or $`P_{Jm}0`$ and also that all $`\delta _m`$ must vanish if $`S^J`$ is purely real or imaginary (as it is in most cases), but we cannot rule out $`\delta _m`$ in all imaginable cases. We will therefore assume from now on that it vanishes. Then the crosscap coefficients are fixed up to two signs $`\epsilon _1`$ and $`\epsilon _2`$.
Requiring positivity and integrality for a boundary label $`[f,\psi ]`$ fixes the relative sign (see appendix), and the overall sign is in any case never fixed by CFT considerations. Up to this overall sign, the result is
$$\mathrm{\Gamma }_{(m,\psi _m)}^+=\frac{1}{\sqrt{|๐ฎ_m||๐ข|}}\frac{P_{0m}+ฯตP_{Jm}}{\sqrt{S_{0m}}},$$
(11)
where $`ฯตe^{\pi \mathrm{i}h_J}`$ is a sign. The meaning of the superscript โ$`+`$โ becomes clear later. Now we can compute the direct Klein bottle
$$K^{++}=\underset{i,Q_J(i)=0}{}(Y_{i00}+ฯตY_{i0J})\chi _i.$$
(12)
Since this Klein bottle was derived using open sector positivity constraints (in fact, just a few of them), it is perhaps surprising that it satisfies the positivity and integrality condition for the closed sector (see appendix A.1 for details).
Let us assume for the sake of definiteness that $`๐^\mathrm{E}`$ has complex representations, with conjugation corresponding to $`[f,\psi ]^c=[f,\psi ]`$. (This amounts to taking $`\omega =C`$, i.e., charge conjugation. All of the following holds in more general situations). As we will explain in the next section, the invariant (1) can either be interpreted as a charge conjugation invariant or a diagonal invariant for the extension $`๐^\mathrm{E}`$. We will also see that the Klein bottle $`K^{++}`$ is a standard Klein bottle for the charge conjugation invariant; it projects on world-sheet parity $`\mathrm{\Omega }`$ invariant states. However, $`K^{++}`$ is a โtwisted Klein bottleโ for the diagonal invariant, which means that it projects on $`\omega \mathrm{\Omega }`$ invariant states for this invariant (see subsection 4.1). Recall that the crosscap we derived is unique <sup>5</sup><sup>5</sup>5A possible non-uniqueness of the crosscap due to the $`\delta _m`$ in the crosscap coefficient (10) cannot provide us a standard Klein bottle for the diagonal invariant: in case of $`\omega =C`$, $`S^J`$ is purely imaginary so all $`\delta _m`$ must vanish.. So in order to find a standard Klein bottle projection for the diagonal invariant, we either have to change the boundary coefficients or the positivity and integrality condition of the open sector. Suppose for the moment that we keep the boundary conditions (3) fixed. Instead of (8), we require a โ$`\omega `$-twistedโ positivity and integrality condition
$$|M_{[\alpha ,\psi _\alpha ]}^i|A_{[\alpha ,\psi _\alpha ][\alpha ,\psi _\alpha ]}^i\mathrm{and}M_{[\alpha ,\psi _\alpha ]}^i=A_{[\alpha ,\psi _\alpha ][\alpha ,\psi _\alpha ]}^i\mathrm{mod}\mathrm{\hspace{0.33em}\hspace{0.33em}2}.$$
(13)
It is easy to see that we can now derive a unique crosscap given by
$$\mathrm{\Gamma }_{(m,\psi _m)}^{}=\frac{1}{\sqrt{|๐ฎ_m||๐ข|}}\frac{P_{0m}ฯตP_{Jm}}{\sqrt{S_{0m}}}$$
(14)
and corresponding Klein bottle
$$K^{}=\underset{i,Q_J(i)=0}{}(Y_{i00}ฯตY_{i0J})\chi _i,$$
(15)
which is inequivalent to $`K^{++}`$ but also satisfies positivity and integrality of the closed sector. This Klein bottle has the desired property that it is a standard Klein bottle for the diagonal invariant (see subsection 4.1).
Alternatively, one may leave the positivity and integrality conditions (8) unchanged, but modify the boundary conditions simply by replacing $`S^J`$ by $`\mathrm{i}S^J`$ in (3). This flips the sign in the annulus (6) for two fixed point boundary labels and leads straightforwardly to the crosscap (14). This is reminiscent of what happens if one chooses different Klein bottle projections in the Cardy case, as in . If one leaves the boundary coefficients unchanged, one may encounter contributions like $`\frac{1}{2}(๐ฉ_a^2+๐ฉ_b^2)\chi _0`$ in the open string partition function, where $`\chi _0`$ is the identity character and $`๐ฉ`$ the CP factors. Changing the appropriate boundary conditions by a factor $`\mathrm{i}`$ changes this to $`๐ฉ_a๐ฉ_b\chi _0`$. For $`๐ฉ_a=๐ฉ_b`$ the latter can be interpreted in term of a $`U(๐ฉ_a)`$ gauge group, whereas the former (even though for $`๐ฉ_a=๐ฉ_b`$ it is numerically equal) does not seem to allow a gauge group interpretation. Therefore we think changing the boundary coefficients is the correct interpretation. It is not clear to us whether this affects the analysis of , in which (3) is derived from the sewing constraint for the bulk-bulk-boundary correlator.
Finally, we display the Mรถbius strip amplitudes. In the direct channel (open string loop channel) they are
$`M_{[j]}^\pm `$ $`=`$ $`{\displaystyle \underset{i}{}}(Y_{j0}^i\pm ฯตY_{jJ}^i)\widehat{\chi }_i,`$ (16)
$`M_{[f,\psi ]}^\pm `$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i}{}}(Y_{f0}^i\pm ฯตY_{fJ}^i)\widehat{\chi }_i,`$ (17)
where the $`\pm `$ refer to the crosscap ( 11 or 14) that appear in the transverse Mรถbius strip. By (monodromy) charge conservation and equation (29) of the appendix, only chargeless fields contribute. In the appendix, we show that $`M^+`$ and $`M^{}`$ satisfy the positivity and integrality conditions (8) and (13) respectively for all boundary labels.
One is tempted to consider, as the notation might suggest, the introduction of โChan-Paton factorsโ $`_\pm `$ for the crosscap coefficients $`\mathrm{\Gamma }^\pm `$ in the same way as normal CP-factors are introduced for boundary labels. However, it is not hard to show that only twisted states ($`Q(i)0`$) contribute to โmixed Klein bottlesโ $`K^+`$. Since these states do not occur in the torus partition function, the requirement of positivity and integrality of the closed sector, ie, equation (31), forces us to put one of the โcrosscap CP-factorsโ to zero. From now on, we will switch to a more economical notation by defining $`K^{++}K^+`$ and $`K^{}K^{}`$.
Note that the boundary and crosscap coefficients that appeared in this section are very similar to the coefficients of the descendants of order two half-integer spin invariants . In that case however, the two different sets of crosscap coefficients have a different origin; they correspond to simple current Klein bottles .
## 4 Open descendants and T-duality
As already stressed in section 2, the orbifold theory $`๐`$ has an integer spin simple current $`J`$ by which we can extend the chiral algebra. The result of this extension is simply $`๐^\mathrm{E}`$. The characters of the $`๐^\mathrm{E}`$ theory are related to those of the orbifold as follows:
$$\chi _{[i_0]}=\chi _{i_0}+\chi _{Ji_0}\chi _{[f,\psi ]}=\chi _{[f,\psi ]}=\chi _f.$$
(18)
The invariant (1) can therefore be interpreted as a charge conjugation invariant $`Z^c`$ of the $`๐^\mathrm{E}`$ theory or as an invariant that is the product of charge conjugation and $`\omega `$, denoted by $`Z^{c\omega }`$:
$$Z^c=\underset{IJ}{}C_{IJ}\chi _I\chi _J,Z^{c\omega }=\underset{IJ}{}C_{I,\omega J}\chi _I\chi _J,$$
(19)
where $`I,J`$ are generic fields of the $`๐^\mathrm{E}`$ theory. These invariants are known to be T-dual. By T-duality, we simply mean a โone-sided $`\omega `$ transformationโ that acts on closed string states as
$$\mathrm{T}:|I,J|I,\omega J,$$
(20)
which is a duality for every automorphism $`\omega `$ that preserves the conformal weights exactly.
Note that $`T`$-duality acts not only on the ground states but also on the currents in $`๐^\mathrm{E}/๐`$. This implies in particular that the definition of the Ishibashi states flips: $`๐^\mathrm{E}`$-symmetric Ishibashi states are turned into Ishibashi states of automorphism type $`\omega `$ and vice-versa. This is a direct consequence of the fact that in one of the chiral algebras $`J`$ is replaced by $`\omega (J)`$.
From the point of view of the $`๐`$ theory T-duality is trivial, since the automorphism $`\omega `$ is defined only after resolution of the fixed points. Hence all boundary and crosscap states and all amplitudes are invariant under T-duality. T-Duality becomes non-trivial only once we interpret the result in terms of the $`๐^\mathrm{E}`$-theory.
A second clue to the automorphism type of crosscaps and boundaries is the expression one obtains in terms of $`๐`$ characters for the direct Klein bottle, annulus and Mรถbius strip. If these amplitudes are obtained from two $`๐^\mathrm{E}`$ symmetry-preserving boundaries/crosscaps, they must be expressible in terms of $`๐^\mathrm{E}`$ characters; conversely if they cannot be expressed in terms of $`๐^\mathrm{E}`$ characters, at least one of the boundary/crosscap states must be symmetry breaking. Since the amplitudes are T-duality invariant, but the automorphism type flips, it follows that also amplitudes obtained with two boundaries/crosscap of automorphism type $`\omega `$ must be expressible in terms of $`๐^\mathrm{E}`$ characters, since this is the case in the T-dual theory. To summarize, an amplitude can be written in terms of characters of the extension if and only if the two boundaries/crosscaps are of the same automorphism type.
In the previous section we observed that in the โmixedโ annuli only twisted sector fields ($`Q(i)0`$) contribute. On the other hand, both Klein bottles $`K^+`$ and $`K^{}`$ as well the other annuli can be expressed in terms of $`๐^\mathrm{E}`$ characters. It is not hard to show that also the โmixedโ Mรถbius strips $`M_{[i_0]}^{}`$, $`M_{[f,\psi ]}^{}`$ and $`M_{[i_1]}^+`$ cannot be written in terms of characters of the extension.
### 4.1 Twisted Klein bottles
Before we discuss T-duality for the Klein bottles, we have to introduce $`g`$-twisted Klein bottles. When $`g`$ is a symmetry of a closed string theory that commutes with world-sheet parity $`\mathrm{\Omega }`$, we can divide out the group $`(1,g\mathrm{\Omega })`$. At the level of partition functions, we have to add a (halved) $`g`$-twisted Klein bottle to the (halved) torus. Only eigenstates of $`g\mathrm{\Omega }`$ appear in the $`g`$-twisted Klein bottle, that is, the Klein bottle coefficients satisfy a $`g`$-twisted positivity and integrality condition
$$|K_I|=Z_{I,gI}$$
(21)
with the modular invariant $`Z`$. What kind of Klein bottles did we find in the last section? From the appendix A.1, we know
$$|K_I^+|=C_{II},|K_I^{}|=C_{I,\omega I}.$$
(22)
When we compare with equation (21), we come to the following conclusion: $`K^+`$ is an untwisted Klein bottle from the point of view of the charge conjugation invariant $`Z^c`$ and a $`\omega `$-twisted Klein bottle for the invariant $`Z^{c\omega }`$. For $`K^{}`$ it is the other way around: it is an $`\omega `$-twisted Klein bottle from the point of view of the charge conjugation invariant and an untwisted Klein bottle for the invariant $`Z^{c\omega }`$. Note that the operations $`\omega \mathrm{\Omega }`$ and $`\mathrm{\Omega }`$ are T-dual.
### 4.2 Symmetry breaking crosscaps
We have observed above that $`K^+`$ is the standard Klein bottle for the charge conjugation invariant. Indeed, from equation (25) of the appendix, it follows that the corresponding crosscap coefficient is just that of the โC-diagonal caseโ $`\mathrm{\Gamma }_I^+=P_{0I}/\sqrt{S_{0I}}`$. This coefficient is generically non-vanishing for all $`I`$, so the corresponding automorphism type $`g`$ has to satisfy $`Z_{I,gI^c}=1`$ for all $`I`$ . Therefore $`g=1`$ and thus $`\mathrm{\Gamma }^+`$ must have trivial automorphism type from the point of view of the charge conjugation invariant $`Z^c`$. Hence it has automorphism type $`\omega `$ for the invariant $`Z^{c\omega }`$.
Since only one of the Mรถbius amplitudes $`M^+`$ and $`M^{}`$ for a given boundary label can be written in terms of characters of the $`๐^\mathrm{E}`$ theory, it follows that $`\mathrm{\Gamma }^+`$ and $`\mathrm{\Gamma }^{}`$ must have opposite automorphism types. So $`\mathrm{\Gamma }_I^{}`$ is trivial for $`Z^{c\omega }`$ and of automorphism type $`\omega `$ for the invariant $`Z^c`$. An important check on this interpretation is the fact that the $`๐^\mathrm{E}`$-Ishibashi states $`[f,\psi ]`$ are not present in the theory if one uses the $`Z^c`$ modular invariant. Hence the $`๐^\mathrm{E}`$ crosscap should vanish for the corresponding transverse channel labels. Indeed, one can show that $`\mathrm{\Gamma }_I^{}`$ vanishes identically for fixed points.
### 4.3 Symmetry breaking boundaries
Given the symmetry properties of the crosscaps and those of the Mรถbius strip, one can now read off those of the boundary coefficients. In agreement with we find that from the point of view of a charge conjugation invariant $`Z^c`$, the boundary coefficients (3) have the following automorphism types. When the charge of the boundary label is zero, the boundaries leave the $`๐^\mathrm{E}`$ algebra invariant; they are of trivial automorphism type. Charged boundaries $`[i_1]`$ are of automorphism type $`\omega `$; they only leave the orbifold subalgebra $`๐`$ invariant. From the point of view of $`Z^{c\omega }`$, the automorphism types of the boundary conditions are reversed: the chargeless boundaries break the symmetry, whereas the charged boundaries do not. This is of course nothing but a reformulation of the well-known fact that Dirichlet (automorphism type $`\omega `$) and Neumann (trivial automorphism) boundary conditions are interchanged under T-duality. A similar check can be made as in the last paragraph of the previous section. If we use the $`Z^{c\omega }`$ modular invariant, the symmetric boundary coefficients $`B_{(f,\psi )[i_1]}`$ should vanish if $`f`$ is a fixed point. This is indeed true, as a consequence of the fact that $`S`$ vanishes between fixed points and charged fields.
### 4.4 Open descendants of diagonal invariants
Let us first conclude: there are two types of inequivalent open descendants for the charge conjugation invariant $`Z^c`$. In the first one, we project on $`\mathrm{\Omega }`$ invariant states with the Klein bottle $`K^+`$. Via the channel transformation, this leads to crosscaps that preserve the full bulk symmetry. The open sector has two kinds of boundary conditions; chargeless boundary conditions have trivial automorphism and charged boundaries have automorphism type $`\omega `$. A second descendant can be constructed when we project on $`\omega \mathrm{\Omega }`$ invariant states with a $`\omega `$-twisted Klein bottle $`K^{}`$ that satisfies a twisted positivity and integrality condition. The corresponding crosscaps have automorphism type $`\omega `$. The open sector has again two kinds of boundary conditions; chargeless boundary conditions with trivial automorphism and charged boundaries with automorphism type $`\omega `$. In order to satisfy positivity and integrality of the open sector, some boundary coefficients differ by a factor $`i`$ relative to those of the untwisted Klein bottle projection as explained in the previous sector.
We could equally well have started with the invariant $`Z^{c\omega }`$. The automorphism types of boundaries and crosscaps are opposite to those of the charge conjugation invariant. T-duality relates both invariants and also the corresponding open descendants.
As a specific example, take $`\omega =C`$, i.e., charge conjugation. We can now construct the open descendants of a diagonal invariant $`Z_{IJ}=\delta _{IJ}`$ with crosscaps and boundaries of trivial automorphism type. By T-duality, this is equivalent to a charge conjugation invariant with crosscaps and boundaries of automorphism type $`C`$. So we have to take the Klein bottle $`K^{}`$ and put the CP-factors of the chargeless boundaries to zero. The standard Cardy case , i.e., a charge conjugation invariant with trivial crosscaps and boundaries, can be obtained in a similar way: take $`K^+`$ and put the CP-factors of the charged boundaries to zero.
Acknowledgements
We would like to thank N. Sousa, J. Fuchs and C. Schweigert for useful discussions. L.H. would like to thank the โSamenwerkingsverband Mathematische Fysicaโ for financial support.
## Appendix A Positivity and integrality
Let us first relate the fusion and Y-fusion coefficients of the $`๐^\mathrm{E}`$ theory to those of the orbifold $`๐`$. Let us first be a bit more general, and allow the simple current group to be $`๐ข`$. We denote a generic field of the $`๐^\mathrm{E}`$ theory by $`[i,\psi _i]`$. Fields in the $`๐`$ theory are denoted by $`i,j`$. We will not add the superscript $`\mathrm{E}`$ to quantities of the $`๐^\mathrm{E}`$ theory, since the indices attached to these quantities make the formulas unambiguous. The S-matrix of the extension is given by
$$S_{[i,\psi _i][j,\psi _j]}=\frac{|๐ข|}{|๐ฎ_i||๐ฎ_j|}\psi _i(J)\psi _j(J)^{}S_{ij}^J.$$
(23)
This gives the fusion coefficients via the Verlinde formula
$$N_{[j_1,\psi _{j_1}][j_2,\psi _{j_2}]}^{[j_3,\psi _{j_3}]}=\underset{[m]}{}\underset{\psi _m}{}\frac{S_{[m,\psi _m][j_1,\psi _{j_1}]}S_{[m,\psi _m][j_2,\psi _{j_2}]}S_{[m,\psi _m][j_3,\psi _{j_3}]}^{}}{S_{[m,\psi _m][0]}}.$$
(24)
The P-matrix of the extension is
$$P_{[i,\psi _i][j,\psi _j]}=\frac{|๐ข|}{|๐ฎ_i||๐ฎ_j|}\underset{J}{}\psi _i(J)\psi _j(J)^{}\widehat{P}_{ij}^J,$$
(25)
where the sum is over the intersection $`๐ฎ_i๐ฎ_j`$ and where
$$\widehat{P}_{ij}^J=\frac{1}{|๐ข|}\underset{K}{}e^{\pi i[h_ih_{Ki}]}P_{Ki,j}^J,$$
(26)
and where the sum is now over all $`K`$ and where
$$P^J=\sqrt{T}S^JT^2S^J\sqrt{T}.$$
(27)
The Y-fusion coefficients are given by
$$Y_{[j_1,\psi _{j_1}][j_2,\psi _{j_2}]}^{[j_3,\psi _{j_3}]}=\underset{[m]}{}\underset{\psi _m}{}\frac{S_{[m,\psi _m][j_1,\psi _{j_1}]}P_{[m,\psi _m][j_2,\psi _{j_2}]}P_{[m,\psi _m][j_3,\psi _{j_3}]}^{}}{S_{[m,\psi _m][0]}}.$$
(28)
Recall that $`Y_{i00}`$ is the Frobenius-Schur indicator of a field $`i`$ in a conformal field theory; its value is (minus) one for (pseudo) real fields and zero for complex fields. Furthermore, the tensor $`Y`$ is integral and satisfies a โpositivity and integrality relationโ with the fusion coefficients :
$$|Y_{i0}^j|N_{ii}^j,Y_{i0}^j=N_{ii}^j\mathrm{mod}\mathrm{\hspace{0.33em}\hspace{0.33em}2},$$
(29)
which plays a crucial rรดle in all proofs that follow.
### A.1 Positivity and integrality of the closed sector
In this subsection, we prove that the Klein bottle coefficients, given by
$$K_i^\pm =Y_{i00}\pm ฯตY_{i0J},ฯต=e^{\pi ih_J},$$
(30)
satisfy
$$|K_i^\pm |Z_{ii}^J,K_i^\pm =Z_{ii}^J\mathrm{mod}\mathrm{\hspace{0.33em}\hspace{0.33em}2}.$$
(31)
From the torus (1) we see that there are three kinds of fields that appear on the diagonal: self-conjugate fixed points $`f=f^c`$, self-conjugate $`i_0=i_0^c`$ and fields that satisfy $`i_0=Ji_0^c`$. We first concentrate on the fixed points. From (24) and (28) we find
$$N_{[0][f,\psi ][f,\pm \psi ]}=\frac{1}{2}(N_{0ff}\pm \stackrel{ห}{N}_{0ff}),Y_{[f,\psi ][0][0]}=\frac{1}{2}(Y_{f00}+ฯตY_{f0J}).$$
(32)
We can distinguish three situations:
* $`[f,\psi ]^c=[f,\psi ]`$. So $`Y_{[f,\psi ][0][0]}=\pm 1`$ which implies $`Y_{f00}=ฯตY_{f0J}=\pm 1`$. The corresponding Klein bottles (30) therefore satisfy
$$|K_f^+|=2,|K_f^{}|=0,$$
(33)
which satisfies (31) since $`f=f^c`$.
* $`[f,\psi ]^c=[f,\psi ]`$. So $`N_{[0][f,\psi ][f,\psi ]}=1`$ which implies $`N_{0ff}=\stackrel{ห}{N}_{0ff}=1`$ and $`f`$ is self-conjugate. Furthermore, since $`Y_{[f,\psi ][0][0]}=0`$ we have $`Y_{f00}=ฯตY_{f0J}=\pm 1`$. The corresponding Klein bottles (30) therefore satisfy
$$|K_f^+|=0,|K_f^{}|=2,$$
(34)
which satisfies (31) as well.
* $`[f,\psi ]^c[f,\psi ]`$ and $`[f,\psi ]^c[f,\psi ]`$. In this case $`ff^c`$ and both Klein bottles vanish in agreement with (31).
Now we turn to the fields $`i_0`$. Equations (24) and (28) give
$$N_{[0][i_0][i_0]}=N_{0i_0i_0}+N_{Ji_0i_0},Y_{[i_0][0][0]}=Y_{i_000}+ฯตY_{i_00J}.$$
(35)
There are now two different cases:
* $`[i_0]^c=[i_0]`$. So $`N_{[0][i_0][i_0]}=1`$ and either $`i_0=i_0^c`$ or $`i_0=Ji_0^c`$. When $`i_0^c=i_0`$, $`Y_{i_000}=\pm 1`$ and $`Y_{f0J}=0`$ and when $`i_0=Ji_0^c`$ it is the other way around. In any case
$$|K_{i_0}^\pm |=1.$$
(36)
* $`[i_0]^c[i_0]`$. So $`N_{[0][i_0][i_0]}=0`$ which implies $`i_0i_0^c`$ and $`i_0Ji_0^c`$. Both Klein bottles vanish for these fields, in agreement with (31).
So the Klein bottle of section 3 satisfies positivity and integrality. In section 4, we regard the Klein bottles as projections for the theory described by $`๐^\mathrm{E}`$. Note that we have to be careful in case of fixed points. Since one fixed point of the orbifold theory resolves into two fields $`[f,\psi ]`$ of the extension, the same happens for the corresponding Klein bottle coefficients; the coefficient $`K_f=\pm 2`$ splits into two coefficients $`K_{[f,\psi ]}=\pm 1`$ and $`K_{[f,\psi ]}=\pm 1`$. We will assume that $`[f,\psi ]`$ and $`[f,\psi ]`$ have the same Klein bottle coefficient, so that a coefficient $`K_f=0`$ in the orbifold theory cannot split in a $`K_{[f,\psi ]}=1`$ and $`K_{[f,\psi ]}=1`$ for instance. This is required by the Klein bottle constraint , which forbids $`[f,\psi ]`$ and $`[f,\psi ]`$ to have opposite Klein bottle coefficients when $`[f,\psi ]^c=[f,\psi ]`$, a situation that occurs generically.
From the above analysis, it follows that the Klein bottles satisfy
$$|K_I^+|=C_{II},|K_I^{}|=C_{I,\omega I},$$
(37)
where $`I`$ is a generic field in the $`๐^\mathrm{E}`$ theory.
### A.2 Positivity and integrality of the open sector
In this section, we prove that the two pairs of Mรถbius and annulus coefficients from section 3 satisfy
$$|M_{[\alpha ,\psi _\alpha ]i}^\pm |A_{[\alpha ,\psi _\alpha ][\alpha ,\psi _\alpha ]i}^\pm \mathrm{and}M_{[\alpha ,\psi _\alpha ]i}^\pm =A_{[\alpha ,\psi _\alpha ][\alpha ,\psi _\alpha ]i}^\pm \mathrm{mod}\mathrm{\hspace{0.33em}\hspace{0.33em}2},$$
(38)
for all boundary labels $`[\alpha ,\psi _\alpha ]`$ and all fields $`i`$. The annuli $`A^\pm `$ are not defined explicitely in the main text. By $`A^+`$ we denote the annulus that corresponds to the boundary coefficient (3) and by $`A^{}`$ the annulus of the modified boundary coefficient. It differs from $`A^+`$ by a relative minus sign when both boundary labels are fixed points.
For the boundary labels $`[i]=[i_0],[i_1]`$, equation (38) follows immediately from equation (29). For the fixed point boundary labels, we have to prove
$`{\displaystyle \frac{1}{2}}|Y_{f0i}\pm ฯตY_{fJi}|`$ $``$ $`{\displaystyle \frac{1}{2}}(N_{iff}\pm \stackrel{ห}{N}_{iff}),`$ (39)
$`{\displaystyle \frac{1}{2}}(Y_{f0i}\pm ฯตY_{fJi})`$ $`=`$ $`{\displaystyle \frac{1}{2}}(N_{iff}\pm \stackrel{ห}{N}_{iff})\mathrm{mod}\mathrm{\hspace{0.33em}\hspace{0.33em}2},`$ (40)
where $`i=i_0,g`$. In order to prove these relations, it is convenient to do a similar trick as was done in . So we first tensor the $`๐`$ theory with a theory $`\overline{๐}`$ that has an order two integer spin simple current $`\overline{J}`$ and fixed points $`\overline{f}`$. Let us denote the fields of the tensor theory $`๐^t`$ by $`I=(i,\overline{i})`$. The ($`Y`$-)fusion rules of this theory are simply
$$N_{(i,\overline{i})(j,\overline{j})(k,\overline{k})}^t=N_{ijk}\overline{N}_{\overline{i}\overline{j}\overline{k}},Y_{(i,\overline{i})(j,\overline{j})(k,\overline{k})}^t=Y_{ijk}\overline{Y}_{\overline{i}\overline{j}\overline{k}}.$$
(41)
The tensor theory has an order two integer spin simple current $`(J,\overline{J})`$ by which we can extend to a theory with chiral algebra $`๐^{\mathrm{E},t}`$. The fields in this extension are the chargeless orbits of the tensor theory, denoted by $`[I_0]=[(i,\overline{i})+(Ji,\overline{J}\overline{i})]`$ with $`Q_J(i)=Q_{\overline{J}}(\overline{i})`$ and the resolved fixed points $`[f,\psi ]`$. The ($`Y`$-)fusion rules for this extension are related to those of the tensor theory as in equation (24) and (28). With the use of (41), we can then relate the coefficients of $`๐^{\mathrm{E},t}`$ and $`๐`$. Consider
$$|Y_{[f,\psi ][0][I]}^{\mathrm{E},t}|N_{[f,\psi ][f,\psi ][I]}^{\mathrm{E},t},Y_{[f,\psi ][0][I]}^{\mathrm{E},t}=N_{[f,\psi ][f,\psi ][I]}^{\mathrm{E},t}\mathrm{mod}\mathrm{\hspace{0.33em}2},$$
(42)
which holds by equation (29). In this equation, $`F=(f,\overline{f})`$ and $`I=(i,\overline{0})`$, where $`i=i_0,g`$. In terms of quantities of the $`๐`$ and $`\overline{๐}`$ theory, the above conditions become
$`{\displaystyle \frac{1}{2}}|Y_{f0i}\overline{Y}_{\overline{f}\overline{0}\overline{0}}+ฯต_{J,\overline{J}}Y_{fJi}\overline{Y}_{\overline{f}\overline{J}\overline{0}}|`$ $``$ $`{\displaystyle \frac{1}{2}}(N_{ffi}\overline{N}_{\overline{f}\overline{f}\overline{0}}+\stackrel{ห}{N}_{ffi}\stackrel{ห}{\overline{N}}_{\overline{f}\overline{f}\overline{0}})`$ (43)
$`{\displaystyle \frac{1}{2}}(Y_{f0i}\overline{Y}_{\overline{f}\overline{0}\overline{0}}+ฯต_{J,\overline{J}}Y_{fJi}\overline{Y}_{\overline{f}\overline{J}\overline{0}})`$ $`=`$ $`{\displaystyle \frac{1}{2}}(N_{ffi}\overline{N}_{\overline{f}\overline{f}\overline{0}}+\stackrel{ห}{N}_{ffi}\stackrel{ห}{\overline{N}}_{\overline{f}\overline{f}\overline{0}})\mathrm{mod}\mathrm{\hspace{0.33em}2},`$ (44)
where $`ฯต_{J,\overline{J}}=e^{\pi i[h_J+h_{\overline{J}}]}`$. Now we use for the $`\overline{A}`$ theory $`B_2`$ level $`2k`$. This theory has an order two, spin $`k`$ simple current and a fixed point with $`\overline{N}_{\overline{f}\overline{f}\overline{0}}=1`$ and $`\overline{Y}_{\overline{f}\overline{0}\overline{0}}=\overline{Y}_{\overline{f}\overline{0}\overline{J}}=\stackrel{ห}{\overline{N}}_{\overline{f}\overline{f}\overline{0}}=(1)^k`$. So equation (39) with the (plus) minus sign follows by taking $`k`$ (even) odd.
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# Exact solutions and dynamics of globally coupled phase oscillators
## 1 Introduction
Collective synchronization of large populations of nonlinearly coupled phase oscillators has been intensely studied since Winfree realized its importance for biological systems and Kuramoto gave mathematical form to these ideas in a simple model . Motivation for studying the Kuramoto model can be found in the broad variety of physical, chemical or biological phenomena which can be modelled within its framework (see and references therein).
The problem we want to consider is the dynamics of a system of nonlinearly, globally coupled phase oscillators with random frequencies $`\omega _i`$ \[the probability for an oscillator to have frequency $`\omega _j(\omega ,\omega +d\omega )`$ is $`p(\omega )d\omega `$\], subject to external (independent, identically-distributed) white noise sources $`\eta _i`$ (of strength $`\sqrt{2T}`$):
$$\frac{\varphi _i}{t}=\omega _i\frac{K_0}{N}\underset{j=1}{\overset{N}{}}f(\varphi _i\varphi _j)+\eta _i(t),$$
(1)
$`i=1,\mathrm{},N`$. Here $`\varphi _i(t)`$ denotes the ith oscillator phase, $`K>0`$ represents the coupling strength, and $`f`$ is a generic real function of periodicity $`2\pi `$. In Fourier space, the latter can be decomposed as follows,
$$f(x)=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}a_n\mathrm{exp}(inx)$$
(2)
with $`a_n=a_n^{}`$.
Important work on the Kuramoto model with a general coupling function was carried out by Daido and Crawford among others. Daido introduced the concept of order function to understand synchronization at zero temperature, $`T=0`$. Essentially, the order function is an average of the oscillator drift velocity on a rotating frame . Assuming a reasonable shape for the order function and the one-oscillator probability density (supposedly stationary in the rotating frame), Daido derived a functional equation for the order function. He then found solutions by direct numerical simulations and by bifurcation theory for stationary or rotating-wave probability densities. However, his theory is not sufficiently general to cover other possible probability densities (e.g., standing waves ) nor to predict their stability properties. Crawford considered the problem of constructing one-oscillator probability densities which bifurcate from the incoherent density $`1/(2\pi )`$ (for which an oscillator has the same probability to be at any given value of the angle $`\varphi `$. As a consequence of these works, different conjectures were proposed, both concerning scaling of bifurcating solution branches and general statements such as โadding noise could actually yield an enhancement in the level of synchronizationโ . One difficulty with these previous works is that explicit calculations were performed mostly near bifurcation points. One exception is Daidoโs coupling function $`f(x)=`$ sign$`x`$ for which the calculation of the order function can be explicitly carried out.
In this paper, we shall introduce classes of coupling functions leading to drift terms which are local functions of the probability density. We restrict ourselves to oscillators without frequency disorder, i.e., with frequency distribution $`p(\omega )=`$ $`\delta (\omega )`$. The corresponding governing equations for the probability density (in the limit of infinitely many oscillators) are systems of nonlinear partial differential equations which are analyzed. Then definite results can be proved about synchronization which do not depend on bifurcation calculations, order function theory or numerical simulations as much as the work of previous authors. Together with singular perturbation calculations, our results can be used to give approximations to the one-oscillator probability density of models with disorder, in the limiting case of high-frequencies . The examples of singular coupling functions considered in this paper are the hard-needles (+ sign) and stick-needles (โ sign) couplings, for which $`f=\pm \delta ^{}`$, the Burgers coupling, $`f=\delta `$, and the Daido coupling (extended Burgers model), $`f(x)=`$ sign$`(x)`$. In all cases, these $`f`$โs are extended periodically outside the interval $`\pi <x<\pi `$. We shall show that less singular couplings give rise to models for which the oscillators are easier to synchronize: (i) the hard-needles oscillators do not synchronize at any temperature (the stick-needles coupling leads to ill-posed problems unless the temperature is large enough), (ii) the Burgers oscillators may synchronize only at zero temperature; even then, their probability density algebraically decays to incoherence as $`t^1`$ for large times, (iii) the oscillators with Daido coupling may synchronize at any temperature, and the synchronized phases are described by explicitly-known order functions and probability densities. A first paper in the direction of these results was published by the authors in .
The rest of the paper is structured as follows. Section 2 contains results which hold for general models with disorder in the natural frequencies. These include a derivation of the governing equations for the one-oscillator probability density, its moments and the moment-generating function. We establish a relationship between these objects and Daidoโs order function showing that the latter is proportional to the average oscillator drift in a rotating frame. Lastly, we give the leading-order form of the probability density in the limit of high frequencies. The density is a superposition of probability densities with zero natural frequency in rotating frames and with smaller coupling constants. In Section 3 we extend Daidoโs approach to the case of nonzero temperature, and find the form of the stationary solutions and a general Liapunov functional for the case of odd coupling functions. In section 4 we introduce the family of singular couplings to be studied. Section 5 contains our analysis of the porous Medium models which appear for the hard-needles and stick-needles couplings. We show that the hard-needles model is well-posed, its solution exists globally, and also that sharp time decay estimates towards its equilibrium can be obtained locally for any initial data or globally for small initial data evolving exponentially fast towards incoherence. The last result is proven by different methods according to whether we allow the temperature to be zero. On the other hand, the stick-needles model is ill-posed for low enough temperature. Section 6 is devoted to study a model with Burgers coupling. We adapt well-known results to the case of periodic boundary conditions to show that the probability density of the Burgers oscillators may tend to a state different from incoherence only if the temperature is zero. In section 7 we analyze the extended Burgers model resulting from the Daido coupling $`f(x)=`$ sign$`(x)`$. We first show that finding the probability density is equivalent to solving two coupled nonlinear parabolic equations for the drift $`v(x,t)`$ and a certain functional of the probability density, $`\sigma (x,t)`$. Then we find families of stationary solutions in terms of elliptic functions. These solutions bifurcate supercritically from incoherence at couplings $`K_0`$ which are proportional to the squares of odd integer numbers, and stationary densities on the first bifurcating branch are stable at least for small enough $`K_0`$. We discuss some of the results of previous authors in the light of our exact calculations. The Appendices discuss technical matters related to the bulk of the article.
## 2 Probability density and moment-generating function
In this section we consider general aspects of the model (1). First of all, we use the moment approach considered in to derive a nonlinear Fokker-Planck equation (NLFPE) for the one-oscillator probability density in the limit of infinitely many oscillators. The moment approach exploits the symmetry of the dynamical problem we are interested in, so is a good starting point to deal with the Kuramoto model which has rotational symmetry (an extension of this method to deal with tops has been considered in ). Secondly, we characterize phase and frequency synchronization generalizing to $`T0`$ the concept of order function introduced by Daido for oscillator synchronization at $`T=0`$. Lastly, we show that, at high frequencies, the probability density can be decomposed into $`m`$ components rotating steadily at the frequencies of the peaks of a given multimodal natural frequency distribution. Each component probability density solves a NLFPE with zero natural frequency (in the rotating frame) and a modified coupling constant. This latter results follows immediately from the method introduced in Ref. for the usual Kuramoto model with a sinusoidal coupling function. This result can be combined with the exact solutions obtained in later Sections to yield analytic expressions of synchronized phases in models with frequency disorder and white noise forcing in the high-frequency limit.
### 2.1 Nonlinear Fokker-Planck equation
To start with let us define,
$$H_k^m=\frac{1}{N}\underset{j=1}{\overset{N}{}}\overline{\mathrm{exp}(ik\varphi _j)\omega _j^m},$$
(3)
where the brackets denote average with respect to the external noise and the overbar average with respect to the random oscillator frequency. This set of moments is invariant under the local symmetry $`\varphi _i\varphi _i+2\pi `$ which is the symmetry of the dynamical equations 1. The equation of motion for the moments reads
$`{\displaystyle \frac{H_k^m}{t}}=K_0ik{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}a_nH_{k+n}^mH_n^0k^2TH_k^m+ikH_k^{m+1}.`$ (4)
It is easy to derive from Eq.(4) the following differential equation
$$\frac{g}{t}=\frac{}{x}\left[v(x,t)g\right]+T\frac{^2g}{x^2}\frac{^2g}{xy}$$
(5)
for the generating function
$$g(x,y,t)=\frac{1}{2\pi }\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}\mathrm{exp}(ikx)\frac{y^m}{m!}H_k^m(t).$$
(6)
The velocity $`v(x,t)`$ is defined by
$$v(x,t)=K_0\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}a_nH_n^0\mathrm{exp}(inx)$$
(7)
and it can be equivalently written as a convolution between the coupling and the generating function (see A):
$$v(x,t)=K_0_\pi ^\pi f(x^{})g(xx^{},0,t)๐x^{}.$$
(8)
Notice that this drift velocity is related to Daidoโs order function $`H(x,t)`$ (see B):
$$v(x,t)=K_0H(x\mathrm{\Omega }_et,t).$$
(9)
The case analyzed by Kuramoto corresponds to the force $`f(x)=\mathrm{sin}x`$. Then $`a_1=a_1^{}=i/2`$ and the rest of components are zero. This yields $`v(x,t)=K_0r\mathrm{sin}(\theta x)`$, where $`H_1^0=r\mathrm{exp}(i\theta )`$. Let us assume that there exists a probability density $`\rho (x,\omega ,t)`$ such that
$`{\displaystyle \frac{1}{N}}{\displaystyle \underset{j=1}{\overset{N}{}}}(\varphi _j(t),\omega _j)={\displaystyle _\pi ^\pi }{\displaystyle _{\mathrm{}}^{\mathrm{}}}(x,\omega )\rho (x,\omega ,t)p(\omega )๐\omega ๐x,`$ (10)
as $`N\mathrm{}`$. In particular, we assume that
$`\rho (x,\omega ,t)p(\omega )={\displaystyle \frac{1}{N}}{\displaystyle \underset{j=1}{\overset{N}{}}}\delta (x\varphi _j(t))\delta (\omega \omega _j),`$ (11)
tends to a smooth function in the limit as $`N\mathrm{}`$. We can relate the probability density to the moment-generating function as follows:
$`g(x,y,t)={\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{k=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}e^{ikx}{\displaystyle \frac{y^m}{m!}}{\displaystyle \frac{1}{N}}{\displaystyle \underset{j=1}{\overset{N}{}}}e^{ik\varphi _j(t)}\omega _j^m`$
$`={\displaystyle \frac{1}{N}}{\displaystyle \underset{j=1}{\overset{N}{}}}e^{y\omega _j}{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{k=\mathrm{}}{\overset{\mathrm{}}{}}}e^{ik[\varphi _j(t)x]}={\displaystyle \frac{1}{N}}{\displaystyle \underset{j=1}{\overset{N}{}}}e^{y\omega _j}\delta (\varphi _j(t)x)`$
$`={\displaystyle _{\mathrm{}}^{\mathrm{}}}e^{y\omega }\rho (x,\omega ,t)p(\omega )๐\omega .`$ (12)
Then the probability density can be written as follows
$`\rho (x,\omega ,t)p(\omega )={\displaystyle \frac{1}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}g(x,iy,t)e^{i\omega y}๐y`$ (13)
and
$`{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}e^{i\omega y}{\displaystyle \frac{g}{y}}๐y=\omega \rho (x,\omega ,t)p(\omega ).`$ (14)
By using these expressions in (5), we derive the usual nonlinear Fokker-Planck equation (NLFPE) for $`\rho (x,\omega ,t)`$ wherever $`p(\omega )0`$:
$$\frac{\rho }{t}+\frac{}{x}\left[(\omega +v)\rho \right]=T\frac{^2\rho }{x^2}.$$
(15)
Equations (10) and (8) provide us with the following formula for the drift velocity $`v`$ in terms of $`\rho `$:
$`v(x,t)=K_0{\displaystyle _\pi ^\pi }{\displaystyle _{\mathrm{}}^{\mathrm{}}}f(x^{})\rho (xx^{},\omega ,t)p(\omega )๐x^{}๐\omega .`$ (16)
The probability density $`\rho `$ should moreover satisfy a normalization condition $`_\pi ^\pi \rho ๐x=1`$ and an initial condition $`\rho (x,\omega ,0)=\rho _0(x,\omega )`$. A derivation of these problems by path integral methods can be found in . (The path integral derivation is applicable to each Fourier mode of the coupling function; see page 676 of ). See for rigorous proofs of (10), (15) \- (16) in different models.
### 2.2 Phase and frequency distributions
To characterize oscillator synchronization, it is convenient to define the phase and frequency probability densities. The phase probability density, $`P(\varphi ,t)`$, is the probability of finding an oscillator with angle in $`(\varphi ,\varphi +d\varphi )`$ independently of its frequency. It is given by
$`P(\varphi ,t)={\displaystyle _\pi ^\pi }{\displaystyle _{\mathrm{}}^{\mathrm{}}}\delta (x\varphi )\rho (x,\omega ,t)p(\omega )๐x๐\omega .`$ (17)
Similarly, we may define the frequency of a given oscillator as the average (when it exists)
$$\frac{1}{\tau }_0^\tau \frac{d\varphi _j}{dt}๐t,$$
for sufficiently large $`\tau >0`$. When $`N\mathrm{}`$, (1) and the ergodic theorem imply that the previous time average is equal to
$$\omega +\frac{1}{\tau }_0^\tau v(x,t)๐t,$$
where $`\omega =\omega _j`$. Then we may define the frequency density as
$`P(\omega ,t)={\displaystyle _\pi ^\pi }{\displaystyle _{\mathrm{}}^{\mathrm{}}}\delta \left(\mathrm{\Omega }\omega {\displaystyle \frac{1}{\tau }}{\displaystyle _0^\tau }v(x,t^{})๐t^{}\right)\rho (x,\mathrm{\Omega },t)p(\omega )๐x๐\mathrm{\Omega }`$ (18)
that can be simplified in the important cases of: stationary (i) and rotating-wave (ii) probability densities. In case (i), $`v=v(x)`$ coincides with its time average, and is proportional to Daidoโs order function with $`\mathrm{\Omega }_e=0`$. In case (ii), $`\rho (x,\mathrm{\Omega },t)=\stackrel{~}{\rho }(x\mathrm{\Omega }_et,\mathrm{\Delta })`$, with $`\mathrm{\Delta }=\mathrm{\Omega }\mathrm{\Omega }_e`$ and, according (9), $`v(x,t)=K_0H(x\mathrm{\Omega }_et)`$. Then the change of variable $`\psi =x\mathrm{\Omega }_et`$ reduces probability density and order function to time-independent functions so that (18) becomes
$`P(\omega )={\displaystyle _\pi ^\pi }{\displaystyle _{\mathrm{}}^{\mathrm{}}}\delta [\omega \mathrm{\Omega }_e\mathrm{\Delta }+K_0H(\psi )]\stackrel{~}{\rho }(\psi ,\mathrm{\Delta })\stackrel{~}{p}(\mathrm{\Delta })๐\psi ๐\mathrm{\Delta },`$ (19)
where $`\stackrel{~}{p}(\mathrm{\Delta })=p(\mathrm{\Omega }_e+\mathrm{\Delta })`$. Daido considered only cases (i) and (ii) at $`T=0`$ with an order function having a single minimum $`H_{min}`$ (resp. maximum $`H_{max}`$) at $`\psi =\psi _1`$ (resp. $`\psi =\psi _2`$) . Then the probability density is
$`\stackrel{~}{\rho }(\psi ,\mathrm{\Delta })=\delta \left(\psi H^1\left({\displaystyle \frac{\mathrm{\Delta }}{K_0}}\right)\right)\chi _{(\psi _1,\psi _2)}(\psi )`$
$`+{\displaystyle \frac{C(\mathrm{\Delta })}{\mathrm{\Delta }K_0H(\psi )}}\left[1\chi _{(\psi _1,\psi _2)}(\psi )\right],`$ (20)
where
$`C(\mathrm{\Delta })={\displaystyle \frac{2\pi }{_\pi ^\pi \frac{d\psi }{\mathrm{\Delta }K_0H(\psi )}}},`$ (21)
$`\psi =\varphi \mathrm{\Omega }_et`$, with $`\mathrm{\Delta }`$ as before and $`\chi _{(\psi _1,\psi _2)}(\psi )`$ equals 1 if $`\psi _1<\psi <\psi _2`$ and 0 otherwise. On the interval $`\pi <\psi <\pi `$ the order function $`H(\psi )`$ is stationary as before. $`C(\mathrm{\Delta })`$ is the frequency at which oscillators with angle outside $`(\psi _1,\psi _2)`$ rotate. Inside $`(\psi _1,\psi _2)`$ we have $`K_0H(\psi )=\mathrm{\Delta }`$ and $`d\psi /dt=0`$. Inserting (20) in (16) and (9) we find a functional equation for the order function, which can then be solved exactly or approximately . Daidoโs expressions for the angle and frequency densities are found by inserting (20) in (17) and (19) (minor notational changes have been made)
$`P(\psi )=K_0\stackrel{~}{p}(K_0H(\psi ))H^{}(\psi )\chi _{(\psi _1,\psi _2)}(\psi )+\left[1\chi _{(\psi _1,\psi _2)}(\psi )\right]`$
$`\times {\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{C(\mathrm{\Delta })\stackrel{~}{p}(\mathrm{\Delta })}{\mathrm{\Delta }K_0H(\psi )}}\chi _{(\mathrm{},K_0H_{min})}(\mathrm{\Delta })\chi _{(K_0H_{max},\mathrm{})}(\mathrm{\Delta })d\mathrm{\Delta },`$ (22)
$`P(\omega )=\delta (\omega \mathrm{\Omega }_e){\displaystyle _{K_0H_{min}}^{K_0H_{max}}}\stackrel{~}{p}(\mathrm{\Delta })๐\mathrm{\Delta }+{\displaystyle \frac{\stackrel{~}{p}(C^1(\omega \mathrm{\Omega }_e))}{C^{}(C^1(\omega \mathrm{\Omega }_e))}}.`$ (23)
### 2.3 High-frequency limit
Further general considerations can be made for multimodal natural frequency distributions in the limit of high frequencies . Let us assume that $`p(\omega )`$ has $`m`$ maxima located at $`\omega _0\mathrm{\Omega }_l`$, $`l=1,\mathrm{},m`$, where $`\omega _0\mathrm{}`$, and $`p(\omega )d\omega `$ tends to the limit distribution
$`\mathrm{\Gamma }(\mathrm{\Omega })d\mathrm{\Omega }{\displaystyle \underset{l=1}{\overset{m}{}}}\alpha _l\delta (\mathrm{\Omega }\mathrm{\Omega }_l)d\mathrm{\Omega },`$ (24)
$`\text{with}{\displaystyle \underset{l=1}{\overset{m}{}}}\alpha _l=1,\text{and}\mathrm{\Omega }={\displaystyle \frac{\omega }{\omega _0}},`$
independently of the shape of $`p(\omega )`$ as $`\omega _0\mathrm{}`$. $`p(\omega )d\omega `$ and $`\mathrm{\Gamma }(\mathrm{\Omega })d\mathrm{\Omega }`$ may be used interchangeably when calculating any moment of the probability density \[including of course the all-important velocity function (16), which is related to Daidoโs order function as said before\]. Thus any frequency distribution is equivalent to a discrete multimodal distribution in the high-frequency limit. The discrete symmetric bimodal distribution considered in corresponds to $`m=2`$, $`\mathrm{\Omega }_l=(1)^l`$, $`\alpha _l=\frac{1}{2}`$, $`l=1,2`$. By following the procedure explained in , we can show that the oscillator probability density splits into $`m`$ components, each contributing a wave rotating with frequency $`\mathrm{\Omega }_l\omega _0`$ to the order function:
$`\rho (x,\omega ,t)={\displaystyle \underset{l=1}{\overset{m}{}}}\rho _l^{(0)}(x\mathrm{\Omega }_l\omega _0t,t)+O(\omega _0^1).`$ (25)
The densities $`\rho _l^{(0)}`$ obey the following Fokker-Planck equation
$$\frac{\rho _l^{(0)}}{t}T\frac{^2\rho _l^{(0)}}{\beta ^2}K_0\alpha _l\frac{}{\beta }\left\{\rho _l^{(0)}_\pi ^\pi f(\beta \beta ^{})\rho _l^{(0)}(\beta ^{},t)๐\beta ^{}\right\}=0,$$
(26)
where $`\beta =x\mathrm{\Omega }_l\omega _0t`$ and each $`_\pi ^\pi \rho _l^{(0)}๐\beta =1`$. This equation corresponds to the NLFPE (15) \- (16) in the moving variable $`\beta `$, with a coupling constant $`K_0\alpha _l`$ instead of $`K_0`$ and $`p(\omega )=\delta (\omega )`$. We shall see below that its solution evolves to a stationary state as the time elapses provided $`f(x)`$ is odd. Thus the probability density (to leading order in $`1/\omega _0`$) is the sum of $`m`$ components obeying the stationary solution of (26) with variables $`x\mathrm{\Omega }_l\omega _0t`$. The overall velocity (related to the order function) is a superposition of $`m`$ waves each traveling with frequency $`\mathrm{\Omega }_l\omega _0`$
$$v(x,t)=K_0\underset{l=1}{\overset{m}{}}\alpha _l_\pi ^\pi f(x\mathrm{\Omega }_l\omega _0t\beta ^{})\rho _l^{(0)}(\beta ^{})๐\beta ^{},$$
(27)
where $`\rho _l^{(0)}(x)`$ is the stationary solution of (26).
We shall now consider NLFPE without disorder, i.e., $`\omega _i=0`$ or $`p(\omega )=\delta (\omega )`$. Our results will be applicable to models with a multimodal natural frequency distribution in the high-frequency limit. For a model without disorder, the moment-generating function is independent of $`y`$ and it equals the probability density: $`g(x,y,t)=\rho (x,0,t)g(x,t)`$. If detailed balance is obeyed (i.e. if $`f`$ is an odd function) then the model is purely relaxational and consequently the formalism of statistical mechanics can be applied.
## 3 Stationary solutions of models with odd coupling
We can find functional equations for the order function of stationary or rotating wave solutions at nonzero temperatures without making Daidoโs assumptions. In this section we shall assume detailed balance, which occurs when $`f`$ is an odd function extended periodically outside $`(\pi ,\pi )`$ and satisfying $`f(x+\pi )=f(x)`$. (The expressions for the general case are somewhat more complicated). Let us define
$`V(x,t)={\displaystyle _\pi ^x}v(s,t)๐s,`$ (28)
$`W(x,\omega ,t)=(\pi +x)\omega +V(x,t).`$ (29)
The property $`f(x+\pi )=f(x)`$ implies that the drift (16) satisfies $`v(x+\pi ,t)=v(x,t)`$, and $`V(x+\pi ,t)=V(0,t)V(x,t)`$.
### 3.1 Stationary solutions
Let us restrict ourselves to the case of stationary solutions; rotating wave solutions may be reduced to this case after moving to a rotating frame. The stationary solutions should have the form
$`\rho (x,\omega )`$ $`=`$ $`Z^1e^{\frac{W(x,\omega )}{T}}`$ (30)
$``$ $`{\displaystyle \frac{J}{T}}{\displaystyle _\pi ^x}\mathrm{exp}\left[{\displaystyle \frac{W(x,\omega )W(s,\omega )}{T}}\right]๐s,`$
where $`Z`$ and $`J`$ are functions of $`\omega `$, independent of $`x`$. We now impose the condition that $`\rho `$ be a $`2\pi `$-periodic function of $`x`$, use the symmetry properties of the drift, and find the probability flux $`J`$ as a function of $`Z`$:
$`{\displaystyle \frac{J}{T}}={\displaystyle \frac{2\text{sinh}\left(\frac{2\pi \omega }{T}\right)}{Z_\pi ^\pi e^{\frac{W(x,\omega )}{T}}๐x}}.`$ (31)
$`Z`$ can be found from the normalization condition $`_\pi ^\pi \rho ๐x=1`$. The functional equation for the drift $`v(x)`$ (or, equivalently, the order function) is obtained by inserting (30), (31) and the formula for $`Z`$ in (16). The result is
$`{\displaystyle \frac{v(x)}{K_0}}={\displaystyle _\pi ^\pi }f(xx^{}){\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{e^{\frac{W(x^{},\omega )}{T}}}{Z(\omega )}}\{2\text{sinh}\left({\displaystyle \frac{2\pi \omega }{T}}\right)`$
$`\times {\displaystyle \frac{_\pi ^x^{}e^{\frac{W(s,\omega )}{T}}๐s}{_\pi ^\pi e^{\frac{W(s,\omega )}{T}}๐s}}1\}p(\omega )d\omega dx^{},`$ (32)
$`Z(\omega )`$ $`=`$ $`{\displaystyle _\pi ^\pi }e^{\frac{W(x,\omega )}{T}}\left\{{\displaystyle \frac{2\text{sinh}\left(\frac{2\pi \omega }{T}\right)_\pi ^xe^{\frac{W(s,\omega )}{T}}๐s}{_\pi ^\pi e^{\frac{W(s,\omega )}{T}}๐s}}1\right\}๐x.`$
The functional equation (32) for $`v(x)`$ may in general have several solutions, depending on $`p(\omega )`$ and the value of the parameters $`K_0`$ and $`T`$. Notice that no assumption on the shape of the order function has been made in order to derive (32). Thus we have a general equation for $`v(x)`$ valid for any temperature thereby extending Daidoโs theory. If $`f(x)`$ is not odd, the same procedure yields a more cumbersome equation which we omit. An interesting case corresponds to the case without disorder, $`p(\omega )=\delta (\omega )`$, for which $`J=0`$, $`\rho (x,0,t)=g(x,y,t)g(x,t)`$, and
$`g_0(x)={\displaystyle \frac{e^{\frac{V_0(x)}{T}}}{_\pi ^\pi e^{\frac{V_0(s)}{T}}๐s}}.`$ (33)
The subscript zero just reminds us that we are considering stationary solutions. In this case there is a general Liapunov functional related to the free energy . In Sections 4, 5 and 6, we show that simpler quadratic Liapunov functionals may exist for specific forms of $`f(x)`$.
### 3.2 Liapunov functional
Let us define the relative entropy
$`\eta (t)={\displaystyle _\pi ^\pi }g(x,t)\mathrm{ln}\left({\displaystyle \frac{g(x,t)}{\overline{g}(x,t)}}\right)๐x,`$ (34)
$`\overline{g}(x,t)=e^{\frac{V(x,t)\mu (t)}{T}},`$ (35)
$`{\displaystyle \frac{d\mu }{dt}}={\displaystyle _\pi ^\pi }g(x,t){\displaystyle \frac{V(x,t)}{t}}๐x.`$ (36)
$`V(x,t)`$ is given by (28) with the drift calculated by means of the exact probability density $`g(x,t)`$. (36) implies that
$$_\pi ^\pi g(x,t)\frac{}{t}\mathrm{ln}\overline{g}(x,t)๐x=0.$$
Direct calculation shows that
$`{\displaystyle \frac{d\eta }{dt}}=T{\displaystyle _\pi ^\pi }g(x,t)\left|{\displaystyle \frac{}{x}}\mathrm{ln}\left({\displaystyle \frac{g(x,t)}{\overline{g}(x,t)}}\right)\right|^2๐x0.`$ (37)
The inequality $`y\mathrm{ln}yy1`$, $`y0`$, can be used to show that
$`\eta 1{\displaystyle _\pi ^\pi }\overline{g}(x,t)๐x.`$ (38)
Then the relative entropy is bounded below if $`e^{V(x,t)}\text{L}^1(\pi ,\pi )`$ and the function $`\mu (t)`$ is bounded below. The first condition thanks to the Trudinger-Moser theorem (see ) is always fulfilled if $`V(x,t)`$ is in the Sobolev space $`W_0^{1,1}(\pi ,\pi )`$ and this property is verified for $`V(x,t)`$ defined in (28). To show that the function $`\mu (t)`$ is bounded below let us write Eq. (36) as follows
$`{\displaystyle \frac{d}{dt}}\left[\mu {\displaystyle _\pi ^\pi }gV๐x\right]={\displaystyle _\pi ^\pi }V{\displaystyle \frac{g}{t}}๐x`$
$`={\displaystyle _\pi ^\pi }v\left[vgT{\displaystyle \frac{g}{x}}\right]๐x={\displaystyle _\pi ^\pi }v(x,t)J(x,t)๐x,`$ (39)
after using the nonlinear Fokker-Planck equation and integration by parts. $`J`$ $`vg`$ $`Tg/x`$ is the probability flux. Then (39) can be equivalently written as
$`\mu (t)={\displaystyle _\pi ^\pi }\left[g(x,t)V(x,t)g(x,0)V(x,0)\right]๐x`$
$`{\displaystyle _0^t}{\displaystyle _\pi ^\pi }v(x,s)J(x,s)๐x๐s.`$ (40)
Let us first note that, since $`_\pi ^\pi g๐x=1`$ and $`V`$ is a uniformly bounded function, the two first terms in the right hand side of (40) are bounded. If we can prove that
$$_0^t_\pi ^\pi v(x,s)J(x,s)๐x๐s$$
is uniformly bounded, then $`\mu (t)`$ will remain bounded for all time and the demonstration that $`\eta `$ is a Liapunov functional will be over. By using the symmetry of $`f(x)`$ and the definitions of $`J`$ and $`v`$, it is easy to show first that
$$_\pi ^\pi J(x,t)๐x=0,t.$$
Since $`J`$ is a continuous function with respect to $`x`$, the mean value theorem applied to the above equality implies the existence of $`a_t[\pi ,\pi ]`$ such that $`J(a_t,t)=0`$, where the subscript makes reference to the fixed time $`t`$ and $`a_t`$ is chosen so that the function $`J`$ has a definite sign over $`(a_t,x)`$. Then
$$_0^t_{a_t}^xv(x,s)J(x,s)๐x๐s\text{max}_{x,t}|v(x,t)|_{a_0}^x\left[\text{sign}J(x,t)_0^{b_x}J(x,s)๐s\right]๐x,$$
where $`t=b_x`$ is the inverse function of $`x=a_t`$. Now we integrate
$$\frac{g}{t}=T\frac{J}{x}$$
over $`(a_0,x)\times (0,b_x)`$, and obtain
$$_{a_t}^x[g(y,t)g(y,0)]๐y=T_0^t_{a_t}^x\frac{J(y,s)}{y}๐y๐s=T_0^tJ(x,s)๐s,$$
where we have used again Fubiniโs theorem to exchange the order of integration in the right hand side. The left hand side of this equation is bounded by 2, so that we obtain after taking the limit as $`t\mathrm{}`$,
$$\underset{t\mathrm{}}{lim}_0^tJ(x,s)๐s\frac{1}{T}\underset{t\mathrm{}}{lim}_{a_t}^x[g(y,t)g(y,0)]๐y\frac{2}{T}.$$
Combining this bound with the uniform one for $`v(x,t)`$ and taking into account that
$$_0^t_\pi ^\pi v(x,s)J(x,s)๐x๐s=\underset{j\mathrm{\Lambda }}{}_0^t_{a_t^j}^xv(x,s)J(x,s)๐x๐s,$$
where $`\mathrm{\Lambda }`$ is a finite set of indices because of $`JC^1`$ has a finite number of zeros in $`[\pi ,\pi ]`$, we deduce that the third term in (40) is also uniformly bounded and, as consequence, $`\mu (t)`$ is bounded from below.
Our Liapunov functional may be used to show that $`g(x,t)`$ tends to a stationary solution as time elapses and also to discuss the global stability of these solutions. Let $`g_{\mathrm{}}(x,t)`$ be the limiting probability density as $`t\mathrm{}`$. Equating the entropy production (37) to zero, we obtain $`g_{\mathrm{}}=\beta (t)`$ exp$`V(x,t)/T`$. Inserting this into (15), we find
$$\frac{d\beta }{dt}+\frac{\beta }{T}\frac{V(x,t)}{t}=0,$$
which may be rewritten as
$$\frac{T}{\beta }\frac{d\beta }{dt}=\frac{V(x,t)}{t}.$$
The left side of this expression is independent of $`x`$ whereas the second side is not, so that both sides are zero. Then $`V`$ is time independent and $`\beta `$ is a constant, which proves $`g_{\mathrm{}}`$ to be of the form (33).
### 3.3 Equilibrium states
The previous considerations suggest that for models with odd-coupling functions and no frequencies \[i.e. $`f(x)=f(x)`$ and $`p(\omega )=\delta (\omega )`$\], a thermodynamic formulation will suffice to identify the stationary states as well as the possible existence of thermodynamic singularities (i.e., bifurcations).
In order to demonstrate this assertion, we shall start by defining an appropriate energy function,
$`={\displaystyle \frac{K_0}{N}}{\displaystyle \underset{i<j}{}}E(\varphi _i\varphi _j)`$ (41)
where $`E(x)`$ is a two-pair interaction energy function defined by $`E(x)=_\pi ^xf(s)๐s`$ and $`E(x)=E(x+2\pi )`$. The $`2\pi `$-periodicity of $`E(x)`$ is crucial to derive the results of this section. Note that this newly introduced function is related to the potential $`V(x,t)`$ in Eq. (28) by
$`{\displaystyle \frac{V(x,t)}{K_0}}={\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle _\pi ^\pi }E(xx^{})\rho (x^{},\omega ,t)p(\omega )๐x^{}๐\omega `$
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle _\pi ^\pi }E(\pi x^{})\rho (x^{},\omega ,t)p(\omega )๐x^{}๐\omega .`$ (42)
which has the physical meaning of an averaged energy. The second term is an additive constant which fixes the origin of the energy scale. Consequently the Liapunov functional defined in Eq. (34) is a generalized free energy for the system. Now we want to show that the equilibrium state of such a system yields potential solutions identical to (33). Let us compute the partition function,
$`๐ต={\displaystyle _\pi ^\pi }\mathrm{}{\displaystyle _\pi ^\pi }e^\beta {\displaystyle \underset{i=1}{\overset{N}{}}}d\varphi _i`$
$`={\displaystyle _\pi ^\pi }\mathrm{}{\displaystyle _\pi ^\pi }\mathrm{exp}\left({\displaystyle \frac{\beta K_0}{N}}{\displaystyle \underset{i<j}{}}E(\varphi _i\varphi _j)\right){\displaystyle \underset{l=1}{\overset{N}{}}}d\varphi _l.`$ (43)
We have $`a_0=0`$ because $`f`$ is odd. Then we can write $`E(x)=_{n=\mathrm{}}^{\mathrm{}}b_ne^{inx}`$ (plus an unessential constant term), where $`b_0=0`$, $`b_n=i(a_n/n)(n0)`$. Consequently we can rewrite the partition function for an oscillator system without frequency disorder, $`p(\omega )=\delta (\omega )`$, as
$`๐ต={\displaystyle _\pi ^\pi }\mathrm{}{\displaystyle _\pi ^\pi }\mathrm{exp}\left\{{\displaystyle \frac{\beta K_0}{2N}}{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}\left({\displaystyle \underset{i=1}{\overset{N}{}}}e^{in\varphi _i}{\displaystyle \underset{j=1}{\overset{N}{}}}e^{in\varphi _j}\right)\right\}{\displaystyle \underset{l=1}{\overset{N}{}}}d\varphi _l.`$ (44)
We have neglected the contribution of the terms $`(i=j)`$ in the exponential (which is equivalent to redefine the origin of energies so that $`E(0)=0`$). Let us now insert delta functions in the previous integrals and use the identity,
$`1`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}\delta \left(h_n{\displaystyle \frac{1}{N}}{\displaystyle \underset{i=1}{\overset{N}{}}}e^{in\varphi _i}\right)๐h_n`$
$`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\mathrm{exp}\left\{i\lambda _n\left(h_n{\displaystyle \frac{1}{N}}{\displaystyle \underset{i=1}{\overset{N}{}}}e^{in\varphi _i}\right)\right\}๐h_n๐\lambda _n,`$
where the new set of Lagrange multipliers $`\lambda _n`$ has been introduced. Inserting these representations of the delta function in (44) and permuting the orders of the integration between the $`\varphi ^{}s`$ and the $`h_n,\lambda _n`$, we reduce the final expression to a single site problem,
$`๐ต={\displaystyle _{\mathrm{}}^{\mathrm{}}}\mathrm{exp}[NA(\lambda ,h)]{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}d\lambda _ndh_n,`$ (45)
where
$`A(\lambda ,h)={\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}\lambda _nh_n{\displaystyle \frac{\beta K_0}{2}}{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}b_nh_nh_n`$
$`+\mathrm{log}{\displaystyle _\pi ^\pi }\mathrm{exp}\left({\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}\lambda _ne^{in\varphi }\right)๐\varphi .`$ (46)
The dominant contribution to the partition function is determined by the saddle point equations,
$`{\displaystyle \frac{A}{\lambda _n}}={\displaystyle \frac{A}{h_n}}=0`$ (47)
which yield,
$`h_n`$ $`=`$ $`<\mathrm{exp}(in\varphi )>,`$ (48)
$`\lambda _n`$ $`=`$ $`{\displaystyle \frac{\beta K_0}{2}}h_n(b_n+b_n)=\beta K_0h_n\text{Re}(b_n).`$ (49)
Here the average $`<B(\varphi )>`$ of an arbitrary function $`B(\varphi )`$ is defined as follows
$`<B(\varphi )>={\displaystyle \frac{_\pi ^\pi B(\varphi )\mathrm{exp}\left(_{n=\mathrm{}}^{\mathrm{}}\lambda _ne^{in\varphi }\right)๐\varphi }{_\pi ^\pi \mathrm{exp}\left(_{n=\mathrm{}}^{\mathrm{}}\lambda _ne^{in\varphi }\right)๐\varphi }}.`$ (50)
The next steps are quite standard. Inserting the expression (49) for $`\lambda _n`$ into (48), we obtain a closed set of equations for the parameters $`h_n`$. The reader will easily convince himself that the parameters $`h_n`$ are nothing less that the moments defined in Eq. (3) (with $`\omega _i=0`$). Finally we find that the effective Hamiltonian in the exponent of (50) is exactly given by the potential function $`V_0(x)`$ of eq.(28). Then the equilibrium density function $`g(x)`$ should satisfy
$`g(x)=<\delta (x\varphi )>={\displaystyle \frac{\mathrm{exp}(\beta \stackrel{~}{V}(x))}{_\pi ^\pi \mathrm{exp}(\beta \stackrel{~}{V}(x))๐x}},`$ (51)
with
$`\stackrel{~}{V}(x)=K_0{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}(Reb_n)h_n\mathrm{exp}(inx)dx.`$ (52)
This coincides with the definition (28) \[$`\stackrel{~}{V}(x)=V(x)+`$constant\] if all the $`b_n`$ are real i.e. if $`f(x)`$ is an odd function. From (48) and (49) it follows that the function $`v(x)`$ is a solution of the following functional equation
$`v(x)=K_0<f(x\varphi )>=K_0{\displaystyle \frac{_\pi ^\pi f(x\varphi )e^{\beta V(\varphi )}๐\varphi }{_\pi ^\pi e^{\beta V(\varphi )}๐\varphi }}.`$ (53)
The system of equations (28) and (53) may have one, many or no solutions. In case of multiple solutions, the free energy and the dynamics should be used to fully characterize the equilibrium state.
## 4 A family of models
When $`p(\omega )=\delta (\omega )`$, Eq.(5) becomes
$$\frac{g}{t}=\frac{}{x}\left[v(x,t)g\right]+T\frac{^2g}{x^2}.$$
(54)
The probability density $`g(x,t)`$ obeys the natural normalization condition
$$_\pi ^\pi g(x,t)๐x=1.$$
(55)
Let us consider the following special cases of localized coupling functions $`f`$:
* (a) The hard-needles model: In this case $`f=\delta ^{}`$ and (5) and (8) yield
$$\frac{g}{t}=K_0\frac{}{x}\left(g\frac{g}{x}\right)+T\frac{^2g}{x^2}.$$
(56)
Note that in this case there is an energy of the model given by $`E=_{i<j}\delta (\varphi _i\varphi _j)`$ which is trivially zero except when two phases coincide. If we imagine the phases as needles located in the centre of the unit circle then the crossing of needles costs infinite energy. This is the reason for its name: In this case the needles are impenetrable and interact like the hard spheres in the theory of liquids. We shall see later that synchronization for this model is not possible at any temperature $`T0`$: any initial configuration $`g(x,0)`$ evolves towards incoherence \[$`g=(2\pi )^1`$ which means that all angles have the same probability to occur\] for large enough time. This result is anticipated by considerations of linear stability alone. In fact, linearizing (56) about $`(2\pi )^1`$ we obtain the equation
$$\frac{d^2\widehat{g}}{dx^2}\frac{2\pi \lambda }{K_0+2\pi T}\widehat{g}=0,$$
for $`g(x,t)=(2\pi )^1+\widehat{g}(x)e^{\lambda t}`$. This equation has $`2\pi `$-periodic solutions of zero mean if $`\lambda =T+K_0/(2\pi )`$. Thus incoherence is linearly stable for any $`T0`$. In addition, as we will see in the next section, there exists a Liapunov functional which shows that $`g(x,t)`$ should evolve in $`L^1(\pi ,\pi )`$ towards $`x`$ independent functions which, by normalization, is equal to $`(2\pi )^1`$.
* (b) The stick-needles model: Now $`f=\delta ^{}`$ and we obtain the following evolution equation for $`g`$:
$$\frac{g}{t}=K_0\frac{}{x}\left(g\frac{g}{x}\right)+T\frac{^2g}{x^2}.$$
(57)
The only difference with the previous case is the change of sign in the velocity field. This is enough to dramatically alter the behaviour of the model. Now the energy is given by $`E=_{i<j}\delta (\varphi _i\varphi _j)`$. Obviously the thermodynamics is badly defined because the ground state energy is $`\mathrm{}`$. The needles want to stick to each other and there is only one relevant configuration which dominates the partition sum. Linear stability considerations indicate that incoherence is stable only if $`T>K_0/(2\pi )`$. In general this model is not mathematically well-posed unless $`TK_0g(x,t)0`$.
* (c) The Burgers model: If $`f=\delta `$, the velocity becomes $`v(x,t)=K_0g`$ and the dynamical equation for $`g`$ is
$$\frac{g}{t}=2K_0g\frac{g}{x}+T\frac{^2g}{x^2}.$$
(58)
The model corresponds to the Burgers equation (BE). Note that the two coupling functions $`f=\pm \delta `$ are both equivalent (to go from the + to the - case or viceversa it is enough to make the transformation $`xx`$.). The dynamics of the model corresponds to the Burger equation with a supplementary periodic boundary condition for the $`g`$ (which plays the role of the velocity field in the BE equation). Performing the transformation $`xx^{}=x/2K_0`$ we obtain the Burgers equation
$$\frac{g}{t}+g\frac{g}{x}=\nu \frac{^2g}{x^2},$$
(59)
with viscosity $`\nu =\frac{T}{4K_0^2}`$. Physically this model corresponds to a system of needles which tend to move together in the same direction when they meet. The incoherent solution is always a stationary solution of the BE equation. Straightforward but tedious calculation shows that the incoherent solution is the only stationary solution satisfying periodicity and normalization conditions. Notice that the coupling function for the Burgers model is not odd and therefore the general functional (34) of Section 3 may no longer be a Liapunov functional. However, the functional $`G(t)=\frac{1}{2}_\pi ^\pi g(x,t)^2๐x`$ satisfies $`G^{}(t)=T_\pi ^\pi (g(x,t)/x)^2๐x`$, and is therefore a Liapunov functional for $`T>0`$, but not at zero temperature. Thus any initial configuration evolves towards incoherence for $`T>0`$, while in principle synchronization is possible only at zero temperature. These results agree with considerations of linear stability for the incoherent solution: the probability density $`g=1/(2\pi )`$ is linearly stable for $`T>0`$ and neutrally stable for $`T=0`$. Finally, we shall mention that this model, contrarily to what happens in models (a) and (b), lacks a thermodynamic formulation because its dynamics violates detailed balance.
* (d) Daido coupling (the extended Burgers model): If we choose $`f(x)=\text{sign}(x)`$ (periodically extended outside the interval $`[\pi ,\pi ]`$) as coupling function, the expression (8) for the velocity becomes
$`v(x,t)=K_0{\displaystyle _\pi ^\pi }\text{sign}(\xi )g(x\xi ,t)๐\xi `$
$`=K_0\left[{\displaystyle _\pi ^0}g(x\xi ,t)๐\xi {\displaystyle _0^\pi }g(x\xi ,t)๐\xi \right]`$
$`=K_0{\displaystyle _0^\pi }\left[g(x\xi ,t)g(x\xi +\pi ,t)\right]๐\xi .`$ (60)
Then we have
$`{\displaystyle \frac{v}{x}}=2K_0[g(x,t)g(x+\pi ,t)].`$ (61)
The moment-generating function satisfies (54) and (60) which form a nonlocal equation for $`g(x,t)`$. Synchronization already appears at non-zero temperature ($`T>0`$) for this simple model which is purely relaxational (when all the oscillator frequencies are equal to zero). The corresponding Hamiltonian is given by
$$=\frac{K_0}{N}\underset{i<j}{}mod(|\varphi _i\varphi _j|,2\pi ).$$
(62)
In what follows we are going to analyze the dynamical behaviour of his family of models.
## 5 The porous Medium models
### 5.1 The hard-needles model
The dynamical equation for the hard-needles model is
$$\frac{g}{t}=K_0\frac{}{x}\left(g\frac{g}{x}\right)+T\frac{^2g}{x^2}$$
(63)
which is considered together with periodic boundary conditions
$$g(\pi ,t)=g(\pi ,t)\text{ and }\frac{g}{x}(\pi ,t)=\frac{g}{x}(\pi ,t)$$
(64)
and the initial condition
$$g(x,0)=g_0(x).$$
(65)
#### 5.1.1 Well-possed problem.
This equation is a particular case of a the general quasi-linear equation in divergence form studied by O. A. Ladyลพenskaja, V. A. Solonnikov and N. N. Uralโceva in , Theorem 6.1 and by S. N. Kruzhkov in . As a consequence of the results in and we can deduce that the problem is well-posed if
$$K_0g+T0,$$
which is always fulfilled for $`g0`$.
#### 5.1.2 Decay in time estimates.
In order to obtain some decay estimates in time for the solutions of solution (63) towards its equilibrium state, we must obtain a Green function to the linear heat equation
$$\frac{g}{t}=T\frac{^2g}{x^2}$$
(66)
with periodic boundary conditions (64). Let $`\mathrm{\Gamma }(x,t)`$ be the heat kernel, i.e., the fundamental solution of the heat equation in IR, defined by
$$\mathrm{\Gamma }(x,t)=(4\pi Tt)^{\frac{1}{2}}e^{\frac{|x|^2}{4Tt}}.$$
Let us recall the definition of the Theta function , which is related to one of Jacobiโs elliptic functions ,
$$\mathrm{\Theta }(x,t)=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\mathrm{\Gamma }(x+2n\pi ,t),$$
(67)
for $`t>0`$, and $`\mathrm{\Theta }=0`$ for $`t<0`$, and define the function $`\mathrm{\Psi }`$ by
$$\mathrm{\Psi }(x,t)=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\frac{\mathrm{\Gamma }}{x}(x+2n\pi ,t).$$
(68)
The functions $`\mathrm{\Theta }`$ and $`\mathrm{\Psi }`$ satisfy
$$\mathrm{\Theta }(x+2\pi ,t)=\mathrm{\Theta }(x,t)\text{ and }\mathrm{\Psi }(x+2\pi ,t)=\mathrm{\Psi }(x,t).$$
(69)
Then, the function $`\mathrm{\Theta }(xz,ts)`$ verifies: (i) it is a solution of the linear heat equation (66) except in $`(s,z)`$; (ii) it satisfies (64); $`\mathrm{\Theta }(xz,ts)\mathrm{\Gamma }(xz,ts)`$ is solution of (66). As a consequence, $`\mathrm{\Theta }(xz,ts)`$ is a Green function for the linear heat equation with periodic boundary conditions. Another interesting property of the $`\mathrm{\Theta }`$ function is its positivity. Also, note that the $`\mathrm{\Theta }`$ function can be written as follows
$$\mathrm{\Theta }(x,t)=\frac{1}{2\pi }+\frac{1}{\pi }\underset{n=1}{\overset{\mathrm{}}{}}e^{n^2Tt}\mathrm{cos}nx.$$
In view of the preceding properties, we can write the solution of the hard-needles model in the following integral form
$`g(x,t)={\displaystyle _\pi ^\pi }\mathrm{\Theta }(xz,t)g_0(z)๐z`$
$`+{\displaystyle _\pi ^\pi }{\displaystyle _0^t}{\displaystyle \frac{\mathrm{\Theta }(xz,ts)}{z}}\left(g{\displaystyle \frac{g}{z}}\right)(z,s)๐z๐s.`$ (70)
We will use for $`\gamma >\frac{1}{2}`$, $`t>0`$ and $`x>0`$ the following estimate (see )
$$\left|\frac{^k\mathrm{\Gamma }(x,t)}{x^k}\right|\frac{c(Tt)^\gamma }{|x|^{12\gamma +k}},k=0,1,2,\mathrm{},$$
(71)
where $`c=(4\pi )^{1/2}(4\gamma e^1+2e^1)^{(12\gamma )/2}`$ and we have chosen $`\gamma `$ such that $`1/2<\gamma <0`$ and close enough to $`1/2`$.
Using these estimates, the generating function and its derivative with respect to the space variable can be estimated from (70) for small initial data $`g_0L_{2\pi }^1`$, where $`L_{2\pi }^p`$ denotes the space of $`2\pi `$-periodic functions belonging to $`L^p(\pi ,\pi )`$, see for definition and main properties. This procedure was introduced in by G. H. Cottet and J. Soler to study the decay properties of the Navier-Stokes equations with weak initial data (singular filament measure). Let $`t[0,\tau ]`$, $`\tau \text{I}\text{R}`$. Firstly, due to the positivity of $`\mathrm{\Theta }`$, $`g_0`$ and of the solution, from equation (63) we deduce
$$g(,t)_{L_{2\pi }^1}=_\pi ^\pi g_0(x)๐x.$$
(72)
To obtain the $`L_{2\pi }^p`$ estimates of the solution let us note that since $`\mathrm{\Theta }`$ converges uniformly we have
$`{\displaystyle _\pi ^\pi }\mathrm{\Theta }(xz,t)g_0(z)๐z{\displaystyle \frac{1}{2\pi }}{\displaystyle _\pi ^\pi }g_0(z)๐z`$
$`={\displaystyle \frac{1}{\pi }}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}e^{n^2Tt}{\displaystyle _\pi ^\pi }\mathrm{cos}n(xz)g_0(z)๐z.`$
In the case of the uniform bound for $`g(x,t)`$, we estimate (70) as follows
$`g(,t){\displaystyle \frac{_\pi ^\pi g_0(x)๐x}{2\pi }}_{L_{2\pi }^{\mathrm{}}}\mathrm{\Theta }(,t){\displaystyle \frac{1}{2\pi }}_{L_{2\pi }^{\mathrm{}}}g_0_{L_{2\pi }^1}`$
$`+{\displaystyle _0^t}{\displaystyle \frac{\mathrm{\Theta }}{x}}(,ts)_{L_{2\pi }^p^{}}g(,s)_{L_{2\pi }^{\mathrm{}}}{\displaystyle \frac{g}{x}}(,s)_{L_{2\pi }^p}๐s.`$ (73)
Also, we have
$`g(,t){\displaystyle \frac{_\pi ^\pi g_0(x)๐x}{2\pi }}_{L_{2\pi }^p}\mathrm{\Theta }(,t){\displaystyle \frac{1}{2\pi }}_{L_{2\pi }^p}g_0_{L_{2\pi }^1}`$
$`+{\displaystyle _0^t}{\displaystyle \frac{\mathrm{\Theta }}{x}}(,ts)_{L_{2\pi }^1}g(,s)_{L_{2\pi }^{\mathrm{}}}{\displaystyle \frac{g}{x}}(,s)_{L_{2\pi }^p}๐s,`$ (74)
and
$`{\displaystyle \frac{g}{x}}(,t)_{L_{2\pi }^p}{\displaystyle \frac{\mathrm{\Theta }}{x}}(,t)_{L_{2\pi }^p}g_0_{L_{2\pi }^1}+{\displaystyle _0^t}{\displaystyle \frac{\mathrm{\Theta }}{x}}(,ts)_{L_{2\pi }^p^{}}`$
$`\times \left({\displaystyle \frac{g}{x}}(,s)_{L_{2\pi }^p}^2+g(s,)_{L_{2\pi }^{\mathrm{}}}{\displaystyle \frac{^2g}{x^2}}(,s)_{L_{2\pi }^{p/2}}\right)ds.`$ (75)
To close the circle of these estimates requires to prove that $`\frac{^2g}{x^2}L_{2\pi }^{p/2}`$. This can be obtained directly from the equation (63) combined with an estimate of $`\frac{g}{t}L_{2\pi }^{p/2}`$ deduced also from (70). We bound the previous inequalities using (71).
Let $`M_p(t)`$ be, with $`1<p\mathrm{}`$, such that
$`{\displaystyle \frac{(Tt)^\gamma }{1+C(Tt)^{12\gamma }}}g(,t){\displaystyle \frac{1}{2\pi }}{\displaystyle _\pi ^\pi }g_0(x)๐x_{L_{2\pi }^p}M_p(t),`$
$`{\displaystyle \frac{(Tt)^\gamma }{1+C(Tt)^{12\gamma }}}{\displaystyle \frac{g}{x}}(,t)_{L_{2\pi }^p}M_p(t).`$
Thus $`\frac{g}{x}(,t)_{L_{2\pi }^p}`$ tends to 0 as $`t+\mathrm{}`$ if we choose $`\gamma <1/3`$.
Set $`M=\text{max}\{M_p(t),1p\mathrm{},t[0,\tau ]\}`$. Then, we have for (73), (74) and (75) the quadratic equation
$$MC(g_0)+C(\tau )M^2,$$
(76)
where $`C(g_0)`$ is a constant depending on the norm of $`g_0`$ in $`L_{2\pi }^1`$. Inequality (76) also implies at least local existence for any initial data or global existence of the solution for small initial data in $`L_{2\pi }^1`$. For small initial data in $`L_{2\pi }^1`$ and $`t[0,\tau ],\tau \text{I}\text{R}`$, (76) yields
$`g(,t){\displaystyle \frac{1}{2\pi }}{\displaystyle _\pi ^\pi }g_0(x)๐x_{L_{2\pi }^p}M(Tt)^\gamma \left[1+C(Tt)^{12\gamma }\right],`$ (77)
$`{\displaystyle \frac{g}{x}}(,t)_{L_{2\pi }^p}M(Tt)^\gamma \left(1+C(Tt)^{12\gamma }\right).`$ (78)
There exists other methods to study the existence properties but they do not give the above sharp estimates (77)-(78), see and .
#### 5.1.3 Asymptotic behaviour as $`t\mathrm{}`$.
Let us obtain that the system is simplified asymptotically as $`t\mathrm{}`$. In fact, we will prove that the solution of equation (63) converges in $`L_{2\pi }^1`$ as $`t\mathrm{}`$ towards a limit function by using a Liapunov functional associated to the system. The functional
$$G(t)=\frac{1}{2}_\pi ^\pi g(x,t)^2๐x,$$
(79)
is positive and it satisfies
$$G^{}(t)=_\pi ^\pi (T+K_0g)\left(\frac{g}{x}\right)^2๐x0.$$
(80)
Thus it is a Liapunov functional and $`g(x,t)`$ should evolve towards $`x`$ independent functions which, by normalization, equal $`(2\pi )^1`$. Since we have developed in the general case the study of the properties of the Liapunov functional, we refer to Section 3 for the detailed arguments of the above assertions.
#### 5.1.4 Convergence towards the solution of the Porous Medium Equation as $`T0`$.
We want to solve equation (63) from another point of view, and study the behaviour of its solutions as $`T0`$: we propose an argument of splitting in time (with step $`\mathrm{\Delta }t`$) between the heat equation and the Porous Medium Equation (PME). Let us first consider the periodic porous Medium problem
$$\frac{g^{PM}}{t}=K_0\frac{}{x}\left(g^{PM}\frac{g^{PM}}{x}\right),$$
(81)
$`g^{PM}(\pi ,t)=g^{PM}(\pi ,t)\text{and}{\displaystyle \frac{g^{PM}}{x}}(\pi ,t)={\displaystyle \frac{g^{PM}}{x}}(\pi ,t),`$ (82)
$`g^{PM}(x,0)=g_0(x).`$ (83)
The initial and initial-boundary value problems associated to this equation were first studied around 1950 by Zelโdovich, Kompaneets and Barenblatt (see and ). These authors explicitly obtained a fundamental (self-similar) solution of (81) in IR:
$$Z(\frac{x}{K_0},t)=t^{\frac{1}{3}}\left[C\frac{|x|^2}{12t^{\frac{2}{3}}}\right]_+,$$
(84)
where $`[s]_+=`$ max$`\{s,0\}`$ and $`C`$ is an arbitrary positive constant. This solution has compact spatial support for every fixed positive time. There is a free-boundary or propagation front, given by
$$t=(12C)^{\frac{3}{2}}|x|^3,$$
which separates regions where $`g^{PM}>0`$ from those where $`g^{PM}=0`$. (84) presents corners (jump discontinuities in its first derivatives) on the free boundary. In the 1-D case, the study of these problems for the PME started with the results of Oleinik and coworkers in . See the surveys by A. S. Kalashnikov or by J. L. Vรกzquez for more information. However, to our knowledge, the periodic boundary problem has not been studied so far.
It is known, see , that for all initial data $`g_0L_{2\pi }^1`$ there exists a unique weak solution $`g^{PM}C([0,\mathrm{});L_{2\pi }^1)`$, which is not classical in general. This is illustrated nicely by the self-similar solution (84), which is $`2\pi `$-periodic. In our periodic boundary context, this selfsimilar solution makes sense, at least locally for $`0<t<\pi ^3/(12C)^{\frac{3}{2}}`$, before the propagation front arrives to the boundary. This example illustrates that a solution (corresponding to arbitrary initial data) may have jump discontinuities in its first derivatives on the propagation front or free boundary separating the regions where the solution is positive from those where $`g^{PM}=0`$. Moreover, disturbances propagate with finite speed. In general, it is clear that $`g^{PM}0`$ for $`t>0`$, provided $`g_00`$. Solutions of (81)-(83) have the following behaviour as $`t\mathrm{}`$:
$`\underset{t\mathrm{}}{lim}g^{PM}(,t){\displaystyle \frac{_\pi ^\pi g_0(x)๐x}{2\pi }}_{L^p(\pi ,\pi )}=0,p[1,\mathrm{}].`$ (85)
This result can be proved, according to C. M. Dafermosโs ideas , by following the basic steps listed below:
* Prove that the semigroup $`U`$ corresponding to the problem (81)-(83) is a continuous contraction semigroup on $`L^1(\pi ,\pi )`$ which verifies the maximum principle
$$U(t)g_0_{L^p(\pi ,\pi )}g_0_{L^p(\pi ,\pi )}$$
and
$$g_0\overline{g}_0\text{a.e. in}[\pi ,\pi ],\text{implies}U(t)g_0U(t)\overline{g}_0.$$
* The orbit $`\gamma (g_0)=_{t0}U(t)g_0`$ is relatively compact in $`L^1(\pi ,\pi )`$ for $`g_0L^{\mathrm{}}(\pi ,\pi )`$.
* The $`\omega `$-limit set $`\omega (u_0)`$ is non-empty and compact in $`L^1`$.
* Use an appropriate Liapunov functional such as
$$V(\xi )=\text{ess sup}_{x[\pi ,\pi ]}\xi (x),\xi L^1(\pi ,\pi ),$$
and the contractive property of the associated semigroup to prove that (i) $`V`$ is a constant $`W`$ on $`\omega (u_0)`$, and (ii) the $`\omega `$-limit set consists of constants.
* The comparison principle given in 1) and the fact that the average of the solution is preserved allows us to identify $`W`$ with
$$\frac{1}{2\pi }_\pi ^\pi g_0(x)๐x.$$
and to prove (85) for $`p=1`$.
The result follows for $`p>1`$ by using the dominated convergence theorem.
A similar proof based on Dafermosโs theory was introduced by N. D. Alikakos and R. Rostamian in in the case of boundary condition of type
$$\frac{(g^{PM})^2}{x}(x)=0,\text{ for }x=\pi ,\pi .$$
We refer to their paper for the details of the above scheme of proof.
It is also possible to estimate the rate of decay towards the equilibrium for the solutions. In fact, if $`g_0L^{\mathrm{}}`$, there exist positive constants $`\sigma `$ and $`k`$ such that (see )
$$g^{PM}(,t)\frac{_\pi ^\pi g_0(x)๐x}{2\pi }_{L^{\mathrm{}}(\pi ,\pi )}ke^{\sigma t}.$$
We now come back to the complete hard-needles problem for nonzero temperature. The splitting method consists of solving in $`[0,\mathrm{\Delta }t]`$ the PME ($`T=0`$) and diffuse it by the heat kernel ($`T>0`$) to obtain $`g_1=g^S(x,\mathrm{\Delta }t)=\mathrm{\Theta }(\mathrm{\Delta }t,x)_xU(\mathrm{\Delta }t)g_0`$, where $`g^S`$ means the splitting solution and $`_x`$ is
$$\mathrm{\Theta }(x,\mathrm{\Delta }t)_xf(x)=_\pi ^\pi \mathrm{\Theta }(xy,\mathrm{\Delta }t)f(y)๐y.$$
The method is well defined and follows the same scheme in every interval $`[n\mathrm{\Delta }t,(n1)\mathrm{\Delta }t]`$. The iterative map $`g_nU(\mathrm{\Delta }t)g_{n1}\mathrm{\Theta }_xU(\mathrm{\Delta }t)g_{n1}`$ is a composition of contractive maps in $`L^1`$. The diffusivity of $`\mathrm{\Theta }`$ implies $`g>0`$, for $`t>0`$, and the nonexistence of a propagation front, i.e. of a free boundary. Also the splitting argument shows the convergence in $`L^1`$ of the solutions of the hard-needles equation to the PME as $`T0`$.
### 5.2 The stick-needles model
The dynamical equation for the stick-needles model is
$$\frac{g}{t}=K_0\frac{}{x}\left(g\frac{g}{x}\right)+T\frac{^2g}{x^2}.$$
(86)
An analysis similar to the hard-needles model may be done in the present case. However, there is a hurdle to be resolved previously: the model is not well-possed unless (see )
$$g\frac{T}{K_0}.$$
Moreover this condition implies the non convergence to a well-possed problem as $`T0`$ because the generating function must be non negative.
## 6 The Burgers model
$$\frac{g}{t}=2K_0g\frac{g}{x}+T\frac{^2g}{x^2}$$
(87)
The existence and uniqueness properties of this equation are well understood, see for the main results and references. In , the Hopf-Cole transformation is used to analyze the Burgers equation with periodic boundary conditions.
To deduce some some decay estimates for small initial data in $`L_{2\pi }^1`$, we can repeat the same arguments as in the study of the hard-needles model by using the integral formulation
$`g(x,t)={\displaystyle _\pi ^\pi }\mathrm{\Theta }(xz,t)g_0(z)๐z`$
$`+{\displaystyle \frac{1}{2}}{\displaystyle _\pi ^\pi }{\displaystyle _0^t}{\displaystyle \frac{\mathrm{\Theta }(xz,ts)}{z}}g^2(z,s)๐z๐s.`$ (88)
This procedure leads, for $`1<p\mathrm{}`$, to
$$g(,t)\frac{1}{2\pi }_\pi ^\pi g_0(x)๐x_{L_{2\pi }^p}ct^\gamma g_0_{L_{2\pi }^1}.$$
(89)
In the case of the Burgers equation it is also possible, as in the Porous Medium case, to deduce that
$$G(t)=\frac{1}{2}_\pi ^\pi g(x,t)^2๐x$$
is a Liapunov functional only if $`T>0`$ and its derivative satisfies
$$G^{}(t)=T_\pi ^\pi \left(\frac{g}{x}\right)^2๐x0.$$
(90)
Then, repeating the same ideas as in Section 3, we can prove that $`g(x,t)`$ should evolve towards $`(2\pi )^1`$ if $`T>0`$, after normalization. At zero temperature $`G(t)`$ is an integral of motion and the previous argument cannot be used. Figure1 shows the time evolution of $`G(t)`$ for different temperatures. For $`T=0`$ it remains constant while for $`T>0`$ it decays towards the expected value.
On the other hand, the spatially periodic solution of the Burgers equation converges towards an entropy solution of the Hopf equation
$`{\displaystyle \frac{g^H}{t}}=2K_0g^H{\displaystyle \frac{g^H}{x}},`$ (91)
$`g^H(\pi ,t)=g^H(\pi ,t),`$ (92)
$`g^H(0,x)=g_0(x),`$ (93)
as $`T0`$. This follows by using same arguments as in the hard-needles model. In , K. L. OuYoung proved the following result based upon ideas developed by M. G. Crandrall for the Cauchy problem in IR: the semigroup $`S:g_0S(t)g_0=g^H`$ is a contracting semigroup in $`L_{2\pi }^1`$ and we have
$`g^H(,t)_{L_{2\pi }^{\mathrm{}}}g_0_{L_{2\pi }^{\mathrm{}}},\text{a.e.,}`$
$`TV(g^H(,t))TV(g_0),`$
$`{\displaystyle _{\text{I}\text{R}}}|g^H(t_2,x)g^H(t_1,x)|๐xcTV(g_0)|t_2t_1|,`$
for $`t_1,t_20`$. The uniqueness of solution for (91) is based in the fundamental work of S. N. Kruzhkov, .
Then, the splitting argument used in the hard-needles model give the convergence in $`L_{2\pi }^1`$ for the solution of the Burgers equation to the entropy solution of the Hopf equation.
It is well-known that in general (91), (92) and (93) do not have continuous solutions for all time because shock waves appear after finite time and tend to dominate the solution as $`t\mathrm{}`$. The quantities $`_\pi ^\pi g^k๐x`$ are preserved in time until a shock is formed. After a shock wave appears, only the mass $`_\pi ^\pi g๐x`$ is conserved along the time evolution. Figure 2 is an illustration of the phenomenon. E. Hopf in discussed the asymptotic behaviour for large time of solutions of (91)-(92). Later, P. D. Lax and T. P. Liu and M. Pierre completed and generalized this study for an arbitrary conservation law. A first result in this direction is given by the following inequality
$$|g^H(x,t)M(x,t)|c\frac{2\pi }{t},$$
(94)
where $`M(x,t)`$ is the mean function
$$M(x,t)=\frac{1}{2\pi }_\pi ^\pi g^H(x,t)๐x.$$
If $`g_0`$ is in $`L_{2\pi }^{\mathrm{}}`$, then the mean function is time independent and (94) holds.
Let us assume that initially $`g_0(x)`$ has a single maximum and a single minimum at each period. Then $`g^H`$ evolves towards a precise asymptotic shape so that its profile for large time looks like a 2$`\pi `$-periodic sawtooth profile with a single shock per period. Between shocks $`g^H`$ decreases linearly. The asymptotic behaviour profile result in the case of a Cauchy problem was specified by T. P. Liu and M. Pierre in . By adapting the arguments in , we can prove for our periodic problem
$$\underset{t\mathrm{}}{lim}t^{\frac{1}{2p^{}}}g^H(,t)\omega (,t)_{L_{2\pi }^p}=0,$$
for an initial data $`g_0L_{2\pi }^1`$ and $`1p<\mathrm{}`$. Here
$`\omega (x,t)={\displaystyle \frac{1}{2\pi }}{\displaystyle \frac{x}{2K_0t}}={\displaystyle \frac{1}{2K_0t}}\left(x{\displaystyle \frac{K_0}{\pi }}t\right)\pi <x<\pi `$ (95)
which is a sawtooth profile moving towards the right at speed $`K_0/\pi `$. The strength of the shock $`\text{max}(g)\text{min}(g)=\pi /(K_0t)`$ converges to zero as the time goes to infinity. Thus the shock weakens, it vanishes and we are left with the incoherent solution $`(2\pi )^1`$. In summary, incoherence is the globally asymptotically stable solution for the periodic Burgers equation at any temperature, including zero. In the last case, interesting transient patterns including shock profiles are possible before every memory of the initial conditions is washed out.
## 7 The extended Burgers model
Instead of working with the nonlocal model given by Equations (54) and (60) for $`g(x,t)`$ we can try to find local equations for $`v(x,t)`$ and $`g(x,t)`$. Let us define
$`\rho (x,t)=2K_0[g(x,t)g(x+\pi ,t)],`$
$`\sigma (x,t)=2K_0[g(x,t)+g(x+\pi ,t)].`$ (96)
These functions obey the equations (60) and
$`{\displaystyle \frac{\rho }{t}}={\displaystyle \frac{(\sigma v)}{x}}+T{\displaystyle \frac{^2\rho }{x^2}},`$ (97)
$`{\displaystyle \frac{\sigma }{t}}={\displaystyle \frac{}{x}}\left(v{\displaystyle \frac{v}{x}}\right)+T{\displaystyle \frac{^2\sigma }{x^2}}.`$ (98)
Now we can obtain an equation for $`v(x,t)`$ by inserting (61), i.e. $`v/x=\rho `$ in (97), and integrating the result with respect to $`x`$:
$`{\displaystyle \frac{v}{t}}\sigma vT{\displaystyle \frac{^2v}{x^2}}=J(t).`$ (99)
Equations (60) and (96) together with the periodicity of $`g(x,t)`$ imply that
$`\sigma (x+\pi ,t)=\sigma (x,t),v(x+\pi ,t)=v(x,t),`$ (100)
i.e. the $`2\pi `$-periodic functions $`\sigma (,t)`$ and $`v(,t)`$ are periodic and antiperiodic in the $`x`$ variable, respectively. Moreover the normalization condition for $`g`$ and the $`\pi `$-periodicity of $`\sigma `$ imply
$`{\displaystyle _0^\pi }\sigma (x,t)๐x=2K_0.`$ (101)
The conditions (100) may be used to show that $`J(t)0`$ in (99), so that $`v`$ obeys
$`{\displaystyle \frac{v}{t}}\sigma vT{\displaystyle \frac{^2v}{x^2}}=0.`$ (102)
To see this, substitute $`x+\pi `$ as the argument of $`v`$ and $`\sigma `$ in (99), and use (100) to obtain $`J=J`$. Once $`\sigma `$ and $`v`$ are found, we obtain the generating function from the equation
$`g(x,t)={\displaystyle \frac{1}{4K_0}}\left[\sigma (x,t){\displaystyle \frac{v(x,t)}{x}}\right].`$ (103)
A similar development to the study of the existence properties of solutions given for the Porous Medium and Burgers models can be done for $`v(x,t)`$ in (102). In fact, we can write
$`v(x,t)={\displaystyle _\pi ^\pi }\mathrm{\Theta }(xz,t)v_0(z)๐z`$
$`+{\displaystyle _\pi ^\pi }{\displaystyle _0^t}\mathrm{\Theta }(xz,ts)\left(\sigma v\right)(z,s)๐z๐s`$ (104)
coupling it with
$`\sigma (x,t)={\displaystyle _\pi ^\pi }\mathrm{\Theta }(xz,t)\sigma _0(z)๐z`$
$`+{\displaystyle _\pi ^\pi }{\displaystyle _0^t}{\displaystyle \frac{\mathrm{\Theta }(xz,ts)}{z}}\left(v{\displaystyle \frac{v}{z}}\right)(z,s)๐z๐s.`$ (105)
The same type of estimates as in the previous sections together with an iterative method and a fix point theorem lead to a cubic equation, instead of a quadratic one as in (76). This allows to ensure the existence and bounds in $`L^p`$, at least for small initial data in $`L^1`$, of both $`v(x,t)`$ and $`\sigma (x,t)`$, for positive temperature $`T`$. However, the Theta function does not appear with a space derivative in (104) as in the Porous Medium and Burgers models which implies the non-convergence in time towards its respective mean values.
For this extended Burgers model the asymptotic in time behaviour is described by the Liapunov functional analyzed in Section 3. Let us now find the stationary solutions of these equations. From (98) and (102), we obtain
$`\sigma v+T{\displaystyle \frac{d^2v}{dx^2}}=0,`$ (106)
$`T\sigma +{\displaystyle \frac{v^2}{2}}=L+Mx.`$
$`\sigma (x)`$ and $`v(x)`$ are $`2\pi `$-periodic functions obeying (100) and $`L`$ and $`M`$ are constants. $`2\pi `$-periodicity of $`\sigma `$ and $`v`$ imply that $`M=0`$ in the second of these expressions. Thus
$`T\sigma +{\displaystyle \frac{v^2}{2}}=L.`$ (107)
Now we have $`L>0`$ because $`\sigma >0`$. Combining (101) and (107), we find the following equation for $`L`$:
$`2TK_0+{\displaystyle _0^\pi }{\displaystyle \frac{v^2}{2}}๐x=\pi L.`$ (108)
Inserting (107) into (106) we obtain
$`T^2{\displaystyle \frac{d^2v}{dx^2}}+\left(L{\displaystyle \frac{v^2}{2}}\right)v=0.`$ (109)
This may be integrated once yielding
$`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{dv}{dx}}\right)^2+{\displaystyle \frac{Lv^2}{2T^2}}{\displaystyle \frac{v^4}{8T^2}}={\displaystyle \frac{E}{T^2}}.`$ (110)
The energy $`E`$, $`0E<L^2/2`$ is calculated so that the period of $`v(x)`$ be $`2\pi `$. It is convenient to rewrite the previous equation in terms of
$`w(\xi )={\displaystyle \frac{v(x)}{\sqrt{L}}},x={\displaystyle \frac{T\xi }{\sqrt{L}}}.`$ (111)
Then (110) becomes
$`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{dw}{d\xi }}\right)^2+{\displaystyle \frac{w^2}{2}}{\displaystyle \frac{w^4}{8}}={\displaystyle \frac{E}{L^2}}.`$ (112)
Suppose that we choose $`w(0)=0`$, $`w^{}(0)>0`$ as initial conditions for a given trajectory. Then $`w(\xi )`$ is
$`{\displaystyle _0^{w(\xi )}}{\displaystyle \frac{dw}{\sqrt{2w^2+\frac{w^4}{4}}}}=\xi ,`$ (113)
until $`v`$ reaches the turning point $`w_0()`$, where
$`w_0()=\sqrt{2}\sqrt{1\sqrt{12}},`$ (114)
at $`\xi =P()/4`$. Notice that we will obtain a one-parameter family of stationary solutions because $`w(\xi +c)`$, with $`w(\xi )`$ as in (113) and $`c\text{I}\text{R}_+`$, is also an admissible stationary solution. Because of symmetry, an oscillation period is first completed at four times this value, i.e., when
$`P()=4{\displaystyle _0^{w_0()}}{\displaystyle \frac{dw}{\sqrt{2w^2+\frac{w^4}{4}}}}={\displaystyle \frac{4\sqrt{2}K(m)}{\sqrt{1+\sqrt{12}}}},`$ (115)
$`m={\displaystyle \frac{1\sqrt{12}}{1+\sqrt{12}}}.`$ (116)
Here $`K(m)`$ is the complete elliptic integral of the first kind with parameter $`m`$ given by (116); see , page 590. $`P()`$ is an increasing function from $`P(0)=2\pi `$ to $`P(1/2)=+\mathrm{}`$. Branches of admissible stationary solutions satisfy (100), in particular they fulfil $`v(x+\pi )=v(x)`$. Then their energies $`(0,1/2)`$ should be such that
$`nP()={\displaystyle \frac{2\pi \sqrt{L}}{T}},`$ (117)
for positive odd integers $`n=2p1`$, $`p=1,2,\mathrm{}`$. Notice that even $`n`$โs would yield inadmissible solutions such that $`v(x+\pi )=+v(x)`$. By changing to the $`w`$ and $`\xi `$ variables, Eq. (108) for $`L`$ may be written as
$`n{\displaystyle _0^{w_0()}}{\displaystyle \frac{w^2dw}{\sqrt{2w^2+\frac{w^4}{4}}}}={\displaystyle \frac{\pi \sqrt{L}}{T}}{\displaystyle \frac{2K_0}{\sqrt{L}}}`$ (118)
($`n`$ odd) or, equivalently, as
$`n\sqrt{8}\sqrt{1+\sqrt{12}}[K(m)E(m)]={\displaystyle \frac{\pi \sqrt{L}}{T}}{\displaystyle \frac{2K_0}{\sqrt{L}}}.`$ (119)
Here $`E(m)`$ is the complete elliptic integral of the second kind with parameter $`m`$ given by (116).
Given $`K_0>0`$ fixed, Equations (115), (117) and (119) yield the values of $``$ and $`L`$ corresponding to a branch of stationary solutions with a given odd value of $`n`$. A given stationary solution $`(n,,L)`$ will have $`n`$ maxima and $`n`$ minima. We can find $`L`$ from (117) and eliminate it in (119) with the result
$`{\displaystyle \frac{4n^2K(m)}{\pi }}\left[E(m){\displaystyle \frac{\sqrt{12}K(m)}{1+\sqrt{12}}}\right]={\displaystyle \frac{K_0}{T}}.`$ (120)
This latter equation relates the energy $``$ to the coupling parameter $`K_0`$. As $`K_0`$ increases so does the number of possible stationary branches. Notice that the stationary branch with index $`n`$ exists for values of the coupling constant larger than $`K_0=n^2T\pi /2`$. At this value, $`=0`$ (therefore, $`m=0`$). Clearly the number of possible stationary branches is then half the integer part of $`\sqrt{2K_0/(\pi T)}`$ (only odd $`n`$ are admissible), which increases with $`K_0`$. For a given stationary solution $`v(x)`$, the stationary probability density may be reconstructed from (103) as
$`g(x)={\displaystyle \frac{1}{4K_0}}\left\{{\displaystyle \frac{L}{T}}{\displaystyle \frac{v^2}{2T}}{\displaystyle \frac{dv}{dx}}\right\}.`$ (121)
A stationary periodic moment-generating function is given by (110), (111), (113), (117), (118), (120) and (121). Their explicit form may be obtained by using the definitions of the Jacobi elliptic functions; see , pages 569 and ss. From (111), (113), (117), (120) and (9), we find
$`v(x)={\displaystyle \frac{4nT\sqrt{m}K(m)}{\pi }}\text{sn}u,`$ (122)
$`H(x)={\displaystyle \frac{n^1m^{\frac{1}{2}}}{E(m)\frac{\sqrt{12}K(m)}{1+\sqrt{12}}}}\text{sn}u,`$ (123)
$`u={\displaystyle \frac{2nK(m)x}{\pi }}.`$ (124)
The probability density may be reconstructed from (117), (120) โ (124):
$`g(x)={\displaystyle \frac{K(m)}{2\pi }}{\displaystyle \frac{\frac{1}{1+\sqrt{12}}m\text{sn}^2u\sqrt{m}\text{cn}u\text{dn}u}{E(m)\frac{\sqrt{12}K(m)}{1+\sqrt{12}}}}.`$ (125)
Notice that these synchronized solutions are defined up to a constant phase shift $`xx+c`$, as we said before. Such solutions exist for any positive temperature $`T>0`$ if $`K_0n^2T\pi /2`$. Therefore, it is possible to find synchronized solutions of the extended Burgers model for any positive temperature. The stationary drift velocity (122) has $`n=2p1`$ ($`p=1,2,\mathrm{}`$) maxima and $`n`$ minima on the interval $`\pi <x<\pi `$. Between successive extrema, $`v(x)`$ vanishes once. According to (121), the extrema of $`g(x)`$ on the interval $`(\pi ,\pi ]`$ are reached at the zeros of $`v(x)`$. A little algebra shows that
$$\frac{dg}{dx}=\frac{L^{\frac{3}{2}}}{4K_0T^2}w(\xi )\left[1\frac{w^2}{2}\frac{dw}{d\xi }\right],$$
and thus
$$\frac{d^2g}{dx^2}|_{v=0}=\frac{L^2}{4K_0T^3}\left[\frac{dw}{d\xi }\left(\frac{dw}{d\xi }\right)^2\right].$$
Since $`dw/d\xi =\pm \sqrt{2}`$ wherever $`w=0`$, we have
$$\text{sign}\left(\frac{d^2g}{dx^2}\right)|_{v=0}=\text{sign}\left(\frac{dw}{d\xi }\right).$$
Therefore maxima of $`g(x)`$ are reached at points where $`v=0`$ and $`v^{}(x)<0`$. These zeros are $`u=2lK(m)`$, where $`l`$ is an odd number running from $`n+2`$ to $`n`$. The corresponding values of $`x`$ are $`x_{l,n}=l\pi /n`$. Thus an oscillator population described by (122) is split in $`n`$ subpopulations with angles close to $`x=x_{l,n}`$, $`l=n+2,\mathrm{},n`$. The frequency density is found by means of (18). In dimensionless form, $`p_n(\mathrm{\Omega })=\sqrt{L}P_n(\sqrt{L}\mathrm{\Omega })`$, which yields
$`p_n(\mathrm{\Omega })`$ $`=`$ $`{\displaystyle \frac{nTK(m)w_0()}{2\pi K_0\sqrt{2}}}{\displaystyle \underset{w(\xi )=\mathrm{\Omega }}{}}\left\{{\displaystyle \frac{1\frac{\mathrm{\Omega }^2}{2}}{|w^{}(\xi )|}}\text{sign}(w^{}(\xi ))\right\}.`$ (126)
Here the sum is over all solutions $`\xi (\pi ,\pi ]`$ of the equation $`w(\xi )=\mathrm{\Omega }`$. The maxima of $`p_n(\mathrm{\Omega })`$ yield the likeliest frequencies of rotation for the oscillators. See for additional physical interpretation and numerical simulations.
Once a stationary solution (with index $`n`$), $`g(x)`$ \[equivalently we may specify $`\sigma (x)`$ and $`v(x)`$\], has been found, it is interesting to discuss its linear stability. Let $`\sigma (x,t)=\sigma (x)+e^{\lambda t}\widehat{\sigma }(x)`$, $`v(x,t)=v(x)+e^{\lambda t}\widehat{v}(x)`$. Then $`\widehat{\sigma }`$ and $`\widehat{v}`$ satisfy (100), $`_0^\pi \widehat{\sigma }๐x=0`$, and solve:
$`T{\displaystyle \frac{d^2\widehat{v}}{dx^2}}[\sigma (x)\widehat{v}+v(x)\widehat{\sigma }]=\lambda \widehat{v},`$ (127)
$`T{\displaystyle \frac{d^2\widehat{\sigma }}{dx^2}}{\displaystyle \frac{d^2[v(x)\widehat{v}]}{dx^2}}=\lambda \widehat{\sigma }.`$ (128)
Solving these equations in the general case seems difficult. These equations are easy to solve for the incoherent solution $`v(x)=0`$, $`\sigma (x)=2K_0/\pi `$. In this case (127) and (128) uncouple and we explicitly find the eigenvalues
$`\lambda ={\displaystyle \frac{2K_0}{\pi }}(2p1)^2T,`$ (129)
$`\lambda =(2p)^2T,`$ (130)
(where $`p=1,2,\mathrm{}`$) corresponding to (127) and (128), respectively. Eq. (129) shows that incoherence is linearly unstable for $`K_0>T\pi /2`$. At $`K_0=(2p1)^2T\pi /2`$ the stationary solutions (125) (with $`n=1,3,\mathrm{}`$) bifurcate from the incoherent solution. This can also be checked as follows: linearize (109) about $`v=0`$ and calculate the value of $`K_0`$ for which there is a $`2\pi `$-periodic solution of the resulting equation which satisfies (100). It is $`K_0=T\pi /2`$ corresponding to $`E=0`$, $`n=1`$. This solution is linearly stable (at least for values of $`K_0`$ in an appropriately small half-neighbourhood of $`T\pi /2`$) because of the principle of exchange of stabilities between bifurcation branches. In figure 3 we show the different bifurcation branches which occur at different integer values of $`n=2p1`$.
An alternative calculation of the first branch (index $`n=1`$) of stationary solutions bifurcating from incoherence is using Monte Carlo methods. They are quite powerful since acceptance rate can be tuned at will in such a way that the approach to the stationary state may be faster. Furthermore, the intrinsic dynamics in Monte Carlo methods is discrete in time, unlike the continuous-time dynamics of the original problem. Thus the rounding errors due to time discretization are absent in Monte Carlo calculations of stationary solutions. We use the Monte Carlo method and the Glauber algorithm with a random sequential updating of the phases for the model Hamiltonian (62) of Section 4.(d). Local phases are randomly changed from $`\varphi _i`$ to $`\varphi _i+\alpha \delta `$, where $`\alpha `$ takes values with equal probability on the interval $`[0,1]`$ and $`\delta `$ is the typical size of the move. The proposed change is accepted with probability $`[1+\mathrm{exp}(\beta \mathrm{\Delta })]^1`$ where $`\mathrm{\Delta }`$ is the change in the Hamiltonian. A convenient synchronization order parameter $`r`$ is defined through the global magnetization $`M=re^{i\alpha }=(1/N)_{j=1}^Ne^{i\varphi _j}`$. The order parameter can be calculated from Monte Carlo simulations of the Hamiltonian (41) with $`E(x)=|x|`$ and $`K_0=1`$; see figure 4. Notice that the curves in this figure tend to a curve intersecting the horizontal axis at the bifurcation point $`T=2/\pi `$ as $`N`$ increases. This corresponds to the expected bifurcation result for the NLFPE (dot-dashed line in Figure 4 corresponding to $`N=\mathrm{}`$). Notice that finite-size corrections are of order $`N^{\frac{1}{2}}`$ far from the bifurcation point and of order $`N^{\frac{1}{4}}`$ near it .
The transition temperature corresponding to the first branch is easily obtained through standard finite-size scaling methods. Consider the kurtosis (or Binder parameter) for the synchronization parameter $`r`$, $`B=\frac{1}{2}(3\frac{<r^4>}{<r^2>^2})`$, where $`<\mathrm{}>`$ is the standard configurational average \[weighted with the usual Boltzmann-Gibbs factor, $`\mathrm{exp}(\beta )`$, and $``$ is given by (62)\]. The curves for $`B`$ are shown in figure 5 for different sizes. Note that these curves (specially for $`N=50,100,500`$, data for $`N=1000`$ is more noisy) intersect at a common point characterizing the bifurcation temperature.
It is interesting to compare the present results with those of Daidoโs order function theory . Except for a constant factor, $`K_0^1`$, Daidoโs order function is just $`v(x,t)`$ in our notation. Notice that as $`K_0/T\mathrm{}`$, (123) and (125) corresponding to the linearly stable solution with index $`n=1`$ become $`H(x)=`$ sign$`(x)`$ and $`g(x)=\delta (x\pi )`$, respectively. This coincides exactly with Daidoโs solution at $`T=0`$ . An interesting aspect of our exact construction of stationary solutions is that they can shed some light on scaling near bifurcation points as $`T0`$ . In fact, (120) implies that stationary solution branches issue forth from incoherence at $`K_0=\kappa _nn^2\pi T/2`$ ($`n`$ odd). Furthermore (120) shows that the $`n`$th synchronized stationary solution branch satisfies $`(K_0/Tn^2\pi /2)`$ for $`K_0/T`$ close to its bifurcation value $`K_0=\kappa _n`$. Then (122) - (125) show that $`g(x)=O(|K_0\kappa _c|^{1/2})`$ if $`T>0`$ ($`\kappa _c`$ stands for the value of the bifurcation parameter $`K_0/T`$ at the bifurcation point $`\kappa _n`$). Clearly as $`T0+`$, a quasicontinuum of $`N=O(\sqrt{K_0/T})`$ stationary branches has bifurcated from incoherence for a small fixed $`K_0`$. In these circumstances, the derivation of a one-mode amplitude equation as in Ref. does not describe correctly the situation. See for a derivation of an amplitude partial differential equation describing a quasicontinuum of Hopf bifurcations; similar techniques could be used in the present case.
The results at zero temperature may be obtained in another form. The model with Daido coupling is described by (98), (102) and (103). Setting $`T=0`$ in these equations, we obtain an integro-differential equation
$$\frac{v(x,t)}{t}=v(x,t)\left\{\sigma _0(x)+_0^t\frac{}{x}\left(v(x,s)\frac{v(x,s)}{x}\right)๐s\right\}$$
which can be consider as a modification of the Porous Medium equation with memory. This equation can be also written in a local form in the following way:
$$\sigma =\frac{1}{v}\frac{v}{t},\frac{\sigma }{t}=\frac{1}{2}\frac{^2v^2}{x^2}.$$
Then $`v(x,t)`$ obeys
$`{\displaystyle \frac{}{t}}\left({\displaystyle \frac{1}{v}}{\displaystyle \frac{v}{t}}\right)={\displaystyle \frac{1}{2}}{\displaystyle \frac{^2v^2}{x^2}},`$ (131)
$`{\displaystyle \frac{^2u}{t^2}}={\displaystyle \frac{1}{2}}{\displaystyle \frac{^2e^{2u}}{x^2}},`$ (132)
if $`|v|=e^u`$. This is an amplitude equation with infinitely many terms (e.g., expand the exponential in a Taylor series), and $`g(x,t)=O(K_0)`$ in agreement with Daidoโs results: the critical exponent is $`\beta =1`$ if $`g=O(|K_0K_c|^\beta )`$. Nevertheless, (131) or (132) are very different from Crawfordโs amplitude equations .
Clearly the stationary solutions of (131) compatible with the symmetry requirement $`v(x+\pi ,t)=v(x,t)`$ are $`v_0(x)=q`$ sign$`(x)`$, where $`q`$ is a constant. In particular, incoherence corresponds to $`q=0`$. $`\sigma _0(x)`$ obeys $`\sigma v=0`$. Thus $`\sigma _0`$ is zero except at the points where $`v=0`$, namely $`x=0,\pi `$ (mod. $`2\pi `$). If (101) holds and $`\sigma (x+\pi )=\sigma (x)`$, we have
$`\sigma _0(x)=2K_0[\delta (x)+\delta (x\pi )],`$ (133)
on the interval $`x(\pi ,\pi ]`$. Inserting $`v_0/x=2q[\delta (x)\delta (x\pi )]`$ and (133) in (103), we obtain
$`g_0(x)=\delta (x\pi ),`$ (134)
provided $`q=K_0`$. This density function is the same as that obtained above by taking the limit $`K_0/T\mathrm{}`$ of the stable stationary density with index $`n=1`$. Daido found the same results by using his order function theory . Notice that the stationary solution (134) is a member of the one-parameter family of stationary solutions, $`g_0(x+c)`$, $`c=`$ constant.
Linearization of (98) and (102) (with $`T=0`$) about $`v_0(x)=K_0`$ sign$`(x)`$ and (133), $`v(x,t)=v_0(x)+V(x,t)`$, $`\sigma (x,t)=\sigma _0(x)+\mathrm{\Sigma }(x,t)`$ ($`Vv_0`$, $`\mathrm{\Sigma }\sigma _0`$), yields
$`{\displaystyle \frac{V}{t}}=\sigma _0(x)V+v_0(x)\mathrm{\Sigma },`$ (135)
$`{\displaystyle \frac{\mathrm{\Sigma }}{t}}={\displaystyle \frac{v_0(x)V}{x}},`$ (136)
which is equivalent to
$`{\displaystyle \frac{^2W}{t^2}}\sigma _0(x){\displaystyle \frac{W}{t}}=K_0^2{\displaystyle \frac{W}{x}},`$ (137)
$`W(x,t)=v_0(x)V(x,t).`$ (138)
If we prove that $`W(x,t)`$ evolves towards zero as $`e^{Mt^2}`$, $`M>0`$, then this implies that the density (134) is linearly stable. But analyzing Equation (137) as a Heat equation with respect to $`t`$, with boundary conditions $`W0`$ as $`|t|\mathrm{}`$, we have the Green function of the linear part
$$\stackrel{~}{\mathrm{\Gamma }}(x,t)=(4\pi K_0^2|x|)^{\frac{1}{2}}e^{\frac{K_0^2|t|^2}{4|x|}},x>0.$$
Using the periodicity and symmetry properties of $`v`$ and $`\sigma `$, the solution can be written in convolution form with respect to $`t`$ with initial data $`K_0V(0,t)`$. This allows to assure that $`W(x,t)`$ evolves towards zero as $`e^{Mt^2}`$, with $`M=K_0^2/4\pi `$.
## 8 Concluding remarks
In this paper, we have considered the Kuramoto model for synchronization of phase oscillators with global periodic coupling functions $`f(x)`$ and subject to external random forces. For general couplings and natural frequency distributions, we have derived the one-oscillator nonlinear Fokker-Planck equation and given an approximate formula for its solution in the limit of high natural frequencies. Provided the frequency distribution has $`m`$ peaks in the high-frequency limit, this formula indicates that the one-oscillator probability density splits into $`m`$ components. Each component corresponds to the solution of a NLFPE with zero natural frequency, on a frame rotating with fixed angular velocity. Which results do we know for such a reduced zero-frequency NLFPE?
In Section 3, we have shown that a Liapunov functional of the free energy type exists for a class of odd coupling functions (zero natural frequency). Then the probability density evolves towards a stable stationary function. Which stationary function this is, depends on $`f(x)`$. We have analyzed a family of singular coupling functions for which the NLFPE reduces to partial differential equations or systems thereof, such as the porous media equation, the Burgers equation or systems of Burgers equations. For these equations, we have examined the behavior of their solutions in the limit of large times for different temperatures; see Section 4 for details. The most interesting coupling function, $`f(x)=`$ sign $`x`$ (periodically extended outside $`[\pi ,\pi ]`$), was already studied by Daido in the case of zero temperature, $`T=0`$ (see Section 2.2 for a rephrasing of his assumptions and results). This model is capable of synchronization at any temperature. We have found exact formulas for stationary synchronized probability densities which bifurcate supercritically from incoherence. Although we have not been able to determine their linear stability, we know that the first bifurcating branch of solutions is stable at least for coupling parameter near the bifurcation point. Let us assume that this bifurcating branch is always stable for coupling parameter above the bifurcation value. We can combine our results to obtain the stable probability density for a model with a multimodal natural frequency distribution in the high-frequency limit. We find that, except for a constant shift in $`x`$, the stable probability density is
$`\rho {\displaystyle \underset{l=1}{\overset{m}{}}}\rho _l^{(0)}(x\mathrm{\Omega }_l\omega _0t),`$ (139)
$`\rho _l^{(0)}(x)=\theta \left({\displaystyle \frac{\pi T}{2}}K_0\alpha _l\right){\displaystyle \frac{1}{2\pi }}+\theta \left(K_0\alpha _l{\displaystyle \frac{\pi T}{2}}\right)g(x;K_0\alpha _l),`$ (140)
where $`\theta (x)`$ is the Heaviside unit step function. In these equations, $`g(x;K_0\alpha _l)`$ is the solution (125) corresponding to setting $`n=1`$ and $`K_0\alpha _l`$ instead of $`K_0`$ in (120). The overall velocity function (proportional to Daidoโs order function) is a superposition of rotating waves correponding to the contributions of the synchronized components
$`v(x,t)`$ $``$ $`{\displaystyle \underset{l=1}{\overset{m}{}}}\alpha _l\theta \left(K_0\alpha _l{\displaystyle \frac{\pi T}{2}}\right){\displaystyle \frac{4T\sqrt{m_l}K(m_l)}{\pi }}`$ (141)
$`\times `$ $`\text{sn}\left({\displaystyle \frac{2K(m_l)(x\mathrm{\Omega }_l\omega _0t)}{\pi }}\right).`$
Here $`m_l`$ is the value of $`m`$ obtained by substituting $`n=1`$ and $`K_0\alpha _l`$ instead of $`K_0`$ in (120).
## Appendix A A convolution identity for the velocity
To obtain the convolution identity (8), we can write the velocity $`v(x,t)`$ as follows
$`v(x,t)`$ $`=`$ $`K_0{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}a_nH_n^0e^{inx}`$
$`=`$ $`K_0{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{1}{2\pi }}{\displaystyle _\pi ^\pi }e^{inx^{}}f(x^{})๐x^{}\right)H_n^0e^{inx}`$
$`=`$ $`K_0{\displaystyle \frac{1}{2\pi }}{\displaystyle _\pi ^\pi }f(x^{}){\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}e^{in(xx^{})}H_n^0dx^{}`$
which, using the expression for $`g(x,t)`$
$$g(x,t)=\frac{1}{2\pi }\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}H_n^0e^{inx}=\frac{1}{2\pi }\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}H_n^0e^{inx},$$
gives the announced relationship (8).
## Appendix B Order function and oscillator drift velocity
In our notation, Daidoโs order function is defined as
$`H(x,t)={\displaystyle \underset{k=\mathrm{}}{\overset{\mathrm{}}{}}}h_kZ_ke^{ikx},`$
where Daidoโs coupling function is related to ours by $`h(x)=f(x)`$ ($`h_k=a_k`$), and
$`Z_k(t)={\displaystyle \frac{1}{N}}{\displaystyle \underset{j=1}{\overset{N}{}}}e^{ik[\varphi _j(t)\mathrm{\Omega }_et]}={\displaystyle _\pi ^\pi }e^{ikx}\left({\displaystyle \frac{1}{N}}{\displaystyle \underset{j=1}{\overset{N}{}}}\delta (\varphi _j(t)\mathrm{\Omega }_etx)\right)๐x`$
$`={\displaystyle _\pi ^\pi }e^{ikx}g(x+\mathrm{\Omega }_et,0,t)๐x.`$
Here we have used that $`N^1_{j=1}^N\delta (\varphi _j(t)x)`$ tends to $`g(x,0,t)`$ in the limit of infinitely many oscillators. Thus $`Z_k(t)`$ is $`2\pi `$ times the Fourier coefficient of $`g(x+\mathrm{\Omega }_et,0,t)`$ with index $`k`$. Inserting this in $`H(x,t)`$ above, we find
$`H(x,t)={\displaystyle _\pi ^\pi }g(x^{}+\mathrm{\Omega }_et,0,t)\left({\displaystyle \underset{k=\mathrm{}}{\overset{\mathrm{}}{}}}h_ke^{ik(x^{}x)}\right)๐x^{}`$
$`={\displaystyle _\pi ^\pi }g(x^{}+\mathrm{\Omega }_et,0,t)h(x^{}x)๐x^{}={\displaystyle _\pi ^\pi }g(x^{}+\mathrm{\Omega }_et,0,t)f(xx^{})๐x^{}`$
$`={\displaystyle _\pi ^\pi }g(x+\mathrm{\Omega }_etx^{},0,t)f(x^{})๐x^{},`$
which, together with (8), implies
$$H(x,t)=\frac{1}{K_0}v(x+\mathrm{\Omega }_et,t).$$
Then (9) follows, as said in the Introduction.
Acknowledgments The authors want to express their gratitude to Rafael Ortega and Juan L. Vรกzquez for useful discussions and for pointing them some references. We acknowledge partial support by the DGES (Spain) Projects PB98-0142-C04-01 (LLB) and PB98-1281 (JS), FOM (The Netherlands) contract FOM-67596 and DGES (Spain) contract PB97-0971 (FR) and TMR (European Union) contract ERB FMBX-CT97-0157 (LLB & JS).
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# Confinement effects in antiferromagnets
## I Introduction
Confinement effects play an important role in the thermodynamics of several materials such as polymers, liquid crystals, and magnets. For example, capillary condensation stands as a well known example of how phase equilibrium is affected by the confluence of surface and finite-size effects. In particular, due to the wall-particle interaction, a fluid between two plates undergoes a gas-liquid transition at a lower pressure than it does in the bulk.fisher1981 ; nakanishi1983 ; evans-review-1990 ; binder1992 These effects of confinement are due to the additional contributions to the thermodynamic potential of the solvation force (finite-size effect) and the wall-fluid interfacial tension (surface effect).evans1987
A more complicated physical situation arises in the case of thin films of polymer mixtures on selective substrates.binder-review-1999 An $`AB`$ polymer mixture which undergoes a phase separation below a bulk critical temperature $`T_c`$, develops, when cast into a thin film over a substrate, an interface between the two phases which runs parallel to the substrate. This interface appears provided there is a substrate affinity for one of the componentsโthe confinement is established between the polymer-air and polymer-substrate boundaries.
A model fluid confined between two parallel walls that exert opposite surface fields, has been often considered in order to investigate the underlying physics in systems with competing boundaries.brochard1983 ; parry1990 ; parry1992 ; swift1991 ; binder1995-1 ; binder1995-2 ; binder1996 ; ferrenberg1998 ; maciolek1996 ; rogiers1993 ; carlon1997 ; carlon1998 In this case, the interplay between wetting and phase separation is very important, unlike the case of capillary condensation in which wetting plays a small role. The competition between surface effects leads to an interesting and unusual behavior: Phase coexistence is restricted to temperatures below the wetting temperature $`T_w`$ even in the limit of infinite separation between the plates. The wetting temperature depends on the surface field and it can be far from the bulk critical temperature.wetting The aforementioned scenario, first predicted using a mean-field approximation,brochard1983 ; parry1990 ; parry1992 has been confirmed subsequently via Monte Carlo simulationsbinder1995-1 ; binder1995-2 ; binder1996 ; ferrenberg1998 and transfer-matrix calculations in two dimensions.maciolek1996 However, when the effect of gravity is considered phase coexistence is restored up to the bulk critical temperature.rogiers1993 ; carlon1997 ; carlon1998
The confinement studies described above deal with phase separating systems, in which the phases coexisting along a line of first-order transitions have the same symmetry, e.g., ferromagnetic thin films. Surface effects in systems with ordering (antiferromagnetic) interactions have been investigated mostly within the context of binary alloys undergoing a first-order phase transition,jlml1985 ; jms1985 ; mejia1985 ; sio-mc-review ; dosch-review with particular emphasis on the surface-induced order and surface-induced disorder phenomena,lipowsky1982 ; lipowsky1987 although some investigations have been done in the context of multilayer adsorption.ebner1983 ; kennedy1984 ; binder1985 More recently, attention has turned to the surface critical behavior of binary alloys displaying continuous ordering reactionsdosch-review ; schmid1993 ; drewitz1997 ; leidl1998 ; krimmel1997 ; ritschel1996 ; ritschel1998 and, in particular, to the dependence of the universality class on surface orientation.drewitz1997 ; leidl1998
In this paper we investigate the interplay between finite-size and surface effects in Ising antiferromagnets in the presence of an external field. In particular, we are interested in systems with surfaces that preserve the symmetry of the order parameter. In other words, we shall study thin films which develop antiferromagnetic (AFM) ordering in each plane parallel to the surfaces. Our layered system can be described by the following Hamiltonian:
$$\begin{array}{c}=J_b\underset{ij\text{surf}}{}\sigma _i\sigma _j+J_s\underset{ij\text{surf}}{}\sigma _i\sigma _j\hfill \\ \hfill H\underset{i\text{bulk}}{}\sigma _i(h+H)\underset{i\text{surf}}{}\sigma _i,\end{array}$$
(1)
where the spin variable $`\sigma _i`$ takes the value of $`+1`$ or $`1`$ depending if the spin at site $`i`$ is pointing up or down, respectively. We have assumed that surface sites, in layers 1 and $`N`$ for an $`N`$-layer film, experience a surface field $`h`$ in addition to the external magnetic field $`H`$. On physical grounds, it is natural to expect that the pair interactions at and near the surfaces differ from those in the bulk. We approximate the position dependence of the pair couplings, by allowing the nearest-neighbor intralayer surface coupling ($`J_s`$) to differ from the bulk one ($`J_b`$). Here we restrict ourselves to case of $`J_b>0`$ (antiferromagnetic), but we allow $`J_s`$ to assume any real value. Also, we specialize ourselves in the case of localized symmetric surface fields, i.e., the field at each surface is the same and acts only at the surface sites. In the remaining of the paper, the effective pair interactions, the surface field, and the external magnetic field ($`H`$) shall be expressed in terms of the bulk AFM coupling ($`J_b>0`$). The ratio of surface to bulk coupling is then denoted by $`v`$.
Confinement effects in the order-disorder transitions for the particular case of $`v=1`$ and $`h>0`$ have been reported previously.ado-prl-1998 In this paper, we give a full description of the surface and finite-size effects in terms of the variables $`h`$ and $`v`$. The ground-state properties of the Hamiltonian (1) are derived in Sec. II. This zero-temperature analysis is used to identify the different sequences of ground states displayed by the film as a function of the external field $`H`$. Moreover, it is shown that for antiferromagnetic systems with symmetry-preserving surface orientations and nearest-neighbor interactions, a zero-temperature phase diagram can be drawn as a function of $`v`$ and $`h`$, for any value of the number of layers $`N`$ and external field $`H`$. In Sec. III, we use a cluster variation free energycvm to describe the finite-temperature behavior of the system as a function of surface variables $`v`$, $`h`$ and the number of layers $`N`$. Particular attention is devoted to the analysis of the critical curve (in the $`H`$-$`T`$ plane) for each one of the different regions of the zero-temperature phase diagram. We close with a summary of the important results (Sec. IV).
## II Ground-state properties
In the absence of surface and finite-size contributions, that is in the bulk, the Hamiltonian (1) reduces to
$$_{\text{bulk}}=\underset{ij}{}\sigma _i\sigma _jH\underset{i}{}\sigma _i.$$
(2)
For a two-sublattice antiferromagnet such as body-centered or simple cubic, the Hamiltonian (2) has three different ground states as a function of the external field $`H`$: ferromagnetic ($``$) for $`H<H_c`$; antiferromagnetic ($``$) for $`H_c<H<H_c`$ and again ferromagnetic ($``$) for $`H>H_c`$. The critical field $`H_c`$, equal to the coordination number $`z`$ \[recall that all quantities in Eq. (1) as well as in Eq. (2) are normalized to $`J_b`$\], determines the point where the critical curve $`T_c(H)`$ meets the field axis.
For the AFM thin films studied here \[see Hamiltonian (1)\], the possible ground-state (GS) structures are listed in Table 1 along with their corresponding energy. We considered only the case $`h>0`$ since the results for $`h<0`$ can obtained straightforwardly from the symmetry properties of Hamiltonian (1). The nomenclature in Table 1 is as follows: structure number 4 corresponds to $`//`$, which means that both surfaces are ferromagnetic ($``$) and that the remaining $`(N2)`$ inner layers are antiferromagnetically ordered. Structure $`5^{}`$, a special case to be discussed later in the paper, has both surfaces in a ferromagnetic state ($``$), the subsurface layers are ferromagnetic but with magnetization in the opposite direction ($``$), and the remaining $`(N4)`$ layers are antiferromagnetic.
We arrived at the set of GS in Table 1 as follows. Since only nearest-neighbor interactions are included in the Hamiltonian and the (uniform) surface field acts locally at surface sites, the presence of long-period superstructures can be ruled out. A possible set of ground states for Hamiltonian (1) was then constructed by combining all possible surface and bulk ground states. For the sake of definiteness, let us consider a body-centered cubic film with surfaces in the (110) direction. The bulk ground states consist of two ferromagnetic structures (with opposite magnetization) plus an ordered CsCl-type AFM structure. The (110) surfaces constitute face-centered rectangular lattices, for which the possible ground states are a checkerboard AFM structure and two ferromagnetic states of opposite magnetization. The nine ground-state structures obtained by combining the surface and bulk ground states are listed in Table 1. These structures are ground states of Hamiltonian (1) in the limit of weak coupling between the surface and the subsurface layers. For strong coupling between the surfaces and the bulk, we found only one additional ground-state structureโGS $`5^{}`$ in Table 1.note1
The Hamiltonian in Eq. (1) distinguishes between the pair interactions in the surface layers from the rest, thus allowing us to define the surface coordination number $`z_s`$ as a function of the surface coupling parameter $`v`$
$$z_s(v)=z_0v+z_1,$$
(3)
where the intralayer and interlayer coordination are denoted by $`z_0`$ and $`z_1`$, respectively. Recall that all quantities in Eq. (1) are given in terms of $`J_b`$ and, therefore, $`z_s`$ in (3) actually accounts for the surface energy. For a bcc(110) film, $`z_0=4`$ and $`z_1=2`$, and the bulk coordination number is $`z=z_0+2z_1`$.
Even in the absence of an applied surface field $`h`$, the surfaces are under the influence of a โmissing neighborsโ field $`h_m(v)`$ that arises from the disruption of the translational symmetry perpendicular to the surfaces. This missing neighbors field produces an inhomogeneous magnetization profile. Thus, with increasing external field, the surfaces may turn into a ferromagnetic state before the bulk does. Application of a surface field $`h=h_m(v)`$ can restore the magnetization profile to the homogeneous condition. Note that the missing neighbors field depends on $`v`$, since $`h_m`$ is a measure of the difference between the environment at the surfaces and in the bulk \[see Eq. (3)\]. The missing neighbors field can be written as
$$h_m=z_sz=z_0v(z_0+z_1).$$
(4)
We derive this value for the missing neighbors field later in paper, by considering the stability of the different GS structures as a function of $`v`$ and $`h`$.
A direct comparison between the energies $`_i(v,h,H,N)`$ for each structure $`i`$ gives the ground state for every set of values of the thermodynamic variables (see Table 1). However, it is more useful and less tedious to consider a physical sequence of GS structures (as a function of the applied field) and examine its domain of stability as we vary the surface variables $`v`$ and $`h`$.
As a starting point, consider the following case: Upon the application of an external field $`H`$ (in either direction), a film with $`v1`$ and $`h0`$ will pass from an AFM state in all layers (small $`|H|`$) to a state with ferromagnetic surfaces and an AFM bulk and, finally, for large $`|H|`$, to a ferromagnetic state in all planes. This case is represented by the sequence 1-4-5-6-9 of GS structures \[a schematic view is presented in Fig. 1(b). See also Table 1 for the nomenclature\]. The characteristic value of the external field at the transition between different GS structures is indicated in Fig. 1. In general, the transition between GS structures $`A`$ and $`B`$ occurs at $`_{AB}`$, which is determined by equating the corresponding energies.
Ground-state sequence 1-4-5-6-9 (hereafter referred as I) in Fig. 1(b), provides some useful insight on confinement versus finite-size effects. At the beginning of this Section we considered the ground states of an infinite antiferromagnet, which in the nomenclature of Table 1, correspond to GS sequence 1-5-9 in the limit of $`N\mathrm{}`$. Thus, ground-state structures 4 and 6 are due the confinement effects. When either GS 4 or GS 6 become unstable in favor of GS 5, surface effects are lost and the film is subject only to the finite-size effects.
An external surface field will produce an asymmetry in the GS sequence since the Hamiltonian is not invariant under the transformation $`\sigma _i\sigma _i`$, $`HH`$. Applying a surface field $`h>0`$ reduces the surface ferromagnetism ($``$) in GS 4 and enhances it in GS 6 ($``$). The domain of stability of GS 4 shrinks to zero when $`z_s+h`$ becomes $`z`$. This particular value of $`h`$ defines the missing-neighbors field \[Eq. (4)\].
Applying an external surface field is not the only way to eliminate surface effects in AFM thin films. A homogeneous condition can also be attained in the film by setting neutral boundary conditions ($`h=0`$) and increasing the pair interactions at the surfaces to a given value $`v_m`$. The characteristic value of the surface coupling that compensates for the missing neighbors effect is given by:
$$v_m=(z_0+z_1)/z_0.$$
(5)
For this value of the surface coupling GS 4 and GS 6 become unstable simultaneously \[Eq. (5) is equivalent to the condition $`z_s=z`$\].
For values of the surface coupling larger than $`v_m`$, keeping the neutrality at the boundaries, ordering becomes stronger at the surfaces than in the inner layers. This situation is represented in Fig. 1(c). It is worth noting that the GS sequence 1-2-5-8-9, hereafter referred as II, is stable not only in the case of $`h=0`$ but for a range of values of $`v>v_m`$ and $`h`$. We will return to this point later in the paper.
Reducing the surface coupling make surface ordering less stable, until $`v`$ reaches the characteristic value
$$v_{ps}=z_1/z_0,$$
(6)
for which GS 5 becomes unstable \[$`v_{ps}`$ in (6) corresponds to the condition $`z_s=0`$\]. The remaining ground-state sequence 1-4-6-9 (hereafter VII) are depicted in Fig. 1(a). Sequence VII remains unaltered for $`v<v_{ps}`$ regardless the strength of $`v`$: The phase coexistence between spin-up and spin-down is regulated by the surface field $`h`$. Large, negative values of $`v`$ increase the critical-point temperature. In the alloy terminology, sequence VII represents the situation of a binary-alloy thin film with an ordered bulk coexisting with a surface miscibility gap. This will become apparent in Sec. III where we discuss the finite-temperature properties of Hamiltonian (1).
Sequences I, II, and VII (Fig. 1) were obtained by analyzing the stability of the corresponding GS sequences upon variations of the surface coupling $`v`$ for neutral boundary conditions. As expected, a similar variation of GS sequences will appear as we increase the surface field. Consider for example sequence II in Fig. 1(c): Setting higher values for the surface field eventually overcome the ordering tendencies at the surfaces. Ground-state structure 8 then becomes unstable and sequence II turns into the new 1-2-5-6-9 GS sequence (III) depicted in Fig. 2(a). The asymmetry of sequence III is interesting. For very negative values of $`H`$ sequence III looks like sequence II (in the same range of $`H`$), with long-range order dictated by the surfaces. On the other hand, for large positive values of $`H`$, sequence III looks like sequence I, for which the bulk is responsible for the AFM ordering. This similarity is due to the fact that sequence I evolves into III when the surface field increases beyond $`h=zz_s(v)`$ (missing neighbors field) for $`0<v<v_m`$.
The homogeneous antiferromagnetic thin film (GS 5), with constant energy for given $`v`$ and $`N`$, becomes rapidly unstable with increasing $`h`$. For sufficiently large $`h`$, GS 5 is replaced by another zero-magnetization structure, GS $`5^{}`$ in Table 1, with energy given by
$$_5^{}=z_s+z_02z_1\frac{1}{2}z(N4)2h.$$
(7)
For a given value of the number of layers $`N`$ and the coordination at the surfaces, $`_5`$ is constant while $`_5^{}`$ depends only on $`h`$. When the surface field reaches the value of
$$h_{\text{III-IV}}=z_0v+(z_0+z_1),$$
(8)
structures 5 and $`5^{}`$ have the same energy. A unique feature of GS 5 and GS $`5^{}`$ is that they remain degenerate over a finite range of the external field $`H`$. From Eq. (8) and Fig. 2(a) we can see that the ground state for an AFM film at a surface field value given by (8) is a mixture of GS 5 and GS $`5^{}`$ for $`H(z,z_0)`$. On average, a scan in $`H`$ will show a layer magnetization of $`+\frac{1}{2}`$ at the surfaces together with subsurface magnetization of $`\frac{1}{2}`$ and AFM bulk (zero magnetization). Thermal excitations destroy this degeneracy between GS 5 and GS $`5^{}`$ in most of the interval $`(z,z_0)`$ in favor of GS 5, except near the ends, i.e. $`Hz`$ and $`Hz_0`$, where GS $`5^{}`$ is pinned by the onset of stability of GS 3 and the presence of GS 6. Traces of the ground-state degeneracy between GS 5 and GS $`5^{}`$ are observable at low temperatures. For the other structures listed in Table 1, a transition similar to $`55^{}`$ does not occur, mainly due to the symmetry in the boundary conditions.
Ground-state sequence III evolves into 1-2-3-$`5^{}`$-6-9 sequence (IV hereafter) at $`h=h_{\text{III-IV}}`$. The situation is shown schematically in Fig. 2(b) for $`h>h_{\text{III-IV}}`$. Observe that the appearance of GS 3 has established a disorder gap between GS 2 (AFM surfaces) and GS $`5^{}`$ (AFM bulk). This behavior is unique in the sense that in all previous cases the ordered domain was a compact interval in $`H`$. This characteristic brings some interesting features into the $`H`$-$`T`$ phase diagram, such as the splitting of the filmโs critical $`T_c(H)`$ curve into two distinct critical curves.ado-prl-1998
Increasing the surface field does not change sequence IV into another GS sequence. However, for a large value of $`h`$, antiferromagnetic order at the surfaces becomes unstable upon reduction of the surface coupling, and IV changes into sequence V composed of GS sequence 1-3-$`5^{}`$-6-9 for $`v<0`$ \[Fig. 3(a)\]. Observe in Fig. 3(a) that GS 1 is now adjacent to GS 3. The difference between GS 1 and GS 3 resides at the surfaces, which have opposite magnetization. This situation is reminiscent to the one found in sequence VII \[Fig. 1(a)\] where the surface field regulates the surface phase coexistence between up- and down-magnetizations. In sequence V, however, the line of first-order transitions is located outside of the well defined AFM region composed by GS $`5^{}`$ and GS 6.
Ground-state sequence V is stable for large $`h`$ and negative $`v`$. Previously, we found that VII is the stable GS sequence for $`v<v_{ps}`$ and low $`h`$. A transition between V and VII certainly occurs, although it is mediated by the GS sequence 1-4-$`5^{}`$-6-9 (VI) \[see Fig. 3(b)\]. Finally, sequences I and VI are separated by the GS 5 to GS $`5^{}`$ transition, which in this case occurs at lower values of $`h`$ since $`v<0`$.
We have discussed the several GS sequences that appear in confined antiferromagnets along particular paths, namely, we fixed $`h=0`$ and varied the surface coupling (Fig. 1) or alternatively, we fixed $`v>v_m`$ and increased $`h`$ (Fig. 2). In general, however, the transition from one GS sequence to another does not occur at constant $`v`$ or $`h`$. The relationship between the surface variables $`(v,h)`$ at the different transitions between GS sequences (see Table 2), defines the domain of stability of each sequence, from I to VII, in the plane $`v`$-$`h`$. The corresponding ground-state phase diagram is shown in Fig. 4. The phase diagram is symmetric with respect to $`h=0`$, with the negative-$`h`$ region obtained by replacing spin-up with spin-down and $`H`$ with $`H`$ in Fig. 4. The zero-temperature phase diagram provides a good reference frame to interpret some of the features reported in previous work on binary-alloy thin films with ordering interactions.ado-prl-1998 ; elisa1995 ; ado-cms-1997 ; ado-ssc-1998 The ground-state phase diagram is also a valuable guide for the investigation of the finite-temperature properties of Hamiltonian (1) to be carried out in the next Section.
## III Finite-temperature properties
The finite-temperature properties of Hamiltonian (1) were calculated using the cluster-variation method (CVM) in the pair approximation (PA).cvm For the two-sublattice antiferromagnets considered in this paper, the physical aspects of phase equilibrium under confinement are well captured by the PA-CVM.ado-prl-1998 ; ado-ssc-1998 For bcc(110) films with neutral boundary conditions, a comparison between the PA and the tetrahedron approximation (TA) has shown that only the quantitative aspects are improved with the latter.ado-ssc-1998 For a general exposition of the cluster-variation method, we refer the interested reader to the excellent reviews available in the literature.ducastelle ; cvm-ddf ; cvm-finel ; cvm-ppm1 ; cvm-ppm2
The order-disorder transitions are described in the usual manner by subdividing the bcc or sc lattice into two interpenetrating sublattices $`\alpha `$ and $`\beta `$. The long-range order parameter in the $`k`$-layer defined as
$$\eta _k=\frac{1}{2}(m_\alpha ^km_\beta ^k),$$
(9)
where $`m_{\alpha (\beta )}^k`$ is the $`\alpha (\beta )`$-sublattice magnetization in the $`k`$ layer.
With reference to the GS phase diagram of Fig. 4, regions IโIII display long-range order, either at the surfaces (GS 2 and 8) or in the bulk (GS 4โ6). With the exception of sequence I, the critical curvesnote2 obtained in regions II and III show a distortion at high temperatures. Our results for the critical curve in these regions, summarized in Fig. 5, can be explained using the ground-state analysis discussed in Sec. II.
Phase diagrams in region I are virtually independent of the parameters $`v`$ and $`h`$, as can be seen in Fig. 5(a). This behavior can be attributed to the fact that the AFM ordering in region I is primarily due to the inner layers \[see Fig. 1(b) and Fig. 4\]. Thermal excitations can promote spin flip at the surfaces, resulting in a lower degree of ordering at surfaces relative to the bulk. In contrast, region II is characterized by a strong AFM ordering at the surfaces coupled with the AFM bulk \[see Fig. 1(c)\], thus preventing the formation of a (separate) surface critical curve. Instead, the $`H`$-$`T`$ phase diagram shows an increase in the transition temperature and a broadening in the external field region for which the stable phase is antiferromagnetic. A relative small asymmetry in the critical curve is observed, due to the fact that the surface field favors the stability of GS 2 over GS 8 \[Fig. 5(a)\]. Thus, the distortion in the phase diagrams associated with region II stems from the relative stability of two ground-state configurations with the same symmetry, i.e., GS 2 and GS 8.
A higher asymmetry in the phase diagrams is expected in region III, since the critical-curve shape is dictated by the surface ordering for $`H(z_s+h)`$, and by an AFM bulk (with low surface ordering) for $`Hz`$. The difference in symmetry of the AFM structures at each AFM:FM boundaries \[see the GS sequence in Fig. 2(a)\], allows the surfaces to drive the phase transition for fields close to the (negative) critical field value. One can see that the surfaces are developing their own critical curve, which unfolds as a โshoulderโ in the phase diagram for negative applied field \[see Fig. 5(b)\]. Characteristics such as the maximum temperature of the shoulder or its extension in $`H`$, are controlled by the surface variables $`v`$ and $`h`$. The critical field between GS 1 and GS 2 \[$`H_{12}=(z_v+h)`$\] makes apparent that the extension of the shoulder depends on the surface field. The maximum temperature in the shoulder is about $`vT_{\text{surf}}`$, where $`T_{\text{surf}}`$ is the Nรฉel temperature of the corresponding surface antiferromagnet. Here, as in the rest of the paper, the relevant thermodynamic variables are expressed in units of the (positive) AFM coupling. Thus, in the PA a square lattice has a maximum critical temperature $`kT_{\text{surf}}=4/\mathrm{ln}42.88`$.
As pointed out previously, region IV is characterized by the formation of a disordered gap between two different ground states \[see Fig. 2(b)\]. At finite temperatures and deep inside region IV, the surfaces develop their own critical curve well separated from the bulk antiferromagnetic region \[see Fig. 6(a) showing the critical curves for a 14-layer film with $`v=1.5`$, $`h=14`$ (circles) and $`h=18`$ (triangles)\]. Since the surfaces are weakly coupled with the bulk, the surface critical curve scales with $`v`$, i.e., the zero-temperature width of the AFM ordering is $`z_0v`$ and the maximum critical temperature is $`vkT_{\text{surf}}`$.
Between the situation of unconnected ordered domains and the phase diagrams observed in region III, there is the case in which the zero-temperature disordered gap transforms, via thermal excitations, into a disordered region in the $`H`$-$`T`$ plane right inside the compact AFM domain. An increment in the surface field translates into an increment in the height of the disordered region. At $`h=h_s`$ the AFM region splits into the surface and the bulk critical curves \[see Fig. 6(b)\]. At finite temperatures, the splitting value of the surface field $`h_s`$ plays the role of $`h_{\text{III-IV}}`$: for $`h<h_s`$ the ordered region is compact whereas for $`h>h_s`$ there are two unconnected critical curves.
Expressing the free energy $`F`$ in terms of the long-range order parameters (9), the conditions determining the locus of the splitting point are given by:
$$\lambda =det\left(\frac{^2F}{\eta _k\eta _k^{}}\right)=0,$$
(10a)
$$\frac{\lambda }{T}=0,\frac{\lambda }{h}=0.$$
(10b)
Equation(10a) defines the critical temperature, at fixed external conditions ($`T`$, $`H`$, $`h`$ and $`N`$), when the second derivatives of the free energy are evaluated in the disordered state.jms1978 Since $`\lambda <0`$ in the ordered state, at the splitting point ($`T=T_s`$) $`\lambda `$ is a concave function of the external field vanishing at the splitting value of the magnetic field $`H_s`$. In a similar fashion, one can see that $`\lambda `$ is a convex function of temperature, becoming zero at $`T=T_s`$ \[see Fig. 6(b)\]. Thus, the splitting point is defined as a saddle point of $`\lambda `$ in the $`T`$ and $`H`$ variables. Conditions (10b) account for this.
Using conditions (10) we determined the splitting value of the external field $`H_s`$ as a function of the surface coupling for thin ($`N=14`$) and thick ($`N=100`$) films. The results are shown in Fig. 7 for the case of bcc(110) films. The particular shape of $`H_s(v)`$ can be understood as follows: Since the height of the critical curve associated with the surfaces scales with $`v`$ \[see for example Figs. 5(b) and 6(a)\] and because of the reentrance of the bulk critical curve, for small $`v`$ the point of contact (splitting) between the two critical curves is shifted to higher values of $`H`$. As we increase the surface coupling, the splitting point moves (clockwise) along the bulk critical curve, reaching a minimum in $`H`$ and increasing again towards the saturation value.
We found that within the PA the minimum in $`H_s(v)`$ is not very sensitive to the total number of layers. For bcc(110), $`H_s^{\text{min}}`$ occurs at $`v1.74`$ while for sc(100) the $`H_s`$ is minimum at $`v1.2`$. Again, this can be explained by considering the different Nรฉel temperature values for sc and bcc lattices. The ratio between the latter and the former is $``$1.4 (PA), which is comparable to the ratio of the corresponding $`H_s^{\text{min}}`$ ($``$1.45). The behavior of the other quantities of interest can be inferred from Fig. 7. The most interesting part, however, is contained in the inset of Fig. 7, which shows $`h_s`$ as a function of the surface coupling $`v`$. A least-square fit gives $`h_s^{\text{bcc}}=4.07v+6.36`$ which is almost parallel (and very close) to $`h_{\text{III-IV}}`$ in Eq. (8). For sc(100) films similar results were obtained and a linear fit for $`h_s`$ gives $`h_s^{\text{sc}}=4.04v+5.20`$. Thus, the process of splitting occurs within a narrow interval of $`h`$.
Due to the equivalence between the Nรฉel point and the critical point of a ferromagnet in zero field, the finite-temperature behavior of AFM thin films, as a function of the surface coupling $`v`$ and $`H=h=0`$, is equivalent to the multicritical phenomena occurring at the surface of semiinfinite ferromagnets.binder-ptcp In our case, negative surface pair interactions give rise to a line of first-order transitions in regions VโVII (see Fig. 8). In all cases the coexistence line separates surface ferromagnetic phases with opposite magnetization, that have the same symmetry. The bulk, however, may have different symmetry at each side of the coexistence line, thus modifying the shape of the first-order line at finite temperatures. This can be observed in Fig. 8, where the surface coexistence curve is drawn $`v=1`$ and $`h=2`$ (VII), $`h=5`$ (VI), $`h=9`$ (V). In each case, the coexistence curve ends in a critical point which is close, as expected, to the Curie point associated with the (2D) surface lattice, i.e. $`|v|T_c`$. In all the three regions VโVII, the AFM bulk remains undisturbed by the presence of the surface coexistence line. At $`v=v_N`$ and $`H=h=0`$ the critical end point reaches the second-order critical curve at the Nรฉel temperature $`T=T_N`$. The multicritical behavior is the (trivial) superposition of two independent critical behaviors which do not interfere with each other.binder1985
## IV Summary and conclusions
In this paper we performed an analysis of the confinement effects on antiferromagnets with symmetry-preserving surface orientations. The ground-state properties of the model, an Ising Hamiltonian with nn-pair interactions in the presence of external bulk and surface fields, shows an interesting structure. A zero-temperature phase diagram in the surface variables $`v`$ (surface coupling) and $`h`$ (surface field) was obtained for two-sublattice antiferromagnets. In this case there are seven different regions in the ground-state phase diagram. Each region is characterized by a particular sequence of ground states as a function of the external field. An analysis of the ground-state phase diagram explains (and sometimes even anticipates) some of the features found in the $`H`$-$`T`$ critical curves. Together with an examination of the finite-temperature behavior in each of the aforementioned regions, our analysis showed that the interplay between the surface variables $`v`$ and $`h`$ defines the thermodynamics of confinement in ordering systems. For example, the splitting of the critical curve into surface and bulk contributions results from the simultaneous application of seemingly competing contributions $`v>v_m`$ (ordering) and $`h>h_{\text{II-IV}}`$. At the other extreme, the development of a surface coexistence line for $`v<0`$ and $`h>0`$ represents a particular case of magnetic surface reconstruction.
###### Acknowledgements.
A.D.-O gratefully acknowledges the financial support from CONACyT through the Post Doctoral Fellowships Program and under grant G-25851-E.
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# Doubly Enhanced Skyrmions in ๐=2 Bilayer Quantum Hall States
By tilting the samples in the magnetic field, we measured and compared the Skyrmion excitations in the bilayer quantum Hall (QH) state at the Landau-level filling factor $`\nu =2`$ and in the monolayer QH state at $`\nu =1`$. The observed number of flipped spins is $`N_s=14`$ in the bilayer system with a large tunneling gap, and $`N_s=7`$ in the bilayer system with a small tunneling gap, while it is $`N_s=7`$ in the monolayer system. The difference is interpreted due to the interlayer exchange interaction. Moreover, we have observed seemingly preferred numbers $`N_s=14,7,1`$ for the flipped spins by tilting bilayer samples.
PACS numbers: 73.40.Hm, 73.40.Kp, 72.20.My, 71.70.Gm
The bilayer quantum Hall (QH) state attracts much recent attention especially at the Landau-level filling factor $`\nu =2`$. At this filling the competition between the tunneling and the Zeeman effect leads to interesting physics. Indeed, a phase transition has been observed between the spin polarized state and the spin unpolarized state, as was revealed by magnetotransport measurements , light scattering spectroscopy and capacitance spectroscopy . The existence of the interlayer coherence has been pointed out in the $`\nu =2`$ spin unpolarized bilayer QH state. Moreover, some theoretical works suggest a new phase, that is a canted antiferromagnetic state . In the $`\nu =2`$ spin polarized bilayer QH state, electrons in each layer tend to configure the monolayer $`\nu =1`$ QH state separately , which is referred to as the compound state. The state is realized at the balanced point when the total electron density $`n_t`$ is high enough . It is important to explore whether there is any difference between the excitations in the compound $`\nu =2`$ state and the simple monolayer $`\nu =1`$ QH state, since it yields a deep insight into the role of the interlayer Coulomb and tunneling interactions.
In the monolayer $`\nu =1`$ QH state, the Coulomb interaction makes the excitation energy much larger than the expected single particle Zeeman energy. Provided the Zeeman effect is small, the lowest energy charged excitations are spin textures known as Skyrmions : They are characterized by the number of flipped spins $`N_s`$. It is determined from the measurements of the activation energy by tilting the sample in the magnetic field with keeping the perpendicular component $`B_{}`$ fixed. The in-plane magnetic field $`B_{}`$ couples to the system only through the Zeeman energy. The dependence of the excitation energy gap $`\mathrm{\Delta }`$ on the total magnetic field $`B_{\mathrm{tot}}`$ is
$$\mathrm{\Delta }=\mathrm{\Delta }_{0,s}(B_{})+N_s|g^{}|\mu _BB_{\mathrm{tot}}.$$
(1)
The activation energy $`\mathrm{\Delta }`$ is determined from the temperature dependence of the magnetoresistence: $`R_{xx}=R_0\mathrm{exp}(\mathrm{\Delta }/2T)`$. The first term $`\mathrm{\Delta }_{0,s}`$ is the contribution to the gap from the non-Zeeman effect, $`g^{}`$ is the effective gyromagnetic ratio and $`\mu _B`$ is the Bohr magneton. From this equation, the number of flipped spins $`N_s`$ is determined by $`\mathrm{\Delta }/(|g^{}|\mu _BB_{\mathrm{tot}})`$.
In this Letter, we investigate the Skyrmion excitations in the compound $`\nu =2`$ state. We compare the activation energy of the bilayer $`\nu =2`$ QH state in different $`\mathrm{\Delta }_{\mathrm{SAS}}`$ samples and of the induced monolayer $`\nu =1`$ QH state. Here, the induced monolayer state is constructed by emptying the electrons in one layer in the same double quantum well sample.
Three samples with different barrier height but the same barrier width were grown by molecular beam epitaxy. They consist of two GaAs quantum wells of width 200 ร
separated by a 31 ร
thick barrier of Al<sub>x</sub>Ga<sub>1-x</sub>As ($`x=0.3`$, 0.33 and 1). We label them #10.9, #7.6 and #1 according to their tunnel energy gap $`\mathrm{\Delta }_{\mathrm{SAS}}`$; 10.9 K, 7.6 K and 1 K, respectively. ($`\mathrm{\Delta }_{\mathrm{SAS}}`$ of the highest barrier sample can not be resolved in the Shubnikov-de Hass measurement. We estimate $`\mathrm{\Delta }_{\mathrm{SAS}}=1`$ K from a self consistent calculation.) A unique structure of the samples #10.9 and #1 is that the modulation doping is made only on the front layer, and the back layer electron is fully field-induced through an $`n^+`$-GaAs layer acting as a back gate . Hence, one can control the electron density of the back layer $`n_b`$ from 0 to 1.2$`\times 10^{11}`$ cm<sup>-2</sup> by adjusting the back gate bias from 0 to 1.2 V, while the electron density of the front layer $`n_f`$ is controlled by adjusting a Ti/Au front Schottky gate bias. This sample structure enables us to realize easily the balanced bilayer system ($`n_f=n_b`$) and the monolayer system ($`n_f0`$, $`n_b=0`$). On the other hand, the modulation doping is made on both layers in the sample #7.6. The low temperature mobility of the samples #10.9 and #1 is 2$`\times 10^6`$ cm$`{}_{}{}^{2}/`$Vs with the electron density of 2$`\times 10^{11}`$ cm<sup>-2</sup>, while that of the sample #7.6 is 0.3$`\times 10^6`$ cm$`{}_{}{}^{2}/`$Vs with the electron density of 2.6$`\times 10^{11}`$ cm<sup>-2</sup>.
Measurements were performed with the samples mounted in a mixing chamber of a dilution refrigerator. The magnetic field with maximum 13.5 T was applied to the samples. Standard low-frequency ac lock-in techniques were used with currents 20 nA to avoid heating effects. The samples mounted on a goniometer with the superconducting stepper motor rotate into any direction in the magnetic field in unit of $`0.05^{}`$.
Figure 1 presents the results of measurements by tilting the sample #1 ($`\mathrm{\Delta }_{\mathrm{SAS}}=1`$ K) in the magnetic field. The activation energy divided by the Coulomb energy is plotted vs. the Zeeman energy divided by the Coulomb energy $`R_{Z/C}=|g^{}|\mu _BB/(e^2/ฯต\mathrm{}_0)`$, where $`\mathrm{}_0=\sqrt{\mathrm{}/eB_{}}`$ is the magnetic length. We used the effective gyromagnetic ratio $`g^{}=0.46`$ and the dielectric constant $`ฯต=12.9`$. Each datum set starts from the magnetic field normal to the two dimensional plane ($`B_{\mathrm{tot}}=B_{}`$). The solid squares are for the compound $`\nu =2`$ state, and the open squares are for the induced monolayer $`\nu =1`$ QH state.
As Fig. 1 shows, in the $`\nu =2`$ data at $`n_t=1.2\times 10^{11}`$ cm<sup>-2</sup>, the activation energy initially rises quickly as the total magnetic field increases, where the number of flipped spins $`N_s=7`$ is found. At $`R_{Z/C}=0.027`$, the slope changes suddenly and we obtain $`N_s=1`$ for $`R_{Z/C}0.027`$. The induced monolayer $`\nu =1`$ data at $`n_t=0.6\times 10^{11}`$ cm<sup>-2</sup> share all these properties except for the inflection point.
Figure 2 presents the results of measurements by tilting the sample #10.9 ($`\mathrm{\Delta }_{\mathrm{SAS}}=10.9`$ K) in the magnetic field. The solid circles are for the compound $`\nu =2`$ state, and the open circles are for the induced monolayer $`\nu =1`$ QH state.
From the $`\nu =2`$ data at $`n_t=1.2\times 10^{11}`$ cm<sup>-2</sup> in Fig. 2(a), the number of flipped spins $`N_s=14`$ is derived for $`R_{Z/C}0.018`$. It is to be emphasized that $`N_s=14`$ is precisely twice as many as $`N_s=7`$, which is the one observed in the sample #1 at the same $`R_{Z/C}`$ value. $`N_s`$ changes from 14 to 7 at $`R_{Z/C}=0.018`$, and finally changes to 1 at $`R_{Z/C}=0.033`$. On the contrary, the induced monolayer $`\nu =1`$ data at $`n_t=0.6\times 10^{11}`$ cm<sup>-2</sup> show a similar behavior to the induced monolayer $`\nu =1`$ data in the sample #1 in Fig. 1.
We have so far focused on the spin polarized (compound) state at $`\nu =2`$, which is realized at higher density. We now study the state at $`\nu =2`$ at low density, which is a spin unpolarized state . The data at $`\nu =2`$ with $`n_t=0.7\times 10^{11}`$ cm<sup>-2</sup> in Fig. 2(b) show a rapid decrease up to $`R_{Z/C}=0.009`$, as in the bilayer $`\nu =1`$ QH state , which is a signal of interlayer coherence spontaneously developed on the $`\nu =2`$ QH state . The new feature for the $`\nu =2`$ QH state is that they start to increase at $`R_{Z/C}=0.009`$. The behavior of the activation energy for $`R_{Z/C}0.009`$ is the one peculiar to the compound $`\nu =2`$ state . Namely, the state is stable only at the balanced point and the activation energy increases as the sample is tilted. It is interpreted that a phase transition occurs from the spin unpolarized (coherent) state to the spin polarized (compound) state, because $`\mathrm{\Delta }_{\mathrm{SAS}}`$ decreases as $`B_{}`$ increases . Also in this compound state, we have derived $`N_s=14`$ at $`0.009R_{Z/C}0.018`$, but the number of flipped spins at higher $`R_{Z/C}`$ is slightly smaller than 7.
In Fig. 3, we show the data in the sample #7.6 ($`\mathrm{\Delta }_{\mathrm{SAS}}=7.6`$ K), whose mobility $`0.3\times 10^6`$ cm<sup>2</sup>/Vs is one order lower than that of the sample #10.9. These data show a similar behavior to that in the sample #10.9, and we also recognize $`N_s=14`$ and 7 from the slope in this sample.
It is essential to compare the compound $`\nu =2`$ state at $`n_t=1.2\times 10^{11}`$ cm<sup>-2</sup> to the monolayer $`\nu =1`$ QH state at $`n_t=0.6\times 10^{11}`$ cm<sup>-2</sup>. We have tuned the density so that this compound $`\nu =2`$ state is made of two monolayer $`\nu =1`$ states at $`n_t=0.6\times 10^{11}`$ cm<sup>-2</sup>. On one hand, in the sample #1 (Fig.1) with $`\mathrm{\Delta }_{\mathrm{SAS}}=1`$ K, the excitation with 7 spin flip was observed both in the compound $`\nu =2`$ state and in the induced monolayer $`\nu =1`$ QH state. On the other hand, in the sample #10.9 (Fig.2(a)) with $`\mathrm{\Delta }_{\mathrm{SAS}}=10.9`$ K, the excitation with 14 spin flip was observed in the compound $`\nu =2`$ state at $`R_{Z/C}0.018`$, but 7 spin flip in the induced monolayer $`\nu =1`$ QH state. From these results, it is natural to conclude that the excitation with 14 spin flip (7 spin flip) occurs when the tunneling interaction is large (small).
Let us elucidate the difference of spin excitations in these two samples with small and large tunneling gaps. Note that the difference does not originate in the direct interlayer Coulomb interaction since it is identical between the two samples. The monolayer $`\nu =1`$ QH state is a QH ferromagnet, where all spins are aligned in a single direction not only by the Zeeman effect but also by the intralayer Coulomb exchange interaction. We now consider the compound $`\nu =2`$ state, which is made of two monolayer QH ferromagnets. The two layers are independent when the tunneling gap is essentially zero. Hence, we obtain spin excitations identical to those in the monolayer QH state in the sample #1. However, a large tunneling gap implies a large overlap of the wave functions, which makes the interlayer exchange interaction operate. Consequently, a spin flip in one of the layers affects the spin texture in the other layer. It is natural to expect that Skyrmions are doubly created on the two layers in the sample #10.9 due to the interlayer exchange interaction. It is an intriguing problem whether the interlayer exchange interaction induces the ferromagnetic or antiferromagnetic interaction. The former enhances a Skyrmion-Skyrmion pair (Fig.4). The mechanism is quite akin to that in the $`\nu =2`$ interlayer-coherent phase, where the experimental data is interpreted by a pair excitation of Skyrmions . On the other hand, the antiferromagnetic interaction will enhance a Skyrmion-anti-Skyrmion pair. However, the present magnetotransport experiment is unable to tell the type of the interaction.
We next question why the compound $`\nu =2`$ state in the sample #10.9 shows a similar behavior to that in the monolayer QH state for larger $`R_{Z/C}0.018`$. This will presumably be because $`\mathrm{\Delta }_{\mathrm{SAS}}`$ is decreased by the in-plane magnetic field $`B_{}`$ and the interlayer exchange interaction is suppressed.
The energy and the size of the Skyrmion are theoretically estimated at $`\nu =1`$ as
$$\frac{\mathrm{\Delta }}{e^2/ฯต\mathrm{}_0}\sqrt{\frac{\pi }{32}}+\frac{3\beta }{4\kappa }\mathrm{\Gamma }_{\mathrm{offset}},$$
(2)
where $`\beta `$ represents the strength of the Coulomb energy which depends on the sample parameter such as the layer thickness ($`\beta =3\pi ^2/64`$ for a large Skyrmion in an ideal planer system), and $`\kappa `$ is the size of the Skyrmion,
$$\kappa \frac{\beta ^{1/3}}{2}\left\{R_{Z/C}\mathrm{ln}\left(\frac{\sqrt{2\pi }}{32R_{Z/C}}+1\right)\right\}^{1/3}.$$
(3)
The offset $`\mathrm{\Gamma }_{\mathrm{offset}}`$ may be due to the impurities in the sample. The number of flipped spins $`N_s=(\mathrm{\Delta }/(e^2/ฯต\mathrm{}_0))/R_{Z/C}`$ depends smoothly on $`R_{Z/C}`$. The monolayer data due to Schmeller et al. are fitted reasonably well by this formula .
On the contrary, our experimental data can not be explained by a smooth change of the activation energy. Clearly there exist preferred numbers of flipped spins $`N_s=14,7,1`$. The same behaviors are seen in samples with very different mobility ($`2\times 10^6`$ cm<sup>2</sup>/Vs and $`0.3\times 10^6`$ cm<sup>2</sup>/Vs). Because of this fact, the preferred number is not due to the impurity effect. It must have a different origin, a reminiscence of the magic number momentum in a quantum dot system where electrons configure polygonal pattern originated from the Coulomb interaction . It is plausible that the non-Zeeman term $`\mathrm{\Delta }_{0,s}(B_{})`$ of the activation energy makes a local minimum at these preferred numbers to make virtual Wigner Crystal locally. A further experiment is needed to confirm the conjecture. It is intriguing that sudden change of $`N_s`$ were observed also in other experiments .
In conclusion, we have measured the activation energy of the $`\nu =2`$ QH state at the balanced point ($`n_f=n_b`$) and the $`\nu =1`$ QH state at the monolayer point ($`n_f0`$, $`n_b=0`$) by tilting the samples. We used three samples with different $`\mathrm{\Delta }_{\mathrm{SAS}}`$ and mobility. In the samples #10.9 and #7.6, the excitation with 14 spin flip was observed in the compound $`\nu =2`$ state, which is twice of 7 spin flip observed in the induced monolayer $`\nu =1`$ QH state. In the sample #1, on the contrary, the number of flipped spins is the same in the compound $`\nu =2`$ state and in the induced monolayer $`\nu =1`$ QH state. We have argued that this difference is due to the interlayer exchange interaction. As another prominent feature, we have posited seemingly preferred numbers $`N_s=14,7,1`$ for flipped spins.
We thank H. Aoki for useful discussions. The research was supported in part by Grant-in-Aids for the Scientific Research from the Ministry of Education, Science, Sports and Culture (10203201,10640244, 11125203, 11304019), Mitsubishi Foundation, CREST-JST and NEDO โNTDP-98โ projects.
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# Relativistic Diskoseismology. II. Analytical Results for Cโmodes
## 1 Introduction
For twenty years \[beginning with Kato & Fukue (1980)\], it has been known that general relativity can trap normal modes of oscillation near the inner edge of accretion disks around black holes. The strong gravitational fields that are required can also be produced by neutron stars that are sufficiently compact (with a soft equation of state) and weakly magnetized to produce a gap between the surface of the star and the innermost stable orbit of the accretion disk. Although we shall not explicitly consider such neutron stars here, the results obtained will also apply to them to first order in the dimensionless angular momentum parameter $`a=cJ/GM^2`$, since their exterior metric is identical to that of a black hole to that order.
These modes of oscillation provide a potentially powerful probe of both strong gravitational fields and the physics of accretion disks, since they do not exist in Newtonian gravity. In addition, their frequencies depend upon the angular momentum as well as the mass of the black hole. The fractional frequency spread of each mode depends upon the elusive viscosity parameter of the accretion disk.
The subject of โrelativistic diskoseismologyโ has recently been reviewed by Wagoner (1999). In this paper we shall focus on the โcorrugationโ(c) modes, previously studied (less generally) by Kato (1990, 1993), Ipser (1994, 1996), and Perez (1993). We shall briefly compare these modes with the โgravityโ(g) modes and the pressure (p) modes.
## 2 Basic Assumptions and Equations
### 2.1 Structure of the unperturbed accretion disk
We take $`c=1`$, and express all distances in units of $`GM/c^2`$ and all frequencies in units of $`c^3/GM`$ (where $`M`$ is the mass of the central body) unless otherwise indicated. We employ the Kerr metric to study a thin accretion disk, neglecting its self-gravity. The stationary ($`/t=0`$), symmetric about the midplane $`z=0`$, and axially symmetric ($`/\phi `$=0) equilibrium disk is taken to be described by the standard relativistic thin accretion disk model (Novikov & Thorne, 1973; Page & Thorne, 1974). The velocity components $`v^r=v^z=0`$, and the disk semi-thickness $`h(r)c_s/\mathrm{\Omega }r`$, where $`c_s(r,z)`$ is the speed of sound. The key frequencies, associated with free-particle orbits in the disk, are
$`\mathrm{\Omega }(r)`$ $`=`$ $`(r^{3/2}+a)^1,`$
$`\mathrm{\Omega }_{}(r)`$ $`=`$ $`\mathrm{\Omega }(r)\left(14a/r^{3/2}+3a^2/r^2\right)^{1/2},`$
$`\kappa (r)`$ $`=`$ $`\mathrm{\Omega }(r)\left(16/r+8a/r^{3/2}3a^2/r^2\right)^{1/2};`$ (2-1)
the rotational, vertical epicyclic, and radial epicyclic angular velocities, respectively. The angular momentum parameter $`a`$ is less than unity in absolute value.
The inner edge of the disk is at approximately the radius of the last stable free-particle circular orbit $`r=r_i(a)`$, where the epicyclic frequency $`\kappa (r_i)=0`$. This radius $`r_i(a)`$ is a decreasing function of $`a`$, from $`r_i(1)=9`$ through $`r_i(0)=6`$ to $`r_i(1)=1`$. So all the relations we use are for $`r>r_i`$, where $`\kappa (r)>0`$. Note, in particular, that
$$\mathrm{\Omega }(r)>\mathrm{\Omega }_{}(r)>\kappa (r),a>0;\mathrm{\Omega }_{}(r)>\mathrm{\Omega }(r)>\kappa (r),a<0.$$
(2-2)
For $`a=0`$, i. e., a non-rotating disk, $`\mathrm{\Omega }(r)=\mathrm{\Omega }_{}(r)>\kappa (r)`$.
To simplify the analysis, we here consider mostly barotropic disks \[$`p=p(\rho )`$, vanishing buoyancy frequency; a generalization to a small non-zero buoyancy is described briefly in section 4.3\]. In this case hydrostatic equilibrium provides the vertical density and pressure profiles
$$\rho =\rho _0(r)(1y^2)^{1/(\mathrm{\Gamma }1)},p=p_0(r)(1y^2)^{\mathrm{\Gamma }/(\mathrm{\Gamma }1)}(\mathrm{\Gamma }>1).$$
(2-3)
The disk surfaces are at $`y=\pm 1`$, with $`y`$ related to the vertical coordinate $`z`$ by
$$y=\frac{z}{h(r)}\sqrt{\frac{\mathrm{\Gamma }1}{2\mathrm{\Gamma }}}.$$
The adiabatic index $`\mathrm{\Gamma }=4/3`$ within any radiation pressure dominated region of the disk, and $`\mathrm{\Gamma }=5/3`$ within any gas pressure dominated region. More information on the unperturbed disk can be found in sections 4.3 and 5.1.
### 2.2 Equations for the disk perturbations
To investigate the eigenmodes of the disk oscillations, we apply the general relativistic formalism that Ipser & Lindblom (1992) developed for perturbations of purely rotating perfect fluids. Neglecting self-gravity, it allows one to express Eulerian perturbations of all physical quantities through a single function $`\delta V\delta p/\rho `$ which satisfies a second-order partial differential equation. Due to the stationary and axisymmetric background, the angular and time dependences are factorized out as $`\delta V=V(r,z)\mathrm{exp}[i(m\varphi +\sigma t)]`$, where $`\sigma `$ is the eigenfrequency. Then the assumption of strong variation of modes in the radial direction (characteristic radial wavelength $`\lambda _rr`$) ensures the WKB separability of variables in the partial differential equation for the functional amplitude $`V(r,z)=V_r(r)V_y(r,y)`$. The function $`V_y`$ varies slowly with $`r`$. The resulting ordinary differential equations for the vertical ($`V_y`$) and radial ($`V_r`$) eigenfunctions are \[see Nowak & Wagoner (1992) and Perez et al. (1997) for details\]:
$`(1y^2){\displaystyle \frac{d^2V_y}{dy^2}}{\displaystyle \frac{2y}{\mathrm{\Gamma }1}}{\displaystyle \frac{dV_y}{dy}}+{\displaystyle \frac{2\omega _{}^2}{\mathrm{\Gamma }1}}\left[1+{\displaystyle \frac{\mathrm{\Psi }\omega _{}^2}{\omega _{}^2}}\left(1y^2\right)\right]V_y=0,`$ (2-4)
$`{\displaystyle \frac{d^2V_r}{dr^2}}{\displaystyle \frac{1}{(\omega ^2\kappa ^2)}}\left[{\displaystyle \frac{d}{dr}}(\omega ^2\kappa ^2)\right]{\displaystyle \frac{dV_r}{dr}}+\alpha ^2(\omega ^2\kappa ^2)\left(1{\displaystyle \frac{\mathrm{\Psi }}{\omega _{}^2}}\right)V_r=0.`$ (2-5)
The coefficient $`\alpha (r)`$ coincides with $`1/c_s(r,0)`$ up to a relativistic factor of order unity which varies slowly with radius.
Together with the appropriate homogeneous boundary conditions \[discussed by Perez et al. (1997)\], these equations generate the vertical and radial eigenvalue problems, respectively. The radial conditions depend on the type of mode and its capture zone, as discussed in the following sections. The coefficient $`\alpha `$, the vertical eigenfunction $`V_y`$ and eigenvalue (separation function) $`\mathrm{\Psi }`$ vary slowly with radius, as does the dimensionless ratio of the corotation frequency $`\omega (r)`$ and $`\mathrm{\Omega }_{}(r)`$:
$$\omega _{}(r)\omega (r)/\mathrm{\Omega }_{}(r),\omega (r)\sigma +m\mathrm{\Omega }(r).$$
(2-6)
(Note that $`\mathrm{\Psi }`$ and $`\omega _{}`$ depend also on the eigenfrequency $`\sigma `$.)
Our goal is to determine the vertical eigenvalues $`\mathrm{\Psi }(r)`$ and the corresponding spectrum of eigenfrequencies $`\sigma `$ from the two eigenvalue problems for equations (2-4) and (2-5).
## 3 Classification of Modes
One can see from the radial equation (2-5) that a mode oscillates in a domain of $`r>r_i`$ where the quantity $`(\omega ^2\kappa ^2)(1\mathrm{\Psi }/\omega _{}^2)`$ is positive. The first factor here (for $`\sigma `$ in the allowed range) changes sign twice at points $`r=r_\pm (m,a,\sigma ),r_i<r_{}r_+`$, determined by equations (1) and (2-6). This factor is negative between $`r_{}`$ and $`r_+`$ and positive otherwise. In Figure 1 radii $`r_\pm `$ are plotted as functions of $`\sigma `$ for a few values of $`m`$ and $`a`$. Thus the classification of modes is based on the behavior of the second factor, containing the eigenvalue.
There are essentially three possibilities, corresponding to the following types of modes:
$``$ gโmodes: $`\mathrm{\Psi }>`$(typically $`)\omega _{}^2`$; capture zone $`r_{}<r<r_+`$.
$``$ pโmodes: $`\mathrm{\Psi }<`$(typically $`)\omega _{}^2`$; capture zone $`r_i<r<r_{}`$ or $`r>r_+`$.
$``$ cโmodes: $`\mathrm{\Psi }=\omega _{}^2`$, at least at one value of the radius.
The capture, or trapping, zone is where the mode oscillations occur.
The g (inertial-gravity)โmodes are centered on the radius $`r_m`$ where $`r_{}=r_+`$, corresponding to the maximum eigenfrequency $`|\sigma |`$. The corotating eigenfrequencies $`|\omega |`$ corresponding to the lowest mode numbers are close to $`\kappa (r_m)`$. The p (inertial-pressure)โmodes involve the uncertain physics at either the inner or outer radius of the disk.
The c(corrugation)โmodes which have so far been investigated are of a special sort; namely, $`\mathrm{\Psi }\omega _{}^20`$ throughout their whole capture domain. Only such c-modes are studied in this paper. They are typically non-radial ($`m=\pm 1`$) vertically incompressible waves near the inner edge of the corotating disk that precess around the angular momentum of the black hole. Their fundamental frequency is shown below to coincide with the Lense-Thirring (Lense & Thirring, 1918) frequency (produced by the dragging of inertial frames generated by the angular momentum of the black hole) at their capture zone boundary $`r_c(m,a)`$ in the appropriate slow-rotation limit. This interesting fact is one reason we are concentrating on the cโmodes in this paper. The other reason is that gโ and pโmodes have been rather extensively studied by Perez et al. (1997) and Nowak & Wagoner (1991), respectively \[and in earlier papers cited therein and in a brief summary of results by Wagoner (1999)\].
## 4 Theory of Cโmodes and the LenseโThirring Frequency
### 4.1 Vertical eigenvalue problem: a selection rule for the axial and vertical mode numbers
According to the definition of the cโmodes we are interested in, we set
$$\mathrm{\Psi }(r)/\omega _{}^2(r)=1\chi (r),|\chi (r)|1,$$
(4-1)
and write the vertical equation (3) as
$$(1y^2)\frac{d^2V_y}{dy^2}\frac{2y}{\mathrm{\Gamma }1}\frac{dV_y}{dy}+\frac{2\omega _{}^2}{\mathrm{\Gamma }1}\left[1\chi (1y^2)\right]V_y=0,$$
(4-2)
with the boundary condition $`|V_y(\pm 1)|<\mathrm{}`$. The last term containing the slowly varying function $`\chi (r)`$ is considered a small perturbation. We then immediately see that the unperturbed equation coincides with that for the Gegenbauer polynomials (Bateman & Erdรฉly, 1953) $`C_j^\lambda (y),\lambda =(3\mathrm{\Gamma })/2(\mathrm{\Gamma }1)>1/2,j=0,1,2,\mathrm{}`$; which are its only solutions regular at $`y=\pm 1`$. Therefore the coefficient of $`V_y`$ must coincide with the corresponding eigenvalues: $`2\omega _{}^2/(\mathrm{\Gamma }1)=j(j+2\lambda )`$. However, the left hand side of this equality is a (slowly varying) function of $`r`$, so it can be at best valid only โto the main orderโ. To clarify the meaning of that, we make use of the definition (2-6) of $`\omega _{}`$ and the fact that the difference between $`\mathrm{\Omega }`$ and $`\mathrm{\Omega }_{}`$ is typically very small, except for values of $`a`$ close to $`1`$ and simultaneously $`r`$ close to $`r_i1`$. So (anticipating that $`|\sigma |\mathrm{\Omega }_{}`$ in the same regime) we introduce a small parameter $`ฯต`$ by setting
$$\omega _{}=\frac{\sigma +m\mathrm{\Omega }}{\mathrm{\Omega }_{}}m(1+ฯต),ฯต=ฯต(r,\sigma ,a)=\frac{\sigma +m\left(\mathrm{\Omega }\mathrm{\Omega }_{}\right)}{m\mathrm{\Omega }_{}},|ฯต(r)|1,$$
(4-3)
and expand the eigenvalue and eigenfunction in it:
$$\chi =ฯต\chi _1+\mathrm{O}(ฯต^2),V_y=V^0+ฯตV^1+\mathrm{O}(ฯต^2).$$
(4-4)
To zero order we therefore have
$$V^0(y)V_j^0(y)=C_j^\lambda (y)$$
(4-5)
and $`2m^2/(\mathrm{\Gamma }1)=j(j+2\lambda )`$, or
$$2m^2=j^2(\mathrm{\Gamma }1)+j(3\mathrm{\Gamma }),m=0,\pm 1,\pm 2,\mathrm{};j=0,1,2,\mathrm{}.$$
(4-6)
Note that $`j`$ is the number of vertical eigenfunction nodes through the disk.
Equation (4-6) is the criterion for existence of the studied c-modes. It is also a selection rule for the angular mode numbers $`m`$ and $`j`$ because, depending on the value of $`\mathrm{\Gamma }`$, the modes may not exist for any $`m`$ and $`j`$. On the other hand, given a rational $`\mathrm{\Gamma }`$, there might exist many integer values of $`m^2`$ and $`j`$ satisfying equation (4-6). (Using some results from number theory \[Hua (1982)\], it is possible to show that equation (4-6) has a finite set of solutions if and only if $`2pq=k^2`$ for some integer $`k`$, with coprime $`p,q`$ from $`\mathrm{\Gamma }=1+p/q`$. For instance, we have an infinite sequence of cโmodes for both $`\mathrm{\Gamma }=4/3`$ and $`\mathrm{\Gamma }=5/3`$, but only a finite number of them if, say, $`\mathrm{\Gamma }=3/2`$.) However, the only solutions independent of $`\mathrm{\Gamma }`$ are $`j=m=0`$ (which does not provide radial mode trapping and must thus be discarded) and
$$j=1=m^2,$$
(4-7)
which specifies the fundamental c-mode. Its vertical eigenfunction to the main order is linear in the vertical coordinate, $`V_1^0y`$. Some other possible modes are $`m^2=4,j=3`$; $`m^2=25,j=10`$ for $`\mathrm{\Gamma }=4/3`$; and $`m^2=16,j=6`$ for $`\mathrm{\Gamma }=5/3`$. To be specific, from now on we assume $`m>0,a>0`$, unless indicated otherwise.
When equation (4-6) is satisfied, the first correction $`\chi _1`$ to the vertical eigenvalue is found in a standard way for the discrete spectrum perturbation, from the solvability condition of the problem for $`V^1`$:
$$\chi _1=\chi _1(m,j,\mathrm{\Gamma })=\frac{2V^0,V^0}{\left(1y^2\right)V^0,V^0}>0,$$
(4-8)
where $`,`$ is the proper scalar product with the Gegenbauer polynomial weight $`\left(1y^2\right)^{\lambda 1/2}`$. From equations (4-1) and (4-4), the eigenvalue is then obtained as
$$\mathrm{\Psi }(r)/\omega _{}^2(r)=1ฯต\chi _1+๐ช(ฯต^2).$$
(4-9)
The integrals in equation (4-8) can be expressed in terms of the Euler gamma function in the general case and are elementary to calculate for $`j=1`$, giving
$$\chi _1=3\mathrm{\Gamma }1(m^2=j=1).$$
(4-10)
The vertical eigenvalue and eigenfunction for all c-modes are completely determined to the needed order by equations (4-4), (4-5), (4-6), (4-8), and (4-9).
### 4.2 Radial behavior of the vertical eigenvalue: the Lense-Thirring frequency at the capture zone boundary is the eigenfrequency
We now need to study the behavior of the vertical eigenvalue as a function of the radius. From our definitions of the quantities involved, it follows that for $`a>0`$ the product
$$\mathrm{\Omega }_{}(r)ฯต(r)=\mathrm{\Omega }(r)\mathrm{\Omega }_{}(r)+\left(\sigma /m\right)$$
is a decreasing function of the radius, because such is the difference $`\mathrm{\Omega }(r)\mathrm{\Omega }_{}(r)`$ \[see the basic expressions (2-1)\]. Thus in this case $`ฯต(r)`$ has at most one root (zero) between $`r_i`$ and $`r_{max}`$(the outer radius of the disk), since $`\mathrm{\Omega }_{}(r)>0`$. If $`ฯต(r_i)<0`$, then $`ฯต(r)`$ remains negative in the whole range $`r_i<r<r_{max}`$, or, equivalently, $`\mathrm{\Psi }(r)/\omega _{}^2(r)>1`$ there. However, in such a case we are dealing, by definition, with a gโmode rather than a cโmode.
Hence we have to assume that $`ฯต(r_i)>0`$, which converts into a restriction on the eigenfrequency, $`\sigma +m\left[\mathrm{\Omega }(r_i)\mathrm{\Omega }_{}(r_i)\right]>0`$. Then at any value of the root $`r_c`$, equation (4-3) gives
$$\sigma =m\left[\mathrm{\Omega }(r_c)\mathrm{\Omega }_{}(r_c)\right],r_i<r_c<r_{}.$$
(4-11)
The second inequality here is proved in the following way. The definition of $`r_{}`$ given in section 3 implies $`\omega (r_{})=\pm \kappa (r_{})`$, with the plus sign for $`m>0`$ and the minus sign for $`m<0`$. Hence from the definition (4-3) of the parameter $`ฯต(r)`$ we derive, using equation (2-2):
$$ฯต(r_{})=1+\frac{\omega (r_{})}{m\mathrm{\Omega }_{}(r_{})}=1+\frac{\kappa (r_{})}{|m|\mathrm{\Omega }_{}(r_{})}<0.$$
(4-12)
So $`ฯต(r)`$ is positive at $`r=r_i`$, negative at $`r=r_{}`$, and the single root $`r_c`$ of this function is between these two points. Thus $`\mathrm{\Psi }(r)/\omega _{}^2(r)<1`$ for $`r_i<r<r_c`$, and $`\mathrm{\Psi }(r)/\omega _{}^2(r)>1`$ for $`r_c<r<r_{}`$. So the c-mode is trapped in $`r_i<r<r_c`$, and $`r_c`$ is the outer boundary of the capture zone.
Expression (4-11) for the c-mode eigenfrequency in the case $`m^2=1`$ has the same structure as the result obtained by the approximate dispersion relation (Kato, 1990, 1993), with a significant advantage that the value of the radius involved in it is uniquely specified as the right capture zone boundary of the mode in question. Of course, now it is also rigorously derived from the c-mode definition.
Moreover, for $`r>r_i(a)1`$, $`|a|<1`$ is smaller than any positive power of $`r`$. In particular, $`a/r^{1/2}1`$, except for $`a`$ very close to $`1`$ (where some of the above considerations do not apply, anyway; e. g., $`ฯต(r_i)\mathrm{}`$ as $`a1`$). Using this fact, from equations (2-1) and (4-11) we obtain
$$\sigma =m\frac{2a}{r_c^3}\left[1+๐ช\left(\frac{a}{r_c^{1/2}}\right)\right].$$
(4-13)
In physical units, the quantity $`2a/r_c^3`$ is the LenseโThirring frequency $`2GJ/(c^2r_c^3)`$. Thus, to lowest order in $`a/(r_c)^{1/2}`$, the c-mode eigenfrequency $`|\sigma |`$ is an integer multiple of the LenseโThirring frequency at $`r=r_c`$. In particular, the eigenfrequency of the fundamental cโmode ($`m^2=j=1`$) coincides with the LenseโThirring frequency at its outer trapping zone boundary. For $`a/r_c^{3/2}<a/r_c^{1/2}1`$, the fundamental cโmode is a low frequency oscillation.
We can now replace the eigenfrequency $`\sigma `$ by its dependence on $`r_c`$ given by equation (4-11),
$$\omega (r,r_c)=m\left[\mathrm{\Omega }(r)\mathrm{\Omega }(r_c)+\mathrm{\Omega }_{}(r_c)\right],ฯต(r,r_c)=\frac{\left[\mathrm{\Omega }(r)\mathrm{\Omega }_{}(r)\right]\left[\mathrm{\Omega }(r_c)\mathrm{\Omega }_{}(r_c)\right]}{\mathrm{\Omega }_{}(r)},$$
(4-14)
and use $`r_c`$ as a spectral parameter in the radial eigenvalue problem. Its eigenvalue will fix unambiguously the value of both the capture zone boundary $`r_c`$ and the eigenfrequency $`\sigma `$. Unlike other recent suggestions regarding the manifestation of the LenseโThirring effect in accretion disks around black holes (Cui, Zhang & Chen, 1998), the value of the radius corresponding to a LenseโThirring frequency is not a (loosely constrained) parameter, but is predicted by the theory.
Note that for $`a<0`$ the product $`\mathrm{\Omega }_{}(r)ฯต(r)`$ is an increasing function of the radius, so in this case we have to require that $`ฯต(r_i)<0`$. However, as seen from equation (4-12), $`ฯต(r_{})`$ is still negative, so the single root $`r_c`$ of $`ฯต(r)`$ is greater than $`r_{}`$. In fact, it is also greater than $`r_+`$, because of the expression similar to equation (4-12), $`ฯต(r_+)=1\kappa (r_+)/\left[|m|\mathrm{\Omega }_{}(r_+)\right]<1`$. Hence the capture zone is $`r_{}<r<r_+`$, and again we are dealing with a gโmode rather then a cโmode. Therefore, there are no cโmodes of the studied type for counter-rotating disks. Accordingly, only the case of corotation is investigated in the sequel.
Finally, both the co- and counter-rotating cโmodes may have, in principle, a second oscillation domain, $`r_{}<r<r_+`$ and $`r_+<r_c<r`$, respectively. (Note that the coefficient of $`V_r`$ in the radial equation (2-4) is also positive there.) These domains, however, are situated at rather large values of the radius (up to infinity in the second case). But expression (4-3) or (4-14) shows that for a given value of $`r_c`$ and large $`r`$, $`ฯต(r)r^{3/2}1`$, in severe contradiction with the definitive property of the modes in question. Even $`|ฯต(r_+)|>1`$, as seen from the above. In effect, the cโmodes of the studied type can exist only in a corotating disk and are trapped in its innermost region.
### 4.3 Vertical eigenvalue problem for slightly buoyant disks
The above theory can be readily extended to the case of a disk with a small buoyancy. It can be characterized by a modified pressure dependence \[compare with equation (2-3) and with formula (4.16) from Perez et al. (1997)\]
$$p=p_0(r)(1y^2)^{\mathrm{\Gamma }/(\mathrm{\Gamma }1)}[1f(r,y)],$$
(4-15)
where the even in $`y`$ and slowly varying with $`r`$ perturbation $`f`$ is small, $`|f(r,y)|1`$. To lowest order this results in the following change of the vertical equation (4-2):
$$(1y^2)\frac{d^2V_y}{dy^2}\left[\frac{2y}{\mathrm{\Gamma }1}+(1y^2)\delta _1\right]\frac{dV_y}{dy}+\frac{2\omega _{}^2}{\mathrm{\Gamma }1}\left[1(\chi \delta _2)(1y^2)\right]V_y=0;$$
(4-16)
where
$$\delta _1=\delta _1(f)(r,y)=\frac{\mathrm{\Gamma }1}{2\mathrm{\Gamma }}\times $$
$$\left\{\frac{2\mathrm{\Gamma }1}{\mathrm{\Gamma }1}f^{^{}}\left(\frac{1}{y^2}1\right)\left(f^{^{}}yf^{^{\prime \prime }}\right)\frac{1}{\omega _{}^2}\left[\left(3\frac{1}{y^2}\right)f^{^{}}+\left(5y+\frac{1}{y^1}\right)f^{^{\prime \prime }}(1y^2)f^{^{\prime \prime \prime }}\right]\right\};$$
$$\delta _2=\delta _2(f)(r,y)=\frac{\mathrm{\Gamma }1}{2y}\left\{f^{^{}}+\frac{\mathrm{\Gamma }1}{\omega _{}^2\mathrm{\Gamma }}\left[\frac{1}{(y^2}f^{^{}}(\frac{1}{y^1}+y)f^{^{\prime \prime }}+0.5(1y^2)f^{^{\prime \prime \prime }}\right]\right\}$$
Here and below the prime means a derivative in $`y`$, and it is easy to check that the above expressions remain finite at the midplane $`y=0`$ because $`f(r,y)`$ is even in $`y`$. According to the definition (4-1), $`\chi (r)=1\mathrm{\Psi }(r)/\omega _{}^2(r)`$, and it is small for the studied cโmode, so there are three possible situations depending on how the new small corrections compare to it. If the buoyancy-induced terms $`\delta _1`$ and $`\delta _2`$ are much smaller than $`\chi `$, i. e., than our basic small parameter $`ฯต`$ from the equality (4-3), then nothing changes in the main approximation. In the opposite case the very existence of the modes we are looking for is questionable, and the whole theory should be changed essentially. Thus the only interesting possibility is when both perturbations are of the same order. This assumption can always be made for a given degree of buoyancy. In such a case by the same standard technique of discrete spectrum perturbations we obtain, instead of the relation (4-4), the form
$$\chi =\chi (r,a,m,j,\mathrm{\Gamma })=\chi _1ฯต(r)+\stackrel{~}{\chi _1}+\mathrm{},$$
(4-17)
where $`\chi _1(m,j,\mathrm{\Gamma })`$ is still given by expression (4-8) and $`m`$, $`j`$ and $`\mathrm{\Gamma }`$ are related by the selection rule (4-6). We obtain
$$\stackrel{~}{\chi _1}=\stackrel{~}{\chi _1}(r,a,m,j,\mathrm{\Gamma })=\frac{(1y^2)\delta _2(f)V^0,V^0(\mathrm{\Gamma }1)(2m^2)^1\delta _1(f)(1y^2)[V^0]^{^{}},V^0}{(1y^2)V^0,V^0}.$$
(4-18)
When calculating this, one should replace $`\omega _{}^2`$ by $`m^2`$ in the above expression for $`\delta _2`$. The unperturbed eigenfunction $`V^0=V_j^0(y)`$ and the scalar product $`,`$ are defined in section 4.1.
As for the radial behavior of the vertical eigenvalue studied in section 4.2 for zero buoyancy, it might not change qualitatively due to the new term $`\stackrel{~}{\chi _1}`$, in which case only the value of $`r_c`$, specified now by the equation $`\chi (r_c)=0`$ instead of $`ฯต(r_c)=0`$, changes somewhat. Otherwise the whole mode capture zone changes. For instance, it turns into the interval $`(r_i,r_{})`$ if $`\chi (r)`$ remains positive throughout it.
To understand the results of such possible changes, as an example let us treat a buoyancy perturbation which might be considered a typical one for thin disks,
$$f(r,y)=\xi (r)y^2.$$
(4-19)
The buoyancy corrections then become (for $`m^2=1`$)
$$\delta _1=\xi (r)\frac{76\mathrm{\Gamma }}{\mathrm{\Gamma }}y,\delta _2=\xi (r)\frac{\mathrm{\Gamma }1}{\mathrm{\Gamma }},$$
(4-20)
and the resulting expressions simplify greatly. In particular, for the fundamental c-mode the formula (4-9) generalizes to
$$\mathrm{\Psi }(r)/\omega _{}^2(r)=1\left[(3\mathrm{\Gamma }1)ฯต(r)+\frac{(6\mathrm{\Gamma }5)(\mathrm{\Gamma }1)}{2\mathrm{\Gamma }^2}\xi (r)\right]+\mathrm{},(m^2=j=1).$$
(4-21)
It is clear that the radial behavior depends on the value of $`\mathrm{\Gamma }`$ and on how $`\xi (r)`$ compares to $`ฯต(r)`$. We consider only non-buoyant disks in the sequel.
## 5 Radial Eigenvalue Problem: Determining the Capture Zone and the Eigenfrequency
### 5.1 Formulation of the problem
Recall that we are now dealing with the case $`a>0`$, in which case the cโmodes are trapped near the inner edge of the disk, $`r_i<r<r_c`$. We require the modes to decay within $`r_c<r<r_{}`$; this requirement provides the boundary condition at $`r=r_c`$ for the radial equation (2-5). The boundary condition at the inner edge is not easy to specify, so we employ a general linear combination,
$$\mathrm{cos}\theta \frac{dV_r}{dr}\mathrm{sin}\theta V_r|_{r=r_i}=0,0\theta \frac{\pi }{2};$$
(5-1)
keeping the lack of knowledge parameterized by $`\theta [0,\pi /2]`$.
We introduce a new independent variable
$$\tau (r)=_{r_i}^r\left[\omega ^2(r^{^{}})\kappa ^2(r^{^{}})\right]๐r^{^{}},\tau _c\tau (r_c),$$
(5-2)
which increases monotonically from zero to $`\tau _c`$ when $`r`$ goes from $`r_i`$ to $`r_c`$, so the inverse transformation is well defined. The new variable allows us to rewrite equation (2-5) in the WKB form:
$$\frac{d^2V_r}{d\tau ^2}+\frac{\chi _1ฯต\alpha ^2}{\omega ^2\kappa ^2}V_r=0.$$
(5-3)
The boundary condition (5-1) in terms of $`\tau `$ becomes:
$$\omega ^2(r_i)\mathrm{cos}\theta \frac{dV_r}{d\tau }\mathrm{sin}\theta V_r|_{\tau =0}=0.$$
(5-4)
The coefficient in front of $`V_r`$ in equation (5-3) is obtained from its general expression (4-9) to lowest order in $`ฯต`$. For convenience, we assign a special notation to it,
$$Q(\tau )=\frac{\chi _1ฯต\alpha ^2}{\omega ^2\kappa ^2}.$$
(5-5)
All factors here can be considered as functions of $`\tau `$ via the dependence $`r=r(\tau )`$ inverse to the function (5-2).
We now need to describe the behavior of $`\alpha (r)`$, which is determined by the fact that this function is essentially the inverse speed of sound at the midplane, $`\alpha (r)c_s^1(r,0)`$. Since the pressure at the inner edge vanishes in a typical disk model \[$`p(rr_i)^k`$, with $`0<k1`$\] if the torque does, we obtain $`\alpha (r)(rr_i)^\mu `$ with $`\mu =(\mathrm{\Gamma }1)k/2\mathrm{\Gamma }`$. If even a small torque is applied to the disk at the inner edge, which is not unlikely in practice, the pressure and the speed of sound become nonzero at $`r=r_i`$. Hence $`\alpha (r)`$ loses its weak singularity there. This situation is included by assigning $`\mu =0`$.
It is also known that the speed of sound drops as some power at large radii. Incorporating all this information, we are now able to specify the structure of the function $`\alpha (r)`$ as
$$\alpha (r)=\gamma (r)\frac{r^{\mu +\nu }}{(rr_i)^\mu },0\mu <1/2,\nu 0,$$
(5-6)
where $`\gamma (r)`$ is some function bounded from above and away from zero, varying slowly with radius, and tending at infinity to a limit $`\gamma (\mathrm{})\gamma _{\mathrm{}}`$. A typical value of $`\mu `$ corresponding to a simple root ($`k=1`$) of the pressure at $`r_i`$ and the value $`\mathrm{\Gamma }=5/3`$ is $`\mu =2/5`$. It is also true that $`\nu <1`$ in most disk models.
Our radial eigenvalue problem is thus completely defined. Therefore we proceed to determine its eigenvalues.
### 5.2 WKB solution of the radial eigenvalue problem
We apply the WKB procedure to the eigenvalue problem specified by equations (5-3), (5-4), and the decay condition for $`\tau >\tau _c`$. This seems to be the only effective analytical approach. It is validated partly by the fact that despite $`ฯต(r)`$ being small, the coefficient $`Q(\tau )`$ is still rather large everywhere except close to $`\tau _c`$ because $`\alpha (r)`$ is large. This follows from equation (5-6) since $`\gamma c/c_s`$, with $`c`$ the speed of light and $`c_s(c)`$ the speed of sound \[for estimates of the WKB approximation accuracy see Olver (1982), for example\]. Thus we represent the solution as
$$V_rQ^{1/4}(\tau )\mathrm{cos}\left[\mathrm{\Phi }(\tau )\mathrm{\Phi }_c\right],\mathrm{\Phi }(\tau )=_0^\tau Q^{1/2}(\tau ^{^{}})๐\tau ^{^{}}$$
(5-7)
in the whole capture zone $`0<\tau <\tau _c`$, except small vicinities of its boundaries $`\tau =0`$ and $`\tau =\tau _c`$. Here $`\mathrm{\Phi }_c`$ is a constant phase, so far unknown.
The right boundary $`\tau =\tau _c`$ proves to be a turning point of equation (5-3). As shown in section 4.2, $`ฯต(r)`$, and hence $`Q(\tau )`$, change sign there, being positive on the left of $`\tau _c`$ and negative on the right of it, with $`ฯต(r_c)=Q(\tau _c)=0`$. Near $`\tau _c`$ we have $`Q(\tau )=q_c\left(\tau \tau _c\right)+\mathrm{}`$, with $`q_c=Q^{^{}}(\tau _c)>0`$. Hence equation (5-3) reduces to the Airy equation, whose solution decaying for $`\tau >\tau _c`$ is given by the Airy function of the first kind,
$$V_rAi\left(q_c^{1/3}\left(\tau \tau _c\right)\right).$$
(5-8)
Matching in the usual way the negative infinity asymptotics of the function (5-8) with the $`\tau \tau _c0`$ limit of equation (5-7), we obtain the following expression for the phase $`\mathrm{\Phi }_c`$ (where $`n`$ is an integer related to the number of radial nodes of the mode):
$$\mathrm{\Phi }_c=_0^{\tau _c}Q^{1/2}(\tau )๐\tau +\frac{\pi }{4}\pi n.$$
(5-9)
Now, close to the left boundary $`\tau =0`$, according to equations (5-5), (5-6), and (5-2), the coefficient $`Q(\tau )`$ has a weak singularity,
$$Q(\tau )=q_i\tau ^{2\mu }+\mathrm{},\tau +0;q_i(r_c,a)\chi _1\gamma ^2(r_i)r_i^{2(\mu +\nu )}\left|\omega (r_i)\right|^{2(1\mu )}ฯต(r_i)>0,$$
(5-10)
and equation (5-3) becomes
$$\frac{d^2V_r}{d\tau ^2}+\frac{q_i}{\tau ^{2\mu }}V_r=0.$$
Its exact solution satisfying the boundary condition (5-4) is given in terms of Bessel functions as
$$V_r\tau ^{1/2}\left[\mathrm{sin}\theta \frac{\left(\lambda /2\right)^\zeta }{\mathrm{\Gamma }_{}}J_\zeta \left(\lambda \tau ^{1\mu }\right)+\omega ^2(r_i)\mathrm{cos}\theta \frac{\left(\lambda /2\right)^\zeta }{\mathrm{\Gamma }_+}J_\zeta \left(\lambda \tau ^{1\mu }\right)\right],$$
(5-11)
where for brevity we have introduced the notations
$$\lambda (r_c,a)\frac{q_i^{1/2}(r_c,a)}{1\mu },\zeta \frac{1}{2(1\mu )},\mathrm{\Gamma }_\pm \mathrm{\Gamma }(1\pm \zeta ).$$
(5-12)
\[$`\mathrm{\Gamma }(z)`$ is the Euler gamma-function.\] Using the large argument expressions of the Bessel functions, it is straightforward to write the โfar fieldโ ($`\lambda \tau ^{1\mu }1`$) asymptotics of the solution (5-11) as
$$V_r\tau ^{\mu /2}\mathrm{cos}\left(\lambda \tau ^{1\mu }\frac{\pi }{4}+\mathrm{\Phi }_i\right),$$
(5-13)
where
$$\mathrm{\Phi }_i(r_c,a)\mathrm{arctan}\left(\frac{Z_{}}{Z_+}\mathrm{tan}\frac{\pi \zeta }{2}\right),Z_\pm (r_c,a)\frac{\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_+}\omega ^2(r_i)\left(\frac{\lambda }{2}\right)^{2\zeta }\mathrm{cos}\theta \pm \mathrm{sin}\theta .$$
(5-14)
The last step is to match the asymptotic expression (5-13) with the $`\tau +0`$ limit of the WKB solution (5-7). In view of the expression (5-10), the latter is easily found to be
$$V_r\tau ^{\mu /2}\mathrm{cos}\left(\lambda \tau ^{1\mu }\mathrm{\Phi }_c\right),$$
so the match requires that
$$\mathrm{\Phi }_c+\mathrm{\Phi }_i=\frac{\pi }{4}.$$
Employing the expression (5-9), we then arrive at the desired eigenvalue equation
$$\mathrm{\Phi }_i+_0^{\tau _c}Q^{1/2}(\tau )๐\tau =\pi n.$$
(5-15)
For a given set of all the parameters, including $`a`$ and $`n`$, any solution $`\tau _c`$ of this equation specifies the corresponding c-mode boundary $`r_c`$ according to the relations (4-14) and (5-2). The eigenfrequency $`\sigma `$ of the mode is then found from $`r_c`$ by the general formula (4-11). So we now study the roots $`\tau _c`$ of equation (5-15).
### 5.3 The cโmode eigenfrequency spectrum is at most finite
It is now convenient to work directly with $`r_c`$ rather than with $`\tau _c`$. So first of all we rewrite the eigenfrequency equation (5-15) in the following form:
$$(r_c,a)\mathrm{\Phi }(r_c,a)+I(r_c,a)=n,n=0,1,2,\mathrm{};$$
(5-16)
where
$$\mathrm{\Phi }(r_c,a)\frac{1}{\pi }\mathrm{\Phi }_i(r_c,a),$$
(5-17)
$$I(r_c,a)\frac{1}{\pi }_{r_i}^{r_c}\frac{\gamma (r)r^{\mu +\nu }}{(rr_i)^\mu }\sqrt{\chi _1ฯต(r,r_c)\left[m^2\mathrm{\Omega }_{}^2(r)\kappa ^2(r)\right]}๐r,$$
(5-18)
assuming that $`0\mu <1/2`$ and $`0\nu <1`$. We returned to the integration over $`r`$ in equation (5-15), and used the definition (5-5) of $`Q(\tau )`$ and the expression (5-6) for $`\alpha (r)`$. We have also replaced $`\omega ^2(r)`$ by $`m^2\mathrm{\Omega }_{}^2(r)`$, which is correct to lowest order in $`ฯต(r)`$ according to the definition (4-3) of the latter parameter. \[Within the studied approximation, the same should be done with $`\omega ^2(r_i)`$ involved in $`\mathrm{\Phi }_i(r_c,a)`$; see the second of the equalities (5-14).\]
The integer $`n`$ in the equation (5-16) should not be negative for the following reason. It is straightforward to see from equation (5-14) that in any case $`|Z_{}/Z_+|1`$ (recall that $`0\theta \pi /2`$). Hence
$$|\mathrm{\Phi }(r_c,a)|\frac{1}{\pi }\mathrm{arctan}\left(\mathrm{tan}\frac{\pi \zeta }{2}\right)\frac{\zeta }{2}=\frac{1}{4(1\mu )}<\frac{1}{2}.$$
(5-19)
Obviously, $`I(r_c,a)`$ is non-negative for all $`r_cr_i`$, therefore the whole left hand side of equation (5-16) is always larger than $`0.5`$ and thus cannot equal the right hand side with $`n=1,2,\mathrm{}`$.
For a given set of parameters \[including $`m^2`$ and $`j`$ satisfying the selection rule (4-6)\] and $`0a1`$ let us now study the roots of equation (5-16). First of all, $`ฯต(r)0`$ for $`a=0`$; thus $`I(r_c,0)=0`$ and no roots can be found. There is no c-mode for a strictly non-rotating disk. So the rotation parameter interval is $`0<a<1`$. Then it is easy to see from the expression (4-14) for $`ฯต`$ and the inequalities (2-2) that for any $`rr_i`$,
$$ฯต(r,r_c)<ฯต_{\mathrm{}}(r)\underset{r_c\mathrm{}}{lim}ฯต(r,r_c)=\frac{\mathrm{\Omega }(r)\mathrm{\Omega }_{}(r)}{\mathrm{\Omega }_{}(r)}.$$
(5-20)
Therefore there exists a finite limit
$`I(\mathrm{},a)`$ $``$ $`\underset{r_c\mathrm{}}{lim}I(r_c,a)={\displaystyle \frac{1}{\pi }}{\displaystyle _{r_i}^{\mathrm{}}}{\displaystyle \frac{\gamma (r)r^{\mu +\nu }}{(rr_i)^\mu }}\sqrt{\chi _1ฯต_{\mathrm{}}(r)\left[m^2\mathrm{\Omega }_{}^2(r)\kappa ^2(r)\right]}๐r`$ (5-21)
$`=`$ $`{\displaystyle \frac{\sqrt{\chi }_1}{\pi }}{\displaystyle _{r_i}^{\mathrm{}}}{\displaystyle \frac{\gamma (r)r^{\mu +\nu }}{(rr_i)^\mu }}\sqrt{{\displaystyle \frac{\left[\mathrm{\Omega }(r)\mathrm{\Omega }_{}(r)\right]\left[m^2\mathrm{\Omega }_{}^2(r)\kappa ^2(r)\right]}{\mathrm{\Omega }_{}(r)}}}๐r<\mathrm{}.`$
Indeed, the integral (5-21) converges at the upper limit because its integrand is $`r^{\nu 11/4}`$ ($`m^2=1`$) and $`r^{\nu 9/4}`$ ($`m^2>1`$) when $`r\mathrm{}`$ \[see the expressions (2-1)\], and $`\nu `$ is always less than one. For the special case $`a=1`$, $`\mathrm{\Omega }_{}(r)`$ has a simple root at $`r=r_i=1`$, so the singularity at the lower limit becomes $`(rr_i)^{(\mu +1/2)}`$. However, the integral still converges since $`\mu <1/2`$.
Hence $`I(r_c,a)`$ is a bounded function of $`r_c`$ on the semiaxis, and there exists
$$I_m(a)\underset{r_cr_i}{sup}I(r_c,a),0<I_m(a)<+\mathrm{}.$$
(5-22)
By the inequality (5-19), we have already shown the existence of
$$\mathrm{\Phi }_m(a)\underset{r_cr_i}{sup}\mathrm{\Phi }(r_c,a),\mathrm{\Phi }_m(a)0.25(1\mu )^1.$$
(5-23)
This implies that the left hand side of equation (5-16) is a bounded function of $`r_c`$:
$$_m(a)\underset{r_cr_i}{sup}(r_c,a),0.25(1\mu )^1<_m(a)<+\mathrm{}.$$
(5-24)
But then equation (5-16) has no roots for all integers $`n>_m(a)`$, so only c-modes with the radial numbers $`0n_m(a)`$ can exist. In other words, for any value of $`a`$, $`0<a1`$, only c-modes with the radial numbers $`n=0,1,2,\mathrm{},N(a)`$ can exist, with the integer $`N(a)`$ satisfying $`_m(a)1<N(a)_m(a)`$. Along with the analytic dependence of $`(r_c,a)`$ on $`r_c`$, this also shows that the set of roots of equation (5-16) for each admissible value of $`n`$ is discrete; but we actually can do much better than that.
Namely, we first recall from section 4.2 that for any positive value of $`a`$, the difference $`\left[\mathrm{\Omega }(r)\mathrm{\Omega }_{}(r)\right]`$ is a decreasing positive function of $`r`$. Then the equalities (4-14), containing the term $`\left[\mathrm{\Omega }(r_c)\mathrm{\Omega }_{}(r_c)\right]`$, show us that both $`|\omega (r,r_c)|`$ and $`ฯต(r,r_c)`$ are increasing functions of $`r_c`$ for any $`rr_i`$. This allows us to conclude that for any $`0<a1`$ the left hand side $`(r_c,a)`$ of equation (5-16) is an increasing function of $`r_c`$.
Indeed, from the equalities (5-14) and definitions (5-12) and (5-10) we see that for $`\theta 0,\pi /2`$, the phase $`\mathrm{\Phi }(r_c,a)`$ depends on $`r_c`$ only through the combination $`|\omega (r_i,r_c)|^3\left[ฯต(r_i,r_c)\right]^\zeta `$, and the dependence is monotonically increasing. Since this combination is an increasing function of $`r_c`$, so is the function $`\mathrm{\Phi }(r_c,a)`$ itself. In particular, its maximum is
$$\mathrm{\Phi }_m(a)=\mathrm{\Phi }(\mathrm{},a)\underset{r_c\mathrm{}}{lim}\mathrm{\Phi }(a,r_c)$$
(5-25)
\[see equation (5-23)\], whose value can easily be calculated explicitly according to equations (5-14), (5-12), (5-10) and (4-14). For the cases $`\theta =0,\pi /2`$, i. e., the boundary condition (5-1) of the second and first kind, respectively, $`\mathrm{\Phi }`$ is independent of $`r_c`$ and $`a`$,
$$\mathrm{\Phi }(r_c,a)=\pm \frac{1}{4(1\mu )}=\mathrm{constant},$$
(5-26)
and the relation (5-25) is still formally true.
Next, the definition (5-18) shows that
$$\frac{I(r_c,a)}{r_c}=\frac{1}{2\pi }_{r_i}^{r_c}\frac{\gamma (r)r^{\mu +\nu }}{(rr_i)^\mu }\sqrt{\frac{\chi _1\left[m^2\mathrm{\Omega }_{}^2(r)\kappa ^2(r)\right]}{ฯต(r,r_c)}}\frac{ฯต(r,r_c)}{r_c}๐r>0,$$
so $`I(r_c,a)`$ is also an increasing function of $`r_c`$, with the maximum value \[see (5-22)\]
$$I_m(a)=I(\mathrm{},a)$$
(5-27)
given by expression (5-21). Thus $`(r_c,a)=\mathrm{\Phi }(r_c,a)+I(r_c,a)`$ increases with $`r_c`$ to its maximum value at $`r_c=\mathrm{}`$,
$$_m(a)=\mathrm{\Phi }_m(a)+I_m(a)=\mathrm{\Phi }(\mathrm{},a)+I(\mathrm{},a)=(\mathrm{},a).$$
(5-28)
Our last observation regarding $`(r_c,a)`$ is that
$$0.25(1\mu )^1(r_i,a)=\mathrm{\Phi }(r_i,a)0.25(1\mu )^1<n,n=1,2,3,\mathrm{}.$$
(5-29)
The implication of the established properties of $`(r_c,a)`$ is clear and most important. Namely, for any given $`a`$ ($`0<a<1`$), and any $`n=1,2,3\mathrm{},N(a)`$, with the integer $`N(a)`$ satisfying
$$_m(a)1<N(a)<_m(a),$$
(5-30)
there exists exactly one root $`r_c^{(n)}(a)(r_i,\mathrm{})`$ of the increasing function $`\left[(r_c,a)n\right]`$, i. e., of equation (5-16). Moreover, if
$$(r_i,a)=\mathrm{\Phi }(r_i,a)<0,_m(a)=I(\mathrm{},a)+\mathrm{\Phi }(\mathrm{},a)>0,$$
(5-31)
then in addition there exists a root $`r_c^{(0)}(a)(r_i,\mathrm{})`$ of equation (5-16) with $`n=0`$. All the roots prove to be numbered in an increasing order,
$$r_i<\left[r_c^{(0)}(a)\right]<r_c^{(1)}(a)<r_c^{(2)}(a)<\mathrm{}<r_c^{(N)}(a),N=N(a).$$
(5-32)
Turning now to the eigenfrequencies as defined through the corresponding capture zone boundaries by the general formula (4-11), we can reformulate our result as follows.
For any given $`a`$, $`0<a1`$ the spectrum of the studied c-modes consists of a finite number of eigenfrequencies $`\sigma ^{(n)}(a),n=[0],1,2,3\mathrm{},N(a)`$; with $`N(a)`$ specified by the inequalities (5-30), and $`\sigma ^{(0)}(a)`$ existing only under the conditions (5-31). The eigenfrequencies are negative for $`m>0`$ and positive for $`m<0`$, and their magnitudes are always ordered as
$$|m|\left[\mathrm{\Omega }(r_i)\mathrm{\Omega }_{}(r_i)\right]>\left[|\sigma ^{(0)}(a)|\right]>|\sigma ^{(1)}(a)|>|\sigma ^{(2)}(a)|>\mathrm{}>|\sigma ^{(N)}(a)|>0,$$
(5-33)
with $`N=N(a)`$. Note that this is true for a given value of the parameter $`\mathrm{\Gamma }`$ and any angular and vertical numbers $`m`$ and $`j`$ satisfying the selection rule (4-6), so that the complete notation for the eigenfrequency is $`\sigma _{mj}^{(n)}(a)`$.
Note also that if $`_m(a)<1`$, then we have $`N(a)=0`$ by the right inequality in equation (5-30), and the only c-mode that can possibly exist is that with $`n=0`$. On the other hand, the number $`N(a)`$ is bounded for all values of $`a[0,\mathrm{\hspace{0.17em}1}]`$ by the maximum value
$$_{max}\underset{0a1}{\mathrm{max}}_m(a)=_m(a^{}),a^{}[0,\mathrm{\hspace{0.17em}1}],$$
(5-34)
$`N(a)<_{max}`$. So the total number of different c-modes with given angular and vertical numbers is less than $`_{max}+1`$ for the whole family of corotating disks which differ only by the value of the angular momentum of the central body. If in particular $`_{max}<1`$, which can happen if the speed of sound at the midplane is everywhere sufficiently large inside the disk, then at most one c-mode with $`n=0`$ may be excited in any disk of the family.
### 5.4 Dependence of the spectrum on the rotation parameter: the cutoff values of $`a`$ ($`n1`$)
We now change our point of view: instead of studying all the roots for a given $`a`$, we specify some $`n1`$ and investigate how the trapping radius $`r_c^{(n)}(a)`$, determined by
$$(r_c^{(n)},a)=\mathrm{\Phi }(r_c^{(n)},a)+I(r_c^{(n)},a)=n,$$
(5-35)
behaves as a function of $`a`$. An intuitive expectation is that it monotonically decreases with $`a`$, but that might not be generally true. The differentiation of equation (5-35) gives
$$\frac{dr_c^{(n)}}{da}=\frac{\left(/a\right)}{\left(/r_c\right)}|_{r_c=r_c^{(n)}(a)},$$
and, although the denominator here is positive, it is difficult to establish that the sign of the numerator is also always positive. Even the sign of $`I/a`$ is not always obvious, because of many dependences on $`a`$ in the expression (5-18): the quantities $`ฯต`$, $`\mathrm{\Omega }_{}`$, $`\kappa `$, and $`r_i`$ all depend on $`a`$.
Nevertheless, $`I(\mathrm{},a)`$ goes to zero when $`a+0`$ (since $`\mathrm{\Omega }_{}\mathrm{\Omega }`$), so $`I(r_c,a)<I(\mathrm{},a)`$ goes to zero uniformly in $`r_cr_i`$ as well. In particular, $`I(r_c,a)<n1/2`$ for small enough positive values of $`a`$. Since the first term on the left of equation (5-16) is less than $`1/2`$ by equation (5-19), equation (5-16) has no root at all for such values of $`a`$. Therefore $`r_c^{(n)}(a)`$ does not exist in some positive vicinity of $`a=0`$.
Suppose now that $`r_c^{(n)}(a)`$ does exist for some $`a_{}>0`$; that is, $`nN(a_{})`$. By making the value of $`a`$ smaller and smaller we would eventually find $`r_c^{(n)}(a)`$ growing, to make up for the reduced value of $`I(r_c^{(n)}(a),a)<I(\mathrm{},a)+0`$. Recall that for a given $`a`$, $`I(r_c,a)`$ is a growing function of $`r_c`$. At a certain value $`a_n>0`$, only $`r_c^{(n)}(a_n)=\mathrm{}`$ would satisfy equation (5-35),
$$(\mathrm{},a_n)=\mathrm{\Phi }(\mathrm{},a_n)+I(\mathrm{},a_n)=n.$$
(5-36)
For $`a<a_n`$, no value of the capture zone radius would satisfy it, so $`r_c^{(n)}(a)`$ no longer exists.
Therefore we have proved that for any admissible radial mode number $`n1`$ there exists a cutoff value $`a_n>0`$ such that $`r_c^{(n)}(a)`$, and thus the corresponding c-mode, exists for $`a>a_n`$, and does not exist for $`0aa_n`$. When $`aa_n+0`$, the capture zone boundary $`r_c^{(n)}(a)\mathrm{}`$ and the eigenfrequency $`\sigma ^{(n)}(a)0`$. The cutoff value is determined by equation (5-36). Evidently, $`a_n`$ increases with $`n`$,
$$0<a_1<a_2<\mathrm{}.$$
Also, the maximum radial mode number $`N(a)`$ defined by the inequalities (5-30) is a piecewise constant increasing function with unit jumps at $`a=a_n`$.
An approximate expression for the cutoff values can be obtained from equation (5-36) if they are small enough, so that $`a_n/r_i^{3/2}(a_n)1`$. We find that
$$a_n\left[\frac{n+0.25/(1\mu )}{I}\right]^2,a_n^{1/2}\mathrm{sin}\theta >0;a_n\left[\frac{n0.25/(1\mu )}{I}\right]^2,\theta =0;$$
(5-37)
where
$$I=\frac{\sqrt{2\chi _1}}{\pi }_6^{\mathrm{}}\frac{\gamma (r)r^{\mu +\nu 9/4}}{(r6)^\mu }\sqrt{m^21+\frac{6}{r}}๐r,I(\mathrm{},a)=\sqrt{a}I+\mathrm{}.$$
(5-38)
We have used the fact that $`r_i(a)r_i(0)=6`$ for small $`a`$, along with the useful asymptotic expressions implied by equations (4-14) and (2-1):
$`ฯต(r,r_c)`$ $`=`$ $`2ar^{3/2}\left({\displaystyle \frac{1}{r^3}}{\displaystyle \frac{1}{r_c^3}}\right)+\mathrm{},ฯต(r,\mathrm{})={\displaystyle \frac{2a}{r^{3/2}}}+\mathrm{};`$ (5-39)
$`\omega (r,r_c)`$ $`=`$ $`m\left[{\displaystyle \frac{1}{r^{3/2}}}a\left({\displaystyle \frac{1}{r^3}}+{\displaystyle \frac{2}{r_c^3}}\right)+\mathrm{}\right],m^2\mathrm{\Omega }_{}^2\kappa ^2=m^21+{\displaystyle \frac{6}{r}}+\mathrm{}.`$ (5-40)
The latter, in turn, allow us to obtain, from equations (5-17), (5-14), (5-12), and (5-10), the results
$$\mathrm{\Phi }(r_c,a)=0.25(1\mu )^1+๐ช\left(a^{1/2(1\mu )}\right),\theta 0;\mathrm{\Phi }(r_c,a)=0.25(1\mu )^1,\theta =0.$$
(5-41)
These relations, for $`r_c=\mathrm{}`$, are also used to derive formulas (5-37). For the expressions (5-37) to be applicable, one essentially requires $`I1`$.
The last item on our agenda for c-modes with $`n1`$ is to establish the behavior of $`r_c^{(n)}(a)`$ and $`\sigma ^{(n)}(a)`$ near the cutoff value $`a_n`$. Asymptotic calculations based on equations (5-35), (5-36), (4-14), and (4-13) allow us to find the results, which differ slightly depending on the angular number of the mode.
a) Fundamental c-mode ($`m^2=j=1`$). In this case we obtain, for $`aa_n+0`$:
$$r_c^{(n)}(a)C_n\left(aa_n\right)^{\frac{1}{7/4\nu }},C_n=\left\{\frac{\sqrt{12a_n\left(3\mathrm{\Gamma }1\right)}\gamma _{\mathrm{}}}{\left(7/4\nu \right)\left[\mathrm{\Phi }^{^{}}(\mathrm{},a_n)+I^{^{}}(\mathrm{},a_n)\right]}\right\}^{\frac{1}{7/4\nu }};$$
(5-42)
where prime denotes the derivative in $`a`$, $`\gamma _{\mathrm{}}`$ is defined in section 5.1 \[see equation (5-6)\], and the expression (4-10) has been used. According to equation (4-13), for the eigenfrequency near its cutoff we have
$$\sigma ^{(n)}(a)=\frac{2a}{\left[r_c^{(n)}(a)\right]^3}\frac{2a_n}{C_n^3}\left(aa_n\right)^{\frac{3}{7/4\nu }};$$
(5-43)
and the minus (plus) sign is taken for $`m=+1(1)`$.
b) C-modes with higher axial mode numbers ($`m^2>1`$). Now we find (near the cutoff $`aa_n+0`$):
$$r_c^{(n)}(a)D_n\left(aa_n\right)^{\frac{1}{5/4\nu }},D_n=\left\{\frac{\sqrt{2a_n\left(m^21\right)\chi _1}\gamma _{\mathrm{}}}{\left(5/4\nu \right)\left[\mathrm{\Phi }^{^{}}(\mathrm{},a_n)+I^{^{}}(\mathrm{},a_n)\right]}\right\}^{\frac{1}{5/4\nu }};$$
(5-44)
with the value of $`\chi _1`$ given by equation (4-8). The corresponding eigenfrequency becomes
$$\sigma ^{(n)}(a)=\frac{2ma}{\left[r_c^{(n)}(a)\right]^3}\frac{2ma_n}{D_n^3}\left(aa_n\right)^{\frac{3}{5/4\nu }}.$$
(5-45)
Recall from formula (5-26) that $`\mathrm{\Phi }^{^{}}(\mathrm{},a)0`$ for $`\theta =\pi /2,\mathrm{\hspace{0.17em}0}`$; that is, for boundary conditions of the first and second kind at the inner edge of the disk. Otherwise, the expressions for the coefficients $`C_n`$ and $`D_n`$ can also be made more explicit if $`a_n`$ is small.
Finally, we would like to say a few words about the behavior of the studied c-modes in the limit of very rapidly corotating disks, $`a10`$. It turns out that the basic assumption of our approach becomes invalid in this limit, because the (assumed small) parameter $`ฯต`$ acquires large values at the inner edge of the disk, reaching eventually to infinity when $`a=1`$ \[unless the capture zone shrinks, i. e., unless $`r_c^{(n)}(a)r_i(a)1+0`$ for $`a10`$\]. That happens due to the fact that the denominator of the expression (4-3) or (4-14) for $`ฯต`$ goes to zero at the inner edge, $`\mathrm{\Omega }_{}(r_i=1)=0`$ for $`a=1`$. However, these misfortunes occur very close to $`a=1`$, namely, for $`a>a_{}0.953`$, at which value $`\mathrm{\Omega }_{}(r)`$ as a function of $`r`$ becomes non-monotonic by developing a maximum at some radius close to the innermost one. Therefore our formulas and conclusions remain valid for $`0<aa_{}`$, almost all the way up to the black hole limit $`a=1`$.
### 5.5 Cโmode for $`n=0`$
Turning to the mode with the radial mode number $`n=0`$, we rewrite the eigenvalue equation (5-16) as
$$\mathrm{\Phi }(r_c,a)=I(r_c,a),n=0.$$
(5-46)
Since $`I(r_c,a)`$ is positive, $`\mathrm{\Phi }(r_c,a)`$ must be negative for the mode to exist. This condition, with the use of equations (5-17), (5-14), (5-12), and (5-10), translates into
$$\left[0.25\chi _1(1\mu )^1\gamma ^2(r_i)r_i^{2(\mu +\nu )}ฯต(r_i,r_c)\right]^{\frac{1}{1\mu }}\left|\omega (r_i,r_c)\right|^3<\frac{\mathrm{\Gamma }_+}{\mathrm{\Gamma }_{}}\mathrm{tan}\theta .$$
(5-47)
Thus, the $`n=0`$ c-mode does not exist at all if $`\theta =0`$, i. e., for the boundary condition of the second kind at the inner edge of the disk. We consider now only positive values of $`\theta `$. For such values, however, the mode is absent if the parameter $`a`$ is small enough, because the right hand side of equation (5-46) is $`๐ช(a^{1/2})`$ by equation (5-38), while the left hand side approaches $`0.25(1\mu )^1`$ by equation (5-41). A sufficient condition for the mode to exist at least for some values of $`a`$ is evidently
$$\underset{0<a0.95}{\mathrm{max}}I(\mathrm{},a)>\frac{1}{4(1\mu )}.$$
If it exists, the $`n=0`$ mode thus has a cutoff value $`a_0`$, as the modes with other radial numbers do, and this cutoff is the smallest one. Its approximate magnitude is given by the first of equations (5-37) with $`n=0`$,
$$a_0\frac{1}{16(1\mu )^2I^2},$$
and the behavior of the capture zone boundary and the eigenfrequency near the cutoff is described by either expressions (5-42), (5-43) or (5-44), (5-45), with $`n`$ set to zero.
Therefore there are no c-modes of the studied type when the disk rotation is sufficiently slow. Namely, if the boundary conditions at the inner edge are of the second kind, then there are no c-modes for $`0a<a_1`$. For all other boundary conditions, the same is true in a smaller interval of rotation parameter values, $`0a<a_0<a_1`$.
This concludes our theory of c-mode oscillations of accretion disks. Its quantitative accuracy is limited by the WKB approximation used throughout, as in previous papers (Nowak & Wagoner, 1992; Perez et al., 1997). On the other hand, its qualitative results, that is, the above properties of the c-mode spectrum and its dependence on the rotation parameter $`a`$, rest on a single assumption that the speed of sound does not drop too fast with radius, which seems to be valid for existing models of accretion disks. If, nevertheless, such a fast drop does take place \[$`\nu >5/4`$ in our terms, see formula (5-6)\], then the qualitative picture changes drastically. The set of the radial mode numbers becomes infinite, there are no cutoff values of the rotation parameter $`a`$, and the c-modes of the studied type are present in any corotating disk, no matter how slow its rotation. As it turns out, for $`\nu <5/4`$ the same effect on the results is caused by using a very rough approximation of the radial eigenfunction, namely, just the Airy function (5-8) throughout the whole trapping zone (Silbergleit & Wagoner, 1998): in this approximation the number of the radial modes becomes infinite, and the cutoff values of parameter $`a`$ disappear, so that all the modes exist for any corotating disk.
## 6 Numerical Results and Discussion
We now apply the above analysis to models of black hole accretion disks. The numerical results discussed below were obtained by assuming that gas pressure dominates within the disk, so that $`\mathrm{\Gamma }=5/3`$. However, this is only true near the inner edge $`r_i`$ \[justifying our choice $`\mu =2/5`$ in equation (5-6) consistent with the results of Page & Thorne (1974)\], at radii $`rr_i`$, and at all radii for luminosities $`LL_{Edd}`$.
Recall that the interior structure of the (zero buoyancy) accretion disk enters our formulation only through the constant $`\mathrm{\Gamma }`$ and the function $`\alpha (r)`$ (not to be confused with the usual viscosity parameter, here denoted by $`\alpha _{}`$), inversely proportional to the speed of sound on the midplane and modeled by equation (5-6). In this equation we also chose $`\gamma (r)`$ to be constant, and took $`\nu =0`$ unless otherwise indicated. In section 4.3, we found that the properties of the modes do not change greatly when small amounts of buoyancy are introduced.
For all of the tables (but not the figures), we used $`M=10^8M_{\mathrm{}}`$, $`\alpha _{}=0.01`$, and $`L=0.1L_{Edd}`$ so we could compare our results with those of Perez (1993). For a standard thin accretion disk (Shakura & Sunyaev, 1973), at large radii (where the disk is nonrelativistic and gas pressure dominates) the speed of sound is given by
$$c_s/c=2.21\times 10^2\frac{(L/L_{Edd})^{1/5}}{(\alpha _{}M/M_{\mathrm{}})^{1/10}}(rc^2/GM)^{9/20}(rr_i),$$
(6-1)
corresponding to $`\nu =9/20`$ (Nowak, 1992). (We are here reverting to ordinary units.) Since the physical conditions within the disk are more uncertain near its inner edge (but where gas pressure should also dominate), we have also used the nonrelativistic expression
$$c_s/c=4.32\times 10^3\frac{(L/L_{Edd})^{1/5}}{(\alpha _{}M/M_{\mathrm{}})^{1/10}}[c^2(rr_i)/GM]^{2/5}(rr_i)$$
(6-2)
there (Nowak, 1992), as indicated previously. We employ this relation (6-2) when using $`\nu =0`$ in equation (5-6). We obtain the (constant) value of $`\gamma `$ used in equation (5-6) by setting $`\alpha (r)=1/c_s(r)`$ there (again neglecting the relativistic corrections near the inner edge). The various relativistic corrections only become significant when $`a0.5`$. We have only studied the fundamental cโmode ($`m^2=j=1`$), but have employed various values of the radial mode number $`n`$.
In Table 1 we present the cutoff values of $`a`$ \[$`a_n`$, from equation (5-36); for $`a<a_n`$, the mode does not exist\] for radial mode numbers $`n=0,1,2`$ and two choices of the boundary condition parameter. There is no cโmode for $`n=0`$ and $`\theta =0`$; no solution is also indicated by no entry in the subsequent tables. The results for $`\theta =\pi /4`$ are essentially identical to those shown for $`\theta =\pi /2`$. The results agree with the analytic expressions (5-37) valid for values of $`a_n1`$. These results for $`\theta =\pi /2`$ are extended to larger values of $`n`$ in Table 2. The maximum $`n=175`$ included corresponds to the requirement $`a<a_{}0.953`$ for the validity of our analysis.
Table 3 presents values of our basic expansion parameter $`ฯต(r_i,r_c)`$, obtained from equation (4-14), as a function of $`a`$ for the lower radial mode numbers and two choices of boundary condition. We see that it is indeed much less than unity, as also required for our analysis. Recall that $`ฯต(r_i,r_c)>ฯต(r,r_c)>0`$ for all $`r_c>r>r_i`$. The same format is used for Tables 4 and 5. The eigenfrequency $`\sigma `$ (in units of $`c^3/GM`$, as usual) is presented in Table 4. We see that it is a decreasing function of the radial mode number $`n`$, more strongly for lower values of $`a`$. The corresponding radial extent $`r_cr_i`$ of the mode (in units of $`GM/c^2`$, as usual) is shown in Table 5. It increases significantly with radial mode number. We note that the sensitivity of the results in Tables 3โ5 to the boundary condition parameter $`\theta `$ is modest.
Table 6 shows the dependence of the outer radius $`r_c`$ of the capture zone on values of $`a`$ near its cutoff $`a_n`$, for $`n=0`$ and $`\theta =\pi /2`$ (corresponding to $`a_0=3.22\times 10^5`$). From these data, one can see that when $`\mathrm{log}(aa_0)6`$, the asymptotic formula (5-42) holds: $`r_c(aa_0)^q`$. The exponent $`q=0.56`$ is very close to that predicted, $`q=4/7`$, for $`\nu =0`$.
The effect of changing the behavior of the speed of sound at large radii is illustrated in Table 7. The radial size of the mode for $`\nu =0`$ (from Table 5) is compared to that obtained with the choice $`\nu =9/20`$ of the standard accretion disk model, equation (6-1). This shows that the decrease in the speed of sound with radius also reduces the size of the trapping region, as expected. Correspondingly, the values of $`a_n`$ shown in Table 1 are reduced by about a factor of 7.5, and the values of $`ฯต(r_i,r_c)`$ in Table 3 are reduced by about a factor of 2. The eigenfrequencies in Table 4 are increased by factors of 1.2โ2.8 (with $`n=0,1`$) for $`a=10^3`$, but were unaffected for $`a=0.5`$, as expected.
We present our major observationally relevant results in the following figures. For them, we have chosen the radial mode number $`n=0`$ and the boundary condition parameter $`\theta =\pi /2`$. (One might expect that the lowest radial mode could be the one most easily excited and with the largest net modulation.) The speed of sound parameter is taken to be $`\nu =0`$ for Figures 2 and 3, and $`\nu =9/20`$ for Figures 4(a,b) (which differed very little when $`\nu =0`$ was used).
In Figure 2, we plot the relation between the fundamental cโmode and gโmode eigenfrequencies (scaled by the black hole mass) and the black hole angular momentum. This illustrates the dramatically different dependence of the cโmode frequency. Also shown is the orbital frequency $`\mathrm{\Omega }_{max}=\mathrm{\Omega }(r_i)`$ of a (commonly invoked) โblobโ at the inner disk radius. As expected, the cโmode frequency approaches $`\mathrm{\Omega }_{max}/2\pi `$ as $`a1`$. The case $`\nu =9/20`$ lies almost entirely within the band containing the range of masses and luminosities indicated. It is significant that the cโmode results of Perez (1993), obtained by numerical integration of equations (2-4) and (2-5), agree within the band shown in this figure (obtained via a further radial WKB approximation).
In Figure 3, we present our numerical results (points) for the size of the trapping region. The curves shown are the fits of these results to the formula
$$r_cr_i=K_0(GM/c^2)a^{K_1}(1a)^{K_2},$$
(6-3)
giving
$`K_0`$ $`=`$ $`0.058,K_1=0.66,K_2=0.31(M=10M_{\mathrm{}}),`$
$`K_0`$ $`=`$ $`0.021,K_1=0.55,K_2=0.39(M=10^8M_{\mathrm{}}).`$
This illustrates the fact that the radial extent of the mode is only appreciable for slowly rotating black holes ($`a1`$). To obtain the corresponding eigenfrequency, one can then use equation (6-3) and the known function $`r_i=Mf(a)`$ to obtain the value of the trapping radius $`r_c`$. Our fundamental result, equation (4-11) \[or equation (4-13) for $`a1`$\] with $`m=1`$, then gives $`|\sigma |`$.
The cโmode frequency (scaled by mass) depends only on the black hole angular momentum and the accretion disk speed of sound. The first dependence has been shown in Figure 2. Rather than showing the second dependence directly, it is more relevant to instead use an observable, the luminosity. For fixed $`\alpha _{}`$ and $`M`$, we use equation (6-1) to relate it to the speed of sound. We want to know how the frequency changes as the luminosity (proportional to the mass accretion rate) varies with time. That dependence is known to be very weak for the gโmodes (Perez et al., 1997). In contrast, the $`m=0`$ fundamental pโmode has a frequency $`|\sigma |c_s^{1/3}`$ and a radial size $`(r_{}r_i)c_s^{2/3}`$ (Kato & Fukue, 1980; Nowak & Wagoner, 1991; Perez, 1993).
We fit the dependences of the eigenfrequency on accretion disk luminosity shown by the points in Figures 4(a) and 4(b) by the form $`|\sigma |L^{K(M,a)}`$. The results shown correspond to
$`K(10M_{\mathrm{}},10^3)`$ $`=`$ $`0.30,K(10^8M_{\mathrm{}},10^3)=0.039;`$
$`K(10M_{\mathrm{}},10^1)`$ $`=`$ $`0.020,K(10^8M_{\mathrm{}},10^1)=0.0044.`$
Note that the dependence is weaker for the larger value of $`a`$, again as expected since the properties of the disk (except its inner radius) become irrelevant as $`a1`$.
Although the fundamental c-mode is almost incompressible, the changing projected area of the mode could modulate the luminosity via reflection of radiation from the postulated โcoronaโ surrounding the accretion disk. Of course, this requires that the disk not be viewed close to face-on. The observability of a cโmode induced modulation of the detected flux would seem to require large values of $`r_cr_i`$. This in turn would imply small values of $`a`$, from Figure 3, and correspondingly small values of frequency, from Figure 2. We then see from Figure 4(a) that the dependence of the frequency on luminosity is relatively weak but might be detectable for the stellar mass black holes. Issues such as the excitation and damping of the cโmodes, including their leakage into the black hole via accretion from the inner edge of the disk, are beyond the scope of this paper.
Finally, we emphasize that of the fundamental (g, p, c) modes, only the cโmode can (generically) have a frequency $`|\sigma |\mathrm{\Omega }`$. The cโmodes are candidates for those low frequency features in the power spectra of accreting black holes whose frequency varies only weakly with changes in luminosity. An example of a candidate is the 9 Hz modulation in the โmicroquasarโ GRO J1655-40 observed by the RXTE satellite (Remillard et al., 1999). Since the mass of the presumed black hole in this binary has been determined to be $`M7M_{\mathrm{}}`$ (Shahbaz et al., 1999), this frequency requires a black hole angular momentum $`a0.18`$ (Figure 2) if it is produced by a low $`n`$ cโmode.
However, we see from Figure 3 that the lowest radial mode would have a radial extent of only $`0.2GM/c^2`$. (But from the results in Table 5, we expect the radial extent of the $`n=1`$ mode to be about 3 times greater.) In addition, the energy spectrum of the X-rays when this modulation was present was โsofterโ (more thermal) than typical. This may complicate the above proposal that the photons are modulated via disk reflection from the corona. Clearly, one should search for other radial (or vertical) modes to confirm any identification.
This work was supported by NASA grant NAS 8-39225 to Gravity Probe B and NASA grant NAG 5-3102 to RVW, who also thanks the Aspen Center for Physics for support during a 1999 summer workshop. We are grateful to Lev Kapitanski for finding the number theory results for the Diophantine equation (4-6), and to Dana Lehr for her remarks and help with the figures.
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# Noether Currents of Charged Spherical Black Holes
## Abstract
We calculate the Noether currents and charges for Einstein-Maxwell theory using a version of the Wald approach. In spherical symmetry, the choice of time can be taken as the Kodama vector. For the static case, the resulting combined Einstein-Maxwell charge is just the mass of the black hole. Using either a classically defined entropy or the Iyer-Wald selection rules, the entropy is found to be just a quarter of the area of the trapping horizon. We propose identifying the combined Noether charge as an energy associated with the Kodama time. For the extremal black hole case, we discuss the problem of Waldโs rescaling of the surface gravity to define the entropy.
It is widely excepted that black holes have entropy. However, without a full quantum theory of gravity, the statistical origin of this entropy is still unclear. On a classical and semi-classical level there have been many proposals discussing where this entropy comes from and ways of calculating it: spin structures, entanglements, edge states, etc. In particular interest for this paper is the Noether current calculation of Wald and Iyer \- . The question becomes one of how do we test these proposals with our current level of understanding of gravity and quantum gravity? To date most of these calculations have been done in static or in some sense quasi-static cases . However, such cases may not reflect the general nature of the black hole. What is needed is further test cases, in particular dynamical test cases.
In this regards, spherically symmetric space-times provides us with a suitable dynamical testing ground. In the spherically symmetric case, while remaining dynamical, we can identify certain features defined in static cases. The time-like Killing vector that is identified as time in the static case can be replaced with the Kodama vector, $`k=dr`$ where $`r=\sqrt{๐/4\pi }`$ is the areal radius and $``$ is the Hodge operator of the 2D normal space. In addition, a local active gravitational energy can be defined by the Misner-Sharp energy ,
$$E=\frac{r}{2}(1drdr)$$
(1)
For dynamical space-times, a locally defined horizon and the global event horizon are generally not the same. Therefore, we must choose a suitable definition of the outer surface of the black hole. In the spherically symmetric setting, the outer surface of the black hole is proposed to be the trapping horizon defined by $`r`$ being null everywhere on the horizon . In such a case, the energy on the trapping horizon $`E`$ is just half the areal radius, a natural generalization of the Schwarzschild radius.
Identifying these properties of the black-hole space-time, it is possible to study the thermodynamics in a classical setting. The equations of motion can be shown to give an energy balance equation ,
$$E=๐\psi +w๐ฑ$$
(2)
where $`\psi `$ is a localization of the Bondi energy flux, $`w`$ is an energy density and $`๐ฑ=\frac{4}{3}\pi r^3`$ is the areal volume. Looking more closely, we can identify the second term on the right-hand side as a work term. The first term on the right-hand side is an energy supply. This term, again using the equations of motion, can then be written as
$$๐\psi =\frac{\kappa ๐}{8\pi }+r\left(\frac{E}{r}\right),$$
(3)
where the dynamical surface gravity is defined as for stationary surface gravity by replacing the Killing vector with the Kodama vector , yielding $`\kappa =dk/2`$. The last term vanishes when projected along a trapping horizon. If $`\kappa /2\pi `$ is the temperature on the trapping horizon, then the entropy is given by the area of the trapping horizon as $`๐/4`$.
So, in a spherically symmetric system, we can identify the state variables of the model. The kinematical quantities are given by the areal radius and dynamical time $`(r,k)`$. The gravitational and matter quantities are $`(E,\kappa )`$ and $`(w,\psi )`$ respectively. Normally because there is no preferred time, such quantities are difficult to define.
In this testing ground, we would like to look at the Noether current calculations of Wald and Iyer in more detail. In general, gravitational theories are defined from diffeomorphism invariant actions, specified by a Lagrangian $`n`$-form $`L[\varphi ]`$, where $`\varphi `$ denotes the dynamical fields including the space-time metric. For every such Lagrangian, there is an associated conserved current and charge, as follows, simplifying Waldโs method by considering only perturbations $`\delta `$ which are Lie derivatives $`_\xi `$ along a vector $`\xi `$, which is the local generator of the diffeomorphisms. Then
$$\delta L=\mathrm{\Phi }\delta \varphi +d\mathrm{\Theta }$$
(4)
defines the boundary $`(n1)`$-form $`\mathrm{\Theta }[\varphi ,\xi ]`$, where $``$ is the space-time Hodge operator. The bulk term $`\mathrm{\Phi }`$, which gives the equations of motion, has tensorial indices dual to $`\varphi `$, with $``$ denoting contraction of all indices. This leads to a current $`(n1)`$-form
$$J=\mathrm{\Theta }\xi L.$$
(5)
Then the identity
$$_\xi \mathrm{\Lambda }=\xi d\mathrm{\Lambda }+d(\xi \mathrm{\Lambda })$$
(6)
implies
$$dJ=\mathrm{\Phi }_\xi \varphi $$
(7)
which vanishes when the equations of motion hold, $`\mathrm{\Phi }=0`$. On shell $`J`$ is closed, and
$$J=dQ$$
(8)
defines a conserved charge $`(n2)`$-form $`Q`$, up to various gauge freedom.
Originally for the Einstein action, Iyer and Wald found that integrating the charge associated with the Killing time, after rescaling the surface gravity to one over the bifurcation surface, gave the known entropy of the static black hole. In the spherical setting, we can replace the Killing time with the Kodama vector as the diffeomorphism generator in the time direction. Integrating the charge from the Einstein action $`L_E=R/16\pi `$ over a section of the trapping horizon instead of the bifurcation surface, we get the same form
$$Q_E=\frac{๐\kappa }{8\pi }.$$
(9)
In the static case when $`k`$ commutes with $`dr`$ the Kodama vector reduces to the Killing time , recovering the Wald-Iyer result; an entropy that is just the area of the horizon. However, we have now moved off the bifurcation surface to the locally defined trapping horizon.<sup>*</sup><sup>*</sup>*Note that in Jacobson et al. showed that any section of a Killing horizon is equivalent to the bifurcation surface.
In general, $`\kappa `$ is dynamical, the surface temperature of the black hole varying with time as the black hole area changes, so such rescaling of the charge seems somewhat artificial, as pointed out in . So the question that then comes to mind is: what is this conserved current and charge? To get a broader look at this question, we should add matter fields to that action. So, let us consider the case that the matter fields are given by the Maxwell electromagnetic action,
$$L_M[g,A]=\frac{1}{16\pi }F:F,$$
(10)
where the 1-form $`A`$ is the electromagnetic potential, $`F=2dA`$ and $`:`$ is the trace of the dot product. Then we find
$$\delta L_M=(T:\delta g/2+\mathrm{\Psi }\delta A)+d\mathrm{\Theta },$$
(11)
where
$`T=(FF+(F:F)g/4)/4\pi `$ (12)
$`\mathrm{\Psi }=dF/4\pi `$ (13)
$`\mathrm{\Theta }=\delta (AF)/8\pi .`$ (14)
The resulting Noether current is
$$J_M=dQ_M\xi (\mathrm{\Psi }A)/2,$$
(15)
where the associated charge is
$$Q_M=\frac{1}{8\pi }\xi (AF).$$
(16)
Note that this method differs from that of Wald in that it has not been necessary to express $`\mathrm{\Theta }`$ explicitly as a function of $`(\varphi ,\delta \varphi )`$, thereby saving calculation. The calculation also uses the fact that $`d`$ and $`_\xi `$ commute. Note: this charge is dependent on the gauge choice of the EM fields, which is related to the Aharonov-Bohm effect.
We propose defining the energy of a field as twice the charge $`Q`$ integrated over an $`(n2)`$-dimensional surface. For the Reissner-Nordstrรถm case, with the natural gauge choice $`A=edt/r`$, this gives the electromagnetic energy
$$E_M=2Q_M=\frac{e^2}{r}$$
(17)
Combining this with the twice the Noether charge from the Einstein gravitational action (9),
$$E_E=2Q_E=\frac{๐\kappa }{4\pi },$$
(18)
gives a combined energy charge,
$$E=E_E+E_M=m,$$
(19)
that is just the mass of the black hole.
In , the question of the physical meaning of the total Noether current is brought up. The charge normally associated with transformations along a time direction is of course the energy. Although further cases need to be studied, in the Schwarzschild case and now the Reissner-Nordstrรถm case, the total Noether charge is indeed the energy at the boundary.
Another point about the Noether currents is that because the symplectic potential and the charge are only defined up to total derivatives, it is possible to change the charge by adding various surface terms. Iyer and Wald have proposed methods for choosing which terms should lead to the entropy , which does give the right entropy in the Reissner-Nordstrรถm case after rescaling the surface gravity. However, it seems easier to understand the freedom of the choice of the symplectic potential if the Noether charge is viewed as an energy. The changes in the current are analogous to Legendre transformations in thermodynamics which result in different energies such as the Gibbโs free energy. So with Iyer and Waldโs selection rule , the gravitational entropy seems to be singled out such that it occurs with only the surface gravity appearing in front of it.
In the above calculations, it is assumed that the space-time is the normal black hole space-time resulting from $`e^2<m^2`$. In the case that $`e^2>m^2`$, there is no trapping horizon and no other inner boundary other than the singularity at $`r=0`$. In the extremal case $`e^2=m^2`$, the inner and outer trapping horizons coincide and become degenerate. Using standard null coordinates ,
$$ds^2=\left(\frac{(rm)^2}{r^2}\right)dx^+dx^{}+r^2d\mathrm{\Omega }^2$$
(20)
where the areal radius is defined indirectly by
$$\frac{1}{2}(x^+x^{})=r+2m\mathrm{log}(rm)\frac{2m^2}{rm}$$
(21)
it is easy to see that $`r=m`$ is a still a well defined trapping horizon. However, the surface gravity is proportional to the difference between the inner and outer trapping horizon radius, $`\kappa (r_+r_{})`$, and is zero in the extremal case. In Waldโs definition, the surface gravity must be rescaled to unity in order to define the entropy. In the extremal case, because the surface gravity is zero, it is not possible to do this rescaling, resulting in an ill-defined entropy. Using the classical first law (3), it would still seem that the entropy is just the area of the trapping horizon over 4. However, using Nernstโs theorem: if the temperature (the surface gravity) vanishes then the system settles in its ground state and the entropy vanishes. The system being in some sort ground state makes sense because the Einstein energy vanishes, $`E_E=0`$. The problem of the entropy of the extremal case has been discussed in various papers, for example . However without a quantum-statistical model for the entropy, this problem cannot be resolved.
Acknowledgements. MCA is supported by NSF/JSPS Postdoctoral Fellowship for Foreign Researchers (No. P97198). SAH is supported by National Science Foundation award PHY-9800973.
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# Malliavin Calculus and Skorohod Integration for Quantum Stochastic Processes
## 1. Introduction
Infinite-dimensional analysis has a long history: it began in the sixties (work of Gross \[Gro67\], Hida, Elworthy, Krรฉe, $`\mathrm{}`$), but it is Malliavin \[Mal78\] who has applied it to diffusions in order to give a probabilistic proof of Hรถrmanderโs theorem. Malliavinโs approach needs a heavy functional analysis apparatus, as the Ornstein-Uhlenbeck operator and the definition of suitable Sobolev spaces, where the diffusions belong. Bismut \[Bis81\] has given a simpler approach based upon a suitable choice of the Girsanov formula, which gives quasi-invariance formulas. These are differentiated, in order to get integration by parts formulas for the diffusions, which where got by Malliavin in another way.
Our goal is to generalize the hypoellipticity result of Malliavin for non-commutative quantum processes, by using Bismutโs method, see also \[FLS99\]. For that we consider the case of a non-commutative Gaussian process, which is the couple of the position and momentum Brownian motions on Fock space, and we consider the vacuum state. We get an algebraic Girsanov formula, which allows to get integration by parts formulas for the Wigner densities associated to the non-commutative processes, when we differentiate. This allows us to show that the Wigner functional has a density which belongs to all Sobolev spaces over $`^2`$. Let us remark that in general the density is not positive.
If we consider the deterministic elements of the underlying Hilbert space of the Fock space, the derivation of the Girsanov formula leads to a gradient operator satisfying some integration by parts formulas. This shows it is closable as it is in classical infinite-dimensional analysis. But in classical infinite-dimensional analysis, especially in order to study the Malliavin matrix of a functional, we need to be able to take the derivation along a random element of the Cameron-Martin space. In the commutative set-up, this does not pose any problem. Here, we have some difficulty, which leads to the definition of a right-sided and a left-sided gradient, which can be combined to a two-sided gradient.
We can define a divergence operator as a kind of adjoint of the two-sided gradient for cylindrical (non-commutative) vector fields, but since the vacuum state does not define a Hilbert space, it is more difficult to extend it to general (non-commutative) vector fields.
We show that the non-commutative differential calculus contains in some sense the commutative differential calculus.
In the white noise case, i.e. if the underlying Hilbert space is the $`L^2`$-space of some measure space, the classical divergence operator defines an anticipating stochastic integral, known as the Hitsuda-Skorohod integral. We compute the matrix elements between exponential vectors for our divergence operator and use them to show that the divergence operator coincides with the non-causal creation and annihilation integrals defined by Belavkin \[Bel91a, Bel91b\] and Lindsay \[Lin93\] for integrable processes, and therefore with the Hudson-Parthasarathy \[HP84\] integral for adapted processes.
## 2. Analysis on Wiener space
Let us first briefly recall a few definitions and facts from analysis on Wiener space, for more details see, e.g., \[Jan97, Mal97, Nua95, Nua98, รst95\]. Let $`\mathrm{h}`$ be a real separable Hilbert space. Then there exists a probability space $`(\mathrm{\Omega },,)`$ and a linear map $`W:\mathrm{h}\mathrm{L}^2(\mathrm{\Omega })`$ such that the $`W(h)`$ are centered Gaussian random variables with covariances given by
$$๐ผ\left(W(h)W(k)\right)=h,k,\text{ for all }h,k\mathrm{h}.$$
Set $`_1=W(\mathrm{h})`$, this is a closed Gaussian subspace of $`L^2(\mathrm{\Omega })`$ and $`W:\mathrm{h}_1\mathrm{L}^2(\mathrm{\Omega })`$ is an isometry. We will assume that the $`\sigma `$-algebra $``$ is generated by the elements of $`_1`$. We introduce the algebra of bounded smooth functionals
$$๐ฎ=\{F=f(W(h_1),\mathrm{},W(h_n))|n,fC_b^{\mathrm{}}(^n),h_1,\mathrm{},h_n\mathrm{h}\},$$
and define the derivation operator $`\stackrel{~}{D}:๐ฎL^2(\mathrm{\Omega })\mathrm{h}\mathrm{L}^2(\mathrm{\Omega };\mathrm{h})`$ by
$$\stackrel{~}{D}F=\underset{i=1}{\overset{n}{}}\frac{f}{x_i}(W(h_1),\mathrm{},W(h_n))h_i$$
for $`F=f(W(h_1),\mathrm{},W(h_n))๐ฎ`$. Then one can verify the following properties of $`\stackrel{~}{D}`$.
1. $`\stackrel{~}{D}`$ is a derivation (w.r.t. the natural $`L^{\mathrm{}}(\mathrm{\Omega })`$-bimodule structure of $`L^2(\mathrm{\Omega };\mathrm{h})`$), i.e.
$$\stackrel{~}{D}(FG)=F(\stackrel{~}{D}G)+(\stackrel{~}{D}G)F,\text{ for all }F,G๐ฎ.$$
2. The scalar product $`h,\stackrel{~}{D}F`$ coincides with the Frรฉchet derivative
$$\stackrel{~}{D}_hF=\frac{\mathrm{d}}{\mathrm{d}\epsilon }|_{\epsilon =0}f(W(h_1)+\epsilon h,h_1,\mathrm{},W(h_n)+\epsilon h,h_n)$$
for all $`F=f(W(h_1),\mathrm{},W(h_n))๐ฎ`$ and all $`h\mathrm{h}`$.
3. We have the following integration by parts formulas,
(2.1) $`๐ผ\left(FW(h)\right)`$ $`=`$ $`๐ผ\left(h,\stackrel{~}{D}F\right)`$
(2.2) $`๐ผ\left(FGW(h)\right)`$ $`=`$ $`๐ผ\left(h,\stackrel{~}{D}FG+Fh,\stackrel{~}{D}G\right)`$
for all $`F,G๐ฎ`$, $`h\mathrm{h}`$.
4. The derivation operator $`\stackrel{~}{D}`$ is a closable operator from $`L^p(\mathrm{\Omega })`$ to $`L^p(\mathrm{\Omega };\mathrm{h})`$ for $`1p\mathrm{}`$. We will denote its closure again by $`\stackrel{~}{D}`$.
We can also define the gradient $`\stackrel{~}{D}_uF=u,DF`$ w.r.t. $`\mathrm{h}`$-valued random variables $`uL^2(\mathrm{\Omega };\mathrm{h})`$, this is $`L^{\mathrm{}}(\mathrm{\Omega })`$-linear in the first argument and a derivation in the second, i.e.
$`\stackrel{~}{D}_{Fu}G`$ $`=`$ $`F\stackrel{~}{D}_uG,`$
$`\stackrel{~}{D}_u(FG)`$ $`=`$ $`F(\stackrel{~}{D}_uG)+(\stackrel{~}{D}_uF)G.`$
$`L^2(\mathrm{\Omega })`$ and $`L^2(\mathrm{\Omega };\mathrm{h})`$ are Hilbert spaces (with the obvious inner products), therefore the closability of $`\stackrel{~}{D}`$ implies that it has an adjoint. We will call the adjoint of $`\stackrel{~}{D}:L^2(\mathrm{\Omega })L^2(\mathrm{\Omega };\mathrm{h})`$ the divergence operator and denote it by $`\stackrel{~}{\delta }:L^2(\mathrm{\Omega };\mathrm{h})\mathrm{L}^2(\mathrm{\Omega })`$. Denote by
$$๐ฎh=\left\{u=\underset{j=1}{\overset{n}{}}F_jh_j\right|n,F_1,\mathrm{},F_n๐ฎ,h_1,\mathrm{},h_n\mathrm{h}\}$$
the smooth elementary $`\mathrm{h}`$-valued random variables, then $`\stackrel{~}{\delta }(u)`$ is given by
$$\stackrel{~}{\delta }(u)=\underset{j+1}{\overset{n}{}}F_jW(h_j)\underset{j+1}{\overset{n}{}}h_j,\stackrel{~}{D}F_j$$
for $`u=_{j=1}^nF_jh_j๐ฎh`$. If we take, e.g., $`\mathrm{h}=\mathrm{L}^2(_+)`$, then $`B_t=W(\mathrm{๐}_{[0,t]})`$ is a standard Brownian motion, and the $`\mathrm{h}`$-valued random variables can also be interpreted as stochastic processes indexed by $`_+`$. It can be shown that $`\stackrel{~}{\delta }(u)`$ coincides with the Itรด integral $`__+u_tdW_t`$ for adapted integrable processes. In this case the divergence operator is also called the Hitsuda-Skorohod integral.
The derivation operator and the divergence operator satisfy the following relations
(2.3) $`\stackrel{~}{D}_h(\delta (u))`$ $`=`$ $`h,u+\stackrel{~}{\delta }(\stackrel{~}{D}_hu),`$
(2.4) $`๐ผ\left(\stackrel{~}{\delta }(u)\stackrel{~}{\delta }(v)\right)`$ $`=`$ $`๐ผ\left(u,v\right)+๐ผ\left(\mathrm{Tr}(\stackrel{~}{D}u\stackrel{~}{D}v)\right),`$
(2.5) $`\stackrel{~}{\delta }(Fu)`$ $`=`$ $`F\stackrel{~}{\delta }(u)u,\stackrel{~}{D}F,`$
for $`h\mathrm{h}`$, $`u,v๐ฎh`$, $`F๐ฎ`$. Here $`\stackrel{~}{D}`$ is extended in the obvious way to $`\mathrm{h}`$-valued random variables, i.e. as $`\stackrel{~}{D}\mathrm{id}h`$. Thus $`\stackrel{~}{D}u`$ is an $`\mathrm{h}\mathrm{h}`$-valued random variable and can also be interpreted as a random variable whose values are (Hilbert-Schmidt) operators on $`\mathrm{h}`$. If $`\{e_j;j\}`$ is a complete orthonormal system on $`\mathrm{h}`$, then $`\mathrm{Tr}(\stackrel{~}{D}u\stackrel{~}{D}v)`$ can be computed as $`\mathrm{Tr}(\stackrel{~}{D}u\stackrel{~}{D}v)=_{i,j=1}^{\mathrm{}}\stackrel{~}{D}_{e_i}u,e_j\stackrel{~}{D}_{e_j}v,e_i`$.
## 3. The non-commutative Wiener space
Let again $`\mathrm{h}`$ be a real separable Hilbert space and let $`\mathrm{h}_{}`$ be its complexification. Then we can define a conjugation $`\overline{}:\mathrm{h}_{}\mathrm{h}_{}`$ by $`\overline{h_1+ih_2}=h_1ih_2`$ for $`h_1,h_2\mathrm{h}_{}`$. This conjugation satisfies $`\overline{h},\overline{k}=\overline{h,k}=k,h`$ for all $`h,k\mathrm{h}_{}`$. The elements of $`\mathrm{h}`$ are characterized by the property $`\overline{h}=h`$, we will call them real.
Let $`\mathrm{H}=\mathrm{\Gamma }_\mathrm{s}(\mathrm{h}_{})`$ be the symmetric Fock space over $`\mathrm{h}_{}`$, i.e. $`\mathrm{H}=_\mathrm{n}\mathrm{h}_{}^\mathrm{n}`$, where โ$``$โ denotes the symmetric tensor product, and denote the vacuum vector $`1+0+\mathrm{}`$ by $`\mathrm{\Omega }`$. It is well-known that the symmetric Fock space is isomorphic to the complexification of the Wiener space $`L^2(\mathrm{\Omega })`$ associated to $`\mathrm{h}`$ in Section 2. We will develop a calculus on the non-commutative probability space $`((\mathrm{H}),๐ผ)`$, where $`๐ผ`$ denotes the state defined by $`๐ผ(X)=\mathrm{\Omega },X\mathrm{\Omega }`$ for $`X(\mathrm{H})`$. To emphasize the analogy with the analysis on Wiener space we call $`((\mathrm{H}),๐ผ)`$ the non-commutative Wiener space over $`\mathrm{h}`$.
The exponential vectors $`\{(k)=_{n=0}^{\mathrm{}}\frac{k^n}{\sqrt{n!}};k\mathrm{h}_{}\}`$ are total in $`\mathrm{H}`$, their scalar product is given by
$$(k_1),(k_2)=e^{k_1,k_2}.$$
We can define the operators $`a(h),a^+(h),Q(h),P(h)`$ (annihilation, creation, position, momentum) and $`U(h_1,h_2)`$ with $`h,h_1,h_2\mathrm{h}_{}`$ on $`\mathrm{H}`$, see, e.g., \[Bia93, Mey95, Par92\]. The creation and annihilation operators $`a^+(h)`$ and $`a(h)`$ are closed, unbounded, mutually adjoint operators. The position and momentum operators
$$Q(h)=\left(a(\overline{h})+a^+(h)\right),\text{ and }P(h)=i\left(a(\overline{h})a^+(h)\right)$$
are self-adjoint, if $`h`$ is real.
The commutation relations of creation, annihilation, position, and momentum are
$$\begin{array}{ccccccc}\hfill [a(h),a^+(k)]& =& h,k,\hfill & & \hfill [a(h),a(k)]& =& [a^+(h),a^+(k)]=0,\hfill \\ \hfill [Q(h),Q(k)]& =& [P(h),P(k)]=0,\hfill & & \hfill [P(h),Q(k)]& =& 2i\overline{h},k.\hfill \end{array}$$
The Weyl operators $`U(h_1,h_2)`$ can be defined by $`U(h_1,h_2)=\mathrm{exp}\left(iP(h_1)+iQ(h_2)\right)=\mathrm{exp}i\left(a(\overline{h_2}i\overline{h_1})+a^+(h_2ih_1)\right)`$, they satisfy
$$U(h_1,h_2)U(k_1,k_2)=\mathrm{exp}i\left(\overline{h}_2,k_1\overline{h}_1,k_2\right)U(h_1+h_2,k_1+k_2)$$
Furthermore we have $`U(h_1,h_2)^{}=U(\overline{h}_1,\overline{h}_2)`$ and $`U(h_1,h_2)^1=U(h_1,h_2)`$. We see that $`U(h_1,h_2)`$ is unitary, if $`h_1`$ and $`h_2`$ are real. These operators act on the vacuum $`\mathrm{\Omega }=(0)`$ as
$$U(h_1,h_2)\mathrm{\Omega }=\mathrm{exp}\left(\frac{\overline{h}_1,h_1+\overline{h}_2,h_2}{2}\right)\left(h_1+ih_2\right)$$
and on general exponential vectors $`\left(f\right)=_{n=0}^{\mathrm{}}\frac{f^n}{\sqrt{n!}}`$ as
$$U(h_1,h_2)\left(f\right)=\mathrm{exp}\left(\overline{f},h_1+ih_2\frac{\overline{h}_1,h_1+\overline{h}_2,h_2}{2}\right)\left(f+h_1+ih_2\right).$$
The operators $`a(h),a^+(h),Q(h),P(h)`$ and $`U(h_1,h_2)`$ are unbounded, but their domains contain the exponential vectors. We will want to compose them with bounded operators on $`\mathrm{H}`$, to do so we adopt the following convention. Let
$`((\mathrm{h}_{}),\mathrm{H})`$ $`=`$ $`\{B\mathrm{Lin}(\mathrm{span}((\mathrm{h}_{})),\mathrm{H})|\mathrm{B}^{}\mathrm{Lin}(\mathrm{span}((\mathrm{h}_{})),\mathrm{H})`$
$`\text{ s.t. }(f),B(g)=B^{}(f),(g)\text{ for all }f,g\mathrm{h}_{}\},`$
i.e. the space of linear operators that are defined on the exponential vectors and that have an โadjointโ that is also defined on the exponential vectors. Obviously $`a(h),a^+(h),Q(h),P(h),U(h_1,h_2)((\mathrm{h}_{}),\mathrm{H})`$. We will say that an expression of the form $`_{j=1}^nX_jB_jY_j`$ with $`X_1,\mathrm{},X_n,Y_1,\mathrm{},Y_n((\mathrm{h}_{}),\mathrm{H})`$ and $`B_1,\mathrm{},B_n(\mathrm{H})`$ defines a bounded operator on $`\mathrm{H}`$, if there exists a bounded operator $`M(\mathrm{H})`$ such that
$$(f),M(g)=\underset{j=1}{\overset{n}{}}X_j^{}(f),B_jY_j(g)$$
holds for all $`f,g\mathrm{h}_{}`$. If it exists, this operator is unique, because the exponential vectors are total in $`\mathrm{H}`$. We will then write
$$M=\underset{j=1}{\overset{n}{}}X_jB_jY_j.$$
## 4. Weyl calculus
###### Definition 4.1.
Let $`h=(h_1,h_2)\mathrm{h}^2`$. We set
(4.1) $`\mathrm{Dom}O_h`$ $`=`$ $`\{\phi :^2|M(\mathrm{H}),\mathrm{k}_1,\mathrm{k}_2\mathrm{h}_{}:(\mathrm{k}_1),\mathrm{M}(\mathrm{k}_2)=`$
$`{\displaystyle \frac{1}{2\pi }}{\displaystyle }(k_1),U(uh_1,vh_2)(k_2)^1\phi (u,v)\mathrm{d}u\mathrm{d}v\}`$
and for $`\phi \mathrm{Dom}O_h`$ we define $`O_h(\phi )`$ to be the bounded operator $`M`$ appearing in Equation (4.1), it is uniquely determined due to the totality of $`\{(k):k\mathrm{h}_{}\}`$.
We take the Fourier transform $``$ as
$$\phi (u,v)=\frac{1}{2\pi }_^2\phi (x,y)\mathrm{exp}\left(i(ux+vy)\right)dxdy.$$
Its inverse is simply
$$^1\phi (x,y)=\frac{1}{2\pi }_^2\phi (u,v)\mathrm{exp}\left(i(ux+vy)\right)dudv.$$
###### Remark 4.2.
If $`\phi `$ is a Schwartz function on $`^2`$, then one can check that $`O_h(\phi )=\frac{1}{2\pi }_^2^1\phi (u,v)\mathrm{exp}\left(iuP(h_1)+ivQ(h_2)\right)dudv`$ defines a bounded operator. It is known that the map from $`๐ฎ(^2)`$ to $`B(\mathrm{H})`$ defined in this way extends to a continuous map from $`L^p()`$ to $`B(\mathrm{H})`$ for all $`p[1,2]`$, but that for $`p>2`$ there exist functions in $`L^p(^2)`$ for which we can not define a bounded operator in this way, see, e.g., \[Won98\] and the references cited therein. But it can be extended to exponential functions, since $`\frac{1}{2\pi }^1\mathrm{exp}i(x_0u+y_0v)=\delta _{(x_0,y_0)}`$ and thus
$$O_h\left(\mathrm{exp}i(x_0u+y_0v)\right)=U(x_0h_1,y_0h_2).$$
###### Lemma 4.3.
Let $`1p2`$ and $`h\mathrm{h}^2`$ such that $`h_1,h_20`$. Then we have $`L^p(^2)\mathrm{Dom}O_h`$ and there exists a constant $`C_{h,p}`$ such that
$$O_h(\phi )C_{h,p}\phi _p$$
for all $`\phi L^p(^2)`$.
###### Proof.
This follows immediately from \[Won98, Theorem 11.1\], where it is stated for the irreducible unitary representation with parameter $`\mathrm{}=1`$ of the Heisenberg-Weyl group. โ
As โjoint densityโ of the pair $`(P(h_1),Q(h_2))`$ we will use its Wigner distribution.
###### Definition 4.4.
Let $`\mathrm{\Phi }`$ be a state on $`B(\mathrm{H})`$. We will call $`\mathrm{d}W_{h,\mathrm{\Phi }}`$ the Wigner distribution of $`(P(h_1),Q(h_2))`$ in the state $`\mathrm{\Phi }`$, if
$$\phi dW_{h,\mathrm{\Phi }}=\mathrm{\Phi }\left(O_h(\phi )\right)$$
is satisfied for all Schwartz functions $`\phi `$.
In general, $`\mathrm{d}W_{h,\mathrm{\Phi }}`$ is not positive, but only a signed measure, since $`O_h`$ does not map positive functions to positive operators. But we can show that it has a density.
###### Proposition 4.5.
Let $`h=(h_1,h_2)\mathrm{h}^2`$ such that $`h_1,h_20`$ and let $`\mathrm{\Phi }`$ be a state on $`B(\mathrm{H})`$. Then there exists a function $`w_{h,\mathrm{\Phi }}_{2p\mathrm{}}L^p(^2)`$ such that $`\mathrm{d}W_{h,\mathrm{\Phi }}=w_{h,\mathrm{\Phi }}\mathrm{d}x\mathrm{d}y`$.
###### Proof.
It is sufficient to observe that Lemma 4.3 implies that the map $`\phi \mathrm{\Phi }\left(O_h(\phi )\right)`$ defines a continuous linear functional on $`L^p(^2)`$ for $`1p2`$. โ
The following proposition will play the role of the Girsanov transformation in classical Malliavin calculus. If we conjugate $`O_h(\phi )`$ with $`U(k_2/2,k_1/2)`$ for $`k\mathrm{h}^2`$, then this amounts to a translation of the argument of $`\phi `$ by $`(k_1,h_1,k_2,h_2)`$.
###### Proposition 4.6.
Let $`h,k\mathrm{h}^2`$ and $`\phi \mathrm{Dom}O_h`$. Then we have
$$U(k_2/2,k_1/2)O_h(\phi )U(k_2/2,k_1/2)^{}=O_h\left(T_{(k_1,h_1,k_2,h_2)}\phi \right)$$
where $`T_{(x_0,y_0)}\phi (x,y)=\phi (x+x_0,y+y_0)`$.
###### Proof.
For $`(u,v)^2`$, we have
$`U(k_2/2,k_1/2)\mathrm{exp}\left(i(uP(h_1)+vQ(h_2))\right)U(k_2/2,k_1/2)^{}`$
$`=`$ $`U(k_2/2,k_1/2)U(uh_1,vh_2)U(k_2/2,k_1/2)^{}`$
$`=`$ $`\mathrm{exp}i\left(uk_1,h_1+vk_2,h_2\right)U(uh_1,vh_2)`$
and therefore
$`U(k_2/2,k_1/2)O_h(\phi )U(k_2/2,k_1/2)^{}`$
$`=`$ $`{\displaystyle _^2}^1\phi (u,v)\mathrm{exp}\left(i\left(uk_1,h_1+vk_2,h_2\right)\right)\mathrm{exp}i\left(uP(h_1)+vQ(h_2)\right)dudv`$
$`=`$ $`{\displaystyle _^d}^1T_{(k_1,h_1,k_2,h_2)}\phi (u,v)\mathrm{exp}i\left(uP(h_1)+vQ(h_2)\right)dudv`$
$`=`$ $`O_h\left(T_{(k_1,h_1,k_2,h_2)}\phi \right).`$
From this formula we can derive a kind of integration by parts formula that can be used to get the estimates that show the differentiability of the Wigner densities.
###### Proposition 4.7.
Let $`h\mathrm{h}^2`$, $`k\mathrm{h}_{}^2`$, and $`\phi `$ such that $`\phi ,\frac{\phi }{x},\frac{\phi }{y}\mathrm{Dom}O_h`$. Then $`[Q(\overline{k}_1)P(\overline{k}_2),O_h(\phi )]`$ defines a bounded operator on $`\mathrm{H}`$ and we have
$$\frac{i}{2}[Q(\overline{k}_1)P(\overline{k}_2),O_h(\phi )]=O_h\left(k_1,h_1\frac{\phi }{x}+k_2,h_2\frac{\phi }{y}\right)$$
###### Proof.
For real $`k`$ this is the infinitesimal version of the previous proposition, just differentiate
$$U(\epsilon k_2/2,\epsilon k_1/2)O_h(\phi )U(\epsilon k_2/2,\epsilon k_1/2)^{}=O_h\left(T_{(\epsilon k_1,h_1,\epsilon k_2,h_2)}\phi \right)$$
with respect to $`\epsilon `$ and set $`\epsilon =0`$. For complex $`k`$ it follows by linearity. โ
Like the integration by parts formula in classical Malliavin calculus, this formula follows from a Girsanov transformation. Furthermore, it can also be used to derive sufficient conditions for the existence of smooth densities.
###### Proposition 4.8.
Let $`\kappa `$, $`h\mathrm{h}^2`$ with $`h_1,h_20`$, and $`\mathrm{\Phi }`$ a vector state, i.e. there exists a unit vector $`\omega \mathrm{H}`$ such that $`\mathrm{\Phi }(X)=\omega ,X\omega `$ for all $`XB(\mathrm{H})`$. If there exists a $`k\mathrm{h}_{}^2`$ such that
$$\omega \underset{\kappa _1+\kappa _2\kappa }{}\mathrm{Dom}Q(k_1)^{\kappa _1}P(k_2)^{\kappa _2}\underset{\kappa _1+\kappa _2\kappa }{}\mathrm{Dom}Q(\overline{k}_1)^{\kappa _1}P(\overline{k}_2)^{\kappa _2}$$
and
$$h_1,k_10\text{ and }h_2,k_20,$$
then $`w_{h,\mathrm{\Phi }}_{2p\mathrm{}}H^{p,\kappa }(^2)`$, i.e. the Wigner density $`w_{h,\mathrm{\Phi }}`$ lies in the Sobolev spaces of order $`\kappa `$ for all $`2p\mathrm{}`$.
###### Proof.
We will show the result for $`\kappa =1`$, the general case can be shown similarly (see also the proof of Theorem 7.2). Let $`\phi `$ be a Schwartz function. Let $`p[1,2]`$. Then we have
$`\left|{\displaystyle \frac{\phi }{x}dW_{h,\mathrm{\Phi }}}\right|`$ $`=`$ $`\left|\omega ,O_h\left({\displaystyle \frac{\phi }{x}}\right)\omega \right|`$
$`=`$ $`\left|\omega ,{\displaystyle \frac{i}{2|k_1,h_1|}}[Q(\overline{k}_1),O_h(\phi )]\omega \right|`$
$``$ $`{\displaystyle \frac{C_{h,p}\left(Q(k_1)\omega +Q(\overline{k}_1)\omega \right)}{2|k_1,h_1|}}\phi _p.`$
Similarly, we get
$$\left|\frac{\phi }{y}dW_{h,\mathrm{\Phi }}\right|\frac{C_{h,p}\left(P(k_2)\omega +P(\overline{k}_2)\omega \right)}{2|k_2,h_2|}\phi _p,$$
and together these two inequalities imply $`w_{h,\mathrm{\Phi }}H^{p^{},1}(^2)`$ for $`p^{}=\frac{p}{p1}`$. โ
We will give a more general result of this type in Theorem 7.2.
## 5. The derivation operator
In this section we define a derivation operator on our non-commutative probability space and show that it satisfies similar properties as the derivation operator on Wiener space.
We want to interpret the expression in the integration by parts formula in Proposition 4.7 as a directional or Frรฉchet derivative.
###### Definition 5.1.
Let $`k\mathrm{h}_{}^2`$. We set
$`\mathrm{Dom}D_k`$ $`=`$ $`\left\{B(\mathrm{H})\right|{\displaystyle \frac{\mathrm{i}}{2}}[\mathrm{Q}(\mathrm{k}_1)\mathrm{P}(\mathrm{k}_2),\mathrm{B}]\text{ defines a bounded operator on }\mathrm{H}\}`$
and for $`B\mathrm{Dom}D_k`$, we set $`D_kB=\frac{i}{2}[Q(k_1)P(k_2),B]`$.
Note that $`B\mathrm{Dom}D_k`$ for some $`k\mathrm{h}_{}^2`$ implies $`B^{}\mathrm{Dom}D_{\overline{k}}`$ and
$$D_{\overline{k}}B^{}=(D_kB)^{}.$$
###### Example 5.2.
Let $`k\mathrm{h}_{}^2`$ and let $`\psi \mathrm{Dom}P(k_2)\mathrm{Dom}Q(k_1)\mathrm{Dom}P(\overline{k}_2)\mathrm{Dom}Q(\overline{k}_1)`$ be a unit vector. We denote by $`_\psi `$ the orthogonal projection onto the one-dimensional subspace spanned by $`\psi `$. Evaluating the commutator $`[Q(k_1)P(k_2),_\psi ]`$ on a vector $`\varphi \mathrm{Dom}P(k_2)\mathrm{Dom}Q(k_1)`$, we get
$`[Q(k_1)P(k_2),_\psi ]\varphi `$ $`=`$ $`\psi ,\varphi \left(Q(k_1)P(k_2)\right)(\psi )\psi ,\left(Q(k_1)P(k_2)\right)(\varphi )\psi `$
$`=`$ $`\psi ,\varphi \left(Q(k_1)P(k_2)\right)(\psi )\left(Q(\overline{k}_1)P(\overline{k}_2)\right)\psi ,\varphi \psi `$
We see that the range of $`[Q(k_1)P(k_2),_\psi ]`$ is two-dimensional, so it can be extended to a bounded operator on $`\mathrm{H}`$. Therefore $`_\psi \mathrm{Dom}D_k`$, and we get
$$(D_k_\psi )\varphi =\frac{i}{2}\left(\psi ,\varphi \left(Q(k_1)P(k_2)\right)(\psi )\left(Q(\overline{k}_1)P(\overline{k}_2)\right)\psi ,\varphi \psi \right)$$
for all $`\varphi \mathrm{H}`$.
###### Example 5.3.
Let $`h\mathrm{h}^2`$, $`k\mathrm{h}_{}^2`$. Then $`\frac{i}{2}[Q(k_1)P(k_2),U(h_1,h_2)]`$ defines a bounded operator on $`\mathrm{H}`$, and we get
$$D_kU(h_1,h_2)=i\left(\overline{k}_1,h_1+\overline{k}_2,h_2\right)U(h_1,h_2).$$
###### Proposition 5.4.
Let $`k\mathrm{h}_{}^2`$. The operator $`D_k`$ is a closable operator from $`(\mathrm{H})`$ to $`(\mathrm{H})`$ with respect to the weak topology.
###### Proof.
Let $`(B_n)_n\mathrm{Dom}D_k(\mathrm{H})`$ be any sequence such that $`B_n0`$ and $`D_kB_n\beta `$ for some $`\beta (\mathrm{H})`$ in the weak topology. To show that $`D_k`$ is closable, we have to show that this implies $`\beta =0`$. Let us evaluate $`\beta `$ between two exponential vectors $`(h_1)`$, $`(h_2)`$, $`h_1,h_2\mathrm{h}_{}`$, then we get
$`(h_1),\beta (h_2)`$ $`=`$ $`\underset{n\mathrm{}}{lim}(h_1),D_kB_n(h_2)`$
$`=`$ $`\underset{n\mathrm{}}{lim}{\displaystyle \frac{i}{2}}\left(Q(\overline{k}_1)P(\overline{k}_2)\right)(h_1),B_n(h_2)`$
$`\underset{n\mathrm{}}{lim}{\displaystyle \frac{i}{2}}(h_1),B_n\left(Q(k_1)P(k_2)\right)(h_2)`$
$`=`$ $`0,`$
and therefore $`\beta =0`$, as desired. โ
###### Definition 5.5.
We set
$$๐ฎ=\mathrm{alg}\left\{O_h(\phi )\right|h\mathrm{h};\phi \mathrm{C}^{\mathrm{}}(^2)\text{ s.t. }\frac{^{\kappa _1+\kappa _2}\phi }{\mathrm{x}^{\kappa _1}\mathrm{y}^{\kappa _2}}\mathrm{Dom}\mathrm{O}_\mathrm{h}\text{ for all }\kappa _1,\kappa _20\},$$
the elements of $`๐ฎ`$ will play the role of the smooth functionals. Note that $`๐ฎ`$ is weakly dense in $`(\mathrm{H})`$, i.e. $`๐ฎ^{\prime \prime }=B(\mathrm{H})`$, since $`๐ฎ`$ contains the Weyl operators $`U(h_1,h_2)`$ with $`h_1,h_2\mathrm{h}`$.
We define $`D:๐ฎ(\mathrm{H})\mathrm{h}_{}^2`$ (where the tensor product is the algebraic tensor product over $``$) by setting $`DO_h(\phi )`$ equal to
$$DO_h(\phi )=\left(\begin{array}{c}O_h\left(\frac{\phi }{x}\right)h_1\\ O_h\left(\frac{\phi }{y}\right)h_2\end{array}\right)$$
and extending it as a derivation w.r.t. the $`(\mathrm{H})`$-bimodule structure of $`(\mathrm{H})\mathrm{h}_{}^2`$ defined by
$$O\left(\begin{array}{c}O_1k_1\\ O_2k_2\end{array}\right)=\left(\begin{array}{c}OO_1k_1\\ OO_2k_2\end{array}\right),\left(\begin{array}{c}O_1k_1\\ O_2k_2\end{array}\right)O=\left(\begin{array}{c}O_1Ok_1\\ O_2Ok_2\end{array}\right)$$
for $`O,O_1,O_2(\mathrm{H})`$ and $`k\mathrm{h}_{}^2`$.
###### Example 5.6.
For $`h\mathrm{h}^2`$, we get
$`DU(h_1,h_2)`$ $`=`$ $`DO_h\left(\mathrm{exp}i(x+y)\right)=i\left(\begin{array}{c}U(h_1,h_2)h_1\\ U(h_1,h_2)h_2\end{array}\right)`$
$`=`$ $`iU(h_1,h_2)h.`$
###### Definition 5.7.
We can define a $`B(\mathrm{H})`$-valued inner product on $`(\mathrm{H})\mathrm{h}_{}^2`$ by $`,:(\mathrm{H})\mathrm{h}_{}^2\times (\mathrm{H})\mathrm{h}_{}^2(\mathrm{H})`$ by
$$\left(\begin{array}{c}O_1h_1\\ O_2h_2\end{array}\right),\left(\begin{array}{c}O_1^{}k_1\\ O_2^{}k_2\end{array}\right)=O_1^{}O_1^{}h_1,k_1+O_2^{}O_2^{}h_2,k_2$$
We have
$`B,A`$ $`=`$ $`A,B^{}`$
$`O^{}A,B`$ $`=`$ $`AO,B`$
$`A,BO`$ $`=`$ $`A,BO`$
$`O^{}A,B`$ $`=`$ $`A,OB`$
for all $`A,B(\mathrm{H})\mathrm{h}_{}^2`$ and all $`O(\mathrm{H})`$. This turns $`(\mathrm{H})\mathrm{h}_{}^2`$ into a pre-Hilbert module over $`(\mathrm{H})`$. It can be embedded in the Hilbert module $`\mathrm{M}=(\mathrm{H},\mathrm{H}\mathrm{h}_{}^2)`$ by mapping $`Ok(\mathrm{H})\mathrm{h}_{}^2`$ to the linear map $`\mathrm{H}\mathrm{v}\mathrm{O}\mathrm{v}\mathrm{k}\mathrm{H}\mathrm{h}_{}^2`$. We will regard $`\mathrm{h}_{}^2`$ as a subspace of $`\mathrm{M}`$ via the embedding $`\mathrm{h}_{}\mathrm{k}\mathrm{id}\mathrm{H}\mathrm{k}\mathrm{M}`$. Note that we have $`Ok=kO=Ok`$ and $`A,k=\overline{k},\overline{A}`$ for all $`k\mathrm{h}_{}^2`$, $`O(\mathrm{H})`$, $`A\mathrm{M}`$, where the conjugation in $`\mathrm{M}`$ is defined by $`\overline{Ok}=O^{}\overline{k}`$.
###### Proposition 5.8.
Let $`O๐ฎ`$ and $`k\mathrm{h}_{}^2`$. Then $`O\mathrm{Dom}D_k`$ and
$$D_kO=\overline{k},DO=\overline{DO},k.$$
###### Proof.
For $`h\mathrm{h}^2`$ and $`\phi \mathrm{Dom}O_h`$ s.t. also $`\frac{\phi }{x},\frac{\phi }{y}\mathrm{Dom}O_h`$, we get
$`\overline{k},DO_h(\phi )`$ $`=`$ $`\left(\begin{array}{c}\overline{k}_1\\ \overline{k}_2\end{array}\right),\left(\begin{array}{c}O_h\left({\displaystyle \frac{\phi }{x}}\right)h_1\\ O_h\left({\displaystyle \frac{\phi }{y}}\right)h_2\end{array}\right)`$
$`=`$ $`O_h\left(\overline{k}_1,h_1{\displaystyle \frac{\phi }{x}}+\overline{k}_2,h_2{\displaystyle \frac{\phi }{y}}\right)`$
$`=`$ $`{\displaystyle \frac{i}{2}}[Q(k_1)P(k_2),O_h(\phi )]=D_kO,`$
where we used Proposition 4.7. The first equality of the proposition now follows, since both $`OD_kO=\frac{i}{2}[Q(k_1)P(k_2),O]`$ and $`O\overline{k},DO`$ are derivations.
The second equality follows immediately. โ
The next result is the analogue of Equation (2.1).
###### Theorem 5.9.
We have
$$๐ผ\left(\overline{k},DO\right)=\frac{1}{2}๐ผ\left(\{P(k_1)+Q(k_2),O\}\right)$$
for all $`k\mathrm{h}_{}^2`$ and all $`O๐ฎ`$, where $`\{,\}`$ denotes the anti-commutator $`\{X,Y\}=XY+YX`$.
###### Proof.
This formula is a consequence of the fact that $`Q(h)\mathrm{\Omega }=h=iP(h)\mathrm{\Omega }`$ for all $`h\mathrm{h}_{}`$, we get
$`๐ผ\left(\overline{k},DO\right)`$ $`=`$ $`{\displaystyle \frac{i}{2}}\left(\left(Q(\overline{k}_1)P(\overline{k}_2)\right)\mathrm{\Omega },O\mathrm{\Omega }\mathrm{\Omega },O\left(Q(k_1)P(k_2)\right)\mathrm{\Omega }\right)`$
$`=`$ $`{\displaystyle \frac{i}{2}}\left(\overline{k}_1+i\overline{k}_2,O\mathrm{\Omega }\mathrm{\Omega },O(k_1+ik_2)\right)`$
$`=`$ $`{\displaystyle \frac{1}{2}}\left(\left(P(\overline{k}_1)+Q(\overline{k}_2)\right)\mathrm{\Omega },O\mathrm{\Omega }+\mathrm{\Omega },O\left(P(k_1)+Q(k_2)\right)\mathrm{\Omega }\right)`$
$`=`$ $`{\displaystyle \frac{1}{2}}๐ผ\left(\{P(k_1)+Q(k_2),O\}\right).`$
There is also an analogue of (2.2).
###### Corollary 5.10.
Let $`k\mathrm{h}_{}^2`$, and $`O_1,\mathrm{},O_n๐ฎ`$, then
$$\frac{1}{2}๐ผ\left(\{P(k_1)+Q(k_2),\underset{m=1}{\overset{n}{}}O_m\}\right)=๐ผ\left(\underset{m=1}{\overset{n}{}}\underset{j=1}{\overset{m1}{}}O_j\overline{k},DO_m\underset{j=m+1}{\overset{n}{}}O_j\right),$$
where the products are ordered such that the indices increase from the left to the right.
###### Proof.
This is obvious, since $`O\overline{k},DO`$ is a derivation. โ
This formula for $`n=3`$ can be used to show that $`D`$ is a closable operator from $`(\mathrm{H})`$ to $`\mathrm{M}`$.
###### Corollary 5.11.
The derivation operator $`D`$ is a closable operator from $`(\mathrm{H})`$ to the $`(\mathrm{H})`$-Hilbert module $`\mathrm{M}=(\mathrm{H},\mathrm{H}\mathrm{h}_{}^2)`$ w.r.t. the weak topologies.
###### Proof.
We have to show that for any sequence $`(A_n)_n`$ in $`๐ฎ`$ with $`A_n0`$ and $`DA_n\alpha \mathrm{M}`$, we get $`\alpha =0`$. Let $`f,g\mathrm{h}_{}`$. Set $`f_1=\frac{f+\overline{f}}{2}`$, $`f_2=\frac{f\overline{f}}{2i}`$, $`g_1=\frac{g+\overline{g}}{2}`$, and $`g_2=\frac{g\overline{g}}{2i}`$, then we have $`U(f_1,f_2)\mathrm{\Omega }=e^{f/2}(f)`$ and $`U(g_1,g_2)\mathrm{\Omega }=e^{g/2}(g)`$. Thus we get
$`\mathrm{exp}\left((f^2+g^2)/2\right)(f)\overline{h},\alpha (g)`$
$`=`$ $`\mathrm{exp}\left((f^2+g^2)/2\right)(f),\overline{h},\alpha (g)`$
$`=`$ $`\underset{n\mathrm{}}{lim}๐ผ\left(U(f_1,f_2)\overline{h},DA_nU(g_1,g_2)\right)`$
$`=`$ $`\underset{n\mathrm{}}{lim}๐ผ({\displaystyle \frac{1}{2}}\{P(h_1)+Q(h_2),U(f_1,f_2)A_nU(g_1,g_2)\}`$
$`\overline{h},DU(f_1,f_2)A_nU(g_1,g_2)U(f_1,f_2)A_n\overline{h},DU(g_1,g_2))`$
$`=`$ $`\underset{n\mathrm{}}{lim}\left(\psi _1,A_n\psi _2+\psi _3,A_n\psi _4\psi _5,A_n\psi _6\psi _7,A_n\psi _8\right)`$
$`=`$ $`0`$
for all $`h\mathrm{h}_{}^2`$, where
$$\begin{array}{ccccccc}\hfill \psi _1& =& \frac{1}{2}U(f_1,f_2)\left(P(\overline{h}_1)+Q(\overline{h}_2)\right)\mathrm{\Omega },\hfill & & \hfill \psi _2& =& U(g_1,g_2)\mathrm{\Omega },\hfill \\ \hfill \psi _3& =& U(f_1,f_2)\mathrm{\Omega },\hfill & & \hfill \psi _4& =& \frac{1}{2}U(g_1,g_2)\left(P(h_1)+Q(h_2)\right)\mathrm{\Omega },\hfill \\ \hfill \psi _5& =& \left(D_hU(f_1,f_2)\right)^{}\mathrm{\Omega },\hfill & & \hfill \psi _6& =& U(g_1,g_2)\mathrm{\Omega },\hfill \\ \hfill \psi _7& =& U(f_1,f_2)\mathrm{\Omega },\hfill & & \hfill \psi _8& =& D_hU(g_1,g_2)\mathrm{\Omega }.\hfill \end{array}$$
But this implies $`\alpha =0`$, since $`\{(f)\overline{h}|f\mathrm{h}_{},\mathrm{h}\mathrm{h}_{}^2\}`$ is dense in $`\mathrm{H}\mathrm{h}_{}^2`$. โ
###### Remark 5.12.
This implies that $`D`$ is also closable in stronger topologies, such as, e.g., the norm topology and the strong topology.
We will denote the closure of $`D`$ again by the same symbol.
###### Proposition 5.13.
Let $`O\mathrm{Dom}D`$. Then $`O^{}\mathrm{Dom}D`$ and
$$DO^{}=\overline{DO}.$$
In particular, since $`D`$ is a derivation, this implies that $`\mathrm{Dom}D`$ is a $``$-subalgebra of $`(\mathrm{H})`$.
###### Proof.
It is not difficult to check this directly on the Weyl operators $`U(h_1,h_2)`$, $`h\mathrm{h}^2`$. We get $`U(h_1,h_2)^{}=U(h_1,h_2)`$ and
$`D\left(U(h_1,h_2)^{}\right)`$ $`=`$ $`DU(h_1,h_2)=iU(h_1,h_2)h`$
$`=`$ $`U(h_1,h_2)^{}\overline{(ih)}=\overline{DU(h_1,h_2)}.`$
By linearity and continuity it therefore extends to all of $`\mathrm{Dom}D`$. โ
We will now show how $`D`$ can be iterated. Let $`H`$ be a complex Hilbert space, then we can define a derivation operator $`D:๐ฎH(\mathrm{H})\mathrm{h}_{}^2\mathrm{H}`$ by setting $`D(Oh)=DOh`$ for $`O๐ฎ`$ and $`hH`$. Closing it, we get an unbounded derivation from the Hilbert module $`(\mathrm{H},\mathrm{H}\mathrm{H})`$ to $`\mathrm{M}(\mathrm{H})=(\mathrm{H}\mathrm{H},\mathrm{H}\mathrm{h}_{}^2\mathrm{H})`$. This allows us to iterate $`D`$. It is easy to see that $`D`$ maps $`๐ฎH`$ to $`๐ฎ\mathrm{h}_{}^2\mathrm{H}`$ and so we have $`D^n(๐ฎH)๐ฎ\left(\mathrm{h}_{}^2\right)^nH`$. In particular, $`๐ฎ\mathrm{Dom}D^n`$ for all $`n`$, and we can define Sobolev-type norms $`||||_n`$ and semi-norms $`||||_{\psi ,n}`$, on $`๐ฎ`$ by
$`O_n^2`$ $`=`$ $`O^{}O+{\displaystyle \underset{j=1}{\overset{n}{}}}D^nO,D^nO,`$
$`O_{\psi ,n}^2`$ $`=`$ $`O\psi ^2+{\displaystyle \underset{j=1}{\overset{n}{}}}\psi ,D^nO,D^nO\psi ,\text{ for }\psi \mathrm{H}`$
In this way we can define Sobolev-type topologies on $`\mathrm{Dom}D^n`$.
We will now extend the definition of the โFrรฉchet derivationโ $`D_k`$ to the case where $`k`$ is replaced by an element of $`\mathrm{M}`$. It becomes now important to distinguish between a right and a left โderivation operatorโ. Furthermore, it is no longer a derivation.
###### Definition 5.14.
Let $`u\mathrm{M}`$ and $`O\mathrm{Dom}D`$. Then we define the right gradient $`\stackrel{}{D}_uO`$ and the left gradient $`O\stackrel{}{D}_u`$ of $`O`$ with respect to $`u`$ by
$`\stackrel{}{D}_uO`$ $`=`$ $`\overline{u},DO,`$
$`O\stackrel{}{D}_u`$ $`=`$ $`\overline{DO},u.`$
We list several properties of the gradient.
###### Proposition 5.15.
1. Let $`X(\mathrm{H})`$, $`O,O_1,O_2\mathrm{Dom}D`$, and $`u\mathrm{M}`$. Then
$`\stackrel{}{D}_{Xu}O`$ $`=`$ $`X\stackrel{}{D}_uO,`$
$`\stackrel{}{D}_u(O_1O_2)`$ $`=`$ $`\left(\stackrel{}{D}_uO_1\right)O_2+\stackrel{}{D}_{uO_1}O_2,`$
$`O\stackrel{}{D}_{uX}`$ $`=`$ $`(O\stackrel{}{D}_u)X,`$
$`(O_1O_2)\stackrel{}{D}_u`$ $`=`$ $`O_1\stackrel{}{D}_{O_2u}+O_1\left(O_2\stackrel{}{D}_u\right),`$
2. For $`k\mathrm{h}_{}^2`$ and $`O\mathrm{Dom}D`$, we have
$$D_kO=\stackrel{}{D}_{\mathrm{id}Hk}O=O\stackrel{}{D}_{\mathrm{id}Hk}$$
###### Proof.
These properties can be deduced easily from the definition of the gradient and the properties of the derivation operator $`D`$ and the inner product $`,`$. โ
###### Remark 5.16.
We can also define a two-sided gradient $`\stackrel{}{D}_u:\mathrm{Dom}D\times \mathrm{Dom}D(\mathrm{H})`$ by $`\stackrel{}{D}_u:(O_1,O_2)O_1\stackrel{}{D}_uO_2=O_1\left(\stackrel{}{D}_uO_2\right)+\left(O_1\stackrel{}{D}_u\right)O_2`$. For $`k\mathrm{h}_{}^2`$ we have $`O_1\stackrel{}{D}_{\mathrm{id}Hk}O_2=D_k(O_1O_2)`$.
## 6. The divergence operator
The algebra $`(\mathrm{H})`$ of bounded operators on the symmetric Fock space $`\mathrm{H}`$ and the Hilbert module $`\mathrm{M}`$ are not Hilbert spaces with respect to the expectation in the vacuum vector $`\mathrm{\Omega }`$. Therefore we can not define the divergence operator or Skorohod integral $`\delta `$ as the adjoint of the derivation $`D`$. It might be tempting to try to define $`\delta X`$ as an operator such that the condition
(6.1)
$$๐ผ\left((\delta X)B\right)\stackrel{?}{=}๐ผ\left(\stackrel{}{D}_XB\right)$$
is satisfied for all $`B\mathrm{Dom}\stackrel{}{D}_X`$, even though it is not sufficient to characterize $`\delta X`$. But the following proposition shows that this is not possible.
###### Proposition 6.1.
Let $`k\mathrm{h}_{}^2`$ with $`k_1+ik_20`$. There exists no (possibly unbounded) operator $`M`$ whose domain contains the vacuum vector such that
$$๐ผ\left(MB\right)=๐ผ\left(D_kB\right)$$
holds for all $`B\mathrm{Dom}D_k`$.
###### Proof.
We assume that such an operator $`M`$ exists and show that this leads to a contradiction.
Let $`B(\mathrm{H})`$ be the operator defined by $`\mathrm{H}\psi \mathrm{k}_1+\mathrm{i}\mathrm{k}_2,\psi \mathrm{\Omega }`$, it is easy to see that $`B\mathrm{Dom}D_k`$ and that $`D_kB`$ is given by
$$(D_kB)\psi =\frac{i}{2}k_1+ik_2,\psi (k_1+ik_2)\frac{i}{2}\left(Q(\overline{k}_1)P(\overline{k}_2)\right)(k_1+ik_2),\psi \mathrm{\Omega },\text{ for }\psi \mathrm{H}.$$
Therefore, if $`M`$ existed, we would have
$`0`$ $`=`$ $`\mathrm{\Omega },MB\mathrm{\Omega }=๐ผ(MB)=๐ผ(D_kB)`$
$`=`$ $`\mathrm{\Omega },(D_kB)\mathrm{\Omega }={\displaystyle \frac{i}{2}}k_1+ik_2,k_1+ik_2,`$
which is clearly impossible. โ
We introduce the analogue of smooth elementary $`\mathrm{h}`$-valued random variables,
$$๐ฎh=\left\{u=\underset{j=1}{\overset{n}{}}F_jh^{(j)}\right|n,F_1,\mathrm{},F_n๐ฎ,h^{(1)},\mathrm{},h^{(n)}\mathrm{h}_{}^2\}.$$
If we define $`A\stackrel{}{\delta u}B`$ for $`u=_{j=1}^nF_jh^{(j)}๐ฎh`$ and $`A,BB(\mathrm{H})`$ by
$$A\stackrel{}{\delta u}B=\frac{1}{2}\underset{j=1}{\overset{n}{}}\{P\left(h_1^{(j)}\right)+Q\left(h_2^{(j)}\right),AF_jB\}A\underset{j=1}{\overset{n}{}}\left(D_{h^{(j)}}F_j\right)B.$$
then it follows from Corollary 5.10 that this satisfies
(6.2)
$$๐ผ\left(A\stackrel{}{\delta u}B\right)=๐ผ\left(A\stackrel{}{D}_uB\right).$$
But this can only be written as a product $`AXB`$ with some operator $`X`$, if $`A`$ and $`B`$ commute with $`P\left(h_1^{(1)}\right)+Q\left(h_2^{(1)}\right),\mathrm{},P\left(h_1^{(n)}\right)+Q\left(h_2^{(n)}\right)`$. We see that a condition of the form (6.1) or (6.2) is too strong, if we require it to be satisfied for all $`A,B\mathrm{Dom}D`$. We have to impose some commutativity on $`A`$ and $`B`$ to weaken the condition, in order to be able to satisfy it. We will now give a first definition of a divergence operator that satisfies a weaker version of (6.2), see Proposition 6.3 below. In Remark 6.6 we will extend this definition to a bigger domain.
###### Definition 6.2.
We set
$`๐ฎ_{\mathrm{h},\delta }`$ $`=`$ $`\{u={\displaystyle \underset{j=1}{\overset{n}{}}}F_jh^{(j)}๐ฎh|{\displaystyle \frac{1}{2}}{\displaystyle \underset{j=1}{\overset{n}{}}}\{P\left(h_1^{(j)}\right)+Q\left(h_2^{(j)}\right),F_j\}{\displaystyle \underset{j=1}{\overset{n}{}}}D_{h^{(j)}}F_j`$
$`\text{ defines a bounded operator on }\mathrm{H}\}`$
and define the divergence operator $`\delta :๐ฎ_{\mathrm{h},\delta }B(\mathrm{H})`$ by
$$\delta (u)=\frac{1}{2}\underset{j=1}{\overset{n}{}}\{P\left(h_1^{(j)}\right)+Q\left(h_2^{(j)}\right),F_j\}\underset{j=1}{\overset{n}{}}D_{h^{(j)}}F_j.$$
for $`u=_{j=1}^nF_jh^{(j)}๐ฎ_{\mathrm{h},\delta }`$.
It is easy to check that
$$\delta (\overline{u})=\left(\delta (u)\right)^{}$$
holds for all $`u๐ฎ_{\mathrm{h},\delta }`$.
###### Proposition 6.3.
Let $`u=_{j=1}^nF_jh^{(j)}๐ฎ_{\mathrm{h},\delta }`$ and
$$A,B\mathrm{Dom}D\{P\left(h_1^{(1)}\right)+Q\left(h_2^{(1)}\right),\mathrm{},P\left(h_1^{(n)}\right)+Q\left(h_2^{(n)}\right)\}^{}$$
i.e., $`A`$ and $`B`$ are in the commutant of $`\{P\left(h_1^{(1)}\right)+Q\left(h_2^{(1)}\right),\mathrm{},P\left(h_1^{(n)}\right)+Q\left(h_2^{(n)}\right)\}`$, then we have
$$๐ผ\left(A\delta (u)B\right)=๐ผ\left(A\stackrel{}{D}_uB\right).$$
###### Remark 6.4.
Note that $`\delta :๐ฎh,\delta (\mathrm{H})`$ is the only linear map with this property, since for one single element $`h\mathrm{h}_{}^2`$, the sets
$`\left\{A^{}\mathrm{\Omega }\right|A\mathrm{Dom}D\left\{P\left(h_1\right)+Q\left(h_2\right)\right\}^{}\}`$
$`\left\{B\mathrm{\Omega }\right|B\mathrm{Dom}D\left\{P\left(h_1\right)+Q\left(h_2\right)\right\}^{}\}`$
are still total in $`\mathrm{H}`$.
###### Proof.
From Corollary 5.10 we get
$`๐ผ\left(A\stackrel{}{D}_uB\right)`$ $`=`$ $`๐ผ\left(A\overline{u},DB+\overline{DA},uB\right)`$
$`=`$ $`๐ผ\left({\displaystyle \underset{j=1}{\overset{n}{}}}AF_j\left(D_{h^{(j)}}B\right)+{\displaystyle \underset{j=1}{\overset{n}{}}}\left(D_{h^{(j)}}A\right)F_jB\right)`$
$`=`$ $`๐ผ\left({\displaystyle \frac{1}{2}}{\displaystyle \underset{j=1}{\overset{n}{}}}\{P\left(h_1^{(j)}\right)+Q\left(h_2^{(j)}\right),AF_jB\}{\displaystyle \underset{j=1}{\overset{n}{}}}A\left(D_{h^{(j)}}F_j\right)B\right).`$
But since $`A`$ and $`B`$ commute with $`P\left(h_1^{(1)}\right)+Q\left(h_2^{(1)}\right),\mathrm{},P\left(h_1^{(n)}\right)+Q\left(h_2^{(n)}\right)`$, we can pull them out of the anti-commutator, and we get
$`๐ผ\left(A\stackrel{}{D}_uB\right)`$ $`=`$ $`๐ผ\left({\displaystyle \frac{1}{2}}{\displaystyle \underset{j=1}{\overset{n}{}}}A\{P\left(h_1^{(j)}\right)+Q\left(h_2^{(j)}\right),F_j\}B{\displaystyle \underset{j=1}{\overset{n}{}}}A\left(D_{h^{(j)}}F_j\right)B\right)`$
$`=`$ $`๐ผ(A\delta (u)B).`$
We will now give an explicit formula for the matrix elements between two exponential vectors of the divergence of a smooth elementary element $`u๐ฎ_{\mathrm{h},\delta }`$, this is the analogue of the first fundamental lemma in the Hudson-Parthasarathy calculus, see, e.g., \[Par92, Proposition 25.1\].
###### Theorem 6.5.
Let $`u๐ฎ_{\mathrm{h},\delta }`$. Then we have the following formula
$$(k_1),\delta (u)(k_2)=(k_1)\left(\begin{array}{c}ik_1i\overline{k}_2\\ k_1+\overline{k}_2\end{array}\right),u(k_2)$$
for the evaluation of the divergence $`\delta (u)`$ of $`u`$ between two exponential vectors $`(k_1)`$, $`(k_2)`$, for $`k_1,k_2\mathrm{h}_{}`$.
###### Remark 6.6.
This suggests to extend the definition of $`\delta `$ in the following way: set
(6.5) $`\mathrm{Dom}\delta `$ $`=`$ $`\{u\mathrm{M}|\mathrm{M}\mathrm{B}(\mathrm{H}),\mathrm{k}_1,\mathrm{k}_2\mathrm{h}_{}:`$
$`(k_1),M(k_2)=(k_1)\left(\begin{array}{c}ik_1i\overline{k}_2\\ k_1+\overline{k}_2\end{array}\right),u(k_2)\}`$
and define $`\delta (u)`$ for $`u\mathrm{Dom}\delta `$ to be the unique operator $`M`$ that satisfies the condition in Equation (6.5).
###### Proof.
Let $`u=_{j=1}^nF_jh^{(j)}`$. Recalling the definition of $`D_h`$ we get the following alternative expression for $`\delta (u)`$,
(6.6) $`\delta (u)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{j=1}{\overset{n}{}}}\left(P\left(h_1^{(j)}\right)+Q\left(h_2^{(j)}\right)iQ\left(h_1^{(j)}\right)+iP\left(h_2^{(j)}\right)\right)F_j`$
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{j=1}{\overset{n}{}}}F_j\left(P\left(h_1^{(j)}\right)+Q\left(h_2^{(j)}\right)+iQ\left(h_1^{(j)}\right)iP\left(h_2^{(j)}\right)\right)`$
$`=`$ $`{\displaystyle \underset{j=1}{\overset{n}{}}}\left(a^+\left(h_2^{(j)}ih_1^{(j)}\right)F_j+F_ja\left(\overline{h_2^{(j)}ih_1^{(j)}}\right)\right).`$
Evaluating this between two exponential vectors, we obtain
$`(k_1),\delta (u)(k_2)`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{n}{}}}a(h_2^{(j)}ih_1^{(j)})(k_1),F_j(k_2)`$
$`+{\displaystyle \underset{j=1}{\overset{n}{}}}(k_1),F_ja(\overline{h_2^{(j)}+ih_1^{(j)}})(k_2)`$
$`=`$ $`{\displaystyle \underset{j=1}{\overset{n}{}}}\left(\overline{h_2^{(j)}ih_1^{(j)},k_1}+\overline{h_2^{(j)}+ih_1^{(j)}},k_2\right)(k_1),F_j(k_2)`$
$`=`$ $`{\displaystyle \underset{j=1}{\overset{n}{}}}\left(k_1,h_2^{(j)}ih_1^{(j)}+\overline{k}_2,h_2^{(j)}+ih_1^{(j)}\right)(k_1),F_j(k_2)`$
$`=`$ $`(k_1)\left(\begin{array}{c}ik_1i\overline{k}_2\\ k_1+\overline{k}_2\end{array}\right),u(k_2).`$
###### Corollary 6.7.
The divergence operator $`\delta `$ is closable in the weak topology.
###### Proof.
Let $`(u_n)_n`$ be a sequence such that $`u_n0`$ and $`\delta (u_n)\beta (\mathrm{H})`$ in the weak topology. Then we get
$`(k_1),\beta (k_2)`$ $`=`$ $`\underset{n\mathrm{}}{lim}(k_1),\delta (u_n)(k_2)`$
$`=`$ $`\underset{n\mathrm{}}{lim}(k_1)\left(\begin{array}{c}ik_1i\overline{k}_2\\ k_1+\overline{k}_2\end{array}\right),u_n(k_2)`$
$`=`$ $`0`$
for all $`k_1,k_2\mathrm{h}_{}`$, and thus $`\beta =0`$. โ
We have the following analogues of Equations (2.3) and (2.5).
###### Proposition 6.8.
Let $`u,v๐ฎ_{\mathrm{h},\delta }`$, $`F๐ฎ`$, $`h\mathrm{h}_{}^2`$, then we have
(6.9) $`D_h\delta (u)`$ $`=`$ $`\overline{h},u+\delta D_h(u)`$
(6.10) $`\delta (Fu)`$ $`=`$ $`F\delta (u)F\stackrel{}{D}_u+{\displaystyle \frac{1}{2}}{\displaystyle \underset{j=1}{\overset{n}{}}}[P\left(h_1^{(j)}\right)+Q\left(h_2^{(j)}\right),F]F_j`$
(6.11) $`\delta (uF)`$ $`=`$ $`\delta (u)F\stackrel{}{D}_uF+{\displaystyle \frac{1}{2}}{\displaystyle \underset{j=1}{\overset{n}{}}}[F,P\left(h_1^{(j)}\right)+Q\left(h_2^{(j)}\right)]F_j`$
###### Proof.
1. Let $`u=_{j=1}^nF_jh^{(j)}`$. We set
$`X_j`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(P\left(h_1^{(j)}\right)+Q\left(h_2^{(j)}\right)\right),`$
$`Y_j`$ $`=`$ $`{\displaystyle \frac{i}{2}}\left(Q\left(h_1^{(j)}\right)P\left(h_2^{(j)}\right)\right),`$
$`Y`$ $`=`$ $`{\displaystyle \frac{i}{2}}\left(Q\left(h_1\right)P\left(h_2\right)\right),`$
then we have $`\delta (u)=_{j=1}^n\left((X_jY_j)F_j+F_j(X_j+Y_j)\right)`$, and therefore
$$D_h\left(\delta (u)\right)=\underset{j=1}{\overset{n}{}}\left(Y(X_jY_j)F_j+YF_j(X_j+Y_j)(X_jY_j)F_jYF_j(X_j+Y_j)Y\right).$$
On the other hand we have $`D_h(u)=_{j=1}^n(YF_jF_jY)h^{(j)}`$, and
$$\delta \left(D_h(u)\right)=\underset{j=1}{\overset{n}{}}\left((X_jY_j)YF_j(X_jY_j)F_jY+YF_j(X_j+Y_j)F_jY(X_j+Y_j)\right).$$
Taking the difference of these two expressions, we get
$`D_h\left(\delta (u)\right)\delta \left(D_h(u)\right)`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{n}{}}}\left([Y,X_jY_j]F_j+F_j[Y,X_j+Y_j]\right)`$
$`=`$ $`{\displaystyle \underset{j=1}{\overset{n}{}}}\left(\overline{h}_1,h_1^{(j)}+\overline{h}_2,h_2^{(j)}\right)F_j=\overline{h},u.`$
2. A straightforward computation gives
$`\delta (Fu)`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{n}{}}}\left((X_jY_j)FF_j+FF_j(X_j+Y_j)\right)`$
$`=`$ $`F{\displaystyle \underset{j=1}{\overset{n}{}}}\left((X_jY_j)F_j+F_j(X_j+Y_j)\right){\displaystyle \underset{j=1}{\overset{n}{}}}[F,X_jY_j]F_j`$
$`=`$ $`F\delta (u){\displaystyle \underset{j=1}{\overset{n}{}}}[Y_j,F]F_j+{\displaystyle \underset{j=1}{\overset{n}{}}}[X_jF,X]F_j`$
$`=`$ $`F\delta (u){\displaystyle \underset{j=1}{\overset{n}{}}}F^{},h^{(j)}F_j+{\displaystyle \underset{j=1}{\overset{n}{}}}[X_j,F]F_j`$
$`=`$ $`F\delta (u)F\stackrel{}{D}_u+{\displaystyle \underset{j=1}{\overset{n}{}}}[X_j,F]F_j`$
where we used that $`[X_j,F]=i\left(\begin{array}{c}\overline{h}_2\\ \overline{h}_1\end{array}\right),DF`$ defines a bounded operator, since $`F๐ฎ\mathrm{Dom}D`$. Equation (6.11) can be shown similarly.
If we impose additional commutativity conditions, which are always satisfied in the commutative case, then we get simpler formulas that are more similar to the classical ones.
###### Corollary 6.9.
If $`u=_{j=1}^nF_jh^{(j)}๐ฎ_{\mathrm{h},\delta }`$ and
$$F\mathrm{Dom}D\{P\left(h_1^{(1)}\right)+Q\left(h_2^{(1)}\right),\mathrm{},P\left(h_1^{(n)}\right)+Q\left(h_2^{(n)}\right)\}^{}$$
then we have
$`\delta (Fu)`$ $`=`$ $`F\delta (u)F\stackrel{}{D}_u,`$
$`\delta (uF)`$ $`=`$ $`\delta (u)F\stackrel{}{D}_uF.`$
## 7. Examples and applications
### 7.1. Relation to the commutative case
In this section we will show that the non-commutative calculus studied here contains the commutative calculus, at least if we restrict ourselves to bounded functionals.
It is well-known that the symmetric Fock space $`\mathrm{\Gamma }(\mathrm{h}_{})`$ is isomorphic to the complexification $`L^2(\mathrm{\Omega };)`$ of the Wiener space $`L^2(\mathrm{\Omega })`$ over $`\mathrm{h}`$, cf. \[Bia93, Jan97, Mey95\]. Such an isomorphism $`I:L^2(\mathrm{\Omega };)\stackrel{}{}\mathrm{\Gamma }(\mathrm{h}_{})`$ can be defined by extending the map
$$I:e^{iW(h)}I\left(e^{iW(h)}\right)=e^{iQ(h)}\mathrm{\Omega }=e^{h^2/2}(ih),\text{ for }h\mathrm{h}.$$
Using this isomorphism, a bounded functional $`FL^{\mathrm{}}(\mathrm{\Omega };)`$ becomes a bounded operator $`M(F)`$ on $`\mathrm{\Gamma }(\mathrm{h}_{})`$, acting simply by multiplication,
$$M(F)\psi =I\left(FI^1(\psi )\right),\text{ for }\psi \mathrm{\Gamma }(\mathrm{h}_{}).$$
In particular, we get $`M\left(e^{iW(h)}\right)=U(0,h)`$ for $`h\mathrm{h}`$.
We can show that the derivation of a bounded differentiable functional coincides with its derivation as a bounded operator.
###### Proposition 7.1.
Let $`k\mathrm{h}`$ and $`FL^{\mathrm{}}(\mathrm{\Omega };)\mathrm{Dom}\stackrel{~}{D}_k`$ s.t. $`\stackrel{~}{D}_kFL^{\mathrm{}}(\mathrm{\Omega };)`$. Then we have $`M(F)\mathrm{Dom}D_{k_0}`$, where $`k_0=\left(\begin{array}{c}0\\ k\end{array}\right)`$, and
$$M(\stackrel{~}{D}_kF)=D_{k_0}\left(M(F)\right).$$
###### Proof.
It is sufficient to check this for functionals of the form $`F=e^{iW(h)}`$, $`h\mathrm{h}`$. We get
$`M(\stackrel{~}{D}_ke^{iW(h)})`$ $`=`$ $`M\left(ik,he^{iW(h)}\right)`$
$`=`$ $`ik,hU(0,h)=i\left(\begin{array}{c}0\\ k\end{array}\right),\left(\begin{array}{c}0\\ h\end{array}\right)U(0,h)`$
$`=`$ $`D_{k_0}U(0,h)=D_{k_0}\left(M(e^{iW(h)})\right).`$
This implies that we also have an analogous result for the divergence.
### 7.2. Sufficient conditions for the existence of smooth densities
In this section we will use the operator $`D`$ to give sufficient conditions for the existence and smoothness of densities for operators on $`\mathrm{H}`$. The first result is a generalisation of Proposition 4.8 to arbitrary states.
###### Theorem 7.2.
Let $`\kappa `$, $`h\mathrm{h}^2`$ with $`h_1,h_20`$, and suppose that $`\mathrm{\Phi }`$ is of the form
$$\mathrm{\Phi }(X)=\mathrm{tr}(\rho X)\text{ for all }XB(\mathrm{H}),$$
for some density matrix $`\rho `$. If there exist $`k,\mathrm{}\mathrm{h}_{}^2`$ such that
$$det\left(\begin{array}{cc}h_1,k_1& h_2,k_2\\ h_1,\mathrm{}_1& h_2,\mathrm{}_2\end{array}\right)0,$$
and $`\rho _{\kappa _1+\kappa _2\kappa }\mathrm{Dom}D_k^{\kappa _1}D_{\mathrm{}}^{\kappa _2}`$, and
$$\mathrm{tr}(|D_k^{\kappa _1}D_{\mathrm{}}^{\kappa _2}\rho |)<\mathrm{}\text{ for all }\kappa _1+\kappa _2\kappa ,$$
then $`w_{h,\mathrm{\Phi }}_{2p\mathrm{}}H^{p,\kappa }(^2)`$, i.e. the Wigner density $`w_{h,\mathrm{\Phi }}`$ lies in the Sobolev spaces of order $`\kappa `$.
###### Proof.
Let
$$A=\left(\begin{array}{cc}h_1,k_1& h_2,k_2\\ h_1,\mathrm{}_1& h_2,\mathrm{}_2\end{array}\right)$$
and set
$$\left(\begin{array}{c}X_1\\ X_2\end{array}\right)=\frac{i}{2}A^1\left(\begin{array}{c}Q(k_1)P(k_2)\\ Q(\mathrm{}_1)P(\mathrm{}_2)\end{array}\right),$$
then we have
$`[X_1,O_h(\phi )]`$ $`=`$ $`{\displaystyle \frac{h_2,\mathrm{}_2D_kO_h(\phi )h_2,k_2D_{\mathrm{}}O_h(\phi )}{detA}}=O_h\left({\displaystyle \frac{\phi }{x}}\right),`$
$`[X_2,O_h(\phi )]`$ $`=`$ $`{\displaystyle \frac{h_1,\mathrm{}_1D_kO_h(\phi )+h_1,k_2D_{\mathrm{}}O_h(\phi )}{detA}}=O_h\left({\displaystyle \frac{\phi }{y}}\right),`$
for all Schwartz functions $`\phi `$. Therefore
$`\left|{\displaystyle \frac{^{\kappa _1+\kappa _2}\phi }{x^{\kappa _1}y^{\kappa _2}}dW_{h,\mathrm{\Phi }}}\right|`$ $`=`$ $`\left|\mathrm{tr}\left(\rho O_h\left({\displaystyle \frac{^{\kappa _1+\kappa _2}\phi }{x^{\kappa _1}y^{\kappa _2}}}\right)\right)\right|`$
$`=`$ $`\left|\mathrm{tr}(\rho \underset{}{[X_1,\mathrm{}[X_1},\underset{}{[X_2,\mathrm{}[X_2},O_h(\phi )]\right]]]\left)\right|`$
$`\kappa _1\text{ times }\kappa _2\text{ times}`$
$`=`$ $`\left|\mathrm{tr}\left([X_2,\mathrm{}[X_2,[X_1,\mathrm{}[X_1,\rho ]]]]O_h(\phi )\right)\right|`$
$``$ $`C_{\rho ,\kappa _1,\kappa _2}O_h(\phi )C_{\rho ,\kappa _1,\kappa _2}C_{h,p}\phi _p,`$
for all $`p[1,2]`$, since $`\rho _{\kappa _1+\kappa _2\kappa }\mathrm{Dom}D_k^{\kappa _1}D_{\mathrm{}}^{\kappa _2}`$ and $`\mathrm{tr}(|D_k^{\kappa _1}D_{\mathrm{}}^{\kappa _2}\rho |)<\mathrm{}`$ for all $`\kappa _1+\kappa _2\kappa `$, and thus
$$C_{\rho ,\kappa _1,\kappa _2}=\mathrm{tr}\left|[X_2,\mathrm{}[X_2,[X_1,\mathrm{}[X_1,\rho ]]]]\right|<\mathrm{}.$$
But this implies that the density of $`\mathrm{d}W_{h,\mathrm{\Phi }}`$ is contained in the Sobolev spaces $`H^{p,\kappa }(^2)`$ for all $`2p\mathrm{}`$. โ
###### Example 7.3.
Let $`0<\lambda _1\lambda _2\mathrm{}`$ be an increasing sequence of positive numbers and $`\{e_j|j\}`$ a complete orthonormal system for $`\mathrm{h}_{}`$. Let $`T_t:\mathrm{h}_{}\mathrm{h}_{}`$ be the contraction semigroup defined by
$$T_te_j=e^{t\lambda _j}e_j,\text{ for }j,t0,$$
with generator $`A=_j\lambda _j_j`$. If the sequence increases fast enough to ensure that $`_{j=1}^{\mathrm{}}e^{t\lambda _j}<\mathrm{}`$, i.e. if $`\mathrm{tr}T_t<\mathrm{}`$ for $`t>0`$, then the second quantization $`\rho _t=\mathrm{\Gamma }(T_t):\mathrm{H}\mathrm{H}`$ is a trace class operator with trace
$$Z_t=\mathrm{tr}\rho _t=\underset{๐ง_f^{\mathrm{}}}{}e_๐ง,\rho _te_๐ง$$
where we use $`_f^{\mathrm{}}`$ to denote the finite sequences of non-negative integers and $`\{e_๐ง|๐ง_f^{\mathrm{}}\}`$ is the complete orthonormal system of $`\mathrm{H}`$ consisting of the vectors
$$e_๐ง=e_1^{n_1}\mathrm{}e_r^{n_r},\text{ for }๐ง=(n_1,\mathrm{},n_r)_f^{\mathrm{}},$$
i.e. the symmetrization of the tensor $`e_1\mathrm{}e_1\mathrm{}e_r\mathrm{}e_r`$ where each vector $`e_j`$ appears $`n_j`$ times. We get $`Z_t=_๐ง^{\mathrm{}}_{k=1}^{\mathrm{}}e^{n_kt\lambda _k}=_{k=1}^{\mathrm{}}\frac{1}{1e^{t\lambda _k}}`$ for the trace of $`\rho _t`$. We shall be interested in the state defined by
$$\mathrm{\Phi }(X)=\frac{1}{Z_t}\mathrm{tr}(\rho _tX),\text{ for }X(\mathrm{H}).$$
We get
$`{\displaystyle \underset{๐ง_f^{\mathrm{}}}{}}\left|e_๐ง,|\rho _{t/2}a^{\mathrm{}}(e_j)|^2e_๐ง\right|`$ $`=`$ $`{\displaystyle \underset{๐ง_f^{\mathrm{}}}{}}\rho _{t/2}a^{\mathrm{}}(e_j)^2`$
$`=`$ $`{\displaystyle \underset{๐ง^{\mathrm{}}}{}}n_j(n_j1)\mathrm{}(n_j\mathrm{}+1)e^{(n_j\mathrm{})t\lambda _j}{\displaystyle \underset{kj}{}}e^{n_kt\lambda _k}`$
$``$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}(n+\mathrm{})^{\mathrm{}}e^{nt\lambda _j}{\displaystyle \underset{kj}{}}{\displaystyle \frac{1}{1e^{t\lambda _k}}}<\mathrm{},`$
and therefore that $`\rho _ta^{\mathrm{}}(e_j)`$ defines a bounded operator with finite trace for all $`j,\mathrm{}`$ and $`t>0`$. Similarly we get
$$\mathrm{tr}\left|a^{\mathrm{}}(e_j)\rho _t\right|<\mathrm{},\mathrm{tr}\left|\rho _t\left(a^+(e_j)\right)^{\mathrm{}}\right|<\mathrm{},\text{ etc. }$$
and
$$\mathrm{tr}\left|P^\mathrm{}_1(e_{j_1})Q^\mathrm{}_2(e_{j_2})\rho _t\right|<\mathrm{},\mathrm{tr}\left|P^\mathrm{}_1(e_{j_1})\rho _tQ^\mathrm{}_2(e_{j_2})\right|<\mathrm{},\text{ etc. }$$
for all $`t>0`$ and $`j_1,j_2,\mathrm{}_1,\mathrm{}_2`$. For a given $`h\mathrm{h}^2`$ with $`h_1,h_20`$ (and thus in particular $`h_10`$ and $`h_20`$), we can always find indices $`j_1`$ and $`j_2`$ such that $`h_1,e_{j_1}0`$ and $`h_2,e_{j_2}0`$. Therefore it is not difficult to check that for all $`\kappa `$ all the conditions of Theorem 7.2 are satisfied with $`k=\left(\begin{array}{c}e_{j_1}\\ 0\end{array}\right)`$ and $`\mathrm{}=\left(\begin{array}{c}0\\ e_{j_2}\end{array}\right)`$. We see that the Wigner density $`w_{h,\mathrm{\Phi }}`$ of any pair $`(P(h_1),Q(h_2))`$ with $`h_1,h_20`$ in the state $`\mathrm{\Phi }()=\mathrm{tr}(\rho _t)/Z_t`$ is in $`_\kappa _{2p\mathrm{}}H^{p,\kappa }(^2)`$, in particular, its derivatives of all orders exist, and are bounded and square-integrable.
We will now show that this approach can also be applied to get sufficient conditions for the regularity of a single bounded self-adjoint operator, for simplicity we consider only vector states.
Given a bounded self-adjoint operator $`X`$, we call a measure $`\mu _{X,\mathrm{\Phi }}`$ on the real line its distribution in the state $`\mathrm{\Phi }`$, if all moments agree,
$$\mathrm{\Phi }(X^n)=_{}x^nd\mu _{X,\mathrm{\Phi }},\text{ for all }n.$$
Such a measure $`\mu _{X,\mathrm{\Phi }}`$ always exists, it is unique and supported on the interval $`[X,X]`$.
###### Proposition 7.4.
Let $`\omega \mathrm{H}`$ be a unit vector and let $`\mathrm{\Phi }()=\omega ,\omega `$ be the corresponding vector state. The distribution $`\mu _{X,\mathrm{\Phi }}`$ of an operator $`X(\mathrm{H})`$ in the state $`\mathrm{\Phi }`$ has a bounded density, if there exists a $`k\mathrm{h}_{}^2`$ such that $`\omega \mathrm{Dom}\left(Q(k_1)P(k_2)\right)\mathrm{Dom}\left(Q(\overline{k}_1)P(\overline{k}_2)\right)`$, $`X\mathrm{Dom}D_k`$, $`XD_kX=D_kXX`$, $`D_kX`$ invertible and $`(D_kX)^1\mathrm{Dom}D_k`$.
###### Proof.
Since $`XD_kX=D_kXX`$, we have $`D_kp(X)=(D_kX)p^{}(X)`$ for all polynomials $`p`$. We therefore get
$$D_k\left((D_kX)^1p(X)\right)=p(X)D_k\left((D_kX)^1\right)+p^{}(X).$$
The hypotheses of the proposition assure
$`\left|\omega ,D_k\left((D_kX)^1p(X)\right)\omega \right|`$ $``$ $`{\displaystyle \frac{(Q(k_1)P(k_2))\omega +(Q(\overline{k}_1)P(\overline{k}_2))\omega }{2}}(D_kX)^1p(X)`$
$``$ $`C_1\underset{x[X,X]}{sup}\left|p(x)\right|,`$
$`\left|\omega ,p(X)D_k\left((D_kX)^1\right)\omega \right|`$ $``$ $`D\left((D_kX)^1\right)p(X)`$
$``$ $`C_2\underset{x[X,X]}{sup}\left|p(x)\right|,`$
and therefore allow us to get the estimate
$`\left|{\displaystyle _X^X}p^{}(x)d\mu _{X,\mathrm{\Phi }}(x)\right|`$ $`=`$ $`\left|\omega ,p^{}(X)\omega \right|`$
$`=`$ $`\left|\omega ,\left(D_k\left((D_kX)^1p(X)\right)p(X)D_k\left((D_kX)^1\right)\right)\omega \right|`$
$``$ $`(C_1+C_2)\underset{x[X,X]}{sup}\left|p(x)\right|`$
for all polynomials $`p`$. But this implies that $`\mu _{X,\mathrm{\Phi }}`$ admits a bounded density. โ
Let $`n`$, $`n2`$. We get that the density is even $`n1`$ times differentiable, if in addition to the conditions of Proposition 7.4 we also have $`X\mathrm{Dom}D_k^n`$, $`(D_kX)^1\mathrm{Dom}D_k^n`$, and
$$\omega \underset{1\kappa n}{}\mathrm{Dom}\left(Q(k_1)P(k_2)\right)^\kappa \underset{1\kappa n}{}\mathrm{Dom}\left(Q(\overline{k}_1)P(\overline{k}_2)\right)^\kappa .$$
The proof is similar to the proof of Proposition 7.4, we now use the formula
$$p^{(n)}(X)=D_k^n\left((D_kX)^np(X)\right)\underset{\kappa =0}{\overset{n1}{}}A_\kappa p^{(\kappa )}(X),$$
where $`A_0,\mathrm{},A_{n1}`$ are some bounded operators, to get the necessary estimate
$$\left|_X^Xp^{(n)}(x)d\mu _{X,\mathrm{\Phi }}(x)\right|C\underset{x[X,X]}{sup}\left|p(x)\right|$$
by induction over $`n`$.
### 7.3. The white noise case
Let now $`\mathrm{h}=\mathrm{L}^2(\mathrm{T},,\mu )`$, where $`(T,,\mu )`$ is a measure space such that $``$ is countably generated. In this case we can apply the divergence operator to processes indexed by $`T`$, i.e. $`(\mathrm{H})`$-valued measurable functions on $`T`$, since they can be interpreted as elements of the Hilbert module, if they are square-integrable. Let $`L^2(T,(\mathrm{H}))`$ denote all $`(\mathrm{H})`$-valued measurable functions $`tX_t`$ on $`T`$ with $`_TX_t^2dt<\mathrm{}`$. Then the definition of the divergence operator becomes
$`\mathrm{Dom}\delta `$ $`=`$ $`\{X=(X^1,X^2)L^2(T,(\mathrm{H}))\mathrm{L}^2(\mathrm{T},(\mathrm{H}))|`$
$`M(\mathrm{H}),\mathrm{k}_1,\mathrm{k}_2\mathrm{h}_{}:(\mathrm{k}_1),\mathrm{M}(\mathrm{k}_2)`$
$`={\displaystyle _T}(i(k_2\overline{k}_1)(k_1),X^1(t)(k_2)+(\overline{k}_1+k_2)(k_1),X^2(t)(k_2))\mathrm{d}\mu (t)\},`$
and $`\delta (X)`$ is equal to the unique operator satisfying the above condition. We will also use the notation
$$\delta (X)=_TX^1(t)dP(t)+_TX^2(t)dQ(t),$$
and call $`\delta (X)`$ the Hitsuda-Skorohod integral of $`X`$.
Belavkin \[Bel91a, Bel91b\] and Lindsay \[Lin93\] have defined non-causal quantum stochastic integrals with respect to the creation, annihilation, and conservation processes on the boson Fock space over $`L^2(_+)`$ using the classical derivation and divergence operators. It turns out that our Hitsuda-Skorohod integral coincides with their creation and annihilation integrals, up to a coordinate transformation. This immediately implies that for adapted, integrable processes our integral coincides with the quantum stochastic creation and annihilation integrals defined by Hudson and Parthasarathy, cf. \[HP84, Par92\].
Let us briefly recall, how they define the creation and annihilation integral, cf. \[Lin93\]. They use the derivation operator $`\stackrel{~}{D}`$ and the divergence operator $`\stackrel{~}{\delta }`$ from the classical calculus on the Wiener space $`L^2(\mathrm{\Omega })`$, defined on the Fock space $`\mathrm{\Gamma }(L^2(_+;))`$ over $`L^2(_+;)=L^2(_+)_{}`$ via the isomorphism between $`L^2(\mathrm{\Omega })`$ and $`\mathrm{\Gamma }\left(L^2(_+;)\right)`$. On the exponential vectors $`\stackrel{~}{D}`$ acts as
$$\stackrel{~}{D}(k)=(k)k,\text{ for }kL^2(_+,),$$
and $`\stackrel{~}{\delta }`$ is its adjoint. Note that due to the isomorphism between $`\mathrm{\Gamma }\left(L^2(_+;)\right)L^2(_+;)`$ and $`L^2(_+;\mathrm{\Gamma }\left(L^2(_+;)\right))`$, the elements of $`\mathrm{\Gamma }\left(L^2(_+;)\right)L^2(_+;)`$ can be interpreted as function on $`_+`$. In particular, for the exponential vectors we get $`\left(D(k)\right)_t=k(t)(k)`$ almost surely. The action of the annihilation integral $`F_t๐A_t`$ on some vector $`\psi \mathrm{\Gamma }\left(L^2(_+;)\right)`$ is then defined as the Bochner integral
$$__+^{\mathrm{BL}}F_t๐A_r\psi =__+F_t(D\psi )_tdt,$$
and that of the creation integral as
$$__+^{\mathrm{BL}}F_tdA_t^{}\psi =\stackrel{~}{\delta }(F_{}\psi ).$$
These definitions satisfy the adjoint relations
$$\left(__+^{\mathrm{BL}}F_t๐A_r\right)^{}__+^{\mathrm{BL}}F_t^{}dA_t^{},\text{ and }\left(__+^{\mathrm{BL}}F_t๐A_r^{}\right)^{}__+^{\mathrm{BL}}F_t^{}dA_t.$$
###### Proposition 7.5.
Let $`(T,,\mu )=(_+,(_+),\mathrm{d}x)`$, i.e. the positive half-line with the Lebesgue measure, and let $`X=(X^1,X^2)\mathrm{Dom}\delta `$. Then we have
$$__+X^1(t)dP(t)+__+X^2(t)dQ(t)=__+^{\mathrm{BL}}(X^2iX^1)dA_t^{}+__+^{\mathrm{BL}}(X^2+iX^1)dA_t.$$
###### Proof.
To prove this, we show that the Belavkin-Lindsay integrals satisfy the same formula for the matrix elements between exponential vectors. Let $`(F_t)_{t_+}L^2(_+,(\mathrm{H}))`$ be such that its creation integral in the sense of Belavkin and Lindsay is defined with a domain containing the exponential vectors. Then we get
$`(k_1),{\displaystyle __+^{\mathrm{BL}}}F_tdA_t^{}(k_2)`$ $`=`$ $`(k_1),\stackrel{~}{\delta }\left(F_{}(k_2)\right)`$
$`=`$ $`\left(\stackrel{~}{D}(k_1)\right)_{},F_{}(k_2)`$
$`=`$ $`{\displaystyle \overline{k_1(t)}(k_1),F_t(k_2)dt}.`$
For the annihilation integral we deduce the formula
$`(k_1),{\displaystyle __+^{\mathrm{BL}}}F_tdA_t(k_2)`$ $`=`$ $`{\displaystyle __+^{\mathrm{BL}}}F_t^{}dA_t^{}(k_1),(k_2)`$
$`=`$ $`\overline{{\displaystyle __+}\overline{k_2(t)}(k_2),F_t^{}(k_1)dt}`$
$`=`$ $`{\displaystyle __+}k_2(t)(k_1),F_t(k_2)dt.`$
The integrals defined by Belavkin and Lindsay are an extension of those defined by Hudson and Parthasarathy, therefore the following is now obvious.
###### Corollary 7.6.
For adapted processes $`X\mathrm{Dom}\delta `$, the Hitsuda-Skorohod integral
$$\delta (X)=_TX^1(t)dP(t)+_TX^2(t)dQ(t)$$
coincides with the Hudson-Parthasarathy quantum stochastic integral defined in \[HP84\].
### 7.4. Iterated integrals
We give a short, informal discussion of iterated integrals of deterministic functions, showing a close relation between these iterated integrals and the so-called Wick product or normal-ordered product. Doing so, we will encounter unbounded operators, so that strictly speaking we have not defined $`\delta `$ for them. But everything could be made rigorous by choosing an appropriate common invariant domain for these operators, e.g., vectors with a finite chaos decomposition.
In order to be able to iterate the divergence operator, we define $`\delta `$ on $`(\mathrm{H})\mathrm{h}_{}^2\mathrm{H}`$, where $`H`$ is some Hilbert space, as $`\delta \mathrm{id}_H`$.
Using Equation (6.6), on can show by induction
$$\delta ^n\left(\begin{array}{c}h_1^{(1)}\\ h_2^{(1)}\end{array}\right)\mathrm{}\left(\begin{array}{c}h_1^{(n)}\\ h_2^{(n)}\end{array}\right)=\underset{I\{1,\mathrm{},n\}}{}\underset{jI}{}a^+(h_2^{(j)}ih_1^{(j)})\underset{j\{1,\mathrm{},n\}\backslash I}{}a(\overline{h}_2^{(j)}+i\overline{h}^{(j)}).$$
for $`h^{(1)}=\left(\begin{array}{c}h_1^{(1)}\\ h_2^{(1)}\end{array}\right),\mathrm{},h^{(n)}=\left(\begin{array}{c}h_1^{(n)}\\ h_2^{(n)}\end{array}\right)\mathrm{h}_{}^2`$. This is just the Wick product of $`(P(h_1^{(1)}+Q(h_2^{(1)})),\mathrm{},(P(h_1^{(n)}+Q(h_2^{(n)}))`$, i.e.
$$\delta ^n\left(\begin{array}{c}h_1^{(1)}\\ h_2^{(1)}\end{array}\right)\mathrm{}\left(\begin{array}{c}h_1^{(n)}\\ h_2^{(n)}\end{array}\right)=(P(h_1^{(1)}+Q(h_2^{(1)}))\mathrm{}(P(h_1^{(n)}+Q(h_2^{(n)})),$$
where the Wick product $``$ is defined on the algebra generated by $`\{P(k),Q(k)|k\mathrm{h}_{}\}`$ by
$`P(h)X`$ $`=`$ $`XP(h)=ia^+(h)X+iXa(\overline{h})`$
$`Q(h)X`$ $`=`$ $`XQ(h)=a^+(h)X+Xa(\overline{h})`$
for $`X\mathrm{alg}\{P(k),Q(k)|k\mathrm{h}_{}\}`$ and $`h\mathrm{h}_{}`$ in terms of the momentum and position operators, or, equivalently, by
$`a^+(h)X`$ $`=`$ $`Xa^+(h)=a^+(h)X`$
$`a(h)X`$ $`=`$ $`Xa(h)=Xa(h)`$
in terms of creation and annihilation.
## 8. Conclusion
We have defined a derivation operator $`D`$ and a divergence operator $`\delta `$ on $`(\mathrm{H})`$ and $`(\mathrm{H},\mathrm{H}\mathrm{h}_{}^2)`$, resp., and shown that they have similar properties as the derivation operator and the divergence operator in classical Malliavin calculus. As far as we know, this is the first time that $`D`$ and $`\delta `$ are considered as operators defined on a non-commutative operator algebra, except for the free case \[BS98\], where the operator algebra is isomorphic to the full Fock space. To obtain close analogues of the classical relations involving the divergence operator, we needed to impose additional commutativity conditions, but Proposition 6.1 shows that this can not be avoided. Also, its domain is rather small, because we require $`\delta (u)`$ to be a bounded operator and so, e.g., the โdeterministicโ elements $`h\mathrm{h}_{}^2`$ are not integrable unless $`h=0`$. One of the main goals of our approach is the study of Wigner densities as joint densities of non-commutating random variables. We showed that the derivation operator can be used to obtain sufficient conditions for its regularity, see, e.g., Theorem 7.2. It seems likely that these results can be generalized by weakening or modifying the hypotheses. It would be interesting to apply these methods to quantum stochastic differential equations.
## Acknowledgements
One of the authors (U.F.) wants to thank K.B. Sinha and B.V.R. Bhat of the Indian Statistical Institutes in Bangalore and Dehli, where parts of this work were carried out, for their generous hospitality, and the DFG for a travel grant. R.S. and U.F. are also grateful to the Institut Henri Poincarรฉ in Paris for kind hospitality during the special semester on free probability and operator spaces. U.F. is also thankful to Michael Skeide for introducing him to the basics of Hilbert module theory.
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# HyperKรคhler Manifolds and Birational Transformations in dimension 4
## ยง1 Introduction and statement of main theorem
The main result of this paper is a solution to an open problem posed by Mukai more than a decade ago (Problem 4.5, \[Mu2\]) under a normality assumption.
###### Theorem 1.1
Let $`\mathrm{\Phi }:XX^{}`$ be a birational transformation between two nonsingular hyperKรคhler fourfolds and $`BX`$ the indeterminacy of $`\mathrm{\Phi }`$. Assume each irreducible component of $`B`$ is normal. Then $`B`$ is a union of a $`^2`$ and some rational surfaces which are either $`^2`$s or blowups of $`^2`$s and $`\mathrm{\Phi }:XX^{}`$ can be decomposed as a sequence of the Mukai elementary transformations along these $`^2`$s up to an isomorphism.
This theorem gives a complete classification of birational transformations of projective symplectic fourfolds. Note that the birational maps between Calabi-Yau threefolds have been classified in \[Ko1\].
A hyperKรคhler manifold is a projective manifold $`X`$ equipped with a holomorphic symplectic form $`\omega `$. Such a manifold has trivial canonical bundle. It is desired, following Moriโs minimal model program, that any birational map between two minimal models with trivial canonical bundles can be decomposed as a finite sequences of elementary ones, flops. A particularly interesting class of flops consists of the so-called Mukaiโs elementary transformations \[Mu2\].
Precisely, let $`(X,\omega )`$ be a holomorphic symplectic manifold and $`P`$ an embedded smooth subvariety. Assume further that $`P`$ is a $`^r`$-bundle over a smooth variety $`\mathrm{\Sigma }`$ such that the codimension of $`P`$ coincides with $`r`$. Then it is known \[Mu2\] that one can blow up $`X`$ along $`P`$ to get a smooth variety $`\stackrel{~}{X}`$ and the exceptional divisor can be blow down along a different ruling to get a smooth variety $`X^{}`$. Moreover, $`X^{}`$ comes equipped with a symplectic form $`\omega ^{}`$ which coincides with $`\omega `$ away from the exceptional locus. Such a simple birational process $`XX^{}`$ is called a Mukai elementary transformation.
The first nontrivial dimension that such elementary transformations can occur is 4. Here, $`P`$ is necessarily the projective space $`^2`$. Trying to find a solution to Mukaiโs open problem, we wondered whether an irreducible flop is necessarily a Mukaiโs elementary transformation. This turns out to be true in the projective category assuming normality of the indeterminacy (Theorem 1.1).
It is clear that one needs to isolate a copy of $`^2`$ to be able to perform a Mukai elementary transformation. For this we need to classify the exceptional locus of a logterminal contraction, which contracts part of the indeterminacy. It turns out to be a formidable task to fully achieve this goal and many years have past since we started working on the project. Even if assuming the normality of each irreducible component, the task is still quite involved. The relative relation of various components can be very complex. One key point is to check that the normality of each irreducible component in $`B`$ is kept after METs. To this end, a useful result of Wierzba \[W\] is applied.
There are examples of birational maps between symplectic fourfolds with indeterminacy consisting a chain of rational surfaces as shown below.
###### Demonstration Example
Let $`S`$ be the K3 surface defined by the quartic homogeneous polynomial
$$xy(x^2+y^2+z^2+w^2)+w(x^3+y^3+z^3+w^3)$$
in $`^3`$ with coordinates $`[x,y,z,w]`$. Note that there are three $`^1`$s on $`S`$ in the $`^2`$ defined by $`w=0`$, i.e; two lines and a conic. Let $`S^{[2]}`$ be the Hilbert scheme of points of length $`2`$ on $`S`$. There is a chain of three $`^2`$, say $`B_1,B_2,B_3`$ on $`S^{[2]}`$ corresponding to the three $`^1`$ on $`S`$. Let $`B_1,B_3`$ be the $`^2`$s corresponding to the two lines. $`B_1,B_3`$ are disjoint and they both have one point in common with $`B_2`$. Now we perform a MET to $`B_2`$ to get $`Y`$ and METs to $`B_1,B_3`$ to get $`X`$. Let $`f`$ be the birational map from $`X`$ to $`Y`$. The indeterminacy on $`X`$ is a chain of three surfaces with the two ends isomorphic to $`^2`$s and the middle one isomorphic to blowup of $`^2`$ at two points. The indeterminacy on $`Y`$ is a chain of three surfaces with two ends isomorphic to blowup of $`^2`$ at a point and the middle one isomorphic to $`^2`$.
The example indicates that our situation is more complicated than the picture demonstrated in \[Ka1\] where the indeterminacy is a disjoint union of $`^2`$s. But, it is easy to prove that any two components that are isomorphic to $`^2`$ are either disjoint or meeting at isolated points. For otherwise, they would meet in a locus of dimension 1. Contracting one of the component in $`X`$ (being isomorphic to $`^2`$, it is contractible) will result in the contraction of the dimension 1 locus in the other component (also $`^2`$), which is absurd.
###### Demonstration Acknowledgments
. We thank Jรกnos Kollรกr for his help, Nick Shepherd-Barron for pointing out an error, Jan Wierzba for sharing his results in \[W\]. We also thank S.-T. Yau for being interested in this work.
## ยง2 Some General Lemmas
Throughout the paper $`X`$ stands for a symplectic fourfold unless otherwise stated.
###### Definition 2.1
Let $`X`$ be a symplectic fourfold. A MET from $`(X,B)`$ to $`(X^{},B^{})`$ is the Mukai elementary transformation
$$\begin{array}{ccccc}& & E\overline{X}& & \\ & & pq& & \\ & B^2X& & X^{}B^{}(^2)^{}& \end{array}$$
where $`E`$ is the incidence correspondence between $`B`$ and $`B^{}`$.
Regarding a MET, one has the following basic result.
###### Lemma 2.2
Let $`f:XX^{}`$ be a MET with exceptional loci $`BX`$, $`B^{}X^{}`$. Let $`E\overline{X}`$ be the exceptional divisor. Let $`H`$ be an divisor such that $`HC<0`$ for any curve $`CB`$ and $`H^{}`$ the proper transform of $`H`$ in $`X^{}`$. Then $`p^{}Hq^{}H^{}=aE`$ for $`a>0`$. Moreover, $`H^{}`$ is numerically positive on $`B^{}`$, i.e., $`H^{}C^{}>0`$ for any curve $`C^{}B^{}`$.
###### Demonstration Proof
Since $`E`$ is the only exceptional divisor for both $`p`$ and $`q`$, we have $`p^{}Hq^{}H^{}=aE`$. To see the sign of $`a`$, let $`C`$ be a line of $`B`$. Recall that $`B^{}`$ is the dual space of $`B`$. We set $`\overline{C}=(C,P)E`$ where $`PB^{}`$ is the point that corresponds to $`C`$. Thus we have
$$aE\overline{C}=p^{}H\overline{C}q^{}H^{}\overline{C}=Hp_{}\overline{C}H^{}q_{}\overline{C}=HC<0$$
by the projection formula. This implies $`a>0`$ since $`E\overline{C}<0`$.
To get the last statement, it suffices to show that $`H^{}C^{}>0`$ for any line $`C^{}`$ in $`B^{}`$. Like above, set $`\overline{C^{}}=(Q^{},C^{})E`$ where $`Q^{}`$ is the point in $`B`$ that corresponds to $`C^{}`$. Then,
$$0>aE\overline{C^{}}=p^{}H\overline{C^{}}q^{}H^{}\overline{C^{}}=Hp_{}\overline{C^{}}H^{}q_{}\overline{C^{}}=H^{}C^{}.$$
Several technical results are also needed.
First, one expects that the exceptional locus of $`\mathrm{\Phi }:XX^{}`$ contains a rational curve. The following lemma asserts that in the case of symplectic variety, any rational curve moves in one more family than Riemann-Roch predicts.
###### Lemma 2.3 (Ran)
Assume a symplectic manifold $`X^n`$ contains a rational curve $`C`$, then $`C`$ deforms at least in $`(n2)`$ families.
###### Demonstration Proof
See the proof in \[R\] when $`C`$ is smooth.
When $`C`$ is singular, we consider the graph of $`f:^1CX`$:
$$\overline{f}:^1\overline{C}^1\times X=\overline{X}.$$
$`\overline{C}`$ is smooth. Let $`\overline{}`$ ($``$) be the Hilbert scheme containing $`\overline{C}`$ in $`\overline{X}`$ ($`C`$ in $`X`$), one has the following estimate by \[R\] (see also \[Ka2\])
$$\text{dim}\overline{}\chi (N_{\overline{C}/\overline{X}})+\text{dim im}(\pi )$$
$$=\overline{C}.K_{\overline{X}}+(n+13)+\text{dim im}(\pi )$$
$$=2+n+13+\text{dim im}(\pi )$$
$$=n+\text{dim im}(\pi )$$
where $`\pi `$ is the semi-regularity map, whose dual is
$$\pi ^t:H^0(\overline{X},\mathrm{\Omega }_{\overline{X}}^2)H^0(\overline{C},N_{\overline{C}/\overline{X}}^{}\mathrm{\Omega }_{\overline{C}}).$$
To see that $`\pi ^t`$ is nontrivial, we consider the image of $`\beta ^{}\omega `$ where $`\omega `$ is the holomorphic symplectic form on $`X`$ and $`\alpha ,\beta `$ are projections from $`\overline{X}`$ to $`^1`$ and $`X`$. We shall show that $`\beta ^{}\omega `$ is not zero at any point $`y=(x,f(x))\overline{C}`$ as long as $`f(x)`$ is a smooth point on $`C`$. Around an analytic neighborhood of $`y`$ in $`\overline{X}`$ which is viewed as the product of analytic neighborhoods of $`x`$ and $`f(x)`$ in $`^1`$ and $`X`$ (respectively), one has a (non-canonical) isomorphism
$$\mathrm{\Omega }_{\overline{X}}^2\beta ^{}\mathrm{\Omega }_X^2+\beta ^{}\mathrm{\Omega }_X\alpha ^{}\mathrm{\Omega }_^1$$
$$\beta ^{}^2N_{C/X}^{}+\beta ^{}(\mathrm{\Omega }_CN_{C/X}^{})+\beta ^{}N_{C/X}^{}\alpha ^{}\mathrm{\Omega }_^1+\beta ^{}\mathrm{\Omega }_C\alpha ^{}\mathrm{\Omega }_^1.$$
Under this identification, we have
$$^2N_{\overline{C}/\overline{X}}^{}\beta ^{}^2N_{C/X}^{}+\beta ^{}N_{C/X}^{}\alpha ^{}\mathrm{\Omega }_^1.$$
Then the non-degenerate property of $`\omega `$ implies that the component of $`\beta ^{}\omega `$ in $`\beta ^{}(N_{C/X}^{}\mathrm{\Omega }_C)`$ is not trivial. Thus $`\pi ^t(\beta ^{}(\omega ))0`$.
So the semi-regularity map $`\pi `$ is nontrivial. Hence
$$\text{dim}\overline{}n+1.$$
Notice that a nontrivial automorphism of $`^1`$ from the first factor of $`\overline{X}`$ gives a nontrivial deformation of $`\overline{C}`$, which however does not move $`C`$ in $`X`$. Therefore
$$\text{dim}n+13=n2.$$
When $`n=4`$, we obtain that each and every rational curve in a symplectic fourfold moves in a at least 2-dimensional family.
The next lemma was pointed out by J. Kollรกr.
###### Lemma 2.4
Let $`S`$ be a normal surface, proper over $``$. Then $`S`$ satisfies exactly one of the following:
###### Demonstration Proof
If we have either of (1) or (2), we are done. Otherwise, there is a morphism $`f:^1S`$ deforms in a 1-parameter family, thus $`S`$ is uniruled.
Let $`p:\overline{S}S`$ be the minimal desingularization with the exceptional curve $`E`$. $`\overline{S}`$ is also uniruled, hence there is an extremal ray $`R`$. There are 3 possibilities for $`R`$.
But (3) is impossible, because the image of $`C_0`$ in $`S`$ would have been rigid. The proof goes as follows. Assume the contrary that $`f_0:^1C_0\overline{S}S`$ is not rigid and let $`f_t:^1S`$ be a 1-parameter deformation. For general $`t`$, $`f_t`$ lifts to a family of morphisms $`\overline{f}_t:^1\overline{S}`$. As $`t0`$, the curves $`\overline{f}_t(^1)`$ degenerate and we obtain a cycle
$$\underset{t0}{lim}\overline{f}_t(^1)=C_0+F$$
where $`\text{ Supp}F\text{ Supp}E`$. $`\overline{S}`$ is the minimal resolution, thus $`K_{\overline{S}}F0`$. Therefore,
$$K_{\overline{S}}\overline{f}_t(^1)K_{\overline{S}}C_0=1.$$
On the other hand, for a general $`t`$ the morphism $`\overline{f}_t`$ is free, thus
$$K_{\overline{S}}\overline{f}_t(^1)2$$
by II.3.13.1, \[Ko2\]. This contradication shows that $`f_0`$ is rigid. โ
We will also use the following lemma which is essentially from 2.19 of \[Ketal\].
###### Lemma 2.5
Let $`\mathrm{\Phi }:XX^{}`$ be a birational map between projective symplectic fourfolds. Assume $`H^{}`$ is ample on $`X^{}`$ and $`H`$ its proper transform on $`X`$. $`\mathrm{\Phi }`$ is a morphism if $`H`$ is nef. $`\mathrm{\Phi }`$ is an isomorphism if $`H`$ is ample (or numerically positive).
###### Demonstration Proof
See the proof of Proposition 2.7 of \[C\] for the details when $`H`$ is ample. The same proof goes through when $`H`$ is numerically positive. โ
Finally, the following proposition due to J. Wierzba \[W\] will be very useful for checking the invariance of the normality of the exceptional locus under METs.
###### Proposition 2.6
(Theorem 1.3 and 1.4 in\[W\]) Let $`\pi :\widehat{X}X`$ be an isolated symplectic singularity of dimension $`4`$ and $`E`$ the exceptional locus. $`E`$ is a union of irreducible projective surfaces $`B_i`$ whose normalizations are $`^2`$. Then
1) if $`E_i`$ meets $`E_j`$ along a curve $`C`$, $`C`$ is in the singular locus of either $`E_i`$ or $`E_j`$;
2) if $`E_i`$ is nonsingular in codimension $`1`$ for all $`i`$, $`E_i`$ is normal for all $`i`$.
## ยง3 Proof of the main theorem
###### Demonstration Proof
We now start to prove Theorem 1.1. To begin with, let
$$\mathrm{\Phi }:XX^{}$$
be a birational map between two hyperKรคhler fourfolds. This map is necessarily isomorphic in codimension 1. Our goal is to show that the indeterminancy of $`\mathrm{\Phi }`$ is a union of a $`^2`$ with other rational surfaces and $`\mathrm{\Phi }`$ is factored into METs.
Let $`H^{}`$ be a very ample divisor on $`X^{}`$. Let $`H`$ be its proper transform in $`X`$.
We divide the proof into a few steps.
1. First, we consider the pair $`(X,ฯตH)`$. It is log-terminal for $`ฯต<<1`$. Since $`H`$ is not nef on $`X`$ (actually not nef on $`B=B_i`$, the union of all irreducible subvarieties where $`f`$ is not defined), by Lemma 2.5, there is a curve $`CB`$ such that $`CH<0`$. Using the contraction theorem \[KMM\] to the log-terminal pair $`(X,ฯตH)`$, there is a morphism $`g:XY`$ whose exceptional locus is contained in $`B`$. Next, apply the rationality theorem of Kawamata \[Ka2\] to the morphism $`g`$, the exceptional locus of $`g`$ is covered by rational curves. By abusing notation a little, we still use the letter $`C`$ to denote a rational curve contracted by $`g`$. By Lemma 2.2 $`C`$ moves in at least two famlies and it can not move out of $`B`$ because $`CH<0`$. Let $`B_1`$ be an irreducible component of $`B`$ which is generically swept out by $`C`$. $`B_1`$ is contracted by the map $`g`$ that contracts $`C`$. We argue in the following lemma that $`B_1`$ has to be contracted to a point.
###### Lemma 3.1
$`B_1`$ is contracted to a point by the map $`g`$. (In particular, the resulting variety $`Y`$ has only an isolated singular point.)
###### Demonstration Proof
Here the proof uses holomorphic Hamiltonian flows.
First note that by Kawamata (Theorem 2, \[Ka2\]), the exceptional locus of $`g:XY`$ is covered by a families of rational curves. $`B_1`$ is actually covered by at least a two dimensional family of rational curves. Hence $`B_1`$ is unirational and thus rational. Clearly, $`B_1`$ is a surface. This implies that $`B_1`$ is (generically) Lagrangean.
Assume the contrary that the map $`g`$ mapped $`B_1`$ onto a curve $`D`$ in $`Y`$, rather than onto a point as we wish. Let $`f`$ be a holomorphic function defined in a neighborhood of a general point of $`D`$, and which has $`df0`$ when restricted to the curve $`D`$ (locally around the point). We pull this function back up to a neighborhood of a fiber $`F`$ in the original variety $`X`$. Let $`H_f`$ be the Hamiltonian holomorphic vector field determined by $`f`$ and the symplectic structure in a neighborhood of the fiber curve $`F`$. Since the differential of $`f`$ on $`B_1`$ near $`F`$ is nonzero, by what we assumed about $`f`$ and $`D`$, and since $`B_1`$ is Lagrangean, it follows that $`H_f`$ is transverse to $`B_1`$ along $`F`$. Now flowing $`F`$ along the integral curves of $`H_f`$, we will get a holomorphic deformation of $`F`$ outside of $`B_1`$, which contradicts the fact that the contraction of the extremal curve $`F`$ contracted only $`B_1`$ locally around $`F`$. โof the lemma.
It could happen that a rational curve in $`B_1`$ moves into another component which is also contracted by $`g`$. To show the normalization of $`B_1`$ is $`^2`$, we need to know additionally that every rational curve moves within $`B_1`$. Assume otherwise. Let $`C^{}`$ be a rigid rational curve in $`B_1`$ and $`C^{\prime \prime }`$ a general rational curve in $`B_1`$ meeting $`C^{}`$. Then $`C^{\prime \prime }`$ moves in only one family which is against Lemma 2.3. Hence every rational curves moves in $`B_1`$. By Lemma 2.4, there is a morphism
$$\nu :^2B_1$$
such that $`\nu `$ is the normalization of $`B_1`$. So $`B_1^2`$.
We now continue from the step 1 of the proof of the main theorem.
2. Next, we perform a MET to $`(X,B_1)`$ to get $`(X^1,B_1^1)`$. Let $`H^1`$ be the proper transform of $`H`$. By Lemma 2.2, $`H^1`$ is numerically positive on $`B_1^1`$. Let $`_{i1}B_i^1`$ be the image of $`_{i1}B_i`$ under the MET. We are done if $`H^1`$ is numerically positive. Otherwise there is a curve $`C^1_{i1}B_i^1`$ such that $`C^1H^1<0`$. Obviously $`C^1`$ is not contained in $`B_1^1`$ because of the positivity of $`H^1`$ on $`B_1^1`$. Again, we apply the contraction-rationality theorem of \[Ka2\] to the log-terminal pair $`(X^1,ฯต_1H^1)`$ for $`ฯต_1<<1`$ to get a rational curve $`C_1`$ which deforms in an at least two-dimensional family. Let $`B_2^1`$ ($`B_1^1`$) be the irreducible component which contains the family.
$`B_2^1`$ normalizes to a $`^2`$ and is a $`^2`$ if it is normal by the same arguement used before. There are two situations: 1) $`B_2^1`$ does not intersect $`B_1^1`$. 2) $`B_2^1`$ does intersect $`B_1^1`$. In case 1) $`B_2B_2^1`$, so $`B_2^1`$ is normal.
In case 2), the intersection must be a set of finitely many points since $`H^1`$ is positive on $`B_1^1`$ and negative on $`B_2^1`$. This implies that $`B_1`$ intersects $`B_2`$ along some $`^1`$s before the MET. Moreover the nonnormal locus of $`B_2^1`$ is contained in $`B_1^1B_2^1`$, hence isolated. If $`B_i^1`$ is another irreducible component which is also contracted, again $`B_i^1`$ intersects $`B_1^1`$ at isolated points. This implies that $`B_i^1`$ could be nonnormal only at finitely many points since the original $`B_i`$ is assumed to be normal. Proposition 2.6 says that nonnonormal locus must be empty. After all $`B_2^1^2`$.
3. Perform a MET to $`(X^1,B_2^1)`$ to get $`(X^2,B_2^2)`$. After $`k`$ steps of doing MET, we arrive at $`(X^k,B_k^k)`$. If the proper transform $`H^k`$ of $`H`$ is positive on $`B^k`$, we are done. Otherwise there is some $`B_{k+1}^k`$ whose normalization is $`^2`$ and $`H^k`$ is negative on it. We may assume that $`B_{k+1}^k`$ is contracted by a logterminal contraction assoiated with $`(X^k,ฯต_kH^k)`$ for $`ฯต_k<<1`$. A comparison between $`B_{k+1}X`$ (which is assumed to be normal) and $`B_{k+1}^k`$ shows that the nonnormal locus of $`B_{k+1}^k`$ is a set of finitely many points. More precisely, assume $`B_{k+1}^k`$ is singular along a curve $`C^k`$, we backtrack to a previous $`i`$-th step ($`i>1`$) after which $`B_{k+1}^i`$ become singular along the curve $`C^i`$, the proper transform of $`C^k`$. Note that $`H^i.C<0`$ and $`B_{k+1}^i`$ has to intersect $`B_i^i`$. Since $`H^i`$ is positive on $`B_i^i`$, we conclude that $`B_{k+1}^i`$ intersects $`B_i^i`$ at finitely many points. But this implies that $`B_{k+1}^i`$ can not be singular along $`C^i`$. This argument applies to any irreducible component $`B_j^k`$ contracted along with $`B_{k+1}^k`$. Again Proposition 2.6 says that $`B_{k+1}^k`$ is normal and hence is a $`^2`$. A MET can be performed on $`(X^k,B_{k+1}^k)`$. After finitely many steps we obtain
$$\mathrm{\Phi }^m:X^mX^{}$$
such that the proper transform $`H^m`$ of $`H^{}`$ is numerically positive on $`X^m`$. This implies that $`\mathrm{\Phi }^m`$ is an isomorphism by Lemma 2.5.
The proof of Theorem 1.1 is now complete. โ
The above proof has the following consequence on the uniqueness of METs.
###### Corrolary 3.2
Let $`\mathrm{\Phi }:XX^{}`$ be a birational tranformation of two hyperKรคhler fourfolds which is obtained by blowing-up a smooth center in each of $`X,X^{}`$. Then $`\mathrm{\Phi }`$ is a Mukai elementary transformation up to isomorphism.
## ยง4 Rational Hodge structure
Theorem 1.1 also yields an isomorphism between the rational Hodge structures of two hyperKรคhler fourfolds.
###### Corolary 4.1
Let $`\mathrm{\Phi }:XX^{}`$ be a birational morphism between two hyperKรคhler fourfolds. Then $`\mathrm{\Phi }`$ induces an isomorphism between the rational Hodge structures of $`X`$ and $`X^{}`$.
###### Demonstration Proof
Theorem 1.1 reduces the proof to the case when $`\mathrm{\Phi }:XX^{}`$ is a MET. Let $`Z`$ be the common blowdown of $`X`$ and $`X^{}`$ by collapsing the exceptional loci of $`\mathrm{\Phi }`$ and $`\mathrm{\Phi }^1`$ to an isolated point $`z`$. Then the contraction $`g:XZ`$ ($`g^{}:X^{}Z`$) is strictly semi-small in the sense that $`\text{dim}g^1(z)=\frac{1}{2}\text{codim}\{z\}`$. By the Beilinson-Bernstein-Deligne-Gabber decomposition theorem (applied to the contraction $`g`$ and $`g^{}`$), we have the following quasi-isomorphisms between perverse sheaves
$$Rg_{}_X^{}IC^{}(Z)IC^{}(z)[4]$$
and
$$Rg_{}^{}_X^{}^{}IC^{}(Z)IC^{}(z)[4].$$
Both isomorphisms are compatible with rational Hodge decompositions by M. Saitoโs results. This proves the corollary. โ
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# Introduction
## Introduction
The polaron concept is of interest, not only because it describes the particular physical properties of an electron in polar crystals and ionic semiconductors but also because it is an interesting field theoretical model consisting of a fermion interacting with a scalar boson field.
The early work on polarons was concerned with general theoretical formulations and approximations, which now constitute the standard theory and with experiments on cyclotron resonance and transport properties.
Because of the more recent interest in the two-dimensional electron gas (2DEG) the study of the polaron in two dimensions became important. A cyclotron resonance, and therefore the behaviour of polarons in magnetic fields, was a key issue.
## 1 The Polaron Concept and the Frรถhlich <br>Polaron
### 1.1 The concept
A conduction electron (or hole) together with its self-induced polarization in a polar semiconductor or an ionic crystal forms a quasiparticle, which is called a POLARON (Fig. 1). The physical properties of the polaron differ from those of the band-electron. In particular the polaron is characterized by its binding or (self-) energy, effective mass and by its response to external electric and magnetic fields (e. g. mobility and impedance). The general polaron concept was introduced by Landau (1933) in a paper of about one page. Subsequently Landau and Pekar \[see (Pekar, 1951)\] investigated the self-energy and the effective mass of the polaron, for what was shown by Frรถhlich (1954) to correspond to the adiabatic or strong-coupling regime.
The early work on polarons was devoted to the interaction between a charge carrier (electron, hole) and the long-wavelength optical phonons. The (now standard) field-theoretical Hamiltonian describing this interaction was derived by Frรถhlich:
$$H=\frac{๐ฉ^2}{2m_b}+\underset{๐ค}{}\mathrm{}\omega _{LO}a_๐ค^+a_๐ค+\underset{๐ค}{}(V_ka_๐คe^{i๐ค๐ซ}+h.c.),(1a)$$
where $`๐ซ`$ is the position coordinate operator of the electron with band mass $`m_b`$, $`๐ฉ`$ is its canonically conjugate momentum operator; $`a_๐ค^{}`$ and $`a_๐ค`$ are the creation (and annihilation) operators for longitudinal optical phonons of wave vector $`๐ค`$ and energy $`\mathrm{}\omega _{LO}`$. The $`V_k`$ are Fourier components of the electron-phonon interaction
$$V_k=i\frac{\mathrm{}\omega _{LO}}{k}\left(\frac{4\pi \alpha }{V}\right)^{\frac{1}{2}}\left(\frac{\mathrm{}}{2m_b\omega _{LO}}\right)^{\frac{1}{4}},(1b)$$
$$\alpha =\frac{e^2}{\mathrm{}c}\sqrt{\frac{m_bc^2}{2\mathrm{}\omega _{LO}}}\left(\frac{1}{\epsilon _{\mathrm{}}}\frac{1}{\epsilon _0}\right)(1c)$$
$`\alpha `$ is called the Frรถhlich coupling constant, $`\epsilon _{\mathrm{}}`$ and $`\epsilon _0`$ are respectively the electronic and the static dielectric constant of the polar crystal. In Table 1 a list is given of the coupling constants for a number of crystals.
In deriving the form of $`V_k`$, Eqs. (1b) and (1c), it was assumed that (i) the spatial extension of the polaron is large compared to the lattice parameters of the solid (โcontinuumโ approximation), (ii) spin and relativistic effects can be neglected, (iii) the band-electron has parabolic dispersion, (iv) in conjunction with the first approximation it is also assumed that the LO-phonons of interest for the interaction, are the long-wavelength phonons with constant frequency $`\omega _{LO}`$.
The original concept of the polaron, as discussed above, has been generalized over the years to include polarization fields other than the LO-phonon field: the acoustical phonon field, the exciton field, etc. โฆ. For some materials the continuum approximation is not appropriate as far as the polarization is confined to a region of the order of a unit cell; the so-called โsmall polaronโ is a more adequate quasiparticle in that case (see section 2).
It is customary to use the term โFrรถhlich-polaronโ or โlarge polaronโ for the quasiparticle consisting of the electron (or hole) and the polarization due to the LO-phonons. The term Landau- or Pekar- or Landau-Frรถhlich-polaron would be more appropriate.
In this first section the properties of Frรถhlich polarons are reviewed; other realisations of the polaron concept (small polarons, spin polarons etcโฆ) are discussed in later sections. For the reviews on polarons see Kuper and Whitfield (1963), Appel (1968), Devreese (1972), Devreese and Peeters (1984).
### 1.2 Standard Frรถhlich-polaron theory. Self energy and effective mass of the polaron
Historically the first studies on polarons \[the โRussian workโ: Landau (1933), Pekar (1951)\] were based on a โProdukt-Ansatzโ for the polaron wave-function
$$|\mathrm{\Phi }=|\mathrm{\Psi }(๐ซ)|\text{field}=|\mathrm{\Psi }(๐ซ)|f(2a)$$
where $`|\mathrm{\Psi }(๐ซ)`$ is the electron-wave function. The field wave function parametrically depends on the electron wave function. Frรถhlich showed that the approximation (2a) leads to results which are only valid as $`\alpha \mathrm{}`$ (the strong-coupling regime). It should be pointed out that a more systematic analysis of the strong-coupling polarons based on canonical transformations of the Hamiltonian (1a) was performed in pioneering investigations by Bogolubov (1950), Bogolubov and Tyablikov (1949), Tyablikov (1951).
Frรถhlich also found that Eq. (2a) is a poor Ansatz to represent actual crystals which have $`\alpha `$-values typically ranging from $`\alpha =0.02`$ (InSb) to $`\alpha 3`$ to $`4`$ (alkali halides). This work showed the need for a weak-coupling theory of the polaron which in fact was provided originally by Frรถhlich (1954). However it turns out that for $`\alpha 3`$ perturbation expansions in powers of $`\alpha `$ are not always sufficient; therefore an intermediate-coupling or โ better โ an all-coupling theory was necessary.
In what follows the key concepts of the standard Frรถhlich-polaron theories are reviewed.
#### 1.2.1 Strong coupling
The Produkt-Ansatz (2a) โ or Born-Oppenheimer approximation โ implies that the electron adiabatically follows the motion of the atoms (Pekar, 1951). With the use of the canonical transformation
$$S=\mathrm{exp}[\underset{๐ค}{}(\frac{V_k^{}\rho _๐ค^{}}{e\mathrm{}\omega _{LO}}a_๐คh.c.)],(2b)$$
where
$$\rho _๐ค=e<\mathrm{\Psi }(๐ซ)|e^{i๐ค๐ซ}|\mathrm{\Psi }(๐ซ)>,(2c)$$
it leads to $`|f=S|0`$. The ket $`|0`$ describes the vacuum state. With Eqs. (2) and a Gaussian trial function for $`|\mathrm{\Psi }(๐ซ)`$, the groundstate energy of the polaron $`E_0`$ (calculated with the energy of the uncoupled electron-phonon system as zero energy) takes the form:
$$E_0=\frac{\alpha ^2}{3\pi }\mathrm{}\omega _{LO}=0.106\alpha ^2\mathrm{}\omega _{LO}.(3a)$$
At strong coupling, the polaron is characterized by Franck-Condon (F. C.) excited states, which correspond to excitations of the electron in the potential adapted to the groundstate. The energy of the lowest F. C. state is, within the Produkt-Ansatz:
$$E_{FC}=\frac{\alpha ^2}{9\pi }\mathrm{}\omega _{LO}=0.0354\alpha ^2\mathrm{}\omega _{LO}.(3b)$$
If the lattice polarization is allowed to relax or adapt to the electronic distribution of the excited electron (which itself then adapts its wave function to the new potential, etc. โฆleading to a self-consistent final state), the so-called relaxed excited state (R. E. S.) results (Pekar, 1951). Its energy is (Evrard, 1965; Devreese, Evrard, 1966):
$$E_{RES}=0.041\alpha ^2\mathrm{}\omega _{LO}.(3c)$$
In fact, both the F. C. state and the R. E. S. lie in the continuum <sup>1</sup><sup>1</sup>1The R. E. S. lies in the continuum of so-called scattering states, not indicated in the figure. and, strictly speaking, are resonances (Fig. 2).
The strong-coupling mass of the polaron, resulting again from the approximation (2), is given as:
$$\frac{m^{}}{m_b}=1+0.0200\alpha ^4.(3d)$$
More rigorous strong-coupling expansions for $`E_0`$ and $`m^{}`$ have been presented in the literature (Miyake, 1975):
$$\frac{E_0}{\mathrm{}\omega _{LO}}=0.108513\alpha ^22.836,(4a)$$
$$\frac{m^{}}{m_b}=1+0.0227019\alpha ^4.(4b)$$
The main significance of the strong-coupling theory is that it allows to test โall-couplingโ theories in the limit $`\alpha \mathrm{}`$. From the formal point of view a deeper study of the status and uniqueness of the strong-coupling solutions was undertaken by Lieb (1977).
#### 1.2.2 Weak coupling
Frรถhlich (1954) has provided the first weak-coupling perturbation-theory results:
$$E_0=\alpha \mathrm{}\omega _{LO}(5a)$$
and
$$m^{}=\frac{m_b}{1\alpha /6}.(5b)$$
Inspired by the work of Tomonaga, Lee et al. (1953) (usually cited as L. L. P.) have derived (5a) and $`m^{}=m_b(1+\alpha /6)`$ from an elegant canonical transformation formulation. In fact, they perform two successive canonical transformations:
$$S_1=\mathrm{exp}\left[\frac{i}{\mathrm{}}(๐\underset{๐ค}{}\mathrm{}๐คa_๐ค^{}a_๐ค)๐ซ\right],(6a)$$
where $`๐`$ is the polaron total-momentum operator. The canonical transformation (6a) formally eliminates the electron operators from the Hamiltonian.
The second canonical transformation is of the โdisplaced-oscillatorโ form:
$$S_2=\mathrm{exp}\left[\underset{๐ค}{}(a_๐ค^{}f_๐คa_๐คf_๐ค^{})\right].(6b)$$
The $`f_๐ค`$ are treated as variational functions. The physical significance of Eq. (6b) is that it โdressesโ the electron with the virtual phonon field which describes the polarization.
The L. L. P. approximation has often been called โintermediate-coupling theoryโ. However its range of validity is in principle not larger than that of the weak-coupling approximation. The main significance of the L. L. P. approximation, is in the elegance of the canonical transformations $`S_1`$ and $`S_2`$, together with the fact that it puts the Frรถhlich result on a variational basis.
In his basic article on polarons, Feynman (1955) found the following higher-order weak-coupling expansions:
$$\frac{E_0}{\mathrm{}\omega _{LO}}=\alpha 0.0123\alpha ^20.00064\alpha ^3\mathrm{}(\alpha 0),(7a)$$
$$\frac{m^{}}{m_b}=1+\frac{\alpha }{6}+0.025\alpha ^2+\mathrm{}(\alpha 0).(7b)$$
Since then a lot of theoretical work was devoted to obtain more exact coefficients in this expansion. Hรถhler and Mรผllensiefen (1959) calculated the coefficients for $`\alpha ^2`$ to be $`0.016`$ in the energy and $`0.0236`$ in the polaron mass. Rรถseler (1968) found the analytical expressions for the above-mentioned coefficients: $`2\mathrm{ln}(\sqrt{2}+1)\frac{3}{2}\mathrm{ln}2\frac{\sqrt{2}}{2}0.01591962`$ and $`\frac{4}{3}\mathrm{ln}(\sqrt{2}+1)\frac{2}{3}\mathrm{ln}2\frac{5\sqrt{2}}{8}+\frac{7}{36}0.02362763`$, respectively. At present the following most accurate higher-order weak-coupling expansions are known: for the energy (Smondyrev, 1986; Selyugin and Smondyrev, 1989)
$$\frac{E_0}{\mathrm{}\omega _{LO}}=\alpha 0.0159196220\alpha ^20.000806070048\alpha ^3\mathrm{},(7c)$$
and for the polaron mass (Rรถseler, 1968)
$$\frac{m^{}}{m_b}=1+\frac{\alpha }{6}+0.02362763\alpha ^2+\mathrm{},(7d)$$
which are a striking illustration of the heuristical value of Feynmanโs path-integral approach in the polaron theory.
#### 1.2.3 All-coupling theory. Feynman path integral.
In the early fifties H. Frรถhlich gave a seminar at Caltech. In this seminar he discussed the weak-coupling polaron mass as derived by him: $`m^{}=m_b/(1\alpha /6)`$. He suggested that, if the electron-phonon coupling could be accurately treated for intermediate coupling (in particular around $`\alpha 6`$) this might lead to new insights in the theory of superconductivity (this was before BCS) (Feynman, 1973). Feynman was among the audience. He went to the library to study one of Frรถhlichโs papers on polarons, (Frรถhlich, 1954). There he got the idea to formulate the polaron problem into the Lagrangian form, of quantum mechanics and then eliminate the field oscillators, โโฆin exact analogy to Q. E. D. โฆ(resulting in) โฆa sum over all trajectories โฆโ. The resulting path integral is of the form (Feynman, 1955):
$$0,\beta |0,0=๐๐ซ(\tau )\mathrm{exp}\left[\frac{1}{2}_0^\beta \dot{๐ซ}^2๐\tau +\frac{\alpha }{2^{\frac{3}{2}}}_0^\beta _0^\beta \frac{e^{|\tau \sigma |}}{|๐ซ(\tau )๐ซ(\sigma )|}๐\tau ๐\sigma \right],(8a)$$
where $`\beta =1/(k_BT)`$. This path integral (8a) has a great intuitive appeal: it shows the polaron problem as an equivalent one-particle problem in which the interaction, non-local in time or โretardedโ, is between the electron and itself. Subsequently Feynman showed (in fact to M. Baranger) how the variational principle of quantum mechanics could be adapted to the path integral and introduced a quadratic trial action (again non-local in time) to simulate Eq. (8a).
It may be noted, that the elimination of the phonon field (or the boson field in general) introduced through Eq. (8a) by Feynman has found many applications, e. g. in the study of dissipation phenomena
Applying the variational principle for path integrals resulted in an upper bound for the polaron self-energy at all $`\alpha `$, which at weak and strong coupling gave accurate limits. Feynman obtained the smooth interpolation between weak and strong coupling (for the groundstate energy). It is worthwhile to give the asymptotic expansions of Feynmanโs polaron theory. In the weak-coupling limit, they are given above by Eqs. (7a) and (7b). In another โ strong-coupling limit โ Feynman found for the energy:
$$\frac{E_0}{\mathrm{}\omega _{LO}}\frac{E_{3D}(\alpha )}{\mathrm{}\omega _{LO}}=0.106\alpha ^22.83\mathrm{}(\alpha \mathrm{}).(9a)$$
and for the polaron mass:
$$\frac{m^{}}{m_b}\frac{m_{3D}^{}(\alpha )}{m_b}=0.0202\alpha ^4+\mathrm{}(\alpha \mathrm{}).(9b)$$
Over the years the Feynman model for the polaron has remained in many respects the most successful approach to this problem. It is also remarkable that, despite several efforts, no equivalent Hamiltonian formulation of this path integral approach has been realised. \[In one case (Yamazaki, 1983) the formal structure of the theory was reobtained in a Hamiltonian formulationโbe it very artificialโbut no variational principle leading to an upper bound for the energy could be found.\] The theory of polarons in semiconductors with degenerate bands and of statistical ensembles of polarons, related to many-polaron problems, is reviewed from the unified point of view of the path integration over the Wick symbols by Fomin and Pokatilov (1988).
#### 1.2.4 Response properties of Frรถhlich polarons. Mobility and <br>optical properties
The transport properties of polar and ionic solids are influenced by the polaron coupling. Intuitively one expects that the mobility of large polarons will be inversely proportional to the number of real phonons present in the crystal:
$$\mu \text{e}^{\mathrm{}\omega _{LO}/kT}.(10a)$$
The first to point out the typical behaviour (characteristic for weak coupling) of Eq. (10a) was Frรถhlich (1937). Kadanoff (1963) provided a derivation of the weak-coupling, low-temperature mobility starting from the Boltzmann equation; his result is
$$\mu =\frac{4}{3\pi ^{1/2}}\frac{e}{m^{}\alpha \omega _{LO}}G(z)\text{e}^{\mathrm{}\omega _{LO}/kT}\left(\frac{kT}{\mathrm{}\omega _{LO}}\right)^{1/2},(10b)$$
where $`G(z)`$, defined by Howarth and Sondheimer (1953), is of order 1.
Feynman et al. (1962) (usually referred to as F. H. I. P.) have elaborated a framework allowing the analysis of the response properties of a system, using path integrals. For low temperatures they obtain the following expression for the dc mobility:
$$\mu \mu _{3D}(\alpha )=\frac{e}{2m^{}\omega _{LO}\alpha }\frac{3}{2}\left(\frac{w}{v}\right)^3\mathrm{exp}\left(\frac{v^2w^2}{w^2v}\right)\text{e}^{\mathrm{}\omega _{LO}/kT}\frac{kT}{\mathrm{}\omega _{LO}},(10c)$$
where $`w,v`$ are functions of $`\alpha `$ (also adequate for large $`\alpha `$) deriving from the Feynman polaron model<sup>2</sup><sup>2</sup>2It is noted that a misprint occurred in this formula in the Encyclopedia of Physics (Lerner, Trigg, 1991).. For the impedance of a polaron $`Z(\nu )Z_{3D}(\alpha ,\nu )`$ describing its response to the ac electric field of frequency $`\nu `$, see Feynman et al. (1962).
Equation (10c) and related approximations allowed to explain the experimental results of Brown and his co-workers \[see (Brown, 1963)\] on alkali halides and silver halides, see e. g. Fig. 3, in the temperature region where the electron-LO-phonon scattering is the dominant process (at low temperatures $`T<50`$K the impurity scattering starts to prevail). Equation (10c) presupposed a โdrifted-Maxwellianโ velocity distribution of the polarons; this limits the validity of the treatment theoretically. However, because other scattering mechanisms than LO-phonon scattering might โconspireโ to induce a Maxwellian distribution, the range of validity of Eq. (10c) seems to be larger than one would expect from electron-LO-phonon interaction only. A review on the mobility of Frรถhlich polarons, written from a unified point of view, was presented by Peeters and Devreese (1984).
It was shown by the author and his co-authors \[see (Devreese, 1972)\] how the optical absorption of Frรถhlich polarons, for all coupling, can be calculated starting from the F. H. I. P.-scheme (which gives a derivation for the impedance function). This work led to the following expression for the optical absorption:
$$\mathrm{\Gamma }(\nu )\frac{\text{Im}\mathrm{\Sigma }(\nu )}{[\nu \text{Re}\mathrm{\Sigma }(\nu )]^2+[\text{Im}\mathrm{\Sigma }(\nu )]^2},(10d)$$
where $`\nu `$ is the frequency of the incident radiation, $`\mathrm{\Sigma }(\nu )`$ is the so-called โmemory functionโ which contains the dynamics of the polaron and depends on $`\alpha `$ and $`\nu `$.
As an example, in Fig. 4 the optical absorption spectrum of Frรถhlich polarons for $`\alpha =6`$ is shown.
It is remarkable that from (10d) in (Devreese, 1972) the three different kinds of polaron excitations, studied before only in asymptotic limits, are seen to appear in the spectra:
* a) scattering states where e. g. one real phonon is excited (the structure starting at $`\nu =1`$);
* b) R. E. S. (Kartheuser et al., 1969; Evrard, 1965);
* c) F. C. states (Kartheuser et al., 1969; Evrard, 1965).
Experimentally only the โscattering statesโ have been seen for free polarons (Finkenrath et al., 1969); the R. E. S. might play a role for bipolarons (Verbist et al. 1994). However, the full structure of Eq. (10d) has been revealed through cyclotron resonance measurements for which $`\nu \text{Re}\mathrm{\Sigma }(\nu )`$ is replaced by $`\nu \omega _c\text{Re}\mathrm{\Sigma }(\nu )`$ so that the resonance conditions can be tuned by changing $`\omega _c`$.
The weak-coupling limit of Eq. (10d) coincides with the results by Gurevich et al. (1962), whereas the structure of the strong-coupling limit confirms the identification of the internal polaron excitations by Kartheuser et al. (1969).
In pioneering experimental studies Brown and co-workers \[see (Brown, 1963)\] have combined mobility experiments and cyclotron resonance measurements to clearly demonstrate the polaron effect. From a theoretical plot of mobility versus band mass in AgBr compared to experimental mobility data at a given temperature, they estimate the band mass. This allows to calculate $`\alpha `$ and the polaron mass $`m^{}`$. This value of $`m^{}`$ can then be compared to the measured cyclotron mass. The experimental value $`m^{}/m_b=0.27\pm 0.01`$ is obtained for AgBr at 18 K to be compared to a theoretical value $`m^{}/m_b=0.27\pm 0.05`$.
### 1.3 Frรถhlich polarons in 2D
#### 1.3.1 Introduction
Today electron systems in reduced dimensions e. g. in two dimensions like in GaAs-AlGaAs or MOSFETS are of great interest. Also the electron-phonon interaction and the polaron effect in such systems receive much attention. For one polaron, confined to two dimensions, but interacting with a 3D phonon gas, the Frรถhlich Hamiltonian remains of the form (1a) with the following modification for the $`V_k`$ (Peeters et al., 1986a):
$$V_k=i\mathrm{}\omega _{LO}\left(\frac{\sqrt{2}\pi \alpha }{Ak}\right)^{\frac{1}{2}}\left(\frac{\mathrm{}}{m_b\omega _{LO}}\right)^{\frac{1}{4}},(11)$$
valid because of the fact that the electron-polarization interaction is of the standard form $`1/r`$ in an arbitrary number of space dimensions. A possible dependence of the electron-phonon interaction on a concrete physical mechanism of the electron confinement to two dimensions was considered by Fomin and Smondyrev (1994). The self-energy $`\mathrm{\Delta }E/\mathrm{}\omega _{LO}`$ for a polaron in $`2D`$ for $`\alpha 0`$ and $`\alpha \mathrm{}`$ were derived by Xiaoguang et al. (1985), Das Sarma and Mason (1985):
$$\frac{\mathrm{\Delta }E}{\mathrm{}\omega _{LO}}\frac{E_{2D}(\alpha )}{\mathrm{}\omega _{LO}}=\frac{\pi }{2}\alpha 0.06397\alpha ^2+\mathrm{O}(\alpha ^3)(\alpha 0),(11a)$$
$$\frac{\mathrm{\Delta }E}{\mathrm{}\omega _{LO}}\frac{E_{2D}(\alpha )}{\mathrm{}\omega _{LO}}=0.4047\alpha ^2+\mathrm{O}(\alpha ^0)(\alpha \mathrm{}).(11b)$$
The corresponding results for the polaron mass in 2D are \[Xiaoguang et al. (1985)\]:
$$\frac{m^{}}{m_b}\frac{m_{2D}^{}(\alpha )}{m_{2D}}=\frac{\pi }{8}\alpha +0.1272348\alpha ^2+\mathrm{O}(\alpha ^3)(\alpha 0),(11c)$$
$$\frac{m^{}}{m_b}\frac{m_{2D}^{}(\alpha )}{m_{2D}}=0.733\alpha ^4+\mathrm{O}(\alpha ^2)(\alpha \mathrm{}).(11d)$$
The result $`\mathrm{\Delta }E/\mathrm{}\omega _{LO}=(\pi /2)\alpha `$ was first obtained by Sak (1972).
#### 1.3.2 Scaling relations
Peeters and Devreese (1987) have derived several scaling relations connecting the polaron self-energy, the effective mass, the impedance $`Z`$ and the mobility $`\mu `$ in $`2D`$ to the same quantities in $`3D`$. Those relations were derived on the level of the Feynman approximation and are listed here:
$$E_{2D}(\alpha )=\frac{2}{3}E_{3D}\left(\frac{3\pi }{4}\alpha \right),(12a)$$
$$\frac{m_{2D}^{}(\alpha )}{m_{2D}}=\frac{m_{3D}^{}\left(\frac{3\pi }{4}\alpha \right)}{m_{3D}},(12b)$$
$$Z_{2D}(\alpha ,\nu )=Z_{3D}(\frac{3\pi }{4}\alpha ,\nu ),(12c)$$
where $`\nu `$ is the frequency of the external electromagnetic field, and
$$\mu _{2D}(\alpha )=\mu _{3D}\left(\frac{3\pi }{4}\alpha \right).(12d)$$
Except for the investigations on polarons at the surface of liquid He (Jackson, Platzman, 1981; Devreese, Peeters, 1987), the experimental studies performed at present, are related to systems with weak electron-phonon coupling. Those studies have addressed a variety of physical properties including magneto-phonon anomalies, optical absorption, plasmon-LO-phonon mode coupling, cyclotron resonance, mobility, many-body effects, etc. โฆThe reader is referred to (Devreese, Peeters, 1987) for more details and additional references. In what follows some of these studies will be further discussed.
### 1.4 Frรถhlich Polarons in a magnetic field
#### 1.4.1 In 3D
Frรถhlich polarons have been most clearly manifested by investigations of their properties in magnetic fields. Therefore a special section is devoted to the study of polarons in magnetic fields.
##### 1.4.1.1. Level crossing, pinning.
In interpreting the (low field) cyclotron resonance experiment of Brown et al. it was supposed that the zero-magnetic-field polaron mass is observed.
Of course there exists no a priori guarantee that this supposition is true and theoretical studies of polarons in magnetic fields are necessary. Larsen (1972, 1991) has made important contributions to the theoretical study of polarons in magnetic fields. In particular he was the first to point out the level repulsion close to the crossing of levels at $`\omega _c=\omega _{LO}`$ ($`\omega _c`$ is the cyclotron resonance frequency) and the pinning of Landau levels to the phonon continuum as $`\omega _c\mathrm{}`$ (see Fig. 5). Measurements on InSb (Johnson, Larsen, 1966) and CdTe (Waldman et al., 1969) provided first indications for these level crossing and pinning phenomena. Detailed lineshape studies for weak coupling of the cyclotron resonance, revealing a double peak structure close to $`\omega _c=\omega _{LO}`$, are displayed by Vigneron et al. (1978) and independently by Van Royen and Devreese (1981).
##### 1.4.1.2. Static and dynamic properties of polarons in a magnetic field.
Peeters and Devreese (1982) have generalized the Feynman model of the polaron to the case where a static external magnetic field is applied. The calculation is valid for all $`\alpha `$, $`\omega _c`$ and temperature described by the parameter $`\beta `$. The starting point is the expression of the free energy of the polaron as a path integral
$$F=F_{ph}\frac{1}{\beta }\mathrm{ln}\left\{๐๐ซ_{๐ซ(0)=๐ซ}^{๐ซ(\beta )=๐ซ}๐๐ซ(u)\mathrm{exp}(S[r(u)])\right\}.(13a)$$
The โelectronโ contribution to the action $`S`$ is
$$S_e=\frac{1}{2}_0^\beta ๐u[\dot{๐ซ}(u)^2+i\omega _c(x(u)\dot{y}(u)y(u)\dot{x}(u))],(13b)$$
where $`๐ซ`$ is the position vector of the electron, with components $`x`$, $`y`$ in the plane perpendicular to the magnetic field.
A quadratic, retarded model interaction was introduced (Peeters, Devreese, 1982) to simulate the polaron (retarded Coulomb) interaction and, in analogy to the zero-magnetic field case, the Jensen-Feynman inequality was used:
$$FF_{ph}+F_m\frac{1}{\beta }<SS_m>_m.(13c)$$
Here $`F_{ph}`$, $`F_m`$ stand for the free energy of the phonon bath and the quadratic model respectively, while $`<>_m`$ denotes an evaluation of the corresponding average with
$$\text{e}^{S_m}/๐๐ซ_{๐ซ(0)=๐ซ}^{๐ซ(\beta )=๐ซ}๐๐ซ(u)\text{e}^{S_m}(13d)$$
as weight factor. For details the reader is referred to (Peeters, Devreese, 1982), where results for the energy and related properties of the polaron in a magnetic field for all $`\alpha `$, $`\omega _c`$, $`\beta `$ were derived both numerically and โ in a variety of limiting cases โ analytically.
A question of considerable significance raised about the validity of the inequality (13c) in the presence of a magnetic field. Feynman suggested that in a magnetic field this inequality remains valid, or might need a slight modification only (Feynman, Hibbs, 1965). Several works have been devoted to this challenging problem, see (Brosens, Devreese, 1988), Sec. 3.4 in (Fomin, Pokatilov, 1988), and (Larsen, 1991) for a detailed review. Larsen (1985) revealed that the groundstate levels of a 2D-polaron obtained variationally on the basis of (13c) for sufficiently high magnetic fields lie below those found within the framework of the adiabatic strong-coupling theory or the fourth-order perturbation weak-coupling approach. Interpreting the latter groundstate level as the exact one, Larsen came to the conclusion that it would seem difficult to attach any particular sense to the variational groundstate level. It is worthwhile that the perturbation groundstate energy can however itself be treated in some cases \[see (Fomin, Pokatilov, 1988), loc. cit.\] as an upper bound for the exact energy. But when comparing various upper bounds for the exact energy, one should recall Feynmanโs (1955) warning that attempts to improve an upper bound by calculating the higher-order correction terms may indeed deprive the treatment of its variational nature! Using a model calculation, Brosens and Devreese (1988) rigorously demonstrated that for sufficiently small electron-phonon coupling the presence of a magnetic field is prohibitive for the application of the Jensen-Feynman inequality.
A generalization of the Jensen-Feynman inequality, which remains valid in the case of a nonzero magnetic field, was derived by Devreese and Brosens (1992) starting from the ordered operator calculus. On these grounds, the conditions were determined to be imposed on the variational parameters in the model action $`S_m`$, such that the Feynman upper bound in its original form of the inequality (13c) remains valid for a polaron in a magnetic field. Although sofar it has not been conclusively established that a choice of the parameters in the trial action made in (Peeters, Devreese, 1982) limits them to the domain determined by the conditions derived in the above-cited work, it is interesting to note that most of the existing theories of polarons in a magnetic field (Hellwarth, Platzman, 1962; Marshall, Chawla, 1970; Evrard et al., 1970; Lรฉpine, Matz, 1976) are obtained as special cases of the results by Peeters and Devreese (1982) who simply accepted the inequality (13c) as the working hypothesis. A prediction by Peeters and Devreese (1982) is that some quantities characterizing the internal structure of the polaron (called e. g. $`(v_{}/w_{})^2`$ in the mentioned paper) undergo a drastic change for a well-defined magnetic field (โstripping transitionโ). Although high magnetic fields are needed (e. g., $``$ 42 T in AgBr), it would be interesting to investigate this point experimentally.
##### 1.4.1.3. Cyclotron resonance spectra.
The observation of the cyclotron mass of electrons in AgBr in the low field case ($`\omega _c0`$) gave evidence for the occurrence of polaron effects. However it concerns only one number ($`m^{}/m_e`$) and involves the combination of two measurements ($`m_e`$ is the mass of the electron in vacuum).
It would therefore be useful to analyze the magnetic field dependence of the polaron mass in order to gain quantitative insight into the validity of the polaron picture.
An excellent occasion to realize such an analysis is provided by the, more recent, precise cyclotron mass measurements (in AgBr and AgCl) by Hodby et al. (1987). These measurements, performed with the $`5`$ cm bore hybrid magnet at Oxford, cover the range from zero magnetic field to $`16`$ T. These measurements are precise enough to distinguish between various polaron theories. Several theories were compared in analyzing the experimental data of by Hodby et al. (1987).
First, the variational calculation of Larsen (1972) was considered. This approach is a so-called intermediate-coupling theory to calculate the energy levels (modified Landau levels) of a polaron in a magnetic field. The polaron mass is then defined from the energy differences between the polaron (Landau-) energy levels.
In principle, it is better to calculate the magneto-optical absorption spectrum of the polaron (the quantity which is actually measured) and to define the polaron mass, in the same way as the experimentalist, from the peak positions in the spectrum. Starting from the results of Peeters and Devreese (1982), the magneto-optical absorption of polarons for all $`\alpha `$ and $`\omega _c`$ at $`T=0`$ was calculated by Peeters and Devreese (1986). They evaluated the memory-function formalism to generalize the study of the response of a Feynman polaron in a magnetic field. The magneto-absorption is then obtained from
$$\underset{\epsilon 0}{lim}\frac{1}{\nu \omega _c(\nu +i\epsilon )},(14a)$$
where $`\nu `$ is the frequency of the incident radiation and $`(\nu +i\epsilon )`$ is the memory-function. The key ingredient of $`(\nu +i\epsilon )`$ is the space Fourier transform of the density-density correlation function:
$$<e^{i๐ค๐ซ(t)}e^{i๐ค๐ซ(0)}>,(14b)$$
where $`<>`$ can be expressed as a path integral. $`(\nu +i\epsilon )`$ is an intricate function which takes into account all the polaron internal states and all the Landau levels. It turns out that the magneto-absorption calculated by Peeters and Devreese (1986) leads to the best quantitative agreement between theory and experiment as was analyzed for AgBr and AgCl (Hodby et al., 1987). It should be pointed out that the weak-coupling theories (Rayleigh-Schrรถdinger perturbation theory, Wigner-Brillouin one and its improvements) fail (and are all off by at least $`20\%`$ at $`16`$ T) to describe the experimental data for the silver halides. The analysis of Hodby et al. (1987) provides a confirmation of the Frรถhlich description of the polaron in a case where weak-coupling approximations are adequate.
An interesting case is provided by the cyclotron resonance data for CdTe (Johnson, Larsen, 1966). The early analysis (Larsen, 1972) of these experiments as well as subsequent cyclotron-resonance measurements of the polaron effective mass in $`n`$-CdTe (Litton et al., 1976) seemed to suggest that the Frรถhlich coupling constant as large as $`\alpha =0.4`$ could explain the data for the polaron mass as a function of magnetic field. This gave rise to a long-standing challenge to harness the adequacy of the dielectric continuum model for the magneto-bound polarons in CdTe which maintains the value $`\alpha 0.3`$ of the coupling constant. But the experimental data on the Zeeman splitting in the $`1s2p`$ shallow-donor-impurity transitions in CdTe at high magnetic fields obtained by Cohn et al., (1972) have been precisely described in the framework of a second-order perturbation theory with band non-parabolicity taken into account using the value $`\alpha =0.286`$ for the Frรถhlich coupling constant following from Eq. (1c) (Shi et al., 1995). It has been revealed in the latter work, that Cohn et al. (1972) had to use as a fitting parameter the value $`\alpha =0.4`$ higher than the above-mentioned Frรถhlich coupling constant, in order to compensate the underestimation of the polaron effects in the calculation of the transition energies.
#### 1.4.2 Cyclotron resonance of polarons in 2D
Cyclotron resonance experiments have been performed on the 2DEG, e. g., in InSb inversion layers and in GaAs-Al<sub>x</sub>Ga<sub>1-x</sub>As heterostructures (Scholz et al., 1983; Seidenbuch et al., 1984; Sigg et al., 1985; Merkt, 1985).
Several theoretical studies have been presented to analyse these experimental results for the 2DEG. In those works the cyclotron mass was obtained from the positions of the energy levels (Das Sarma, 1984; Larsen, 1984a,b; Peeters, Devreese, 1985; Peeters et al., 1986b,c).
The theory of cyclotron resonance in the 2DEG, for cases where the electron-phonon interaction plays a significant role is reviewed by Devreese and Peeters (1987). Like in 3D (Peeters, Devreese, 1986) the theory is expressed in terms of the memory function formalism. In this treatment the magneto-optical absorption itself is calculated and the transition frequencies (rather than the individual energy levels) are obtained directly. Here the application was limited to the weak-coupling regime.
Some results of this work are:
* a) first the magneto-absorption spectrum was calculated, at weak coupling, for one polaron in 2D. A Landau-level broadening parameter is introduced phenomenologically in order to remove the divergencies in the magneto-optical absorption spectrum. The effect of the nonzero width of the 2DEG is incorporated along with nonparabolicity. The experimental data for $`p`$-InSb inversion layers can be adequately explained by this theory.
* b) To account for the cyclotron-mass data in GaAs-Al<sub>x</sub>Ga<sub>1-x</sub>As heterostructures it is essential to include many-body effects. Both the โoccupation effectโ (Pauli principle) and the effects of screening were included, on top of the effect included in the one-polaron studies under a).
It is also worth mentioning that, although for one electron the polaron effect is enhanced by the 2D-confinement, in reality e. g., in GaAs-Al<sub>x</sub>Ga<sub>1-x</sub>As with $`n_e1.4\times 10^{11}`$ $`cm^2`$ screening helps to reduce the polaron effect in 2D so that it becomes smaller than its 3D counterpart. For sufficiently large densities the polaron mass in 2D is not a monotonically increasing function of $`\omega _c`$ but shows structure where the filling factor becomes an integer (Peeters et al., 1988a,b).
It is obvious, both in the case of InSb and that of GaAs-Al<sub>x</sub>Ga<sub>1-x</sub>As that polaron effects do occur, even if these are weak-coupling materials.
A nice example, clearly demonstrating the polaron coupling is provided by the cyclotron resonance in a 2DEG which naturally occurs in InSe where $`\alpha 0.3`$ (Nicholas et al., 1992). One clearly sees, over a wide range of magnetic fields, the two distinct polaron branches separated by as much as $`0.4\omega _{LO}`$ at resonance (Fig. 5). Polaron cyclotron resonance has even been observed in n-type ZnS up to 220 T by Miura et al. (1994).
A quantitative interpretation of the cyclotron resonance measurements in $`n`$-GaAs and AlGaAs-GaAs heterojunctions was obtained on the grounds of the polaron theory with taking into account three factors: dimensionality, band nonparabolicity and screening (Sigg et al., 1985). Impurity-bound resonant magnetopolarons have been clearly observed in bulk GaAs and GaAs-Al<sub>x</sub>Ga<sub>1-x</sub>As multiple quantum wells (Cheng et al., 1993).
#### 1.4.3 Formal developments
Also to treat Frรถhlich polarons in a magnetic field the Feynman path integral proved to be a most powerful method extending the possibilities of perturbation theory and Hamiltonian variational calculations.
From the methodological point of view the introduction of the total angular momentum operator of the polaron
$$\widehat{L}_z=\widehat{l}_z+i\mathrm{}\underset{๐ค,๐ค^{}}{}a_๐ค^{}^{}a_๐ค(k_x\frac{}{k_y}k_y\frac{}{k_x})\delta _{๐ค,๐ค^{}}(15)$$
(with $`\widehat{l}_z`$ denoting the electron angular momentum) is useful for Hamiltonian treatments of polarons in a magnetic field (Evrard et al., 1970). Later this operator was used in studies on excitons, An operator algebra method was developed by Larsen (1984), useful to study higher-order effects for polarons in magnetic fields, when expanding in powers of $`\alpha `$.
### 1.5 The bound polaron
A polaron can be bound to a charged vacancy or to a charged interstitial. To a first approximation this system can be approximated by adding the Coulomb potential energy operator ($`e^2/ฯต_{\mathrm{}}|๐ซ|\stackrel{~}{\beta }/|๐ซ|`$, $`๐ซ`$ is the vector operator characterizing the electron position with respect to the center of the vacancy or of the interstitial) to the Frรถhlich Hamiltonian.
Intuitively one expects that the weak-coupling polaron spectrum for the bound polaron is approximately given by a Bohr formula adapted to take into account the polaron mass:
$$E_n=\alpha \mathrm{}\omega _{LO}\frac{m_be^4}{2\mathrm{}^2n^2ฯต_0^2}\frac{\alpha }{12}\frac{m_be^4}{\mathrm{}^2n^2}+O(\alpha ^2)(n=1,2,\mathrm{}).(16)$$
Expansions refining Eq. (16) were derived first using approximate schemes for perturbation theory (Bajaj, 1972); later a rigorous result for the binding energy $`E_n`$ up to order $`\alpha `$ was obtained (Engineer, Tzoar, 1972).
Further schemes to treat the groundstate energy of the bound polaron (and approximations for some of the excited states) have been developed by Platzman (1962), Larsen (1969), Devreese et al. (1982), Adamowski (1985).
Brandt and Brown (1969) have interpreted some structure in their infrared optical absorption spectra of AgBr as caused by the bound polaron; in particular the 168 cm<sup>-1</sup> absorption line has been analyzed as a transition between a 1$`s`$ and a 2$`p`$ state (modified by the polaron interaction). Also higher excited states and LO-phonon sidebands play a role in this spectrum \[see e. g. (Bajaj, 1972)\] (Fig. 6). The bound polaron is related to the F-center. In Tables 2 and 3 some energy levels of the bound polaron are tabulated.
## 2 The Small Polaron
### 2.1 The small-polaron concept. Role of localization
An electron or a hole trapped by its self-induced atomic (ionic) displacement field in a region of linear dimension (โradiusโ), which is of the order of the lattice constant, is called small polaron (Frรถhlich, 1957; Sewell, 1958; Frรถhlich, Sewell, 1959; Holstein, 1959; Emin, Holstein, 1976). An excellent survey of the small-polaron physics relevant to the conduction phenomena in non-crystalline materials and to the metal-insulator transitions has been given by Mott (1987, 1990). As distinct from large polarons, small polarons appear due to short-range forces. Thus, in certain materials, in particular in some oxydes, the induced lattice polarization is essentially localized in a volume of the order of a unit cell. Hence, the charge carrier is localized on an individual lattice site during a time which can become large compared to the localization time describing the relaxation of the lattice to the small-polaron state. The localization time is of the same order of magnitude as the period of a lattice vibration, $`\omega _{LO}^1`$.
Because for small polarons the lattice polarization is mostly confined to one unit cell, the atomicity of the solid is felt by the carrier; a complete treatment of small polarons should therefore start from an ab initio calculation which takes into account the detailed local structure of the solid; the Frรถhlich continuum approximation would not be adequate. Nevertheless, actual small-polaron theories as developed, e. g., by Yamashita and Kurosawa (1958), Holstein (1959) and others are based on analytical approximations as a starting point. Thus, the adiabatic eigenstates of an electron placed in a deformable continuum were shown to depend drastically on the character of the electron-lattice interaction as well as on the dimensionality of the system (Emin, Holstein, 1976). As distinct from the case of the long-range interaction with a stable large-polaron state, for the short-range interaction in a three-dimensional system there exist two stable states, namely, an unbound electron in an undeformed continuum and an electron collapsed in an infinitesimally localized self-induced potential well. The former is analogous to the band electron state in a rigid lattice, the latter models a small-polaron state. It is also worthwhile that the common action of a long-range and of a short-range forces was found to yield always a small-polaron-like state and โ in a certain region of the interaction strengths โ a large-polaron state. Thus, even from the early analysis a possibility of a coexistence of the both types of polarons can be distinctly deduced.
In the modern theories \[see, e. g. (Alexandrov, Mott, 1994)\], the small-polaron energy is regarded to consist of the following parts:
* a) the kinetic energy of the charge carrier in a rigid lattice which, as distinct from large polarons, is considered to originate from the intersite transfer due to tunneling;
* b) the energy of the atomic (ionic) displacements field, describing the lattice distortion;
* c) the potential energy of the charge carrier in the potential well formed by these displacements.
The interaction of the localized electron (hole) with the lattice vibrations then induces the charge carrier to jump from one atom (or ion) to a neighbouring one. This process is called hopping. The detailed physical picture of hopping (Lang, Firsov, 1962) suggests a sequence of the acts of small-polaron disintegration and reappearance as follows. At sufficiently high temperatures $`k_BT>\mathrm{}\omega _{LO}/4`$, the typical time interval between jumps $`\mathrm{\Delta }t`$ satisfies the inequalities: $`t_0\mathrm{\Delta }tt_p`$, where $`t_0\mathrm{}/[(W_Hk_BT)^{1/2}]`$ (with $`W_H`$, the thermal activation energy for hopping) denotes the jump-over time and $`t_p\mathrm{}/\mathrm{\Delta }E_p`$ (with $`\mathrm{\Delta }E_p`$, the small-polaron bandwidth) is the tunneling time. Hence, an electron remains most of the time at a site, suffering a hopping transition from site to site rather rarely, but on average earlier, than a tunneling occurs. As far as the jump-over time is much shorter than the period of a lattice vibration, $`t_0\omega _{LO}^1`$, under a hopping transition the electron โjumps out ofโ the old potential well due to its self-induced lattice deformation, thus initiating a multiphonon process of the lattice relaxation: the small-polaron state disappears. But the time interval between jumps is much larger than the localization time, $`\mathrm{\Delta }t\omega _{LO}^1`$. This inequality describes the anti-adiabatic limit: the atoms (ions) can adiabatically follow the motion of an electron, contrary to the case of a large polaron (see section 1.2.1). Thus, a new potential well due to the lattice deformation adapted to the new position of the electron is formed: a renascence of a small-polaron state occurs.
Also in the case of small polarons the relevant phonons are commonly the LO phonons. A simple estimate of the temperature dependence of mobility can be obtained starting from the following The larger the number of LO phonons $`n_{ph}`$ present in the solid, the larger the mobility $`\mu _{SP}`$ of the small polaron:
$$\mu _{SP}n_{ph}.(17)$$
For sufficiently low temperatures $`n_{ph}=e^{\mathrm{}\omega _{LO}/kT}`$ and, as a consequence, we find
$$\mu _{SP}e^{\mathrm{}\omega _{LO}/kT}.(18)$$
It should be emphasized that the mobility of small polarons is therefore thermally activated and its temperature dependence is totally different from that of Frรถhlich polarons \[compare e. g. Eq. (18) with Eq. (10a)\].
A more detailed theoretical treatment of the small-polaron mobility \[see (Lang, Firsov, 1962; Reik, 1972)\] leads to the following formula, valid for $`T>\theta _D/2`$ ($`\theta _D`$ is the Debye temperature of the crystal):
$$\mu _{SP}=\frac{ea^2\omega _{LO}}{6k_BT}\mathrm{exp}\left(\frac{W_H}{k_BT}\right),(19)$$
where $`a`$ is the lattice constant of the crystal in which the small polaron occurs, $`W_H`$ is the thermal activation energy for hopping and is given by 1/2 the small-polaron binding energy.
The Arrhenius-type activated behaviour of the form (19) of a mobility has been used as a fingerprint to identify small-polaron behaviour in solids. One of the earliest studies concerned one of the uranium oxydes UO<sub>2+x</sub> (Devreese, 1963; Nagels et al., 1964). Subsequently small polarons were invoked to interpret the conductivity in many oxydes (Mott, Davis, 1979), in particular in transition metal oxydes. It should be mentioned that often the measured quantity is the Hall-mobility rather than the drift mobility. The theory of the Hall mobility of small polarons due to hopping (Friedman, Holstein, 1963; Austin, Mott, 1969) leads to
$$\mu _{Hall}T^{\frac{1}{2}}\mathrm{exp}\left(\frac{W_H}{3k_BT}\right).(20)$$
The relation between Hall and drift mobility is not simple, and the Hall mobility depends, e. g., on the interference between several hopping processes \[see a comprehensive review by Austin and Mott (1969)\]. For $`s`$-carriers the Hall coefficient turns out to be always negative.
### 2.2 Standard small-polaron theory
As shown above, small polarons โ at sufficiently high temperature โ are characterized by diffusive motion and the band-picture with its Bloch states breaks down; in the low-temperature limit the band picture reappears in the theoretical description although experimental evidence for band conduction has been limited.
The fact that the Bloch-band picture breaks down is connected with the narrowing of the band gap which develops as the carrier becomes more and more localized, resulting in an increasing effective mass and, in the limit, in self-trapping. E. g. in KCl the material characteristics are such that a valence band hole gets self-trapped due to its polaron interaction with the lattice (Stoneham, 1979). The self-trapping of the hole is a subtle process, but the evidence is that it is related to the polaron formation in interplay with the Jahn-Teller effect (Stoneham, 1979).
For the quantitative treatment of small polarons the so-called molecular crystal model of Holstein (1959) is perhaps most illuminating. Without going into the mathematical details of this model, we mention its basic ingredients: a linear (1D) chain is considered with $`N`$ diatomic molecules in which an excess electron is moving. With this model, the occurrence of two regimes, separated by a characteristic temperature typically of order 0.4 to 0.5 $`\mathrm{}\omega _{LO}/k_B`$, is established theoretically: a) hopping induced by phonons and b) Bloch-type band motion. For hopping motion of small polarons, Holstein derived the following expression for the hopping mobility:
$$\mu =\frac{ea^2}{k_BT}\frac{J^2}{\mathrm{}^2\omega _{LO}}\left[\frac{\pi }{\gamma \mathrm{cosh}\left(\frac{\mathrm{}\omega _{LO}}{4k_BT}\right)}\right]^{\frac{1}{2}}\mathrm{exp}\left[2\gamma \mathrm{tan}\left(\frac{\mathrm{}\omega _{LO}}{4k_BT}\right)\right],(21)$$
where $`J`$ is a two-center overlap integral, $`\gamma `$ is a measure for the electron-phonon coupling strength for small polarons to be distinguished from the large polaron coupling constant $`\alpha `$ ($`2J`$ corresponds to the width of the electronic Bloch band which is supposed to be relatively small in small-polaron theory).
An important role in small-polaron theory belongs to the distinction between adiabatic and non-adiabatic hopping transitions \[roughly speaking, the adiabatic regime is characterized by the fact that the electron follows the atomic (ionic) motion instantaneously\], see for the details the monograph by Klinger (1979).
The formation of small bipolarons by coupling of electrons to acoustic phonons and in disordered media was examined by Cohen et al. (1984). The study of small-polaron properties has been extended and studied in depth by Mott who identified and analyzed many instances of small-polaron transport including variable-range hopping, in which electrons hop over a range of distances and not only between nearest neighbours, and the role of small polarons in amorphous semiconductors (Mott, 1990). The coherence and dynamics of small polarons in the presence of disorder were represented in terms of two characteristic energies: the polaron bandwidth specifies the energy scale of disorder at which the polarons become localized as composite particles, while the bare electron bandwidth defines the energy scale at which the polaron ceases to be a composite particle (Spicci et al., 1994).
In the theory of small polarons there are still some open fundamental questions which have been a subject of considerable recent investigation. Among the urgent issues: (i) the problem of the relevance of the Bloch-like states for a single small polaron in spite of the retardation, and (ii) the study of the nature and properties of quasiparticles in many-polaron systems, which are of especial interest for the polaron, bipolaron and hybrid polaron-bipolaron pictures of high-T<sub>C</sub> superconductivity (see Sec. 5) should be pointed out.
### 2.3 Experimental evidence
Experimentally small-polaron effects have been analyzed, e. g., in KCl, LiF, NiO, MnO, TiO<sub>2</sub>, BaTiO<sub>3</sub>, SrTiO<sub>3</sub>, LaCoO<sub>3</sub>,โฆ We refer to the reviews by Appel (1968) and Firsov (1975) for more details. More recently, de Jongh (1988), Micnas et al. (1990), Alexandrov and Krebs (1992) and Alexandrov and Mott (1994) surveyed in detail both the principles and the main results of the small-polaron theory in the context of the (bi)polaronic approach in the physics of high-T<sub>C</sub> superconductors and tried to interpret some experimental data in different materials in terms of small polarons and small bipolarons.
The study of the optical absorption for small polarons is complex. A representative example is shown in Fig. 7, where the real part of the ac conductivity, describing the small-polaron absorption, as derived from the Kubo formula, is shown for various $`\mathrm{\Gamma }`$ ($`\mathrm{\Gamma }=\mathrm{}/4\tau _0k_BT`$, where $`\tau _0`$ is 1/4 times the โhopping timeโ) (Reik, Heese, 1967). Note the completely different character of the optical absorption for small polarons as compared to large polarons.
In analyzing experimental transport data also thermoelectric power measurements are used; the theoretical study of the thermopower for small polarons has revealed that no polarization energy is transferred by the polaron motion.
Mobile polarons, observed in WO<sub>3-x</sub> by Gehlig and Salje (1983), were shown to exhibit at 130 K a transition from a regime of hopping conductivity, characterized by a constant activation energy, to a regime of band conductivity, in which the process is not activated. With increasing carrier density, small polarons are formed up to a density, which is equal to the concentration of the sites at which they can be localized. At this critical density the dc electrical conductivity shows a phase transition, which these authors interpret as an Anderson-type transition: a change from a thermally activated small-polaron behaviour to a metallic temperature dependence occurs. the critical density was found to be about 3.7$`\times `$10<sup>21</sup> cm<sup>-3</sup> in WO<sub>3-x</sub> (Salje, Gรผttler, 1984) and 1.7$`\times `$10<sup>21</sup> cm<sup>-3</sup> in NbO<sub>2.5-x</sub> (Rรผscher et al., 1988). At higher densities, two type of carriers are suggested to coexist: small polarons, on the one hand, and, on the other hand, conducting carriers which can be regarded as large polarons. The crossover from small-polaronic to metallic temperature dependence of the conductivity is consistently demonstrated by the Arrhenius plot for five different chemical compositions NbO<sub>2.5-x</sub>. A thermally activated small-polaron conductivity seems to occur at lower degrees of reduction than that of NbO<sub>2.49</sub>. This crossover scenario is strongly supported by the fact, that close to the same critical densities as mentioned above the saturation of the โintegral intensityโ of the polaronic absorption occurs, see Fig. 8.
Quite recently, the dc electrical conductivity of a slightly hyperstoichiometric sample of polycrystalline UO<sub>2+x</sub> was interpreted (Casado et al., 1994) in the framework of small-polaron theory, where some discrepancies between the semi-empirical values of the small-polaron self-energy and the thermal activation energy, from the one side, and those obtained as a result of a fully microscopic calculation, from the other side, are revealed.
The recent measurements of the Seebeck coefficient of BaBi<sub>0.25</sub>Pb<sub>0.75</sub>O<sub>3-ฮด</sub> with an oxygen deficiency by Hashimoto et al. (1995) suggest the coexistence between the band charge carriers of high mobility, on the one side, and localized charge carriers of low mobility, on the other side (Fig. 9). Namely, in the low-temperature region, $`T<200`$ K, the decrease of the (negative) Seebeck coefficient with $`T`$ is supposed to be due to large electron polarons, while a temperature-activated behaviour of the (positive) Seebeck coefficient above room temperature is attributed by the authors to small hole polarons. A non-phenomenological interpretation of such experiments requires a theoretical approach which would combine the large- and the small-polaron concepts.
A complex of experimental results on dielectric relaxation, ac and dc conductivities of La<sub>1-x</sub>Sr<sub>x</sub>FeO<sub>3</sub> with 0.05 $`x`$ 0.3 obtained by Jung and Iguchi (1995) was self-consistently explained in terms of small polarons (see, e. g., Arrhenius plot for conductivity in Fig. 10).
## 3 Bipolarons and Polaronic Excitons
When two electrons (or two holes) interact with each other simultaneously through the Coulomb force and via the electron-phonon-electron interaction either two independent polarons can occur or a bound state of two polarons โ the bipolaron โ can arise (Vinetskii, 1961; Hiramoto, Toyozawa, 1985; Adamowski, 1989). Whether bipolarons originate or not, depends on the competition between the repulsive forces (direct Coulomb interaction) and the attractive forces (mediated through the electron-phonon interaction).
The bipolaron can be free and characterized by translational invariance, or it can be localized. According to Alexandrov and Ranninger (1981 a,b), the many-electron system on a lattice coupled with any bosonic field turns out to be a charged Bose-liquid, consisting of small bipolarons in the strong-coupling regime.
Similarly to the case of a bipolaron, an electron and a hole in a polarizable medium interacting with each other simultaneously both through the Coulomb force and via the electron-phonon-hole interaction, form a quasiparticle โ the polaronic exciton.
### 3.1 Frรถhlich bipolarons
In this section the case of free bipolarons for electrons or holes interacting with longitudinal optical phonons is discussed for the case of the continuum limit. They are referred to as Frรถhlich bipolarons.
Frรถhlich bipolarons are described by the following Hamiltonian
$`H`$ $`=`$ $`{\displaystyle \underset{j=1,2}{}}\left[{\displaystyle \frac{๐ฉ_j^2}{2m_b}}+{\displaystyle \underset{๐ค}{}}(V_ka_๐คe^{i๐ค๐ซ_j}+V_k^{}a_๐ค^{}e^{i๐ค๐ซ_j})\right]`$
$`+{\displaystyle \underset{๐ค}{}}\mathrm{}\omega _ka_๐ค^{}a_๐ค+U(๐ซ_1๐ซ_2),(22)`$
where $`๐ฉ_j,๐ซ_j`$ characterize the $`j`$โth electron ($`j`$=1,2), the potential energy for the Coulomb repulsion equals
$$U(๐ซ)=\frac{e^2}{\epsilon _{\mathrm{}}|๐ซ|}\frac{U}{|๐ซ|},(23)$$
$`\epsilon _{\mathrm{}}`$ is the high-frequency dielectric constant and the other symbols in Eq. (22) are the same as those in Eq. (1a). Note that one always has
$$U>\sqrt{2}\alpha (24)$$
$`(\mathrm{}=\omega _{LO}=m_b=1)`$: this inequality expresses the obvious fact that $`\epsilon _0>\epsilon _{\mathrm{}}`$.
In the discussion of bipolarons often the ratio
$$\eta =\frac{\epsilon _{\mathrm{}}}{\epsilon _0}(25)$$
of the electronic and static dielectric constant is used ($`0\eta 1`$). It turns out that bipolaron formation is favoured by smaller $`\eta `$. To estimate the order of magnitude of the quantities involved one may express $`\alpha `$ and $`U`$ as follows:
$$\alpha =\sqrt{\lambda }\left(\frac{1}{\epsilon _{\mathrm{}}}\frac{1}{\epsilon _0}\right),(26a)$$
$$U=\sqrt{2\lambda }\frac{1}{\epsilon _{\mathrm{}}}(26b)$$
with
$$\lambda =\frac{m_b}{m_e}\frac{R_y^{}}{\mathrm{}\omega _{LO}}.(26c)$$
The effective Rydberg is characterized by the electron (hole) band mass $`m`$:
$$R_y^{}=\frac{m_be^4}{2\mathrm{}^2}.(27)$$
Verbist et al. (1990, 1991) analyzed the Frรถhlich bipolaron using the Feynman path integral formalism. Quite analogously to the above discussed relations (12 a to d), a scaling relation was derived between the free energies $`F`$ in two dimensions $`F_{2D}(\alpha ,U,\beta )`$ and in three dimensions $`F_{3D}(\alpha ,U,\beta )`$:
$$F_{2D}(\alpha ,U,\beta )=\frac{2}{3}F_{3D}(\frac{3\pi }{4}\alpha ,\frac{3\pi }{4}U,\beta ).(28)$$
This is the generalization to bipolarons of the scaling relation for a single Frรถhlich polaron (Peeters, Devreese, 1987). Physically the scaling relation implies that bipolaron formation will be facilitated in 2D as compared to 3D. (The critical value for bipolaron formation $`\alpha _c`$ will be scaled with a factor $`3\pi /42.36`$ or: $`\alpha _c^{(2D)}=\alpha _c^{(3D)}/2.36`$).
Smondyrev et al. (1995) derived analytical strong-coupling asymptotic expansion in inverse powers of the electron-phonon coupling constant for the large bipolaron energy at $`T=0`$
$$E_{3D}(\alpha ,u)=\frac{2\alpha ^2}{3\pi }A(u)B(u)+O(\alpha ^2),(29a)$$
where the coefficients are closed analytical functions of the ratio $`u=U/\alpha `$:
$$A(u)=42\sqrt{2}u\left(1+\frac{u^2}{128}\right)^{3/2}+\frac{5}{8}u^2\frac{u^4}{512}(29b)$$
and for $`B(u)`$ see the above-cited paper. The scaling relation (28) allows to find the bipolaron energy in two dimensions as
$$E_{2D}(\alpha ,u)=\frac{2}{3}E_{3D}(\frac{3\pi }{4}\alpha ,u).(30)$$
A โphase-diagramโ for the polaronโbipolaron system was introduced by Verbist et al. (1990, 1991). It is based on the generalized trial action. This phase diagram is shown in Fig. 11 for the 3D-case. A Frรถhlich coupling constant as high as 6.8 is needed to allow for bipolaron formation. No definite experimental evidence has been provided for the existence of materials with such high Frรถhlich coupling constant. (One of the highest $`\alpha `$โs reported is for RbCl where $`\alpha 3.8`$ and for CsI where $`\alpha 3.7`$, see Table 1).
Materials with sufficiently large $`\alpha `$ for Frรถhlich bipolaron formation in 3D might exist but careful analysis (involving e. g. the study of cyclotron resonance), like the one executed for AgBr, AgCl (Hodby et al., 1987) is in order to confirm this. Presumably some modifications to the Frรถhlich Hamiltonian are also necessary to describe such high coupling because of the more localized character of the carriers in this case which makes the continuum approximation less valid.
The confinement of the bipolaron in 2D facilitates bipolaron formation at smaller $`\alpha `$. From Fig. 12 it is seen that bipolarons can now be stable for $`\alpha 2.9`$, a domain of coupling constants which is definitely realized in several solids. Intuitive arguments suggesting that bipolarons are stabilized in going from 3D to 2D had been given before but the quantitative analysis based on the path integral was presented by Verbist et al. (1990, 1991).
The stability of bipolarons has also been examined with the use of operator techniques where the center of gravity motion of the bipolaron was approximately separated from the relative electron (hole) motion \[see (Bassani et al., 1991)\]. The results by Bassani et al. (1991) and by Verbist et al. (1990, 1991) tend to confirm each other.
The bipolaron was also approached (Hiramoto, Toyozawa, 1985) in the path-integral representation using a special case of the trial action of (Verbist et al., 1990; 1991); in this work the combined effect of LO phonons, acoustic phonons and deformation potential was analyzed.
Early work on bipolarons had been based on strong-coupling theory in which case the bipolaron stability can be expressed with $`\eta `$ as the sole parameter. ($`\eta <0.08`$ is a typical strong-coupling result for bipolaron stability.) It turns out that the numerical stability criteria (Verbist et al., 1990) can be adequately formulated analytically for all $`\alpha `$, for which the bipolaron is stable.
A very clear representation of experimental evidences for bipolarons, e. g. from the data on magnetization and electric conductivity in Ti<sub>4</sub>O<sub>7</sub>, as well as in Na<sub>0.3</sub>V<sub>2</sub>O<sub>5</sub> and polyacetylene, given by Mott (1990) is to be mentioned.
### 3.2 Polaronic excitons
Excitons constitute very interesting physical entities which in polarizable media are relevant to polarons: in polar systems they can be conceived as two interacting polarons of opposite charges (Haken, 1956; Toyozawa, 1963, 1964; Knox, 1963; Bassani, Baldereschi, 1973; Bassani, Pastori Parravicini, 1975; Adamowski et al., 1981; Wallis, Balkanski, 1986).
The exciton groundstate energy in a polar crystal was determined by Pollman and Bรผttner (1975, 1977) taking into account the fact that the potential energy of the electron-hole interaction depends on the quantum state of the interacting particles due to the polaronic effect. Later on, many works were devoted to this problem. Similar considerations were applied by Petelenz and Smith (1981) to explain the dependence of the binding energy of an exciton-ionized donor complex on the electron-to-hole mass ratio in CdS and TlCl, and by Larsen (1981) to show that the ratio of the binding energy of the $`D^{}`$-centers to that of neutral donors in AgBr and AgCl is as much as one order of magnitude larger than in nonpolar crystal. The binding enhancement is due to the attraction between the electrons and the static polarization charge induced by them in the central part of the ion. The experimental data on spectral photoconductivity in the systems Ca-Sr-Bi-Cu-O (Masumi et al., 1988a) and Ba-Pb-Bi-O (Masumi et al, 1988b) have been interpreted to be due to an exciton-mediated bipolaronic mechanism. The recent experimental data on the reflectivity and its temperature dependence in La<sub>2</sub>CuO<sub>4</sub> were interpreted in terms of polaronic excitons by Falk et al. (1992).
### 3.3 Localized bipolarons
Localized bipolarons tend to be small bipolarons, characterized by a radius of the order of the lattice constant.
For a small bipolaron, both constituting polarons can be localized either at the same lattice site \[intrasite, or Anderson, bipolaron, see (Anderson, 1975)\] or at two different lattice sites, e. g. at two neighbouring lattice sites (intersite bipolaron).
For two electrons (holes) on the same site the direct Coulomb repulsion is governed by the potential energy $`U`$. Whether or not two electrons remain at the same site, is determined by $`U_{eff}`$, the effective potential which arises if both the Coulomb repulsion and the electron (hole)-phonon or polaron interaction are taken into account. If the polaron interaction dominates ($`U_{eff}<0`$) the Coulomb repulsion one speaks of negative-U behaviour and two carriers can be occupying the same site (โdouble occupancy of a lattice siteโ); a bipolaron localized on one site arises. Negative-$`U`$ bipolarons have been suggested to occur e. g. in chalcogenide glasses (Anderson, 1975; Mott, 1990).
The intersite bipolaron can form singlet (bonding as well as anti-bonding) or triplet states (Fig. 13). Intersite singlet bipolarons are usually referred to as Heitler-London bipolarons, see for example (de Jongh, 1988).
Localization of bipolarons was investigated by many authors including Lannoo et al. (1959), Hubbard (1964), Stoneham and Bullough (1971), Anderson (1975), Mott (1990), to name a few. An extensive literature exists and a more complete discussion is given by Fisher et al. (1989). Localized bipolarons have been studied in numerous oxydes including Ti-oxydes, vanadium bronzes, LiNbO<sub>3</sub>, WO<sub>3</sub>.
Hybridization between coexisting localized bipolarons and itinerant electrons leads to a possibility of the coherent motion of bipolarons and their phase transition into a superfluid state upon lowering the temperature at a certain critical temperature (Ranninger, 1994), which seems to be relevant to the phenomena occurring in cuprates, bismuthates and fullerens.
## 4 Spin Polarons
Just like electrons or holes interact with the Bose-field of phonons, they can, because of the exchange interaction, interact with the magnon field. This gives rise to the formation of the spin polaron (or magnetic polaron). One of the first studies related to spin polarons is due to de Gennes (1960).
Intuitively one can imagine that e. g. in an antiferromagnet, the carrier spin polarizes the spins of the surrounding magnetic ions. The spin polaron consists of the carrier with its spin together with the lattice magnetization created by the carrier spin. Similar to the case of the dielectric polaron the physical properties of the carrier are influenced by the self induced magnetization cloud. The mechanism for the formation of spin polarons can be easily understood for materials with preference for antiferromagnetic alignment; the kinetic energy of a carrier can be reduced by reversing the spins of the surrounding ions; this allows the carrier to move more easily around these ions (Wood, 1991).
In principle spin polarons can arise in ferromagnets as well. Also the induced magnetic polarization can be characterized by ferromagnetic as well as antiferromagnetic alignment.
In general it is accepted that the evidence for the occurrence of bound magnetic polarons is more convincing than that for free magnetic polarons (Benoit รก la Guillaume, 1993). Bound magnetic polarons occur when the carriers are localized (e. g. because they are bound to a donor or to an acceptor).
The bound magnetic polaron has been studied primarily in Mn-based semimagnetic semiconductors (SMSC). The bound magnetic polaron then originates from the exchange interaction between a rather localized unpaired carrier and the 5/2 spin of the surrounding Mn<sup>2+</sup> ions. In the bound magnetic polaron ferromagnetic order occurs within the orbit of the bound carrier and the magnetic exchange leads to an increase of its binding energy. For spin polarons, e. g. in the case of EuS doped with GdSe (Mott, 1990), the basic interaction energy between a conduction electron spin and the surrounding magnetic moments is given by
$$J_{sf}sS|\mathrm{\Psi }_s(0)|^2V(31)$$
$`J_{sf}`$ is the energy of the ferromagnetic coupling between the spin $`s`$ of the conduction electron and $`S`$ the europium ion spin. $`\mathrm{\Psi }_s(0)`$ is the wave function of the conduction electron at the origin. $`V`$ is the atomic volume.
A transparent intuitive consideration due to Mott (1990) leads to a simple expression for the spin polaron radius:
$$R=\left(\frac{\mathrm{}^2\pi a^3}{4m^{}J_N}\right)^{1/5},(32)$$
where $`J_N`$ is the energy, per moment, needed for a transition from the antiferromagnetic alignment to the ferromagnetic alignment, $`m^{}`$ is the effective mass of the carrier, $`a`$ the lattice parameter of the host solid.
For the effective mass of the spin polaron the following expression has been derived (Mott, 1990):
$$m_{sp}^{}=m^{}e^{\gamma R/a}(33)$$
with $`\gamma 1`$.
## 5 Bipolarons and High-Temperature <br>Superconductivity
Dielectric or Frรถhlich bipolarons as well as spin bipolarons have been considered to possibly play a role in superconductivity. Also the โsmall-polaronโ interaction was studied in the framework of superconductivity.
In fact already the charged bosons of Schafroth (1955) could be thought of as Frรถhlich bipolarons. However although the London equation indeed results from a bipolaron gas model, a continuous behaviour of the specific heat $`C_V`$ was found at the superconducting transition temperature in contradistinction from experiment. After the success of the BCS theory with its Cooper pairs consisting of electrons coupling in $`๐ค`$-space: $`|,๐ค;,๐ค`$, the bipolaron gas and the pairing in real space became a less central issue.
Nevertheless, theoretical models incorporating small bipolarons (localized Cooper pairs with electrons (holes) of opposite spin on nearest neighbour sites) and small bipolarons in narrow bands and characterized by hopping conductivity were still studied (Alexandrov, Ranninger, 1981a,b; Chakraverty et al., 1987). These models had not predicted high-$`T_C`$ superconductivity however.
After the discovery of high-$`T_C`$ superconductivity alternative models (with respect to BCS) for superconductivity received renewed attention. It is experimentally clear that also in the high-$`T_C`$ materials pairing of carriers takes place. However different coupling mechanisms might be at the basis of the pairing; e. g. coupling through acoustic plasmons has been considered.
In the present context a preliminary question is whether Frรถhlich or spin bipolarons do form in high-$`T_C`$ materials. This question has been investigated by Verbist et al. (1991) and the polaron-bipolaron phase diagram was applied e. g. to La<sub>2</sub>CuO<sub>4</sub> (see Fig. 12). In this figure also YBa<sub>2</sub>Cu<sub>3</sub>O<sub>6</sub> is represented. On the basis of the existing experimental data it can be stated that the characteristic point in the polaron-bipolaron phase diagram for La<sub>2</sub>CuO<sub>4</sub> and YBa<sub>2</sub>Cu<sub>3</sub>O<sub>6</sub> lies on the straight line through the origin and shown in the figure. Presumably the Frรถhlich coupling is large enough in these materials that their $`\alpha `$ overlaps with the bipolaron existence region for $`\alpha `$. It is remarkable that the existence line for bipolarons lies very close (La<sub>2</sub>CuO<sub>4</sub>) or penetrates (YBa<sub>2</sub>Cu<sub>3</sub>O<sub>6</sub>) the very narrow existence domain for large bipolarons. It seems therefore safe to assume that Frรถhlich bipolarons do occur in some of the high-$`T_C`$ materials (Verbist et al., 1990, 1994).
It should be re-iterated that the precise $`\alpha `$-value characterizing the high-$`T_C`$ materials is not known as long as the band mass has not been determined. It may also be observed that most other โpolaron materialsโ (alkali halides etc.) find their characteristic points in the polaron-bipolaron phase diagram far away from the bipolaron stability area.
Cataudella et al. (1992), Iadonisi et al. (1995) have undertaken the study of the many-body physics of the bipolaron gas in an approximation comparable to that by Verbist et al. (1990), but based on a Hamiltonian formulation. Although the mathematics of this problem is complex and the studies are far from finalized, some promising features arise; especially the variation of $`T_C`$ for the high-$`T_C`$ materials as a function of the doping is well reproduced, be it with one fitting parameter.
On the basis of results by Verbist et al. (1991), also the optical spectra of bipolarons were analyzed; it was suggested that the mid IR-peak characterizing the high-$`T_C`$ solids is related to relaxed excited states of the bipolaron.
Emin and Hillery (1989) studied the interplay between short- and long-range polaron interaction in the adiabatic (strong-coupling) approximation. This work joins the ideas of Schafroth and examines in more detail the character of the mobile charged bosons as bipolarons. (It should be noted that โ in fact โ the adiabatic theory does not lead to strong-coupling large Frรถhlich bipolarons).
In discussing the bipolaronic superconductivity as a candidate theory for high-$`T_C`$ superconductivity one should mention the analysis by Mott in terms of spin bipolarons. Mott (1991) has emphasized how a metal-insulator transition occurs in several of the high-temperature superconductors, the metal being superconducting. In analyzing this transition he suggests the formation of spin polarons and the possibility that they combine to form bipolarons. Those bipolarons could replace the Cooper pairs. Alexandrov et al. (1994) have also analyzed the non-degenerate gas of bosons above $`T_C`$. In particular, the linear $`T`$-behaviour of the resistivity, above $`T_C`$, was accounted for. Mott envisaged the possibility of two different mechanisms for superconductivity depending on the hole concentration (for one of the mechanisms, the bosons do not overlap, for the other they do) and stressed the analogy of high-T<sub>C</sub> superconductors to the behaviour of superfluid <sup>4</sup>He. The quantitative formulation of this fact goes back to Alexandrov and Ranninger (1992) who used a mapping of the electronic specific heat of high-T<sub>C</sub> superconductors onto that of <sup>4</sup>He to show that its $`\lambda `$-like temperature dependence may be described in terms of charged bosons.
Spin-bipolaron model has been invoked by Alexandrov et al. (1994b) to explain the experimental data on the Hall effect and resistivity in underdoped YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7-ฮด</sub> (Carrington et al., 1993) basing on the assumption that at zero temperature a part of the spin bipolarons are in Anderson localized states due to disorder. The agreement between theory and experiment exists at least in the region of temperatures higher than the temperature $`T^{}`$ at which slope of resistivity changes. This is illustrated in Figs. 14 and 15, representing the temperature dependence of the Hall coefficient and of the resistivity for different values of the degree of reduction in YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7-ฮด</sub>.
The Cooper pairing of small polarons has been regarded as a possible mechanism of high-T<sub>C</sub> superconductivity โ polaronic superconductivity, see e. g. a comprehensive review by Alexandrov and Mott (1994) and an extensive list of references therein. It was shown that there exists an intermediate region of the coupling constant, where the energy of interaction between small polarons (resulting from the interplay between the Coulomb repulsion and the attraction due to their interaction with the lattice) is smaller, or of the same order, as the small-polaron bandwidth, both being less or comparable to the phonon frequency. In this region, the BSC theory predicts superconductivity even for onsite repulsion, provided that it is weaker compared to the total intersite attraction of small polarons. It is the polaronic narrowing of the band which increases the estimated maximum value for the critical temperature when the interaction with high-frequency phonons is dominant. This maximum occurs for the intermediate value of the coupling constant which is situated at the boundary between the above-described polaronic superconductivity region, on the one hand, and the bipolaronic superconductivity region, on the other hand. The latter mechanism is considered to be relevant for the values of the coupling constant high enough to make the energy of attraction between small polarons much larger than the small-polaron bandwidth. In this case, the groundstate of the system of small polarons can be โ in the first approximation โ regarded as consisting of a phonon field and a set of immobile small bipolarons; the hopping term treated as a perturbation producing the bipolaronic motion.
A serious alternative to the picture developed by Alexandrov and Mott (1994) is the fermion-boson model considering a possibility of exchange between localized bipolarons and itinerant electrons which goes back to Ranninger and Robaszkiewicz (1985). Depending on the filling, this model gives either a B S-like state or a superfluid state of bipolarons with a dramatic increase of $`T_C`$ beyond a critical concentration.
In summary of this section, it is realized that no definite theory for high-$`T_C`$ superconductivity (whether or not it involves bipolarons) is available as yet; nevertheless dielectric bipolarons, spin-bipolaron gases and polaron-bipolaron mixtures seem to be systems of significant promise in attempting to construct such a theory.
## 6 Further Developments of the Polaron <br>Concept
### 6.1 Polarons and bipolarons in polymers. Solitons
Many conjugated polymers (e. g., trans-polyacetylene) behave as quasi-1D semiconductors, where (the energy gaps are between 1.5 and 3.0 eV). The carrier transport in those systems seems to take place through charged defects originating as a result of doping. These charged defects are influenced by the polaronic interaction with the surroundings. At low temperature the transport is dominated by the motion of the defects; at higher doping levels hopping conductivity occurs. As is well known, the possible application of those polymers (including, e. g., those in aerospace technology) have attracted wide attention.
Su et al. (1980) have proposed a model Hamiltonian to study the physics of conjugated polymers. In analyzing the polaronic localized states related to the charged defects non-linear behaviour, characteristic of solitons, is revealed. The polaron-type excitations were experimentally observed in polyacetylene by Su and Schreiffer (1980).
Polarons in conjugated polymers constitute a challenging and vast subject; in the context of this article only its significance and main ingredients are pointed out; the reader is referred to comprehensive reviews by Yu (1988) and Fisher et al. (1989). Bipolarons might occur in polymers at higher dopant levels and the question of polaron-bipolaron conversion rates is a central one.
### 6.2 Modelling systems using the polaron concept
Originally the polaron was mainly studied to describe the electron-LO phonon interaction. The concept has been generalized to several systems where one or many fermions interact with a bath of bosons or to instances where such an approximation is meaningful. Table 4 lists several such cases. The fundamental concepts concerning a piezopolaron โ it is a name for a quasiparticle arising due to piezoelectric interaction between an electron and acoustic phonons โ were displayed by Mahan (1972) and Lax (1972). More recently, convincing experimental evidences on the significant role of piezopolarons in the of the electronic transport properties of CdS have been presented by Mahan (1990).
Other examples include the motion of a <sup>3</sup>He atom through superfluid helium (Bardeen et al., 1969), or the dynamics of electrons (2DEG) at the surface of liquid He โ โripplonic polaronโ (Jackson, Platzman, 1981; Devreese, Peeters, 1987).
Charges moving through liquids (many of which are characterized by polarizable atoms) have been modelled as โhydrated polaronsโ (Laria et al., 1991). Even an electron interacting with plasmons (โplasmaronโ) was invoked to study the electron gas. A new subject concerns the occurrence of polarons in fullerenes (Matus et al., 1992). Of special interest is the electronic polaron.
These extensions of the polaron concept are not treated in any detail here, but they illustrate the richness of the polaron concept.
A valuable extension of the polaron concept arises by considering the interaction between a carrier and the exciton field. One of the early formulations of this model was by Toyozawa (1963). The resulting quasiparticle is called the electronic polaron.
The self-energy of the electronic polaron (which is almost independent of wave number) must be taken into account when the bandgap of an insulator or semiconductor is calculated using pseudopotentials. E. g. if one calculates, with Hartree-Fock theory, the bandgap of an alkali halide, one is typically off by a factor of two. This was the original problem which was solved conceptually with the introduction of the electronic polaron (Toyozawa, 1963; Kunz, 1974). Also in the soft X-ray spectra of alkali halides exciton sidebands have been observed which seems to be due to the electronic polaron coupling (Devreese et al., 1972).
The standard โLocal Density Approximationโ (LDA) does not provide the correct bandgap for semiconductors. The solution to this problem (Hybertsen, Louie, 1987; Godby et al., 1988) via the so-called GW-approximation of Hedin (1965) is analogous in its basic interaction to Toyozawaโs solution of the gap problem for strongly ionic crystals.
### Acknowledgement
The author likes to express his gratitude to several colleagues for many stimulating discussions and contributions on the polarons over the years: R. Evrard, F. Peeters, F. Brosens, L. Lemmens. He also wishes to acknowledge recent interactions and fruitful discussions in particular with V. Fomin, and also with M. Smondyrev.
This work has been partially supported by the E. E. C. Human Capital and Mobility Program under contract No. CHRX-CT93-0124.
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Figure captions
Fig. 1. A conduction electron (or hole) together with its self-induced polarisation in a polar semiconductor or an ionic crystal forms a quasiparticle: a polaron.
Fig. 2. Internal excitations at strong coupling: $`E_0`$ โ groundstate, $`E_1`$ โ first relaxed excited state; $`E_{FC}`$ โ Franck-Condon state.
Fig. 3. Polaron mobility in AgBr (solid line) according to the low temperature self consistent approach of Kartheuser, Devreese and Evrard (1979) compared with the Hall data, from (Brown, 1981).
Fig. 4. Optical absorption $`\mathrm{\Gamma }`$ of polarons at $`\alpha =6`$ as a function of frequency $`\nu `$, expressed in units $`\omega _{\mathrm{LO}}`$, from (Devreese, 1972).
Fig. 5. The cyclotron resonance position plotted as a function of magnetic field for InSe from (Nicholas et al., 1992).
Fig. 6. Induced absorption in AgBr at 9.3K from 150 to 320 cm<sup>-1</sup>. The exciting light was in the region of the direct absorption edge. From (Brandt, Brown, 1969); reproduced by courtesy of the American Physical Society.
Fig. 7. Real part of the conductivity versus normalized frequency $`\nu \tau `$ for different values of the parameter $`\mathrm{\Gamma }`$ from (Reik, Heese, 1967); reproduced by courtesy of the Pergamon Press Ltd.
Fig. 8. Integral intensities of the polaronic absorption in dependence on the degree of reduction of NbO<sub>2.5-x</sub> ($``$) and WO<sub>3-x</sub> ($`\mathrm{}`$) from (Rรผscher et al., 1988); reproduced by courtesy of the Insitute of Physics Publishing.
Fig. 9. Seebeck coefficient of BaBi<sub>0.25</sub>Pb<sub>0.75</sub>O<sub>3.00</sub>: measured data ($``$) and phenomenoligical estimates (solid and dashed lines). From (Hashimoto et al., 1995); reproduced by courtesy of the American Institute of Physics.
Fig. 10. Arrhenius plot for conductivity in La<sub>1-x</sub>Sr<sub>x</sub>FeO<sub>3</sub> with $`x=0.05`$ ($``$), $`x=0.10`$ ($``$), $`x=0.20`$ (solid boxes), $`x=0.25`$ ($`\mathrm{}`$), $`x=0.30`$ ($``$) in comparison with small-polaron theory (solid lines). From (Jung, Iguchi, 1995); reproduced by courtesy of the Insitute of Physics Publishing.
Fig. 11. The stability region for bipolaron formation in 3D from (Verbist et al., 1990). The dotted line $`U=\sqrt{2}\alpha `$ separates the physical region $`(U\sqrt{2}\alpha )`$ from the non-physical $`(U\sqrt{2}\alpha )`$. The stability region lies below the full curve. The shaded area is the stability region in physical space. The dashed line is determined by $`U=\sqrt{2}\alpha /(1\epsilon _{\mathrm{}}/\epsilon _0)`$ where we took the experimental values $`\epsilon _{\mathrm{}}=4`$ and $`\epsilon _0=50`$. The critical point $`\alpha _c=6.8`$ is represented as a full dot.
Fig. 12. The same as Fig. 11, but now for 2D, where the critical point is $`\alpha _c=2.9`$. From (Verbist et al., 1990).
Fig. 13. States of a model two-site, two-electron system where the electrons are coupled to the inter-atomic coordinate from (Fisher et al., 1989); reproduced by courtesy of the Insitute of Physics Publishing.
Fig. 14. Hall coefficient of YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7-ฮด</sub> for various degrees of reduction: $`\delta `$ = 0.05 ($``$), 0.19 ($``$), 0.23 ($``$), 0.39 ($``$) (Carrington et al., 1993) in comparison with theory. From (Alexandrov et al., 1994b); reproduced by courtesy of the Elsevier Science Publishers.
Fig. 15. Resistivity of YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7-ฮด</sub> for various degrees of reduction in the same denotations as in Fig. 14 (Carrington et al., 1993) in comparison with theory. $`T^{}`$ stands for the temperature at which the change in the slope of resistivity occurs. From (Alexandrov et al., 1994b); reproduced by courtesy of the Elsevier Science Publishers.
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# Different Hagedorn temperatures for mesons and baryons from experimental mass spectra, compound hadrons, and combinatorial saturation
## Abstract
We analyze the light-flavor particle mass spectra and show that in the region up to $`1.8`$GeV the Hagedorn temperature for baryons is about 30% smaller than for mesons, reflecting the fact that the number of baryon states grows more rapidly with the mass. We also show that the spectra are well reproduced in a model where hadrons are compound objects of quanta, whose available number increases with mass. The rapid growth of number of hadronic states is a combinatorial effect. We also point out that an upper limit on the excitation energy of these quanta results in a maximum number of hadron states that can be formed. According to this combinatorial saturation, no more light-flavor hadron resonances exist above a certain mass.
In 1965 Hagedorn postulated that for large masses $`m`$ the spectrum of hadrons grows exponentially, $`\rho (m)\mathrm{exp}\left(m/T_H\right)`$, where $`T_H`$, the Hagedorn temperature, is a scale parameter. The hypothesis was based on the observation that at some point a further increase of energy in $`pp`$ and $`p\overline{p}`$ collisions no longer raises the temperature of the formed fireball, but results in more and more particles being produced. Thus, there is a maximum temperature that a hadronic system can achieve. The Statistical Bootstrap Model predicted that asymptotic behavior, namely $`\rho (m)cm^a\mathrm{exp}\left(m/T_H\right)`$, where $`a`$ is a negative power ($`a5/2`$ , or $`a3`$ ). The parameters of the asymptotic spectrum are to be determined by comparing to the experimental mass spectra. The fits of the sixties had a rather poor spectrum to their disposal, sufficiently dense only in the range of masses up to $`1`$GeV, and sparse above. Still, Hagedorn and Ranft were able to fit the function
$$\rho _{HR}(m)=\frac{c}{\left(m^2+m_0^2\right)^{5/4}}\mathrm{exp}\left(m/T_H\right),$$
(1)
with $`m_0=0.5`$GeV, and got $`T_H=160`$MeV. Frautschi obtained similar values for the Hagedorn temperature. Ever since it was believed that there is one universal scale in the asymptotic spectrum of hadrons, and its value is about $`160`$MeV. Meanwhile, the particle tables became more complete and longer, with a total of 3182 light-flavor states (counting mesons, baryons, and antibaryons with their spin and isospin degeneracies) compared to 1432 used in Ref. . This allows for a much more stringent verification of the Hagedorn hypothesis. We have done this, with surprising results.
We have used the 1998 edition of the Particle Data Group tables . Rather then comparing the experimental and theoretical spectra, we compare their cumulants: the number of states with the energy less than $`m`$,
$$N_{\mathrm{exp}}(m)=\underset{i}{}g_i\mathrm{\Theta }(mm_i),$$
(2)
and
$$N_{\mathrm{theor}}(m)=_0^m\rho _{\mathrm{theor}}\left(m^{}\right)๐m^{}$$
(3)
where $`\mathrm{\Theta }`$ is the step function, $`m_i`$ is the mass of the resonance, and $`g_i`$ is its degeneracy. Obviously, $`dN(m)/dm=\rho \left(m\right)`$. Although the information content is the same whether one uses $`\rho (m)`$ directly, or $`N(m)`$, the use of cumulants is advantageous, since that way one avoids the nuisance of producing histograms of $`\rho _{\mathrm{exp}}`$. Our results are presented in Fig. 1, where we show the $`\mathrm{log}_{10}N(m)`$ separately for mesons and baryons. We can clearly sea that up to $`m1.8`$GeV the data line-up along (almost) straight lines. The solid lines are the least-square fits to the data according to Eq. (1) over the range up to $`1.8`$GeV, skipping the lightest particle in the set. The behavior of Fig.1 is compatible with the Hagedorn hypothesis.
However, the slopes in Fig. 1 are different for mesons and baryons, which means different Hagedorn temperatures for mesons and baryons for masses in the region up to $`1.8`$GeV. This is the key observation of this paper. Applying the form (1), with $`m_0=500`$MeV, we find the best fit for the mesons with $`T_{\mathrm{mes}}=197`$MeV, and for the baryons with $`T_{\mathrm{bar}}=141`$MeV. These temperatures differ considerably from each other, reflecting the fact that the baryon spectrum grows much more rapidly.
A question arises if it were possible that meson states are missed in experiments much more frequently than baryons, such that the effect of Fig. 1 is spurious. The numbers show this is highly unlikely. In order to make the meson line parallel to the baryon line we would have to aggregate as much as $`500`$ additional states up to $`m=1.8`$GeV, more than the present number of $`407`$ states at this point. Thus, we reject the scenario of missing meson states. We also remark that discoveries of some extra states can only increase the slopes in Fig. 1, thus lowering the presently-fitted values of $`T_{\mathrm{mes}}`$ and $`T_{\mathrm{bar}}`$. Another question is whether we have reached the asymptotics with $`m1.8`$GeV. This question can only be addressed within a sufficiently accurate theory or model. It should be stressed that the function multiplying the exponent has significance for the fitted values of $`T_{\mathrm{mes}}`$ and $`T_{\mathrm{bar}}`$. For instance, with $`m_0=1`$GeV we obtain 228MeV and 152MeV for mesons and baryons, respectively. Using different values of $`m_0`$ for mesons and baryons may bring the two temperatures closer to each other. Anyway, in the range of $`m`$ up to $`1.8`$GeV we effectively have two distinct Hagedorn temperatures for mesons and baryons, as seen in Fig. 1.
In Fig. 2 we compare the cumulants of spectra for mesons and baryons of definite strangeness. We can see the universality of slopes for both mesons and baryons.
The theoretical challenge is to explain the different behavior of mesonic and baryonic spectra. Historically, the Dual String Model produced the exponentially-growing mass spectra. In the framework of the Veneziano model Huan and Weinberg derived the following asymptotic formula:
$`\rho _V(m)`$ $``$ $`2\alpha ^{}mP_D(n),`$ (4)
$`P_D(n)`$ $`=`$ $`\sqrt{{\displaystyle \frac{1}{2n}}}\left({\displaystyle \frac{D}{24n}}\right)^{\frac{D+1}{4}}\mathrm{exp}\left(2\pi \sqrt{{\displaystyle \frac{Dn}{6}}}\right),`$ (5)
$`n`$ $`=`$ $`\alpha _0+\alpha ^{}m^2,`$ (6)
where $`\alpha ^{}`$ is the slope of the Regge trajectories, $`\alpha _0`$ is the intercept (averaged over various trajectories), and $`D`$ is the number of dimensions, usually assumed to be $`4`$ , although higher values have also been attempted . In the strict sense, the dual string models are constructed for mesons, and their application to baryons has a more phenomenological character. Since $`\alpha ^{}1`$GeV<sup>-2</sup> is universal for all hadrons, the difference between mesons and baryons could only come from different values of $`\alpha _0`$, and possibly from $`D`$. We have tried all reasonable values for these parameters, and concluded that they result in very similar curves. The function multiplying the exponent in Eq. (4) has significance here. For larger $`D`$ it decreases faster with $`m`$, which effectively compensates for the growth from the exponent in the interesting region of $`m`$. We were able to fit the meson line in Fig. 1 with formula (4), but it is impossible to fit the baryons. Moreover, the experimentally accessible range of $`m`$ is not asymptotic enough to justify Eq. (4). Indeed, Eq. (4) is a direct consequence of a combinatorial problem known as partitio numerorum. For $`D=1`$ Eq. (4) is the asymptotic form for the number of different partitions of a positive integer $`n`$ into non-negative integer components . For $`D>1`$ it is a generalization to the case where the components are of $`D`$ different types . From the Regge formula (6) we can see that for $`m`$ in the range $`12`$GeV the values of $`n`$ lie between $`1`$ and $`4`$, hence $`n`$ is not large enough to justify the asymptotic form (4). In this paper we do not pursue the dual-model track any further, and leave it with the conclusion that it works for the meson spectrum, and fails, in the present form, for baryons.
Is there a simple explanation of the behavior of Fig. 1? What we have to search for is a mechanism of the observed rapid increase of degrees of freedom with $`m`$. Inspired by the combinatorics of partitio numerorum we propose a candidate mechanism capable of explaining the result of Fig. 1 not worse than the Hagedorn model. We call it the Compound Hadron Model, in analogy to compound nuclei . In the statistical model of nuclear reactions a compound nucleus is an object whose density of states is enormous, and is described approximately by the formula $`\rho (E^{})f(E^{})\mathrm{exp}\left(b\sqrt{E^{}}\right)`$, where $`E^{}`$ is the (large) excitation energy of the nucleus, $`b`$ is a nucleus-dependent constant, and $`f(E^{})`$ is a slowly-varying function. Let us illustrate how this formula can arise in a toy example. Suppose for simplicity that we can neglect the exclusion principle, and the system has equally-spaced single-particle excitation levels, $`\epsilon _k=k\mathrm{\Delta }E`$. In the ground state all particles sit in the lowest level, $`\epsilon _0=0`$. The excitation energy can be composed in very many different ways. Let us express $`E^{}`$ in units of $`\mathrm{\Delta }E`$, i.e. $`E^{}=n\mathrm{\Delta }E`$. We can make $`E^{}`$ by exciting $`n`$ times the lowest (first) level, $`E^{}=n\epsilon _1`$, once the second level and $`n2`$ times the first level, $`E^{}=\epsilon _2+(n2)\epsilon _1`$, and so on. In general, $`E^{}=\epsilon _1k_1+\epsilon _2k_2+\mathrm{}+\epsilon _nk_n`$, which means $`n=k_1+2k_2+\mathrm{}+nk_n`$, with integer $`k_i0`$. Of course, this is nothing else but the partition problem, and the number of distinct ways this may be achieved is, for a large $`n`$, given by Eq. (5) with $`D=1`$. The difference is, however, that now $`n`$ is proportional to the excitation energy, and not the square of mass, as in Eq. (6). One can extend this combinatorial problem to account for $`D`$ different types of excitations: $`n=_\alpha k_1^{(\alpha )}+2_\alpha k_2^{(\alpha )}+\mathrm{}+n_\alpha k_n^{(\alpha )}`$ , $`\alpha =1,..,D`$, $`k_i^{(\alpha )}0`$, which gives the number of partitions, $`P_D(n)`$, of Eq. (5). In addition, we may incorporate the exclusion principle by disallowing the repetition of the same level, i.e. requesting that none of the numbers $`k_i^{(\alpha )}`$ is repeated. This leads to the asymptotic formula
$$P_D^{\mathrm{NR}}(n)n^{3/4}\mathrm{exp}\left(2\pi \sqrt{\frac{D}{12}n}\right),$$
(7)
where โNRโ indicates โno repetitionsโ. Note the factor of $`\frac{1}{12}`$ under the square root compared to $`\frac{1}{6}`$ in Eq. (5) (there are less partitions without repetitions than with repetitions), and the absence of $`D`$ in the power $`n`$ multiplying the exponent.
Inspired by the compound nucleus model and by the expression for $`P_D^{\mathrm{NR}}(n)`$, we propose the following guess formula for the hadronic mass spectra, which is a direct consequence of Eq. (7):
$$\rho (m)=\frac{c\mathrm{\Theta }(mm_0)\mathrm{exp}\left(2\pi \sqrt{\frac{D}{12}\frac{\left(mm_0\right)}{\mathrm{\Delta }E}}\right)}{\left(\left(mm_0\right)^2+(0.5\mathrm{GeV})^2\right)^{5/8}},$$
(8)
where $`c`$ is a constant, $`m_0`$ is the ground-state mass, $`D`$ is the number of types of excitations, and $`\mathrm{\Delta }E`$ is the average level spacing. The asymptotic power of the function multiplying the exponent is $`5/4`$, whereas the power $`2`$ is used in an analogous formula in compound nuclei . The underlying physical picture is following: hadrons are bound objects of constituents (quarks, gluons, pions). The Fock space contains a ground state, and excitations on top of it. In the case of the compound nucleus these elementary excitations are $`1p1h`$, $`2p2h`$, $`3p3h,`$ etc. states. In the case of hadrons they are formed of $`q\overline{q}`$ and gluon excitations, e.g. for mesons we have $`q\overline{q}`$, $`q\overline{q}g`$, $`qq\overline{q}\overline{q}`$, $`q\overline{q}gg`$, etc. Now, we form the excitation energy (hadron mass) by differently composing elementary excitations, which bring us to the above-described partition problem. It seems reasonable to take zero ground-state energy for mesons, $`m_0^{\mathrm{mes}}=0`$, which are excitations on top of the vacuum. For baryons we take $`m_0^{\mathrm{bar}}=900`$MeV, which is basically the mass of the nucleon. The quantity $`\mathrm{\Delta }E/D`$ is treated as a model parameter and is fitted to data.
The results of the compound-hadron-model fit, Eq. (8), are shown with the dashed line in Fig. 1. The curves are slightly bent down, compared to the Hagedorn-like fits (solid lines), which is caused by the square root in the exponent of Eq. (8). But the fits are no worse, or even better when the fit region is extended to $`m=2`$GeV. Numerically, the least-square fit for $`m`$ up to 1.8GeV gives $`\mathrm{\Delta }E^{\mathrm{mes}}/D=50`$MeV for mesons, and $`\mathrm{\Delta }E^{\mathrm{bar}}/D=53`$MeV for baryons. The proximity of these numbers shows that the scales for mesons and baryons are similar. The number of types of the excitations, $`D`$, is taken to be 1. This means that we treat all levels, carrying spin, orbital, radial, or isospin quantum numbers, as separate. If we treat them as D-times degenerate, then the average spacing $`\mathrm{\Delta }E`$ increases $`D`$ times, such that the dependence on $`D`$ cancels. Note that in case of gluonic or $`q\overline{q}`$ excitations color does not bring extra degeneracy, since all states have to be color-neutral and there is only one way in which the elementary excitations can be coupled to a color singlet. The obtained values for $`\mathrm{\Delta }E^{\mathrm{mes}}`$ (with $`D=1`$) mean that the corresponding $`n`$ at $`m=1.8`$GeV is around $`35`$ for mesons and $`17`$ for baryons. Such $`n`$ are sufficiently large to justify the use of the asymptotic formula (7).
There is an interesting effect we wish to point out. It is natural to expect that a bound hadronic system has an upper limit for the excitation energy. It is helpful to think here of bags with a finite depth, or of breaking-up flux-tubes. Thus, in constructing the Fock space for bound objects we should have a limited number of quanta to our disposal. Translating this idea into our toy combinatorial problem, we now have to ask about the number of ways of partitioning $`n`$ (without repetitions) into integer components, $`n=_\alpha k_1^{(\alpha )}+2_\alpha k_2^{(\alpha )}+\mathrm{}+n_\alpha k_n^{(\alpha )}`$ , but now with $`k_{\mathrm{max}}k_i^{(\alpha )}0`$, where $`k_{\mathrm{max}}`$ is the maximum available number. We denote this number of partitions with limited $`k_i^{(\alpha )}`$ as $`P_D^{\mathrm{NR}}(n,k_{\mathrm{max}})`$. Figure 3 shows the decimal $`\mathrm{log}`$ of cumulants of this quantity for $`D=1`$, $`_{i=1}^nP_1^{\mathrm{NR}}(i,k_{\mathrm{max}})`$, plotted as a function of $`n`$ for various values of $`k_{\mathrm{max}}`$. The case $`k_{\mathrm{max}}=\mathrm{}`$ corresponds to partitions with unlimited $`k_i^{(\alpha )}`$. Each curve becomes flat at $`n=k_{\mathrm{max}}(k_{\mathrm{max}}+1)/2`$, which is the point where all available levels have been filled. Beyond that point we cannot form bound states any more. We term this effect combinatorial saturation. It means that in a compound-hadron model beyond a certain mass $`m`$ no more light-quark resonances can be formed. For instance, our toy model with $`D=1`$ and $`k_{\mathrm{max}}=12`$ predicts that this happens at $`n=78`$. With $`\mathrm{\Delta }E`$ obtained in the fits, this leads, according to the formula $`m=m_0+n\mathrm{\Delta }E`$, to a maximum mass of $`4`$GeV for light-quark mesons and $`5`$GeV for light-quark baryons. We can see in Fig. 3 that before reaching the combinatorial saturation, the curves with a given $`k_{\mathrm{max}}`$ depart from the unlimited-partition curve, $`k_{\mathrm{max}}=\mathrm{}`$. It turns out that the $`k_{\mathrm{max}}=\mathrm{}`$ curve is very close to the asymptotic (large $`n`$) curve, described by formula (7), even for low values of $`n`$. This is why Eq. (8) can be used even at low values of $`m`$. We may thus speculate that the departure of data from the dashed lines in Fig. 1 around $`m=2`$GeV, similar to the behavior of Fig. 3, is a signal of the combinatorial saturation. More complete data in that region and above would definitely help to check if this is really the case. We note that Bisudovรก, Burakovsky and Goldman obtain similar limits for mass of light hadrons from non-linear Regge trajectories.
Let us summarize the basics of combinatorics behind the formation of the hadronic spectra. As we increase the mass, more elementary excitations may participate in the resonance-formation process, in other words more degrees of freedom open up. This, via partitio numerorum, leads to an exponential growth of the number possibilities of forming excited states. Beyond a certain mass there are no more elementary excitations available, and we reach the combinatorial saturation in the number of hadronic states. Clearly, the real life of hadronic physics is more complicated than the toy model discussed above. However, the result may be robust and not care about the details, for example whether the levels are equally spaced, as assumed here, or not. The success of the statistical model in nuclear physics shows that details are not needed to understand gross features system with many degrees of freedom.
Finally, let us comment on the different power of $`m`$ in the exponent of Eq. (8) and the Hagedorn hypothesis, Eq. (1). It is not a paradox, since our simple assumptions in the language of quark and gluon (or pion) excitations, are completely different than the assumptions of the Statistical Bootstrap Model, where self-similarity of fireballs is the key ingredient. The thermodynamical implications of the two models are different: whereas in the Hagedorn model the temperature $`T`$ of a hadronic system cannot be larger than the Hagedorn temperature, in the Compound Hadron Model there is no formal limit on $`T`$. We stress that this is of formal significance only, since deconfinement is expected to occur at temperatures of the order of $`150`$MeV, dissolving hadron resonances into the quark-gluon plasma.
One of us (WB) is grateful to A. Biaลas, A. Horzela, J. Kwieciลski, and P. ลปenczykowski for useful discussions.
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# Stability and instability in parametric resonance and quantum Zeno effect
## Abstract
A quantum mechanical version of a classical inverted pendulum is analyzed. The stabilization of the classical motion is reflected in the bounded evolution of the quantum mechanical operators in the Heisenberg picture. Interesting links with the quantum Zeno effect are discussed.
An inverted pendulum is an ordinary classical pendulum initially prepared in the vertical upright position . This is normally an unstable system, but can be made stable by imposing a vertical oscillatory motion to the pivot. In a few words, when the pivot is accelerated upwards the motion is unstable, while when it is accelerated downwards the motion can be stable: the periodic switch between these two situations can be globally stable or unstable depending on the values of some physical parameters. In particular, when the frequency of the oscillation is higher than a certain threshold, the system becomes stable. This result is a bit surprising at first sight, but can be given an interesting explanation in terms of the so-called parametric resonance .
In this Letter we shall study a system that can be viewed as a quantum version of the inverted pendulum. The system to be considered makes use of down-conversion processes interspersed with zones where a linear coupling takes place between the down-converted photon modes. It is similar to other examples previously analyzed in the context of the quantum Zeno effect , where the โmeasurementโ is performed by a mode of the field on another mode. When the coupling between the two modes is large enough, the measurement becomes more effective and the dynamics gets stable: this is just a manifestation of the quantum Zeno effect, which consists in the hindrance of the quantum evolution caused by measurements. The very method of stabilization of the quantum system analyzed here is one of its most interesting features and the configuration we discuss is experimentally realizable in an optical laboratory. It is therefore of interest both for the investigation of the stable/unstable borderline for classical and quantum mechanical systems and their links with the quantum Zeno effect.
We consider a laser field (pump) of frequency $`\omega _p`$, propagating through a nonlinear coupler. The field is considered to be classical and the signal and idler modes are denoted by $`a`$ and $`b`$, respectively. We will assume that all modes are monochromatic and the amplitudes of the fields inside the coupler vary little during an optical period (SVEA approximation). The effective (time-dependent) Hamiltonian reads ($`\mathrm{}`$=$`1`$)
$$H(t)=\omega _aa^{}a+\omega _bb^{}b+H_{\mathrm{int}}(t),$$
(1)
where the interaction Hamiltonian is given by
$$H_{\mathrm{int}}(t)=\{\begin{array}{cc}\mathrm{\Gamma }(a^{}b^{}e^{i\omega _pt}+abe^{i\omega _pt})\hfill & \text{if }0<t<\tau _1,\hfill \\ \mathrm{\Omega }(a^{}b+ab^{})\hfill & \text{if }\tau _1<t<\tau _1+\tau _2\hfill \end{array}$$
(2)
and $`H_{\mathrm{int}}(t+nT)=H_{\mathrm{int}}(t)`$, with a period $`T=\tau _1+\tau _2`$. The nonlinear coupling constant $`\mathrm{\Gamma }`$ is proportional to the second-order nonlinear susceptibility of the medium $`\chi (2)`$ , $`\mathrm{\Omega }`$ to the overlap between the two modes and $`n=0,1,\mathrm{},N`$ is an integer.
We require the matching conditions $`\omega _p=\omega _a+\omega _b`$ and $`\omega _a=\omega _b`$ . The above Hamiltonian describes phase-matched down-conversion processes, for $`nT<t<nT+\tau _1`$, interspersed with linear interactions between signal and idler modes, for $`nT+\tau _1<t<(n+1)T`$. Since time is equivalent, within our approximations, to propagation length, our system can be thought of as a nonlinear crystal cut into $`N`$ pieces, in each of which $`a,b`$ photons are created in a down-conversion process. A similar configuration was considered in . Between these pieces, no new photons are created by the laser beam, but the idler and signal modes (linearly) interact with each other, for instance via evanescent waves. See Fig. 1.
By introducing the slowly varying operators $`a^{}=e^{i\omega _at}a`$, $`b^{}=e^{i\omega _bt}b`$, the free part of the Hamiltonian (1) is transformed away and the Hamiltonian becomes (suppressing all primes for simplicity)
$$H(t)=\{\begin{array}{cc}H_\mathrm{u}\mathrm{\Gamma }(a^{}b^{}+ab)\hfill & \text{if }0<t<\tau _1,\hfill \\ H_\mathrm{s}\mathrm{\Omega }(a^{}b+ab^{})\hfill & \text{if }\tau _1<t<\tau _1+\tau _2,\hfill \end{array}$$
(3)
with $`H(t+nT)=H(t)`$, yielding the equations of motion
$$\dot{a}=i[a,H],\dot{b}=i[b,H].$$
(4)
In terms of the variables
$`x_\pm `$ $`=`$ $`{\displaystyle \frac{1}{2}}[(a+a^{})(b+b^{})],`$ (5)
$`p_\pm `$ $`=`$ $`{\displaystyle \frac{i}{2}}[(aa^{})(bb^{})],`$ (6)
which satisfy the equal-time commutation relations $`[x_+,p_+]=[x_{},p_{}]=i`$, others$`=0`$, the Hamiltonians become
$`H_\mathrm{u}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }}{2}}[(p_+^2x_+^2)(p_{}^2x_{}^2)],`$ (7)
$`H_\mathrm{s}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Omega }}{2}}[(p_+^2+x_+^2)(p_{}^2+x_{}^2)].`$ (8)
They describe two uncoupled oscillators, whose equations of motion are
$`\{\begin{array}{c}\dot{x}_\pm =i[x_\pm ,H_\mathrm{u}]=\pm \mathrm{\Gamma }p_\pm \hfill \\ \dot{p}_\pm =i[p_\pm ,H_\mathrm{u}]=\pm \mathrm{\Gamma }x_\pm \hfill \end{array}\{\begin{array}{c}\ddot{x}_\pm \mathrm{\Gamma }^2x_\pm =0\hfill \\ \ddot{p}_\pm \mathrm{\Gamma }^2p_\pm =0\hfill \end{array},`$ (13)
(14)
$`\{\begin{array}{c}\dot{x}_\pm =i[x_\pm ,H_\mathrm{s}]=\pm \mathrm{\Omega }p_\pm \hfill \\ \dot{p}_\pm =i[p_\pm ,H_\mathrm{s}]=\mathrm{\Omega }x_\pm \hfill \end{array}\{\begin{array}{c}\ddot{x}_\pm +\mathrm{\Omega }^2x_\pm =0\hfill \\ \ddot{p}_\pm +\mathrm{\Omega }^2p_\pm =0\hfill \end{array}.`$ (19)
The first set of equations describes an unstable motion, the second set a stable one, around the equilibrium point $`x=p=0`$. Notice that the motion of $`(x_{},p_{})`$ is the time-reversed version of that of $`(x_+,p_+)`$. This is due to the fact that the two motions are governed by Hamiltonians with opposite sign in Eq. (8). Henceforth, we shall concentrate on the variables $`(x_+,p_+)`$ \[the stability condition for $`(x_{},p_{})`$ is identical\]. The solutions are
$`\left(\begin{array}{c}x_+(\tau _1)\\ p_+(\tau _1)\end{array}\right)=A_\mathrm{u}\left(\begin{array}{c}x_+(0)\\ p_+(0)\end{array}\right),`$ (20)
$`A_\mathrm{u}\left(\begin{array}{cc}\mathrm{cosh}(\mathrm{\Gamma }\tau _1)& \mathrm{sinh}(\mathrm{\Gamma }\tau _1)\\ \mathrm{sinh}(\mathrm{\Gamma }\tau _1)& \mathrm{cosh}(\mathrm{\Gamma }\tau _1)\end{array}\right),`$ (21)
for the period governed by $`H_\mathrm{u}`$ and
$`\left(\begin{array}{c}x_+(\tau _2)\\ p_+(\tau _2)\end{array}\right)=A_\mathrm{s}\left(\begin{array}{c}x_+(0)\\ p_+(0)\end{array}\right),`$ (22)
$`A_\mathrm{s}\left(\begin{array}{cc}\mathrm{cos}(\mathrm{\Omega }\tau _2)& \mathrm{sin}(\mathrm{\Omega }\tau _2)\\ \mathrm{sin}(\mathrm{\Omega }\tau _2)& \mathrm{cos}(\mathrm{\Omega }\tau _2)\end{array}\right),`$ (23)
for that governed by $`H_\mathrm{s}`$. Remember that $`T=\tau _1+\tau _2`$ is the period of the Hamiltonian $`H(t)`$ in (3).
The dynamics engendered by (3) at time $`t=NT`$ (remember that $`n=1,\mathrm{},N`$) yields therefore
$`\left(\begin{array}{c}x_+(NT)\\ p_+(NT)\end{array}\right)=A^N\left(\begin{array}{c}x_+(0)\\ p_+(0)\end{array}\right),AA_\mathrm{s}A_\mathrm{u}.`$ (24)
These equations of motion have the same structure of a classical inverted pendulum with a vertically oscillating point of suspension , whose classical map is given by the product of two matrices $`A_{\mathrm{cl}}A_2A_1`$, with
$`A_1`$ $``$ $`\left(\begin{array}{cc}\mathrm{cosh}(k_1\tau )& k_1^1\mathrm{sinh}(k_1\tau )\\ k_1\mathrm{sinh}(k_1\tau )& \mathrm{cosh}(k_1\tau )\end{array}\right),`$ (25)
$`A_2`$ $``$ $`\left(\begin{array}{cc}\mathrm{cos}(k_2\tau )& k_2^1\mathrm{sin}(k_2\tau )\\ k_2\mathrm{sin}(k_2\tau )& \mathrm{cos}(k_2\tau )\end{array}\right),`$ (26)
where the parameters $`k_1`$ and $`k_2`$ are subject to the physical condition $`k_1>k_2>0`$. Observe that our system has more freedoms: $`\tau _1`$ and $`\tau _2`$ are in general different and the parameters $`\mathrm{\Omega }`$ and $`\mathrm{\Gamma }`$ do not have to obey any additional constraint.
The global motion is stable or unstable, according to the value of $`|\text{Tr}A|2`$ . The stability condition $`|\text{Tr}A|<2`$ reads
$$|\text{Tr}A|/2=|\mathrm{cos}(\mathrm{\Omega }\tau _2)\mathrm{cosh}(\mathrm{\Gamma }\tau _1)|<1.$$
(27)
This relation is of general validity and holds for any value of the parameters $`\mathrm{\Omega },\mathrm{\Gamma }`$ and $`\tau _i`$. The value of $`|\text{Tr}A|/2`$ is shown in Fig. 2a). A small-$`\tau `$ expansion (the physically relevant regime: see final discussion) yields
$$1(\mathrm{\Omega }^2\tau _2^2\mathrm{\Gamma }^2\tau _1^2)/2+O(\tau ^4)<1,$$
(28)
so that the system is stable for $`\mathrm{\Omega }\tau _2>\mathrm{\Gamma }\tau _1`$ when $`\tau _20`$.
It is interesting to discuss the stability condition just obtained for the $`(x,p)`$ variables in terms of the number of down-converted photons. To this end, let us look at some limiting cases. \[Needless to say, the analysis could be done from the outset in terms of $`n_a`$ and $`n_b`$ and would yield an identical stability condition (27).\] When $`\mathrm{\Omega }=0`$ in (3) and following equations, only the down-conversion process takes place and both $`n_a=a^{}a`$ and $`n_b=b^{}b`$ grow exponentially with time. There is an exponential energy transfer from the pump to the $`a,b`$ modes. On the other hand, if $`\mathrm{\Gamma }=0`$ and the system is prepared in any initial state (except vacuum, whose evolution is trivial), $`n_a`$ and $`n_b`$ oscillate in such a way that their sum is conserved (this is due to the property $`[n_a+n_b,H_\mathrm{s}]=0`$). If both $`\mathrm{\Omega }`$ and $`\mathrm{\Gamma }`$ are nonvanishing, these two opposite tendencies (exponential photon production and bounded oscillations) compete in an interesting way. When $`\mathrm{\Gamma }\tau _1>\mathrm{\Omega }\tau _2`$, in the limit $`\tau _10`$, the exponential photon production dominates and there is no way of halting (or even hindering) this process: the (external) pump transmits energy to the $`a,b`$ modes. In terms of the $`(x,p)`$ variables, the stability condition (28) cannot be fulfilled and the oscillator variables move exponentially away from the origin. The opposite situation $`\mathrm{\Omega }\tau _2>\mathrm{\Gamma }\tau _1`$ is very interesting and displays some quite nontrivial aspects: The motion becomes stable and the pump does not transmit energy to the $`a,b`$ modes anymore (the two modes oscillate).
In general and for arbitrary values of all parameters, the action of $`H_\mathrm{s}`$ can be viewed as a sort of measurement , in the following sense: the $`a`$ mode performs an observation on the $`b`$ mode and vice versa, the photonic states get entangled and information on one mode is encoded in the state of the other one. For example, the condition $`\mathrm{\Omega }\tau _2=\pi /2`$ yields an โideal measurementโ of one mode on the other one, for in such a case the states $`|1_a,0_b|0_a,1_b`$ evolve into each other. From this viewpoint, the stabilization regime just investigated can be considered as a quantum Zeno effect , in that the measurements essentially affect and change the original dynamics. In fact, if one considers $`\mathrm{\Omega }\tau _2`$ as the โstrengthโ of the measurement, by increasing (at fixed $`\mathrm{\Omega }\tau _2`$) the frequency of measurements, i.e. by letting $`\tau _10`$, the system moves down along a vertical line in Fig. 2b) and enters a region of stability (Zeno region) from a region of instability. (Notice that it is not necessary to consider the $`\tau _1=0`$ limit (โcontinuous measurementโ) in order to stabilize the dynamics; there is a threshold, given by the curve in Fig. 2 b), at which stability and instability interchange.) Analogously, at fixed $`\mathrm{\Gamma }\tau _1`$, by moving along a horizontal line $`\mathrm{\Omega }\tau _2\pi /2`$ the system enters a region of stability because the measurement becomes more โeffective:โ indeed, as emphasized before, $`\mathrm{\Omega }\tau _2=\pi /2`$ is a $`\pi `$-pulse condition and leads to a very effective measurement of one mode on the other one. It is worth stressing that even an instantaneous measurement (projection) can be obtained by letting $`\tau _20`$, while keeping $`\mathrm{\Omega }\tau _2`$ finite (the so-called impulse approximation in quantum mechanics), and in this case our system yields the standard formulation of the quantum Zeno effect.
It is interesting (and convenient from an experimental perspective) to consider a single-mode version of the Hamiltonian (3), in which the down-conversion process is replaced by a sub-harmonic generation process (degenerated parametric down conversion). The single-mode effective Hamiltonian reads
$$H(t)=\omega a^{}a+H_{\mathrm{int}}(t),$$
(29)
where the interaction Hamiltonians describing the unstable and stable part of the device are
$$H_{\mathrm{int}}=\{\begin{array}{cc}(\mathrm{\Gamma }/2)(a^2e^{2i\omega t}+a^2e^{2i\omega t})\hfill & \text{if }0<t<\tau _1,\hfill \\ (\mathrm{\Omega }/2)(a^{}a+aa^{})\hfill & \text{if }\tau _1<t<\tau _1+\tau _2,\hfill \end{array}$$
(30)
respectively and $`H_{\mathrm{int}}(t+nT)=H_{\mathrm{int}}(t)`$. By introducing the slowly varying operator $`a^{}=e^{i\omega _at}a`$, the free part of the Hamiltonian (29) is transformed away and the Hamiltonian becomes (suppressing again all primes)
$$H(t)=\{\begin{array}{cc}H_\mathrm{u}(\mathrm{\Gamma }/2)(a^2+a^2)\hfill & \text{if }0<t<\tau _1,\hfill \\ H_\mathrm{s}(\mathrm{\Omega }/2)(a^{}a+aa^{})\hfill & \text{if }\tau _1<t<\tau _1+\tau _2,\hfill \end{array}$$
(31)
under which the equation of motion $`\dot{a}=i[a,H]`$ follows.
In terms of the variables $`x=(a+a^{})/\sqrt{2},p=i(aa^{})/\sqrt{2}`$ the Hamiltonians read
$$H_\mathrm{u}=\frac{\mathrm{\Gamma }}{2}(x^2p^2),H_\mathrm{s}=\frac{\mathrm{\Omega }}{2}(x^2+p^2).$$
(32)
These Hamiltonians are identical to the two-mode versions (8) describing the decoupled mode $`(x_+,p_+)`$, apart from the substitution $`\mathrm{\Gamma }\mathrm{\Gamma }`$. Hence, the stability condition is given again by Eq. (27), which is even in $`\mathrm{\Gamma }`$. Also in this case one can talk of quantum Zeno, but the โmeasurementโ is performed by the single mode on itself.
It is interesting to discuss a possible experimental realization of the two situations considered in this Letter. The experimental arrangement sketched in Fig. 3(a) corresponds to the two-mode (nondegenerate) case, whereas that sketched in Fig. 3(b) to the single-mode (degenerate) case. In Fig. 3(a) a type II down-conversion process generates two orthogonally polarized beams of down-converted light of the same frequency. The two beams are mixed using a polarizing beamsplitter PBS. The stable part of the evolution of the system is realized by two successive passes of the beams through the beamsplitter. Its reflection coefficient, and hence $`\mathrm{\Omega }\tau _2`$, is adjusted by rotating it. Mirrors and semitransparent mirrors keep sending the beams through the crystal many times. A successful stabilization of the unstable system is manifested in the decrease of the rate of photon registrations at detectors $`D_1`$, $`D_2`$ at a certain position of the beamsplitter PBS. A different setup is sketched in Fig. 3(b), where $`N`$ processes of subharmonic generation take place in $`N`$ nonlinear crystals with controlled phase shifters in between them. For appropriately chosen phase shifts $`\theta _i=(\mathrm{\Omega }\tau _2+C_i)mod2\pi `$, where $`C_i`$ are $`N1`$ phase shifts intrinsic to the actual experimental arrangement (given by distances between crystals, etc.), the generation of the subharmonic wave is suppressed.
In order to give a reasonable estimate of the value of the coupling constant $`\mathrm{\Gamma }`$, consider that, due to the correspondence principle, the gain of classical and quantum parametric amplifiers must be the same; therefore one can use the well-known classical formula for the nonlinear coupling parameter $`\mathrm{\Gamma }_c`$ governing the space evolution inside the nonlinear medium, which in MKS units reads
$$\mathrm{\Gamma }_c^2=\frac{\eta ^3}{2}\chi (2)^2\omega _a\omega _bI_p.$$
(33)
Here $`\eta `$ is the impedance of the medium, $`\chi (2)`$ is the second-order susceptibility, $`\omega _a`$ and $`\omega _b`$ are the frequencies of modes $`a`$ and $`b`$, respectively, and $`I_p`$ is the intensity of the pump beam. The following numerical values could be typical for a performed experiment: $`\eta 220\mathrm{\Omega }`$, $`\chi (2)2\times 10^{23}`$ CV<sup>-2</sup>, $`\omega _a=\omega _b3\times 10^{15}`$s<sup>-1</sup> and $`I_p10^5`$Wm<sup>-2</sup>. Hence the nonlinear coupling parameter is of the order of $`\mathrm{\Gamma }_c0.1`$m<sup>-1</sup>. Reasonable lengths of nonlinear crystals are of the order of $`l10^2`$m, so that the dimensionless product of interest can be estimated to be about
$$\mathrm{\Gamma }\tau _1=\mathrm{\Gamma }_cl0.001.$$
(34)
This means that the down-converted beam(s) ought to pass the nonlinear region many times in order to show an explosive increase of its (their) intensity(ies). This could be achieved by placing the nonlinear crystal in a resonator as shown in Fig. 3(a). However, in order to observe a significant change of the dynamics of the process in question due to the performed stabilization, a few passes might already turn out to be sufficient.
In conclusion, we have discussed a striking quantum-optical analogue of a well-known classical unstable system. By interspersing the nonlinear regions with regions of suitably chosen linear evolution, the global dynamics of our system can become stable and the generation of down-converted light can be strongly suppressed. This behavior has an interesting interpretation in terms of the quantum Zeno effect: by increasing the โstrengthโ of the observation performed by the $`a`$ mode on the $`b`$ mode and vice versa, in the sense discussed before, the evolution is frozen and the system tends to remain in its initial state. This phenomenon is somewhat counterintuitive: in the setups in Fig. 3, even though the beams are forced to go through the crystal many times, no exponential photon production takes place. The experiment seems feasible and its realization would illustrate an interesting aspect related to the stabilization of a seemingly explosive behavior.
###### Acknowledgements.
We thank Ondลej Haderka, Martin Hendrych and Zdenฤk Hradil for helpful discussions. We acknowledge support by the TMR-Network ERB-FMRX-CT96-0057 of the European Union, by Grant VS96028 and Research Project CEZ:J14/98 โWave and particle opticsโ of the Czech Ministry of Education (J.P. and J.ล.), by the internal grant by Palackรฝ University (J.ล.) and by a Grant-in-Aid for Scientific Research (B) (No. 10044096) from the Japanese Ministry of Education, Science and Culture (H.N.).
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# A residue of complex function in three-dimensional vector space
## 1. Introduction
In the theory of complex analysis, more exactly of Cauchyโs calculus of residues, the result formulated in the form of the following theorem - Theorem 2, Subsection 3.1.1, Section 3.1, Chapter 3, p. 44,
###### Theorem 1
If an analytic function $`f`$ has, in the extended complex plane, only isolated singularities<sup>1</sup><sup>1</sup>1The number of isolated singularities of function $`f`$ must be finite, because in the opposite case there exists the point of accumulation, which is not isolated singularity., then the sum of all its residues is equal to zero.$`\mathrm{}`$
is one of fundamental ones.
The general case, in which the function $`f`$ has infinitely but a count of many singularities, is an applicable, ; (taken over from ) and , and so according to that, it is authorโs idea, presented in this article, to derive on the basis of the one general theory being more general with respect to the theory of Cauchyโs calculus of residues, the results whose an importance and an application are more general in comparison whit the fundamental results of Cauchyโs calculus of residues.
The function $`f`$, which is regular one in extended complex plane with the exception at infinitely but a count of many points, can be said that is a pseudo-analytic function, in view of the fact that it dose not belong to the functional space of neither analytic nor non-analytic functions, . Since the concept of residue of complex function, like that as it is established for analytic functions, loses the sense for non-analytic as well as for pseudo-analytic functions, then it is necessary to redefine the concept of residue of complex function, more exactly to generalize it. The concept of residue was first generalized by Poor, and (taken over from ) - Definition 1 and 2, Subsection 2.2.2, Section 2.2, Chapter 2, pp. 38-39, , for the functional space of non-analytic functions.
In order to cam to the general definition of residue of a non-analytic function, slightly general with the respect to Poorโs definitions, it is necessary to introduce into the analysis the concept of complex three-dimensional vector space $`\stackrel{}{r}`$: $`\stackrel{}{r}=x\stackrel{}{e}_1+iy\stackrel{}{e}_2+\varkappa \stackrel{}{n}`$, of definite Euclidean metric: $`ds^2=d\stackrel{}{r}d\stackrel{}{r}^{}=dx^2+dy^2+d\varkappa ^2`$ ($`i`$ denotes imaginary unit, the vector $`\stackrel{}{r}^{}`$: $`\stackrel{}{r}^{}=x\stackrel{}{e}_1iy\stackrel{}{e}_2+\varkappa \stackrel{}{n}`$, is a conjugate vector of a position vector $`\stackrel{}{r}`$, and the vector $`\stackrel{}{n}`$ is an unit normal vector of two-dimensional vector space $`\stackrel{}{\varrho }`$: $`\stackrel{}{\varrho }=x\stackrel{}{e}_1+iy\stackrel{}{e}_2`$). In that case, the vector space $`\stackrel{}{\varrho }`$: $`\stackrel{}{\varrho }=x\stackrel{}{e}_1+iy\stackrel{}{e}_2`$, is complex two-dimensional vector plane of definite Euclidean metric: $`dq^2=d\stackrel{}{\varrho }d\stackrel{}{\varrho }^{}=dx^2+dy^2`$. The map: $`z^{}=xiy`$ and $`z=x+iy`$, is one-to-one map of the complex two-dimensional vector planes $`\stackrel{}{\varrho }`$: $`\stackrel{}{\varrho }=z^{}\stackrel{}{w}_1+z\stackrel{}{w}_2`$ and $`\stackrel{}{\varrho }=x\stackrel{}{e}_1+iy\stackrel{}{e}_2`$; $`\stackrel{}{w}_l\stackrel{}{w}_j=\delta _{lj}`$ ($`\delta _{lj}`$ is Kroneckerโs $`\delta `$-symbol, more exactly an unit $`2\times 2`$ matrix), with Jacobian of transformation: $`J=\left|\begin{array}{cc}\frac{z^{}}{x}\hfill & \frac{z^{}}{iy}\hfill \\ \frac{z}{x}\hfill & \frac{z}{iy}\hfill \end{array}\right|=\left|\begin{array}{cc}1\hfill & 1\hfill \\ 1\hfill & 1\hfill \end{array}\right|=2`$. If the vector $`\stackrel{}{r}_A`$ is a position vector of an arbitrary point $`A`$ of the vector space $`\stackrel{}{r}`$, then the set $`\stackrel{}{r}_g`$ of the points $`\stackrel{}{r}_A`$: $`\stackrel{}{r}_g=\left\{\stackrel{}{r}_A\text{}AG\right\}`$, defines some domain of three-dimensional vector space $`\stackrel{}{r}`$. If the domain $`\stackrel{}{r}_g`$, bounded by a contour surface $`\stackrel{}{r}_\gamma `$ of the vector space $`\stackrel{}{r}`$, is subdivided by the planes being parallel to the co-ordinate planes, into $`k_1`$ elemental sub-domains $`\mathrm{}_{j_1}\stackrel{}{r}_g`$ bounded by the elemental contour surfaces $`\mathrm{}_{j_1}\stackrel{}{r}_\gamma `$ ($`j_1=2,\mathrm{},k_1`$), then every sub-domain $`\mathrm{}_{j_1}\stackrel{}{r}_g`$ of the domain $`\stackrel{}{r}_g`$ can be further subdivided into new sub-domains $`\mathrm{}_{j_1,j_2}\stackrel{}{r}_g`$ ($`j_2=2,\mathrm{},k_2`$)<sup>2</sup><sup>2</sup>2If an infinite process of subdivision of domain $`\stackrel{}{r}_g`$, is coming to each point $`\stackrel{}{r}_N`$ of the domain $`\stackrel{}{r}_g`$: $`\underset{n+\mathrm{}}{lim}\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_g=\stackrel{}{r}_N`$, the subdivision $`D_n\stackrel{}{r}_g`$ is said to be evenly spaced.. Let: $`\mathrm{}_{j_1,\mathrm{},j_n}\sigma `$ and $`\mathrm{}_{j_1,\mathrm{},j_n}v`$, be measure numbers of an area of an elemental contour surface $`\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma `$ as well as of a volume of an elemental sub-domain $`\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_g`$, respectively. In that case $`d_{\stackrel{}{r}_N}v`$: $`d_{\stackrel{}{r}_N}v=\underset{n+\mathrm{}}{lim}\mathrm{}_{j_1,\mathrm{},j_n}v=0`$ and $`d_{\stackrel{}{r}_N}\stackrel{}{\sigma }`$: $`d_{\stackrel{}{r}_N}\stackrel{}{\sigma }=\underset{n+\mathrm{}}{lim}\stackrel{}{n}_{\stackrel{}{r}_{\mathrm{\Delta }_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }}\mathrm{}_{j_1,\mathrm{},j_n}\sigma =\stackrel{}{0}`$ (the vector $`\stackrel{}{n}_{\stackrel{}{r}_{\mathrm{\Delta }_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }}`$ is an unit normal vector of an elemental contour surface $`\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma `$ at the point $`\stackrel{}{r}_{\mathrm{\Delta }_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }`$), are an infinitesimal volume and surface element, at the point $`\stackrel{}{r}_N`$ of the domain $`\stackrel{}{r}_g`$, respectively.
Since the vectors $`\mathrm{}_{\stackrel{}{r}_{\mathrm{\Delta }_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }}\stackrel{}{\sigma }`$: $`\mathrm{}_{\stackrel{}{r}_{\mathrm{\Delta }_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }}\stackrel{}{\sigma }=\stackrel{}{n}_{\stackrel{}{r}_{\mathrm{\Delta }_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }}\mathrm{}_{j_1,\mathrm{},j_n}\sigma `$, at an arbitrary point $`\stackrel{}{r}_{\mathrm{\Delta }_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }`$ of a part of an elemental contour surface $`\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma `$, which separates two elemental sub-domains, have opposite orientations, then for every evenly spaced subdivision $`D_n\stackrel{}{r}_g`$:
$$D_n\stackrel{}{r}_g=\left\{\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_g\text{:}\text{ }j_l=2,\mathrm{},k_l\left(l=1,2,\mathrm{},n\right)\right\},$$
of the domain $`\stackrel{}{r}_g`$, bounded by the contour surface $`\stackrel{}{r}_\gamma `$ of the vector space $`\stackrel{}{r}`$
$$\underset{n+\mathrm{}}{lim}\underset{j_1=2}{\overset{k_1}{}}\underset{j_2=2}{\overset{k_2}{}}\mathrm{}\underset{j_n=2}{\overset{k_n}{}}\mathrm{}_{\stackrel{}{r}_{\mathrm{\Delta }_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }}\stackrel{}{\sigma }=\underset{\stackrel{}{r}_N\stackrel{}{r}_\gamma }{}d_{\stackrel{}{r}_N}\stackrel{}{\sigma }.$$
The infinite sum of zero vectors $`\underset{\stackrel{}{r}_N\stackrel{}{r}_\gamma }{}d_{\stackrel{}{r}_N}\stackrel{}{\sigma }`$: $`\underset{\stackrel{}{r}_N\stackrel{}{r}_\gamma }{}d_{\stackrel{}{r}_N}\stackrel{}{\sigma }=\stackrel{}{0}\mathrm{}`$, as an indefinite expression, in this acute case, reduces to the vector $`\stackrel{}{P}`$, whose an intensity is equal to the area of the contour surface $`\stackrel{}{r}_\gamma `$: $`\underset{\stackrel{}{r}_N\stackrel{}{r}_\gamma }{}d_{\stackrel{}{r}_N}\stackrel{}{\sigma }=\stackrel{}{P}`$.
For an arbitrary scalar valued function $`f\left(\stackrel{}{r}\right)`$, defined and bounded on the analyzed domain $`\stackrel{}{r}_g`$ of three-dimensional vector space $`\stackrel{}{r}`$, it holds
$$\underset{n+\mathrm{}}{lim}\underset{j_1=2}{\overset{k_1}{}}\underset{j_2=2}{\overset{k_2}{}}\mathrm{}\underset{j_n=2}{\overset{k_n}{}}f\left(\stackrel{}{r}_{\mathrm{\Delta }_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }\right)\mathrm{}_{\stackrel{}{r}_{\mathrm{\Delta }_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }}\stackrel{}{\sigma }=\underset{\stackrel{}{r}_N\stackrel{}{r}_\gamma }{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma },$$
where $`f\left(\stackrel{}{r}_{\mathrm{\Delta }_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }\right)`$ are values of the function $`f\left(\stackrel{}{r}\right)`$ at arbitrary points of parts of elemental contour surfaces $`\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma `$ which separate two elemental sub-domains, as well as at arbitrary points of elemental contour surfaces $`\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma `$ which on the contour surface $`\stackrel{}{r}_\gamma `$. If the function $`f\left(\stackrel{}{r}\right)`$ is Riemann-integrable over the domain $`\stackrel{}{r}_g`$, then for each evenly spaced subdivision $`D_n\stackrel{}{r}_g`$ of domain $`\stackrel{}{r}_g`$ and for any a choice of points $`\stackrel{}{r}_{\mathrm{\Delta }_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }`$, there exists a finite and an unique limiting value of the integral sum
$$\underset{n+\mathrm{}}{lim}\underset{j_1=2}{\overset{k_1}{}}\underset{j_2=2}{\overset{k_2}{}}\mathrm{}\underset{j_n=2}{\overset{k_n}{}}f\left(\stackrel{}{r}_{\mathrm{\Delta }_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }\right)\mathrm{}_{\stackrel{}{r}_{\mathrm{\Delta }_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }}\stackrel{}{\sigma }=\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }.$$
(1.1)
Symbol $`\underset{\stackrel{}{r}_\gamma }{\overset{}{}}`$ denotes an integration over the closed contour surface $`\stackrel{}{r}_\gamma `$, in this case in the positive mathematical direction.
Now then, for a function $`f\left(\stackrel{}{r}\right)`$, which is Riemann-integrable over the domain $`\stackrel{}{r}_g`$, the infinite sum of zero vectors: $`\underset{\stackrel{}{r}_N\stackrel{}{r}_\gamma }{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma }=\mathrm{}\stackrel{}{0}`$, as an indefinite expression, is just equal to the integral of the function $`f\left(\stackrel{}{r}\right)`$
$$\underset{\stackrel{}{r}_N\stackrel{}{r}_\gamma }{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma }=\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }.$$
(1.2)
###### Definition 1.
Absolute integral sums of a scalar valued function $`f\left(\stackrel{}{r}\right)`$ in the domain $`\stackrel{}{r}_g`$ bounded by contour surface $`\stackrel{}{r}_\gamma `$ of the vector space $`\stackrel{}{r}`$, are by definition
$$\underset{\stackrel{}{r}_N\stackrel{}{r}_\gamma }{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma },$$
(1.3)
$$\underset{\stackrel{}{r}_N\stackrel{}{r}_g}{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}v.\mathrm{}$$
(1.4)
###### Definition 2.
Absolute integral sums of a vector valued function $`\stackrel{}{F}\left(\stackrel{}{r}\right)`$ in the domain $`\stackrel{}{r}_g`$ bounded by contour surface $`\stackrel{}{r}_\gamma `$ of the vector space $`\stackrel{}{r}`$, are by definition
$$\underset{\stackrel{}{r}_N\stackrel{}{r}_\gamma }{}\stackrel{}{F}\left(\stackrel{}{r}\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma },\underset{\stackrel{}{r}_N\stackrel{}{r}_\gamma }{}d_{\stackrel{}{r}_N}\stackrel{}{\sigma }\times \stackrel{}{F}\left(\stackrel{}{r}\right),$$
(1.5)
$$\underset{\stackrel{}{r}_N\stackrel{}{r}_g}{}\stackrel{}{F}\left(\stackrel{}{r}\right)d_{\stackrel{}{r}_N}v.\mathrm{}$$
(1.6)
## 2. The main results
### 2.1. Spatial differentiability of a complex function
On the basis of an integral equality of definition of spatial derivative of scalar valued function $`f\left(\stackrel{}{r}\right)`$, in the Jung sense, (taken over from ) - Definition 2, Section 12.3, Chapter 12, p. 291, \- for an arbitrary uniform scalar valued function $`f\left(\stackrel{}{r}\right)`$ of the complex three-dimensional vector space $`\stackrel{}{r}`$: $`\stackrel{}{r}=\stackrel{}{\varrho }+\varkappa \stackrel{}{n}`$, as an ambient space of the complex two-dimensional vector space $`\stackrel{}{\varrho }`$
###### Definition 3.
If and only if for every evenly spaced subdivision $`D_n\stackrel{}{r}_g`$ of the domain $`\stackrel{}{r}_g`$ bounded by the contour surface $`\stackrel{}{r}_\gamma `$ of the vector space $`\stackrel{}{r}`$ and for every elemental sub-domain $`\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_g`$ of the domain $`\stackrel{}{r}_g`$, the sequence of reduced absolute integral sums $`\stackrel{}{A}_{\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }`$:
$$\stackrel{}{A}_{\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }=\frac{1}{\mathrm{}_{j_1,\mathrm{},j_n}v}\underset{\stackrel{}{r}_N\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma },$$
(2.1)
converges
$$\underset{\stackrel{}{r}_\gamma \stackrel{}{r}_N}{lim}\frac{1}{V}\underset{\stackrel{}{r}_N\stackrel{}{r}_\gamma }{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma }=\underset{n+\mathrm{}}{lim}\stackrel{}{A}_{\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }=\stackrel{}{A}_{\stackrel{}{r}_N},$$
(2.2)
where $`V=\underset{\stackrel{}{r}_N\stackrel{}{r}_g}{}d_{\stackrel{}{r}_N}v`$, the function $`f\left(\stackrel{}{r}\right)`$ is a spatial differentiable over the domain $`\stackrel{}{r}_g`$.$`\mathrm{}`$
The domain $`\stackrel{}{r}_g`$ of the vector space $`\stackrel{}{r}`$, such that at all points of $`\stackrel{}{r}_g`$ the scalar valued function $`f\left(\stackrel{}{r}\right)`$ is a spatial differentiable, is a regular domain of the function $`f\left(\stackrel{}{r}\right).`$ The points $`\stackrel{}{r}_N`$ of the vector space $`\stackrel{}{r}`$, at which the function is not differentiable, are singular points of the function $`f\left(\stackrel{}{r}\right)`$, and the domain $`\stackrel{}{r}_g`$, such that the function $`f\left(\stackrel{}{r}\right)`$ is differentiable almost everywhere<sup>3</sup><sup>3</sup>3If the function $`f`$ possesses someone feature everywhere with the exception, at most, of a set of points of Lebesgueโs measure zero, the function $`f`$ is said to possess that feature almost everywhere. over $`\stackrel{}{r}_g`$, is a singular domain of the function $`f\left(\stackrel{}{r}\right)`$. The singular points $`\stackrel{}{r}_N`$ of the domain $`\stackrel{}{r}_g`$, at which the function $`f\left(\stackrel{}{r}\right)`$ is bounded, are apparent singular points of the function $`f\left(\stackrel{}{r}\right)`$. Singular domain $`\stackrel{}{r}_g`$, such that the function $`f\left(\stackrel{}{r}\right)`$ is bounded on $`\stackrel{}{r}_g`$, is an apparent singular domain of the function $`f\left(\stackrel{}{r}\right)`$.
If the function $`f\left(\stackrel{}{r}\right)`$ is spatial differentiable over the domain $`\stackrel{}{r}_g`$, then on the basis of equality (2.1) of Definition 3, for an arbitrary evenly spaced subdivision $`D_n\stackrel{}{r}_g`$:
$$D_n\stackrel{}{r}_g=\left\{\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_g\text{:}\text{ }j_l=2,\mathrm{},k_l\left(l=1,2,\mathrm{},n\right)\right\}$$
and for an arbitrary elemental sub-domain $`\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_g`$ of the regular domain $`\stackrel{}{r}_g`$, it holds
$$\underset{\stackrel{}{r}_N\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma }=\stackrel{}{A}_{\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }\mathrm{}_{j_1,\mathrm{},j_n}v.$$
(2.3)
On the one hand, having in view the fact that surface elements $`d_{\stackrel{}{r}_N}\stackrel{}{\sigma }`$ at each point $`\stackrel{}{r}_N`$ of the part of an elemental contour surface $`\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma `$, which separates two elemental sub-domain are oppositely directed, for every level of evenly spaced subdivision $`D_n\stackrel{}{r}_g`$ of the domain $`\stackrel{}{r}_g`$ it is obtained that
$$\underset{j_1=2}{\overset{k_1}{}}\underset{j_2=2}{\overset{k_2}{}}\mathrm{}\underset{j_n=2}{\overset{k_n}{}}\underset{\stackrel{}{r}_N\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma }=\underset{\stackrel{}{r}_N\stackrel{}{r}_\gamma }{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma }.$$
On the other hand, on the basis of a convergence of reduced absolute integral sums, more exactly, of equality (2.2) of Definition 3, it follows that
$$\underset{n+\mathrm{}}{lim}\underset{j_1=2}{\overset{k_1}{}}\underset{j_2=2}{\overset{k_2}{}}\mathrm{}\underset{j_n=2}{\overset{k_n}{}}\stackrel{}{A}_{\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }\mathrm{}_{j_1,\mathrm{},j_n}v=\underset{\stackrel{}{r}_N\stackrel{}{r}_g}{}\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v.$$
Accordingly, it is finally obtained that
$$\underset{\stackrel{}{r}_N\stackrel{}{r}_\gamma }{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma }=\underset{\stackrel{}{r}_N\stackrel{}{r}_g}{}\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v.$$
(2.4)
If the function $`f\left(\stackrel{}{r}\right)`$ is defined on and is continuous on the domain $`\stackrel{}{r}_g`$ bounded by the contour surface $`\stackrel{}{r}_\gamma `$ of the vector space $`\stackrel{}{r}`$, more exactly, is integrable over the domain $`\stackrel{}{r}_g`$, which is a regular domain of the function in the sense of Definition 3, then on the basis of derived result (2.4) and of equality (1.2), on the one hand
$$\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }=\underset{\stackrel{}{r}_N\stackrel{}{r}_g}{}\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v,$$
(2.5)
and on the other
$$\underset{\stackrel{}{r}_\gamma \stackrel{}{r}_N}{lim}\frac{1}{V}\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }=\stackrel{}{A}_{\stackrel{}{r}_N},$$
(2.6)
where $`V=\frac{1}{3}\underset{\stackrel{}{r}_\gamma }{\overset{}{}}\stackrel{}{r}d\stackrel{}{\sigma }`$.
If the vector valued function $`\stackrel{}{A}\left(\stackrel{}{r}\right)`$ ($`\stackrel{}{A}\left(\stackrel{}{r}_N\right)=\stackrel{}{A}_{\stackrel{}{r}_N}`$) is also defined on and is continuous on the domain $`\stackrel{}{r}_g`$, more exactly, is integrable over the domain $`\stackrel{}{r}_g`$, the equality (2.5) reduces to an integral equality
$$\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }=\underset{\stackrel{}{r}_g}{}\stackrel{}{A}\left(\stackrel{}{r}\right)dv.$$
(2.7)
Clearly, the vector valued function $`\stackrel{}{A}\left(\stackrel{}{r}\right)`$ is a function of spatial derivative of the continuous function $`f\left(\stackrel{}{r}\right)`$: $`\stackrel{}{A}\left(\stackrel{}{r}\right)=f\left(\stackrel{}{r}\right)`$, and $``$ is a Hamiltonian operator of spatial differentiability, .
In view of the fact that: $`d\stackrel{}{\sigma }=d\stackrel{}{\varrho }\times d\varkappa \stackrel{}{n}+dz^{}dz\stackrel{}{n}`$ and $`dv=d\stackrel{}{r}d\stackrel{}{\sigma }=dz^{}dzd\varkappa `$, for the function $`f\left(\stackrel{}{r}\right)`$ defined on and continuous on (integrable over) the bounded domain $`\stackrel{}{r}_g`$ of the vector space $`\stackrel{}{r}`$, and which has defined and continuous (integrable) partial derivatives on $`\stackrel{}{r}_g`$, from the integral equality (2.7) it follows that
$$\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)dzd\varkappa =\underset{\stackrel{}{r}_g}{}\frac{}{z^{}}f\left(\stackrel{}{r}\right)dz^{}dzd\varkappa ,$$
(2.8)
$$\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)dz^{}d\varkappa =\underset{\stackrel{}{r}_g}{}\frac{}{z}f\left(\stackrel{}{r}\right)dz^{}dzd\varkappa ,$$
(2.9)
$$\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)dz^{}dz=\underset{\stackrel{}{r}_g}{}\frac{}{\varkappa }f\left(\stackrel{}{r}\right)dz^{}dzd\varkappa .$$
(2.10)
For the complex vector valued function $`\stackrel{}{F}\left(\stackrel{}{r}\right)`$: $`\stackrel{}{F}\left(\stackrel{}{r}\right)=P\left(\stackrel{}{r}\right)\stackrel{}{w}_1+Q\left(\stackrel{}{r}\right)\stackrel{}{w}_2+R\left(\stackrel{}{r}\right)\stackrel{}{n}`$, whose the components are defined and continuous (integrable) functions having defined and continuous (integrable) partial derivatives on the bounded domain $`\stackrel{}{r}_g`$ of the vector space $`\stackrel{}{r}`$, on the basis of the preceding derived results
$$\underset{\stackrel{}{r}_\gamma }{\overset{}{}}\stackrel{}{F}\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }=\underset{\stackrel{}{r}_g}{}\stackrel{}{F}\left(\stackrel{}{r}\right)dv,$$
(2.11)
$$\underset{\stackrel{}{r}_\gamma }{\overset{}{}}d\stackrel{}{\sigma }\times \stackrel{}{F}\left(\stackrel{}{r}\right)=\underset{\stackrel{}{r}_g}{}\times \stackrel{}{F}\left(\stackrel{}{r}\right)dv.$$
(2.12)
The integral equalities: (2.11) and (2.12), are analogous to integral equalities of the well-known Gauss-Ostrogradskiโs Theorem for a real vector valued function $`\stackrel{}{F}\left(\stackrel{}{r}\right)`$ of the real three-dimensional vector space $`\stackrel{}{r}`$, .
In view of the fact that the limiting value $`\stackrel{}{A}_{\stackrel{}{r}_N}`$ of sequence of reduced absolute integral sums $`\stackrel{}{A}_{\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }`$, of equality (2.12) of Definition 3
$$\underset{\stackrel{}{r}_\gamma \stackrel{}{r}_N}{lim}\frac{1}{V}\underset{\stackrel{}{r}_N\stackrel{}{r}_\gamma }{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma }=\underset{n+\mathrm{}}{lim}\stackrel{}{A}_{\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }=\stackrel{}{A}_{\stackrel{}{r}_N},$$
dose not depend on the form of a contour surface $`\stackrel{}{r}_\gamma `$ bounding the domain $`\stackrel{}{r}_g`$ of the vector space $`\stackrel{}{r}`$, it follows that if $`\stackrel{}{r}_s(\stackrel{}{r}_N,d\delta )`$ is an infinitesimally small spherical surface centred at $`\stackrel{}{r}_N`$ and of radius $`d\delta `$, then for each point $`\stackrel{}{r}_N`$ lying inside $`\stackrel{}{r}_g`$ ($`\stackrel{}{r}_Nint.\stackrel{}{r}_g`$, where $`int.\stackrel{}{r}_g`$ is an interior of the domain $`\stackrel{}{r}_g`$)
$$\stackrel{}{A}_{\stackrel{}{r}_N}=\frac{1}{d_{\stackrel{}{r}_N}v}\underset{\stackrel{}{r}_s(\stackrel{}{r}_N,d\delta )}{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }.$$
(2.13)
For a point $`\stackrel{}{r}_N`$ on the boundary $`\stackrel{}{r}_\gamma `$ of the domain $`\stackrel{}{r}_g`$ ($`\stackrel{}{r}_N\stackrel{}{r}_\gamma `$)
$$\stackrel{}{A}_{\stackrel{}{r}_N}=\frac{1}{d_{\stackrel{}{r}_N}v}\underset{int.\stackrel{}{r}_s(\stackrel{}{r}_N,d\delta )}{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma },$$
(2.14)
where $`int.\stackrel{}{r}_s(\stackrel{}{r}_N,d\delta )`$ is a part of an infinitesimally small spherical surface $`\stackrel{}{r}_s(\stackrel{}{r}_N,d\delta )`$ that lies inside $`\stackrel{}{r}_g`$.
The spacial derivative of a real valued function $`f\left(x\right)`$ of one variable $`x`$, which is defined on the segment $`[a,b]`$ of the real axis $`R^1`$, is by definition
$$\underset{[a,b]c}{lim}\frac{f\left(b\right)f\left(a\right)}{ba}=A_c,$$
more exactly, on the one hand, on the basis of relation (2.13), for point $`c`$ lying inside $`[a,b]`$
$$A_c=\frac{1}{d_cx}\left[f\left(c^+\right)f\left(c^{}\right)\right]=\underset{2\mathrm{}xd_cx}{lim}\frac{f\left(c+\mathrm{}x\right)f\left(c\mathrm{}x\right)}{2\mathrm{}x},$$
and on the other, on the basis of relation (2.14), for boundary points of $`[a,b]`$: $`a`$ and $`b`$
$$A_a=\frac{1}{d_ax}\left[f\left(a^+\right)f\left(a\right)\right]=\underset{\mathrm{}xd_ax}{lim}\frac{f\left(a+\mathrm{}x\right)f\left(a\right)}{\mathrm{}x},$$
$$A_b=\frac{1}{d_bx}\left[f\left(b\right)f\left(b^{}\right)\right]=\underset{\mathrm{}xd_bx}{lim}\frac{f\left(b\right)f\left(b\mathrm{}x\right)}{\mathrm{}x}.$$
According to that, as well as to the relation of equality (2.5)
$$f\left(b\right)f\left(a\right)=\underset{c[a,b]}{}A_cd_cx.$$
If the function $`A\left(x\right)`$ ($`A\left(c\right)=A_c`$) is an integrable function over the segment $`[a,b]`$, then the function $`f\left(x\right)`$ is a continuous function on $`[a,b]`$ and
$$f\left(b\right)f\left(a\right)=\underset{๐}{\overset{๐}{}}A\left(x\right)dx,$$
where $`A\left(x\right)=f\left(x\right)=\frac{df\left(x\right)}{dx}`$.$`\mathrm{}`$
### 2.2. Residue of a complex function
Based on the functional equality (2.2) of Definition 3, more exactly, on the relations of equality: (2.13) and (2.14), if a domain $`\stackrel{}{r}_g`$ bounded by the contour surface $`\stackrel{}{r}_\gamma `$ of the vector space $`\stackrel{}{r}`$, is a regular domain of the function $`f\left(\stackrel{}{r}\right)`$, then at each point $`\stackrel{}{r}_N`$ of the domain $`\stackrel{}{r}_g`$: $`\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v=\stackrel{}{0}`$.
On the other hand, if a domain $`\stackrel{}{r}_g`$ bounded by the contour surface $`\stackrel{}{r}_\gamma `$ of the vector space $`\stackrel{}{r}`$, is a singular domain of the function $`f\left(\stackrel{}{r}\right)`$, the absolute integral sum of the function $`\stackrel{}{A}\left(\stackrel{}{r}\right)`$: $`\underset{\stackrel{}{r}_Nint.\stackrel{}{r}_g}{}\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v`$, can be subdivided into two absolute integral sums
$$\underset{\stackrel{}{r}_N\stackrel{}{r}_g}{}\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v=\underset{\stackrel{}{r}_Nv.p.\stackrel{}{r}_g}{}\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v+\underset{\stackrel{}{r}_Ns.p.\stackrel{}{r}_g}{}\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v,$$
where: $`v.p.\stackrel{}{r}_g`$ and $`s.p.\stackrel{}{r}_g`$, are sets of the regular and of the singular points of the function $`f\left(\stackrel{}{r}\right)`$ in the singular domain $`\stackrel{}{r}_g`$, respectively. Clearly, at all regular points of the singular domain of the function $`f\left(\stackrel{}{r}\right)`$: $`\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v=\stackrel{}{0}`$, in other words the first absolute integral sum of the function $`\stackrel{}{A}\left(\stackrel{}{r}\right)`$, on the left hand side of the preceding relation, is an infinite sum of zero vectors. At each singular point $`\stackrel{}{r}_N`$ of the domain $`\stackrel{}{r}_g`$, at which the sequence of the reduced absolute integral sum $`\stackrel{}{A}_{\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }`$ definitely diverges, $`\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v`$ reduces to the indefinite expression, more exactly, to either definite or indefinite vector value of the extended vector space $`\stackrel{}{r}\stackrel{}{r}_{\mathrm{}}`$, where $`\stackrel{}{r}_{\mathrm{}}`$ is a set of infinite points.
#### 2.2.1. The potential of a point with respect to a contour surface of integration
In the real two-dimensional vector space $`\stackrel{}{\varrho }`$: $`\stackrel{}{\varrho }=x\stackrel{}{e}_1+y\stackrel{}{e}_2`$, an intensity of the vector $`\frac{\left(\stackrel{}{\varrho }\times d\stackrel{}{\varrho }\right)}{\stackrel{}{\varrho }\stackrel{}{\varrho }}`$: $`\frac{\left(\stackrel{}{\varrho }\times d\stackrel{}{\varrho }\right)\stackrel{}{n}}{\stackrel{}{\varrho }\stackrel{}{\varrho }}=\frac{xdyydx}{x^2+y^2}=d\mathrm{arctan}\frac{y}{x}`$, defines an intensity of an infinitesimal change of the unit vector $`\stackrel{}{\varrho }_o`$ of a position vector $`\stackrel{}{\varrho }`$ of an arbitrary point of two-dimensional vector space $`\stackrel{}{\varrho }`$ with respect to the origin:
$$\frac{\left(\stackrel{}{\varrho }\times d\stackrel{}{\varrho }\right)\stackrel{}{n}}{\stackrel{}{\varrho }\stackrel{}{\varrho }}=\left|d\stackrel{}{\varrho }_o\right|=d\phi .$$
In the case of complex two-dimensional vector space $`\stackrel{}{\varrho }`$: $`\stackrel{}{\varrho }=\left|\stackrel{}{\varrho }\right|\stackrel{}{\varrho }_o`$<sup>4</sup><sup>4</sup>4On the one hand
$$e^{2i\mathrm{arctan}\frac{y}{x}}=\mathrm{cos}\left(2\mathrm{arctan}\frac{y}{x}\right)+i\mathrm{sin}\left(2\mathrm{arctan}\frac{y}{x}\right)=$$
$$=\left[1+i\mathrm{tan}\left(2\mathrm{arctan}\frac{y}{x}\right)\right]\mathrm{cos}\left(2\mathrm{arctan}\frac{y}{x}\right)=$$
$$=\left[1+i\mathrm{tan}\left(\mathrm{arctan}\frac{y}{x}\right)\right]^2\mathrm{cos}^2\left(\mathrm{arctan}\frac{y}{x}\right)=$$
$$=\left(1+i\frac{y}{x}\right)^2\mathrm{cos}^2\left(\mathrm{arctan}\frac{y}{x}\right),$$
and on the other
$$\mathrm{cos}^2\left(\mathrm{arctan}\frac{y}{x}\right)=1\mathrm{sin}^2\left(\mathrm{arctan}\frac{y}{x}\right),$$
more exactly
$$\mathrm{cos}^2\left(\mathrm{arctan}\frac{y}{x}\right)\left[1+\mathrm{tan}^2\left(\mathrm{arctan}\frac{y}{x}\right)\right]=\mathrm{cos}^2\left(\mathrm{arctan}\frac{y}{x}\right)\left[1+\left(\frac{y}{x}\right)^2\right]=1.$$
From preceding equalities it follows that $`e^{2i\mathrm{arctan}\frac{y}{x}}=\frac{\left(1+i\frac{y}{x}\right)^2}{1+\left(\frac{y}{x}\right)^2}=\frac{x+iy}{xiy}.`$ Accordingly, since for $`\phi =\mathrm{arctan}\frac{y}{x}`$: $`z=z^{}e^{2i\phi }`$, then $`\stackrel{}{\varrho }=\sqrt{\frac{\stackrel{}{\varrho }\stackrel{}{\varrho }^{}}{2}}\left(e^{i\phi }\stackrel{}{w}_1+e^{i\phi }\stackrel{}{w}_2\right)=\left|\stackrel{}{\varrho }\right|\stackrel{}{\varrho }_o`$, where: $`\left|\stackrel{}{\varrho }\right|=\sqrt{\stackrel{}{\varrho }\stackrel{}{\varrho }^{}}`$ and $`\stackrel{}{\varrho }_o=\frac{1}{\sqrt{2}}\left(e^{i\phi }\stackrel{}{w}_1+e^{i\phi }\stackrel{}{w}_2\right)`$., it follows that
$$\underset{\stackrel{}{\varrho }_\gamma }{\overset{}{}}\frac{\left(\stackrel{}{\varrho }\times d\stackrel{}{\varrho }\right)\stackrel{}{n}}{\stackrel{}{\varrho }\stackrel{}{\varrho }^{}}=\underset{\stackrel{}{\varrho }_\gamma }{\overset{}{}}\left(\stackrel{}{\varrho }_o\times d\stackrel{}{\varrho }_o\right)\stackrel{}{n}=i\underset{\stackrel{}{\varrho }_\gamma }{\overset{}{}}d\phi .$$
###### Definition 4.
A potential $`p_{\stackrel{}{\varrho }_\gamma \stackrel{}{\varrho }_N}`$ of a point $`\stackrel{}{\varrho }_N`$ with respect to a contour $`\stackrel{}{\varrho }_\gamma `$ bounding the domain $`\stackrel{}{\varrho }_g`$ of the complex plane $`\stackrel{}{\varrho }`$, is by definition
$$p_{\stackrel{}{\varrho }_\gamma \stackrel{}{\varrho }_N}=\underset{\stackrel{}{\varrho }_\gamma }{\overset{}{}}\frac{\left[\left(\stackrel{}{\varrho }\stackrel{}{\varrho }_N\right)\times d\stackrel{}{\varrho }\right]\stackrel{}{n}}{\left(\stackrel{}{\varrho }\stackrel{}{\varrho }_N\right)\left(\stackrel{}{\varrho }\stackrel{}{\varrho }_N\right)^{}}.\mathrm{}$$
(2.15)
In view of the fact that differential $`d\phi `$ is an absolute one, then for every closed path of an integration $`\stackrel{}{\varrho }_\gamma `$, by which a domain $`\stackrel{}{\varrho }_g`$ of the complex plane $`\stackrel{}{\varrho }`$ is bounded, it holds
$$p_{\stackrel{}{\varrho }_\gamma \stackrel{}{\varrho }_N}=i\underset{\stackrel{}{\varrho }_\gamma }{\overset{}{}}d\theta =\left\{\begin{array}{c}2\pi i,\stackrel{}{\varrho }_Nint.\stackrel{}{\varrho }_g\hfill \\ 0,\stackrel{}{\varrho }_N\stackrel{}{\varrho }_g\hfill \end{array}\right\},$$
(2.16)
where $`int.\stackrel{}{\varrho }_g`$ is an interior of the domain $`\stackrel{}{\varrho }_g`$.
In the case in which a point $`\stackrel{}{\varrho }_N`$ belongs to the boundary $`\stackrel{}{\varrho }_\gamma `$ of the domain $`\stackrel{}{\varrho }_g`$, the potential $`p_{\stackrel{}{\varrho }_\gamma \stackrel{}{\varrho }_N}`$ of the point $`\stackrel{}{\varrho }_N`$ with respect to $`\stackrel{}{\varrho }_\gamma `$ is defined to be the sum of limiting values of an integral $`i\underset{\stackrel{}{\varrho }_\gamma }{\overset{}{}}d\theta `$ over the part of the path of an integration $`\stackrel{}{\varrho }_\gamma `$ from the point $`\stackrel{}{\varrho }_A`$ to the point $`\stackrel{}{\varrho }_B`$ ($`\stackrel{}{\varrho }_A`$ and $`\stackrel{}{\varrho }_B`$ are intersection points of the path of an integration $`\stackrel{}{\varrho }_\gamma `$ and of some arbitrary small circle $`\stackrel{}{\varrho }_\delta `$ centred at $`\stackrel{}{\varrho }_N`$ and of radius $`\delta `$) and over the circular arcs from the point $`\stackrel{}{\varrho }_B`$ to the point $`\stackrel{}{\varrho }_A`$, as the radius $`\delta `$ of the circle $`\stackrel{}{\varrho }_\delta `$ tends to zero, in other words as the boundary points of the circular arcs: $`\stackrel{}{\varrho }_A`$ and $`\stackrel{}{\varrho }_B`$, along the path of an integration $`\stackrel{}{\varrho }_\gamma `$, tends to the point $`\stackrel{}{\varrho }_N`$.
Considering the fact that the limiting value of an integral $`i\underset{\stackrel{}{\varrho }_\gamma }{\overset{}{}}d\theta `$ over the part of the path of an integration $`\stackrel{}{\varrho }_\gamma `$ from the point $`\stackrel{}{\varrho }_A`$ to the point $`\stackrel{}{\varrho }_B`$ is equal to: $`\underset{\delta 0^+}{lim}i\underset{\stackrel{}{\varrho }_\gamma }{\overset{\stackrel{}{\stackrel{}{\varrho }_B\stackrel{}{\varrho }_A}}{}}d\theta =`$ $`i\alpha `$, and over the circular arcs: $`\underset{\delta 0^+}{lim}i\underset{int.\stackrel{}{\varrho }_\delta }{\overset{\stackrel{}{\stackrel{}{\varrho }_B\stackrel{}{\varrho }_A}}{}}d\theta =i\alpha `$ and $`\underset{\delta 0^+}{lim}i\underset{ext.\stackrel{}{\varrho }_\delta }{\overset{\stackrel{}{\stackrel{}{\varrho }_A\stackrel{}{\varrho }_B}}{}}d\theta =i\left(2\pi \alpha \right)`$, where: $`int.\stackrel{}{\varrho }_\delta `$ and $`ext.\stackrel{}{\varrho }_\delta `$, are the circular arcs inside and outside the domain $`\stackrel{}{\varrho }_g`$ respectively, and the angle $`\alpha `$ is a limit angle of tangent lines to the path of an integration $`\stackrel{}{\varrho }_\gamma `$ at the points: $`\stackrel{}{\varrho }_A`$ and $`\stackrel{}{\varrho }_B`$, as the boundary points of the circular arcs: $`\stackrel{}{\varrho }_A`$ and $`\stackrel{}{\varrho }_B`$, along the path of an integration $`\stackrel{}{\varrho }_\gamma `$, tends to the point $`\stackrel{}{\varrho }_N`$, in this emphasized case
$$p_{\stackrel{}{\varrho }_\gamma \stackrel{}{\varrho }_N}=\left\{\begin{array}{c}0\hfill \\ 2\pi i\hfill \end{array}\right\}.$$
(2.17)
###### Definition 5.
A potential $`p_{\stackrel{}{r}_\gamma \stackrel{}{r}_N}`$ of a point $`\stackrel{}{r}_N`$ with respect to a contour surface $`\stackrel{}{r}_\gamma `$ bounding the domain $`\stackrel{}{r}_g`$ of the vector space $`\stackrel{}{r}`$: $`\stackrel{}{r}=\stackrel{}{\varrho }+\varkappa \stackrel{}{n}`$, is by definition
$$p_{\stackrel{}{r}_\gamma \stackrel{}{r}_N}=2p_{\stackrel{}{\varrho }_\gamma \stackrel{}{\varrho }_N},$$
(2.18)
where $`\stackrel{}{\varrho }_\gamma `$: $`\stackrel{}{\varrho }_\gamma =\stackrel{}{r}_\gamma \stackrel{}{\varrho }`$, and $`\stackrel{}{\varrho }`$ is any complex plane such that $`\stackrel{}{r}_N=\stackrel{}{\varrho }_N`$.$`\mathrm{}`$
If one takes into consideration the fact that except the point $`\stackrel{}{r}_N`$, which is an inner point with respect to an infinitesimally small spherical surface $`\stackrel{}{r}_s(\stackrel{}{r}_N,d\delta )`$, the all remaining points of the vector space $`\stackrel{}{r}`$ are external points, then according to the defined concept of the potential $`p_{\stackrel{}{r}_\gamma \stackrel{}{r}_N}`$ of a point $`\stackrel{}{r}_N`$ with respect to a contour surface $`\stackrel{}{r}_\gamma `$ bounding a certain domain $`\stackrel{}{r}_g`$ of the vector space $`\stackrel{}{r}`$ and on the basis of Poorโs definition of non-analytic function residue - Definition 1, Subsection 2.2.2, Section 2.2, Chapter 2, p. 38,
###### Definition 6.
A residue ($`Res`$) of a scalar valued function $`f\left(\stackrel{}{r}\right)`$ at a point $`\stackrel{}{r}_N`$ of the vector space $`\stackrel{}{r}`$, is by definition
$$\underset{\stackrel{}{r}_s(\stackrel{}{r}_N,d\delta )}{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }=p_{\stackrel{}{r}_s(\stackrel{}{r}_N,d\delta )\stackrel{}{r}_N}\underset{\stackrel{}{r}=\stackrel{}{r}_N}{\overset{}{Res}}f\left(\stackrel{}{r}\right).\mathrm{}$$
(2.19)
###### Definition 7.
A residue ($`Res`$) of a scalar valued function $`f\left(\stackrel{}{r}\right)`$ at the set of the infinite points $`\stackrel{}{r}_{\mathrm{}}`$, is by definition
$$\underset{\stackrel{}{r}=\stackrel{}{r}_{\mathrm{}}}{\overset{}{Res}}f\left(\stackrel{}{r}\right)=\underset{\stackrel{}{r}_N\stackrel{}{r}}{}\underset{\stackrel{}{r}=\stackrel{}{r}_N}{\overset{}{Res}}f\left(\stackrel{}{r}\right).\mathrm{}$$
(2.20)
On the one hand, based on the equality (2.19) of Definition 6, at all points inside a certain singular domain $`\stackrel{}{r}_g`$ bounded by the contour surface $`\stackrel{}{r}_\gamma `$ of the vector space $`\stackrel{}{r}`$ ($`\stackrel{}{r}_Nint.\stackrel{}{r}_g`$)
$$\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v=_{\stackrel{}{r}_N}f\left(\stackrel{}{r}\right)d_{\stackrel{}{r}_N}v=p_{\stackrel{}{r}_\gamma \stackrel{}{r}_N}\underset{\stackrel{}{r}=\stackrel{}{r}_N}{\overset{}{Res}}f\left(\stackrel{}{r}\right),$$
(2.21)
and on the other, at the points onto the boundary $`\stackrel{}{r}_\gamma `$ of the domain $`\stackrel{}{r}_g`$ ($`\stackrel{}{r}_N\stackrel{}{r}_\gamma `$)
$$\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v=p_{int.\stackrel{}{r}_s(\stackrel{}{r}_N,d\delta )\stackrel{}{r}_N}\underset{\stackrel{}{r}=\stackrel{}{r}_N}{\overset{}{Res}}f\left(\stackrel{}{r}\right),$$
(2.22)
where, according to equality (2.18): $`p_{int.\stackrel{}{r}_s(\stackrel{}{r}_N,d\delta )\stackrel{}{r}_N}=2p_{int.\stackrel{}{\varrho }_s(\stackrel{}{\varrho }_N,d\delta )\stackrel{}{\varrho }_N}`$ and
$$p_{int.\stackrel{}{\varrho }_s(\stackrel{}{\varrho }_N,d\delta )\stackrel{}{\varrho }_N}=i\underset{int.\stackrel{}{\varrho }_s(\stackrel{}{\varrho }_N,d\delta )}{\overset{}{}}d\theta =\underset{\delta 0^+}{lim}i\underset{int.\stackrel{}{\varrho }_\delta }{\overset{\stackrel{}{\stackrel{}{\varrho }_B\stackrel{}{\varrho }_A}}{}}d\theta =i\alpha ,$$
and $`\alpha `$ is an angle of tangent lines at the point $`\stackrel{}{\varrho }_N`$ onto the boundary $`\stackrel{}{\varrho }_\gamma `$ of the domain $`\stackrel{}{\varrho }_g`$: $`\stackrel{}{\varrho }_g=\stackrel{}{r}_g\stackrel{}{\varrho }`$ ($`\stackrel{}{\varrho }_\gamma =\stackrel{}{r}_\gamma \stackrel{}{\varrho }`$).
Clearly
$$p_{ext.\stackrel{}{\varrho }_s(\stackrel{}{\varrho }_N,d\delta )\stackrel{}{\varrho }_N}=i\underset{ext.\stackrel{}{\varrho }_s(\stackrel{}{\varrho }_N,d\delta )}{\overset{}{}}d\theta =\underset{\delta 0^+}{lim}i\underset{ext.\stackrel{}{\varrho }_\delta }{\overset{\stackrel{}{\stackrel{}{\varrho }_A\stackrel{}{\varrho }_B}}{}}d\theta =i\left(2\pi \alpha \right).$$
###### Definition 8.
Cauchyโs principal value ($`v.p.`$) of an improper integral of vector valued function $`f\left(\stackrel{}{r}\right)`$ on a certain domain $`\stackrel{}{r}_g`$ bounded by the contour surface $`\stackrel{}{r}_\gamma `$ of the vector space $`\stackrel{}{r}`$, is by definition
$$v.p.\underset{\stackrel{}{r}_g}{}f\left(\stackrel{}{r}\right)dv=\underset{\stackrel{}{r}_Nv.p.\stackrel{}{r}_g}{}\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v,$$
(2.23)
where $`v.p.\stackrel{}{r}_g`$ is a set of the regular points $`\stackrel{}{r}_N`$ of the function on the domain $`\stackrel{}{r}_g`$.$`\mathrm{}`$
###### Definition 9.
Jordanโs singular value ($`v.s.`$) of an improper integral of vector valued function $`f\left(\stackrel{}{r}\right)`$ on a certain domain $`\stackrel{}{r}_g`$ bounded by the contour surface $`\stackrel{}{r}_\gamma `$ of the vector space $`\stackrel{}{r}`$, is by definition
$$v.s.\underset{\stackrel{}{r}_g}{}f\left(\stackrel{}{r}\right)dv=\underset{\stackrel{}{r}_Nv.s.\stackrel{}{r}_g}{}\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v,$$
(2.24)
where $`v.p.\stackrel{}{r}_g`$ is a set of the singular points $`\stackrel{}{r}_N`$ of the function on the domain $`\stackrel{}{r}_g`$.$`\mathrm{}`$
###### Definition 10.
The sum of Cauchyโs principal value ($`v.p.`$) and of Jordanโs singular value ($`v.s.`$) of an improper integral is a total value ($`v.t.`$) of that improper integral.$`\mathrm{}`$
Since the derived equality (2.4) is also valid in the case in which the sequences of reduced absolute integral sums $`\stackrel{}{A}_{\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }`$ diverge, in other words it is also valid for singular domains $`\stackrel{}{r}_g`$ of the function $`f\left(\stackrel{}{r}\right)`$, then if the function $`f\left(\stackrel{}{r}\right)`$ is integrable function over contour surface $`\stackrel{}{r}_\gamma `$ bounding a certain singular domain $`\stackrel{}{r}_g`$ of the function $`f\left(\stackrel{}{r}\right)`$, it follows that
$$\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }=\underset{\stackrel{}{r}_Nv.p.\stackrel{}{r}_g}{}\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v+\underset{\stackrel{}{r}_Ns.p.\stackrel{}{r}_g}{}\stackrel{}{A}_{\stackrel{}{r}_N}d_{\stackrel{}{r}_N}v.$$
Based on the equalities: (2.23) and (2.24), on the one hand and on Definition 10, on the other hand, finally it is obtained that
$$\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }v.p.\underset{\stackrel{}{r}_g}{}f\left(\stackrel{}{r}\right)dv=\underset{\stackrel{}{r}_Nv.s.\stackrel{}{r}_g}{}p_{\stackrel{}{r}_\gamma \stackrel{}{r}_N}\underset{\stackrel{}{r}=\stackrel{}{r}_N}{\overset{}{Res}}f\left(\stackrel{}{r}\right),$$
(2.25)
where $`v.s.\stackrel{}{r}_g`$ is a set of the singular points $`\stackrel{}{r}_N`$ of the function $`f\left(\stackrel{}{r}\right)`$ on the singular domain $`\stackrel{}{r}_g`$ bounded by the contour surface $`\stackrel{}{r}_\gamma `$ of the vector space $`\stackrel{}{r}`$, more exactly
$$\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }=v.t.\underset{\stackrel{}{r}_g}{}f\left(\stackrel{}{r}\right)dv.$$
(2.26)
If the function $`f\left(\stackrel{}{r}\right)`$ is not integrable over a contour surface $`\stackrel{}{r}_\gamma `$ bounding a certain singular domain $`\stackrel{}{r}_g`$ of the function, in other words if singularities of the function $`f\left(\stackrel{}{r}\right)`$ lie not only inside but also onto contour surface $`\stackrel{}{r}_\gamma `$, on the one hand
$$\underset{\stackrel{}{r}_Nv.p.\stackrel{}{r}_\gamma }{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma }+\underset{\stackrel{}{r}_Nv.s.\stackrel{}{r}_\gamma }{}\underset{int.\stackrel{}{r}_s(\stackrel{}{r}_N,d\delta )}{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }=$$
$$=v.p.\underset{\stackrel{}{r}_g}{}f\left(\stackrel{}{r}\right)dv+\underset{\stackrel{}{r}_Nv.s.int.\stackrel{}{r}_g}{}4\pi i\underset{\stackrel{}{r}=\stackrel{}{r}_N}{\overset{}{Res}}f\left(\stackrel{}{r}\right),$$
and on the other
$$\underset{\stackrel{}{r}_Nv.p.\stackrel{}{r}_\gamma }{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma }+\underset{\stackrel{}{r}_Nv.s.\stackrel{}{r}_\gamma }{}\underset{ext.\stackrel{}{r}_s(\stackrel{}{r}_N,d\delta )}{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }=$$
$$=v.p.\underset{\stackrel{}{r}_g}{}f\left(\stackrel{}{r}\right)dv+\underset{\stackrel{}{r}_Nv.s.\stackrel{}{r}_g}{}4\pi i\underset{\stackrel{}{r}=\stackrel{}{r}_N}{\overset{}{Res}}f\left(\stackrel{}{r}\right),$$
more exactly
$$v.t.\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }v.p.\underset{\stackrel{}{r}_g}{}f\left(\stackrel{}{r}\right)dv=\underset{\stackrel{}{r}_Nv.s.\stackrel{}{r}_g}{}p_{\stackrel{}{r}_\gamma \stackrel{}{r}_N}\underset{\stackrel{}{r}=\stackrel{}{r}_N}{\overset{}{Res}}f\left(\stackrel{}{r}\right),$$
(2.27)
where
$$v.t.\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }=v.p.\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }+v.s.\underset{\stackrel{}{r}_\gamma }{\overset{}{}}f\left(\stackrel{}{r}\right)d\stackrel{}{\sigma }=$$
$$=\underset{\stackrel{}{r}_Nv.p.\stackrel{}{r}_\gamma }{}f\left(\stackrel{}{r}_N\right)d_{\stackrel{}{r}_N}\stackrel{}{\sigma }+\underset{\stackrel{}{r}_Nv.s.\stackrel{}{r}_\gamma }{}\left\{\begin{array}{c}p_{int.\stackrel{}{r}_s(\stackrel{}{r}_N,d\delta )\stackrel{}{r}_N}\hfill \\ p_{ext.\stackrel{}{r}_s(\stackrel{}{r}_N,d\delta )\stackrel{}{r}_N}\hfill \end{array}\right\}\underset{\stackrel{}{r}=\stackrel{}{r}_N}{\overset{}{Res}}f\left(\stackrel{}{r}\right).$$
For a real valued function $`f\left(x\right)`$ of one variable $`x`$, which is spatial differentiable almost everywhere over the segment $`[a,b]`$ of the real axis $`R^1`$ and defined at boundary points: $`a`$ and $`b`$, of the segment $`[a,b]`$, and on the basis of the result (2.25)
$$f\left(b\right)f\left(a\right)v.p.\underset{๐}{\overset{๐}{}}f\left(x\right)dx=\underset{cv.s.[a,b]}{}p_{a,bc}\underset{x=c}{Res}f\left(x\right),$$
where: $`2p_{a,bc}=p_{\stackrel{}{\varrho }_\gamma \stackrel{}{\varrho }_c}`$ and $`\stackrel{}{\varrho }_\gamma `$: $`\stackrel{}{\varrho }_\gamma R^1=\{a,b\}`$, as well as
$$p_{a,bc}\underset{x=c}{Res}f\left(x\right)=f\left(c^+\right)f\left(c^{}\right)=A_cd_cx,$$
more exactly
$$p_{a,bc}\underset{x=c}{Res}f\left(x\right)=\underset{2\mathrm{}xd_cx}{lim}\left[f\left(c+\mathrm{}x\right)f\left(c\mathrm{}x\right)\right].$$
Based on Definitions 8, 9 and 10
$$f\left(b\right)f\left(a\right)=v.t.\underset{๐}{\overset{๐}{}}f\left(x\right)dx.\mathrm{}$$
###### Example 1
The scalar valued function $`f\left(x\right)=\mathrm{log}x`$, where $`\mathrm{log}`$ denotes principal logarithm, is spatial differentiable at all points of the segment $`[a,b]`$ of the real axis $`R^1`$ ($`a,bR_+^1`$) except at the point $`x=0`$. Since, on the one hand
$$p_{a,b0}\underset{x=0}{Res}f\left(x\right)=\underset{2\mathrm{}xd_0x}{lim}\left[\mathrm{log}\left(\mathrm{}x\right)\mathrm{log}\left(\mathrm{}x\right)\right]=\pi i,$$
and on the other
$$v.p.\underset{a}{\overset{๐}{}}f\left(x\right)dx=\mathrm{log}\frac{b}{a},$$
it follows that $`\mathrm{log}\frac{b}{a}\pi i=v.t.\underset{a}{\overset{๐}{}}\frac{dx}{x}.\mathrm{}`$
###### Example 2
The scalar valued function $`f\left(x\right)=x^1`$ is spatial differentiable at all points of the segment $`[a,b]`$ of the real axis $`R^1`$ ($`a,bR_+^1`$) except at the point $`x=0`$. Since, on the one hand
$$p_{a,b0}\underset{x=0}{Res}f\left(x\right)=\underset{2\mathrm{}xd_0x}{lim}\left[\frac{1}{\mathrm{}x}+\frac{1}{\mathrm{}x}\right]=+\mathrm{},$$
and on the other
$$v.p.\underset{a}{\overset{๐}{}}f\left(x\right)dx=\mathrm{},$$
then in this case the total value of an improper integral: $`\underset{a}{\overset{๐}{}}x^2dx`$, as an indefinite expression of difference of infinities, has exactly definite value
$$\frac{b+a}{ab}=v.t.\underset{a}{\overset{๐}{}}\frac{dx}{x^2}.\mathrm{}$$
Let the singular domain $`\stackrel{}{r}_g`$ of the function $`f\left(\stackrel{}{r}\right)`$: $`f\left(\stackrel{}{r}\right)=`$ $`f(z^{},z)`$, defined on the complex plane $`\stackrel{}{\varrho }`$, be a cylindrical domain $`\stackrel{}{r}_\mathrm{\Sigma }`$ bounded by contour surface $`\stackrel{}{r}_\gamma `$ of the vector space $`\stackrel{}{r}`$: $`\stackrel{}{r}=\stackrel{}{\varrho }+\varkappa \stackrel{}{n}`$, and whose bases are obtained by a translation of the domain $`\stackrel{}{\varrho }_g`$ bounded by contour $`\stackrel{}{\varrho }_\gamma `$ of the complex plane $`\stackrel{}{\varrho }`$ to the direction of the unit normal vector $`\stackrel{}{n}`$ for the constant values: $`h`$ and $`h`$ ($`\varkappa _1\left(\stackrel{}{\varrho }\right)=h`$ and $`\varkappa _2\left(\stackrel{}{\varrho }\right)=h`$). In this case, if the function $`f\left(\stackrel{}{r}\right)`$ is integrable over the contour of integration $`\stackrel{}{\varrho }_\gamma `$, then on the basis of the result (2.25) it follows that
$$\underset{\stackrel{}{\varrho }_\gamma }{\overset{}{}}f(z,z^{})dzv.p.\underset{\stackrel{}{\varrho }_g}{}\frac{}{z^{}}f(z,z^{})dz^{}dz=\underset{\stackrel{}{\varrho }_Nv.s.\stackrel{}{\varrho }_g}{}p_{\stackrel{}{\varrho }_\gamma \stackrel{}{\varrho }_N}\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{Res}f(z,z^{}),$$
$$\underset{\stackrel{}{\varrho }_\gamma }{\overset{}{}}f(z,z^{})dz^{}v.p.\underset{\stackrel{}{\varrho }_g}{}\frac{}{z}f(z,z^{})dz^{}dz=\underset{\stackrel{}{\varrho }_Nv.s.\stackrel{}{\varrho }_g}{}p_{\stackrel{}{\varrho }_\gamma \stackrel{}{\varrho }_N}\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{Res^{}}f(z,z^{}).$$
Clearly, the partial residues of the function $`f(z,z^{})`$ are by definition
$$\underset{\stackrel{}{\varrho }_s(\stackrel{}{\varrho }_N,d\delta )}{\overset{}{}}f(z,z^{})dz=p_{\stackrel{}{\varrho }_s(\stackrel{}{\varrho }_N,d\delta )\stackrel{}{\varrho }_N}\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{Res}f(z,z^{}),$$
(2.28)
$$\underset{\stackrel{}{\varrho }_s(\stackrel{}{\varrho }_N,d\delta )}{\overset{}{}}f(z,z^{})dz^{}=p_{\stackrel{}{\varrho }_s(\stackrel{}{\varrho }_N,d\delta )\stackrel{}{\varrho }_N}\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{Res^{}}f(z,z^{}).$$
(2.29)
###### Definition 11.
If and only if the function $`f\left(\stackrel{}{\varrho }\right)`$: $`f\left(\stackrel{}{\varrho }\right)=`$ $`f(z,z^{})`$, at each point $`\stackrel{}{\varrho }_N`$ of domain $`\stackrel{}{\varrho }_g`$ of the complex plane $`\stackrel{}{\varrho }`$, which is a regular domain of the function, satisfies one of the conditions: $`\left\{\frac{}{z^{}}f(z,z^{})\right\}_{\stackrel{}{\varrho }_N}=0`$ or $`\left\{\frac{}{z}f(z,z^{})\right\}_{\stackrel{}{\varrho }_N}=0`$, the function $`f\left(\stackrel{}{r}\right)`$ is a regular-analytic function on the domain $`\stackrel{}{\varrho }_g`$.$`\mathrm{}`$
###### Definition 12.
If and only if the function $`f\left(\stackrel{}{\varrho }\right)`$: $`f\left(\stackrel{}{\varrho }\right)=`$ $`f(z,z^{})`$, at each point $`\stackrel{}{\varrho }_N`$ of domain $`\stackrel{}{\varrho }_g`$ of the complex plane $`\stackrel{}{\varrho }`$, which is a singular domain of the function, satisfies one of the conditions: $`\left\{\frac{}{z^{}}f(z,z^{})\right\}_{\stackrel{}{\varrho }_N}=0`$ or $`\left\{\frac{}{z}f(z,z^{})\right\}_{\stackrel{}{\varrho }_N}=0`$, the function $`f\left(\stackrel{}{r}\right)`$ is a singular-analytic function on the domain $`\stackrel{}{\varrho }_g`$.$`\mathrm{}`$
For a complex vector valued function $`\stackrel{}{F}\left(\stackrel{}{\varrho }\right)`$: $`\stackrel{}{F}\left(\stackrel{}{\varrho }\right)=P\left(\stackrel{}{\varrho }\right)\stackrel{}{w}_1+Q\left(\stackrel{}{\varrho }\right)\stackrel{}{w}_2`$, whose vector field is on two-dimensional vector space $`\stackrel{}{\varrho }`$, and functions: $`P\left(\stackrel{}{\varrho }\right)`$ and $`Q\left(\stackrel{}{\varrho }\right)`$, are integrable over contour of an integration $`\stackrel{}{\varrho }_\gamma `$ bounding a singular domain $`\stackrel{}{\varrho }_g`$ of the function $`\stackrel{}{F}\left(\stackrel{}{\varrho }\right)`$
$$\underset{\stackrel{}{\varrho }_\gamma }{\overset{}{}}\left[\stackrel{}{F}\left(\stackrel{}{\varrho }\right)\times d\stackrel{}{\varrho }\right]\stackrel{}{n}v.p.\underset{\stackrel{}{\varrho }_g}{}\left[\stackrel{}{F}\left(\stackrel{}{\varrho }\right)\right]\left(d\stackrel{}{\sigma }\stackrel{}{n}\right)=\underset{\stackrel{}{\varrho }_Nv.s.\stackrel{}{\varrho }_g}{}p_{\stackrel{}{\varrho }_\gamma \stackrel{}{\varrho }_N}\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{Res}\stackrel{}{F}\left(\stackrel{}{\varrho }\right),$$
$$\underset{\stackrel{}{\varrho }_\gamma }{\overset{}{}}\stackrel{}{F}\left(\stackrel{}{\varrho }\right)d\stackrel{}{\varrho }v.p.\underset{\stackrel{}{\varrho }_g}{}\stackrel{}{n}\left[\times \stackrel{}{F}\left(\stackrel{}{\varrho }\right)\right]\left(d\stackrel{}{\sigma }\stackrel{}{n}\right)=\underset{\stackrel{}{\varrho }_Nv.s.\stackrel{}{\varrho }_g}{}p_{\stackrel{}{\varrho }_\gamma \stackrel{}{\varrho }_N}\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{Res^{}}\stackrel{}{F}\left(\stackrel{}{\varrho }\right).$$
In this case
$$\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{Res}\stackrel{}{F}\left(\stackrel{}{\varrho }\right)=\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{Res}P(z,z^{})+\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{Res^{}}Q(z,z^{}),$$
$$\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{Res^{}}\stackrel{}{F}\left(\stackrel{}{\varrho }\right)=\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{Res}Q(z,z^{})\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{Res^{}}P(z,z^{}).$$
###### Example 3
The domain $`\stackrel{}{\varrho }_{g_\delta }`$: $`\stackrel{}{\varrho }_{g_\delta }=\left\{\stackrel{}{\varrho }\text{}a\left|\stackrel{}{\varrho }\right|\delta \text{}(\delta ,a)R_+^1\right\}`$, of the complex plane $`\stackrel{}{\varrho }`$, is a regular domain of the function: $`(z,z^{})\frac{1}{2}\mathrm{log}`$ $`\left(zz^{}\right)`$. If one considers the fact that $`\frac{1}{2}\mathrm{log}`$ $`\left(zz^{}\right)=\frac{1}{2}\mathrm{ln}\left(x^2+y^2\right)`$, then on the basis of the result of well-known Green-Riemannโs theorem
$$\underset{\stackrel{}{\varrho }_a}{\overset{}{}}\mathrm{log}\left(zz^{}\right)dz\underset{\stackrel{}{\varrho }_\delta }{\overset{}{}}\mathrm{log}\left(zz^{}\right)dz=2i\underset{\stackrel{}{\varrho }_{g_\delta }}{}\frac{x+iy}{x^2+y^2}dxdy,$$
$$\underset{\stackrel{}{\varrho }_a}{\overset{}{}}\mathrm{log}\left(zz^{}\right)dz^{}+\underset{\stackrel{}{\varrho }_\delta }{\overset{}{}}\mathrm{log}\left(zz^{}\right)dz^{}=2i\underset{\stackrel{}{\varrho }_{g_\delta }}{}\frac{xiy}{x^2+y^2}dxdy.$$
Similarly, if one takes the fact that $`\frac{1}{2}\mathrm{log}`$ $`\frac{z}{z^{}}=i\mathrm{arctan}\frac{y}{x}`$ into account
$$\underset{\stackrel{}{\varrho }_a}{\overset{}{\stackrel{\stackrel{}{\varrho }_B\stackrel{}{\varrho }_A}{}}}\mathrm{log}\frac{z}{z^{}}dz+\stackrel{\stackrel{}{\varrho }_B}{\stackrel{}{\underset{\stackrel{}{\varrho }_1}{\overset{\stackrel{}{\varrho }_C}{}}}}\mathrm{log}\frac{z}{z^{}}dz+\underset{\stackrel{}{\varrho }_\delta }{\overset{}{\stackrel{\stackrel{}{\varrho }_C\stackrel{}{\varrho }_D}{}}}\mathrm{log}\frac{z}{z^{}}dz+$$
$$+\stackrel{\stackrel{}{\varrho }_D}{\stackrel{}{\underset{\stackrel{}{\varrho }_2}{\overset{\stackrel{}{\varrho }_A}{}}}}\mathrm{log}\frac{z}{z^{}}dz=2i\underset{\stackrel{}{\varrho }_{g_\delta }\backslash \mathrm{}\stackrel{}{\varrho }_{g_\delta }}{}\frac{x+iy}{x^2+y^2}dxdy,$$
$$\underset{\stackrel{}{\varrho }_a}{\overset{}{\stackrel{\stackrel{}{\varrho }_B\stackrel{}{\varrho }_A}{}}}\mathrm{log}\frac{z}{z^{}}dz^{}+\stackrel{\stackrel{}{\varrho }_B}{\stackrel{}{\underset{\stackrel{}{\varrho }_1}{\overset{\stackrel{}{\varrho }_C}{}}}}\mathrm{log}\frac{z}{z^{}}dz^{}+\underset{\stackrel{}{\varrho }_\delta }{\overset{}{\stackrel{\stackrel{}{\varrho }_C\stackrel{}{\varrho }_D}{}}}\mathrm{log}\frac{z}{z^{}}dz^{}+$$
$$+\stackrel{\stackrel{}{\varrho }_D}{\stackrel{}{\underset{\stackrel{}{\varrho }_2}{\overset{\stackrel{}{\varrho }_A}{}}}}\mathrm{log}\frac{z}{z^{}}dz^{}=2i\underset{\stackrel{}{\varrho }_{g_\delta }\backslash \mathrm{}\stackrel{}{\varrho }_{g_\delta }}{}\frac{xiy}{x^2+y^2}dxdy,$$
where the domain $`\stackrel{}{\varrho }_{g_\delta }\backslash \mathrm{}\stackrel{}{\varrho }_{g_\delta }`$ is a part of the domain $`\stackrel{}{\varrho }_{g_\delta }`$ bounded by parts of circular contours of an integration: $`\stackrel{}{\varrho }_a`$ and $`\stackrel{}{\varrho }_\delta `$, bounding the domain $`\stackrel{}{\varrho }_{g_\delta }`$ and by the segments of straight-lines $`\stackrel{}{\varrho }_k`$ of the complex plane $`\stackrel{}{\varrho }`$: $`\stackrel{}{\varrho }_k=\left\{\stackrel{}{\varrho }\text{}\stackrel{}{\varrho }=\left|\stackrel{}{\varrho }\right|\stackrel{}{\varrho }_{ok}\text{ }(\phi =\phi _k)\right\}`$, ($`k=1,2`$). The points: $`\stackrel{}{\varrho }_A`$,$`\stackrel{}{\varrho }_B`$, $`\stackrel{}{\varrho }_C`$ and $`\stackrel{}{\varrho }_D`$, are points obtained by an intersection of circular contours of an integration: $`\stackrel{}{\varrho }_a`$ and $`\stackrel{}{\varrho }_\delta `$, with directions $`\stackrel{}{\varrho }_k`$.
For arbitrary chosen angular values $`\phi _k`$, and in the case as: $`\phi _1\pi `$ and $`\phi _2\pi `$,
$$\underset{\stackrel{}{\varrho }_a}{\overset{}{}}\mathrm{log}\frac{z}{z^{}}dz\underset{\stackrel{}{\varrho }_\delta }{\overset{}{}}\mathrm{log}\frac{z}{z^{}}dz+\underset{\stackrel{}{\varrho }_k}{\overset{}{}}\mathrm{log}\frac{z}{z^{}}dz=2i\underset{\stackrel{}{\varrho }_{g_\delta }}{}\frac{x+iy}{x^2+y^2}dxdy,$$
$$\underset{\stackrel{}{\varrho }_a}{\overset{}{}}\mathrm{log}\frac{z}{z^{}}dz^{}\underset{\stackrel{}{\varrho }_\delta }{\overset{}{}}\mathrm{log}\frac{z}{z^{}}dz^{}+\underset{\stackrel{}{\varrho }_k}{\overset{}{}}\mathrm{log}\frac{z}{z^{}}dz^{}=2i\underset{\stackrel{}{\varrho }_{g_\delta }}{}\frac{xiy}{x^2+y^2}dxdy.$$
In other words the scalar valued function $`z\mathrm{log}z`$:
$$\mathrm{log}z=\frac{1}{2}\left[\mathrm{log}\left(zz^{}\right)+\mathrm{log}\frac{z}{z^{}}\right],$$
is a singular-analytic function on the domain $`\stackrel{}{\varrho }_g`$: $`\stackrel{}{\varrho }_g=\left\{\stackrel{}{\varrho }\text{}\left|\stackrel{}{\varrho }\right|a\right\}`$, of complex plane $`\stackrel{}{\varrho }`$, more exactly
$$\underset{\stackrel{}{\varrho }_a}{\overset{}{}}\mathrm{log}zdz+\underset{\stackrel{}{\varrho }_k}{\overset{}{}}\mathrm{log}zdz=\underset{\delta 0^+}{lim}\underset{\stackrel{}{\varrho }_\delta }{\overset{}{}}\mathrm{log}zdz,$$
$$\underset{\stackrel{}{\varrho }_a}{\overset{}{}}\mathrm{log}zdz^{}v.p.\underset{\stackrel{}{\varrho }_g}{}\frac{1}{z}dzdz^{}\underset{\stackrel{}{\varrho }_k}{\overset{}{}}\mathrm{log}zdz^{}=\underset{\delta 0^+}{lim}\underset{\stackrel{}{\varrho }_\delta }{\overset{}{}}\mathrm{log}zdz^{}.\mathrm{}$$
## 3. The fundamental lemmas
Let the complex plane $`\stackrel{}{\varrho }`$ be subdivided by finitely many directions $`\stackrel{}{\varrho }_k`$:
$$\stackrel{}{\varrho }_k=\left\{\stackrel{}{\varrho }\text{:}\text{ }\stackrel{}{\varrho }\stackrel{}{\varrho }_N=\left|\stackrel{}{\varrho }\stackrel{}{\varrho }_N\right|\stackrel{}{\varrho }_{ok}^{\stackrel{}{\varrho }_N}\text{ }(\phi =\phi _k)\right\},$$
where $`\stackrel{}{\varrho }_{ok}^{\stackrel{}{\varrho }_N}`$ is an unit vector $`\stackrel{}{\varrho }_{ok}`$ at the point $`\stackrel{}{\varrho }_N`$ of the complex plane $`\stackrel{}{\varrho }`$, into $`K`$ ($`k=1,2,\mathrm{},K`$) different domains of convergence $`\stackrel{}{\varrho }_{g_k}`$:
$$\stackrel{}{\varrho }_{g_k}=\left\{\stackrel{}{\varrho }\text{:}\text{ }\stackrel{}{\varrho }\stackrel{}{\varrho }_N=\left|\stackrel{}{\varrho }\stackrel{}{\varrho }_N\right|\stackrel{}{\varrho }_o^{\stackrel{}{\varrho }_N},\phi _{k+1}>\phi >\phi _k\text{ }(\phi _{K+1}=2\pi )\right\},$$
of the function $`\stackrel{}{\varrho }`$ $`\left(\stackrel{}{\varrho }2z^{}\stackrel{}{w}_1\right)f\left(\stackrel{}{\varrho }+\stackrel{}{\varrho }_N\right)`$:
$$\underset{\left|\stackrel{}{\varrho }\right|0^+}{lim}\left(\stackrel{}{\varrho }2z^{}\stackrel{}{w}_1\right)f\left(\stackrel{}{\varrho }+\stackrel{}{\varrho }_N\right)=\stackrel{}{A}_{0k};\text{ }\stackrel{}{\varrho }\stackrel{}{\varrho }_{g_k}.$$
(3.1)
In that case $`\delta \left(\stackrel{}{\varrho }_N\right)`$-neighborhood of the point $`\stackrel{}{\varrho }_N`$, bounded by a circular path of an integration $`\stackrel{}{\varrho }_\delta `$ centred at the point $`\stackrel{}{\varrho }_N`$ and of an arbitrary small radius $`\delta \left(\stackrel{}{\varrho }_N\right)`$, and over which the function is integrable by assumption, is subdivided by the direction $`\stackrel{}{\varrho }_k`$ into sub-domains $`\stackrel{}{\varrho }_{g_k}^\delta `$:
$$\stackrel{}{\varrho }_{g_k}^\delta =\left\{\stackrel{}{\varrho }\text{:}\text{ }\stackrel{}{\varrho }\stackrel{}{\varrho }_N\delta \stackrel{}{\varrho }_o^{\stackrel{}{\varrho }_N},\phi _{k+1}>\phi >\phi _k\right\}.$$
For every sub-domain $`\stackrel{}{\varrho }_{g_k}^{\delta \epsilon }`$ of the domain of convergence $`\stackrel{}{\varrho }_{g_k}`$, bounded by contour $`\stackrel{}{\varrho }_{\gamma _k}^{\delta \epsilon }`$:
$$\stackrel{}{\varrho }_{\gamma _k}^{\delta \epsilon }=\stackrel{}{\varrho }_{k+\epsilon }\underset{\stackrel{}{\varrho }_N}{\overset{\stackrel{}{\varrho }_\delta }{}}\stackrel{}{\stackrel{}{\varrho }_{\delta _k}}\stackrel{}{\varrho }_{\left(k+1\right)\epsilon }\underset{\stackrel{}{\varrho }_N}{\overset{\stackrel{}{\varrho }_\delta }{}},$$
where
$$\stackrel{}{\varrho }_{k+\epsilon }=\left\{\stackrel{}{\varrho }\text{:}\text{ }\sqrt{2}\left(\stackrel{}{\varrho }\stackrel{}{\varrho }_N\right)=\left|\stackrel{}{\varrho }\stackrel{}{\varrho }_N\right|\left\{e^{i\left[\phi _k+\epsilon \left(\delta \right)\right]}\stackrel{}{w}_1+e^{i\left[\phi _k+\epsilon \left(\delta \right)\right]}\stackrel{}{w}_2\right\}^{\stackrel{}{\varrho }_N}\right\},$$
$$\stackrel{}{\varrho }_{\left(k+1\right)\epsilon }=\left\{\stackrel{}{\varrho }\text{:}\text{ }\sqrt{2}\left(\stackrel{}{\varrho }\stackrel{}{\varrho }_N\right)=\left|\stackrel{}{\varrho }\stackrel{}{\varrho }_N\right|\left\{e^{i\left[\phi _{k+1}\epsilon \left(\delta \right)\right]}\stackrel{}{w}_1+e^{i\left[\phi _{k+1}\epsilon \left(\delta \right)\right]}\stackrel{}{w}_2\right\}^{\stackrel{}{\varrho }_N}\right\},$$
and the function $`\epsilon \left(\delta \right)R_+^1`$, being finite small values, satisfies the condition: $`\underset{\delta 0^+}{lim}\epsilon \left(\delta \right)=0`$, it holds
$$\underset{\delta 0^+}{lim}\underset{\stackrel{}{\varrho }_{\delta _k}}{\overset{}{}}f\left(\stackrel{}{\varrho }\right)d\stackrel{}{\varrho }=i\underset{\delta 0^+}{lim}\underset{\phi _k+\epsilon \left(\delta \right)}{\overset{\phi _{k+1}\epsilon \left(\delta \right)}{}}\left(\stackrel{}{\varrho }2z^{}\stackrel{}{w}_1\right)f\left(\stackrel{}{\varrho }+\stackrel{}{\varrho }_N\right)d\phi =\alpha _ki\stackrel{}{A}_{0k},$$
where $`\alpha _k=\phi _{k+1}\phi _k`$. Accordingly, and on the basis of equality (2.20) of Definition 7, finally it follows that
$$2\pi i\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{\overset{}{Res}}f\left(\stackrel{}{\varrho }\right)=\underset{\stackrel{}{\varrho }_s(\stackrel{}{\varrho }_N,d\delta )}{\overset{}{}}f\left(\stackrel{}{\varrho }\right)d\stackrel{}{\varrho }=\underset{k=1}{\overset{๐พ}{}}\alpha _ki\stackrel{}{A}_{0k},$$
(3.2)
where $`\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{\overset{}{Res}}f\left(\stackrel{}{\varrho }\right)=\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{Res}^{}f\left(\stackrel{}{\varrho }\right)\stackrel{}{w}_1+`$ $`\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{Res}f\left(\stackrel{}{\varrho }\right)\stackrel{}{w}_2`$.
On the other hand, on the basis of the integral equality
$$\left(\stackrel{}{w}_1+\stackrel{}{w}_2\right)\underset{\stackrel{}{\varrho }_\delta }{\overset{}{}}f\left(\stackrel{}{\varrho }\right)d\stackrel{}{\varrho }=\underset{\stackrel{}{\varrho }_\zeta }{\overset{}{}}\stackrel{}{\varrho }^2f\left(\stackrel{}{\varrho }^1+\stackrel{}{\varrho }_N\right)d\stackrel{}{\varrho },$$
where: $`\stackrel{}{\varrho }^1=\left(z^{}\right)^1\stackrel{}{w}_1+z^1\stackrel{}{w}_2`$ and $`\stackrel{}{\varrho }^2=\left(z^{}\right)^2\stackrel{}{w}_1+z^2\stackrel{}{w}_2`$ as well as $`\stackrel{}{\varrho }_\zeta =\left\{\stackrel{}{\varrho }\text{:}\text{ }\stackrel{}{\varrho }=\frac{1}{\delta }\stackrel{}{\varrho }_o\right\}`$, more exactly on the basis of the integral equality
$$\underset{0}{\overset{2\pi }{}}\left(\stackrel{}{\varrho }2z^{}\stackrel{}{w}_1\right)f\left(\stackrel{}{\varrho }+\stackrel{}{\varrho }_N\right)d\phi =\underset{0}{\overset{2\pi }{}}\left(\stackrel{}{\varrho }^1\frac{2}{z^{}}\stackrel{}{w}_1\right)f\left(\stackrel{}{\varrho }^1+\stackrel{}{\varrho }_N\right)d\phi ,$$
it follows that
$$\left(\stackrel{}{w}_1+\stackrel{}{w}_2\right)\underset{\delta 0^+}{lim}\underset{0}{\overset{2\pi }{}}\left(\stackrel{}{\varrho }^1\frac{2}{z^{}}\stackrel{}{w}_1\right)f\left(\stackrel{}{\varrho }^1+\stackrel{}{\varrho }_N\right)d\phi =$$
$$=2\pi i\underset{\stackrel{}{\varrho }_M\stackrel{}{\varrho }}{}\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_M}{Res^{}}\left[\stackrel{}{\varrho }^2f\left(\stackrel{}{\varrho }^1+\stackrel{}{\varrho }_N\right)\right].$$
In other words, if the condition (2.29) is satisfied, more exactly the condition being an equivalent to it
$$\underset{\left|\stackrel{}{\varrho }\right|+\mathrm{}}{lim}\left(\stackrel{}{\varrho }^1\frac{2}{z^{}}\stackrel{}{w}_1\right)f\left(\stackrel{}{\varrho }^1+\stackrel{}{\varrho }_N\right)=\stackrel{}{A}_\mathrm{}k;\stackrel{}{\varrho }\stackrel{}{\varrho }_{g_k},$$
(3.3)
where $`\stackrel{}{A}_\mathrm{}k=\stackrel{}{A}_{0k}`$, then
$$2\pi i\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_{\mathrm{}}}{Res^{}}\left[\stackrel{}{\varrho }^2f\left(\stackrel{}{\varrho }^1+\stackrel{}{\varrho }_N\right)\right]=\left(\stackrel{}{w}_1+\stackrel{}{w}_2\right)\underset{k=1}{\overset{๐พ}{}}\alpha _ki\stackrel{}{A}_\mathrm{}k,$$
(3.4)
that is
$$\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_{\mathrm{}}}{Res^{}}\left[\stackrel{}{\varrho }^2f\left(\stackrel{}{\varrho }^1+\stackrel{}{\varrho }_N\right)\right]=\left(\stackrel{}{w}_1+\stackrel{}{w}_2\right)\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{\overset{}{Res}}f\left(\stackrel{}{\varrho }\right).$$
Clearly, in the inverse case, if the condition is satisfied
$$\underset{\left|\stackrel{}{\varrho }\right|+\mathrm{}}{lim}\left(\stackrel{}{\varrho }2z^{}\stackrel{}{w}_1\right)f\left(\stackrel{}{\varrho }+\stackrel{}{\varrho }_N\right)=\stackrel{}{A}_\mathrm{}k;\stackrel{}{\varrho }\stackrel{}{\varrho }_{g_k},$$
(3.5)
then
$$\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_{\mathrm{}}}{\overset{}{Res}}f\left(\stackrel{}{\varrho }\right)=\underset{k=1}{\overset{๐พ}{}}\alpha _ki\stackrel{}{A}_\mathrm{}k,$$
(3.6)
more exactly
$$\left(\stackrel{}{w}_1+\stackrel{}{w}_2\right)\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_{\mathrm{}}}{\overset{}{Res}}f\left(\stackrel{}{\varrho }\right)=\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_0}{Res^{}}\left[\stackrel{}{\varrho }^2f\left(\stackrel{}{\varrho }^1+\stackrel{}{\varrho }_N\right)\right].$$
(3.7)
###### Lemma 2
Let directions $`\stackrel{}{\varrho }_k`$: $`\stackrel{}{\varrho }_k=\left\{\stackrel{}{\varrho }\text{}\stackrel{}{\varrho }\stackrel{}{\varrho }_C=\left|\stackrel{}{\varrho }\stackrel{}{\varrho }_C\right|\stackrel{}{\varrho }_{ok}^{\stackrel{}{\varrho }_C}\right\}`$ ($`k=1,2,\mathrm{},K`$) subdivide the complex plane $`\stackrel{}{\varrho }`$ into $`K`$: $`K=2`$, domain $`\stackrel{}{\varrho }_{g_k}`$:
$$\stackrel{}{\varrho }_{g_k}=\left\{\stackrel{}{\varrho }\text{}\stackrel{}{\varrho }\stackrel{}{\varrho }_C=\left|\stackrel{}{\varrho }\stackrel{}{\varrho }_C\right|\stackrel{}{\varrho }_o^{\stackrel{}{\varrho }_C},\phi _{k+1}>\phi >\phi _k\text{ }(\phi _{K+1}=2\pi )\right\}$$
and the function $`\stackrel{}{\varrho }f\left(\stackrel{}{\varrho }\right)`$ satisfies the condition
$$\underset{\left|\stackrel{}{\varrho }\right|+\mathrm{}}{lim}\left(\stackrel{}{\varrho }2z^{}\stackrel{}{w}_1\right)f\left(\stackrel{}{\varrho }+\stackrel{}{\varrho }_C\right)=\stackrel{}{A}_\mathrm{}1,\stackrel{}{\varrho }\stackrel{}{\varrho }_{g_1}.$$
In that case
$$\underset{ext.\stackrel{}{\varrho }_{\mathrm{}}}{\overset{}{}}f\left(\stackrel{}{\varrho }\right)d\stackrel{}{\varrho }=2\pi i\underset{\stackrel{}{\varrho }_N\stackrel{}{\varrho }}{}\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{\overset{}{Res}}f\left(\stackrel{}{\varrho }\right)\alpha _1i\stackrel{}{A}_\mathrm{}1,$$
(3.8)
where $`ext.\stackrel{}{\varrho }_{\mathrm{}}`$ is a set of an infinite points outside of the domain $`\stackrel{}{\varrho }_{g_1}`$, and angle $`\alpha _1`$ is equal to an angular difference: $`\alpha _1=\phi _2\phi _1`$.$`\mathrm{}`$
Preceding lemma is an explicit consequence of the equality (2.20) of Definition 7 and of the result (LABEL:41). On the basis of the result (3.2) it can be formulated the lemma being analogous to Lemma 2
###### Lemma 3
Let directions $`\stackrel{}{\varrho }_k`$: $`\stackrel{}{\varrho }_k=\left\{\stackrel{}{\varrho }\text{}\stackrel{}{\varrho }\stackrel{}{\varrho }_N=\left|\stackrel{}{\varrho }\stackrel{}{\varrho }_N\right|\stackrel{}{\varrho }_{ok}^{\stackrel{}{\varrho }_N}\right\}`$ ($`k=1,2,\mathrm{},K`$) subdivide the complex plane $`\stackrel{}{\varrho }`$ into $`K`$: $`K=2`$, domain $`\stackrel{}{\varrho }_{g_k}`$:
$$\stackrel{}{\varrho }_{g_k}=\left\{\stackrel{}{\varrho }\text{}\stackrel{}{\varrho }\stackrel{}{\varrho }_N=\left|\stackrel{}{\varrho }\stackrel{}{\varrho }_N\right|\stackrel{}{\varrho }_o^{\stackrel{}{\varrho }_N},\phi _{k+1}>\phi >\phi _k\text{ }(\phi _{K+1}=2\pi )\right\}$$
and the function $`\stackrel{}{\varrho }f\left(\stackrel{}{\varrho }\right)`$ satisfies the condition
$$\underset{\left|\stackrel{}{\varrho }\right|0^+}{lim}\left(\stackrel{}{\varrho }2z^{}\stackrel{}{w}_1\right)f\left(\stackrel{}{\varrho }+\stackrel{}{\varrho }_N\right)=\stackrel{}{A}_{01},\stackrel{}{\varrho }\stackrel{}{\varrho }_{g_1}.$$
In that case
$$\underset{ext.\stackrel{}{\varrho }_s(\stackrel{}{\varrho }_N,d\delta )}{\overset{}{}}f\left(\stackrel{}{\varrho }\right)d\stackrel{}{\varrho }=2\pi i\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{\overset{}{Res}}f\left(\stackrel{}{\varrho }\right)\alpha _1i\stackrel{}{A}_{01},$$
(3.9)
where $`ext.\stackrel{}{\varrho }_s(\stackrel{}{\varrho }_N,d\delta )`$ is a part of infinitesimally small circular path of an integration $`\stackrel{}{\varrho }_s(\stackrel{}{\varrho }_N,d\delta )`$ outside of the domain $`\stackrel{}{\varrho }_{g_1}`$, and angle $`\alpha _1`$ is equal to an angular difference: $`\alpha _1=\phi _2\phi _1`$.$`\mathrm{}`$
As a consequence either of the result of Lemma 2 or of the result (2.27), the following result is obtained
###### Lemma 4
Let directions $`\stackrel{}{\varrho }_k`$: $`\stackrel{}{\varrho }_k=\left\{\stackrel{}{\varrho }\text{}\stackrel{}{\varrho }\stackrel{}{\varrho }_C=\left|\stackrel{}{\varrho }\stackrel{}{\varrho }_C\right|\stackrel{}{\varrho }_{ok}^{\stackrel{}{\varrho }_C}\right\}`$ ($`k=1,2,\mathrm{},K`$) subdivide the complex plane $`\stackrel{}{\varrho }`$ into $`K`$: $`K=2`$, domain $`\stackrel{}{\varrho }_{g_k}`$:
$$\stackrel{}{\varrho }_{g_k}=\left\{\stackrel{}{\varrho }\text{}\stackrel{}{\varrho }\stackrel{}{\varrho }_C=\left|\stackrel{}{\varrho }\stackrel{}{\varrho }_C\right|\stackrel{}{\varrho }_o^{\stackrel{}{\varrho }_C},\phi _{k+1}>\phi >\phi _k\text{ }(\phi _{K+1}=2\pi )\right\}$$
and the function $`\stackrel{}{\varrho }f\left(\stackrel{}{\varrho }\right)`$ satisfies the condition
$$\underset{\left|\stackrel{}{\varrho }\right|+\mathrm{}}{lim}\left(\stackrel{}{\varrho }2z^{}\stackrel{}{w}_1\right)f\left(\stackrel{}{\varrho }+\stackrel{}{\varrho }_C\right)=\stackrel{}{0},\stackrel{}{\varrho }\stackrel{}{\varrho }_{g2}.$$
In that case
$$v.t.\underset{\stackrel{\stackrel{\stackrel{}{\varrho }_2}{}\stackrel{\stackrel{}{\varrho }_1}{}}{\stackrel{}{\varrho }_C}}{}f\left(\stackrel{}{\varrho }\right)d\stackrel{}{\varrho }v.p.\underset{\stackrel{\stackrel{\stackrel{}{\varrho }_2}{}\stackrel{}{\varrho }_{g_2}\stackrel{\stackrel{}{\varrho }_1}{}}{\stackrel{}{\varrho }_C}}{}\left[\left(\stackrel{}{n}\times \right)f\left(\stackrel{}{\varrho }\right)\right]\left(d\stackrel{}{\sigma }\stackrel{}{n}\right)=$$
(3.10)
$$=\underset{\stackrel{}{\varrho }_Nv.s.\stackrel{\stackrel{\stackrel{}{\varrho }_2}{}\stackrel{}{\varrho }_{g_2}\stackrel{\stackrel{}{\varrho }_1}{}}{\stackrel{}{\varrho }_C}}{}p_{\stackrel{\stackrel{\stackrel{}{\varrho }_2}{}\stackrel{\stackrel{}{\varrho }_1}{}}{\stackrel{}{\varrho }_C}\stackrel{}{\varrho }_N}\underset{\stackrel{}{\varrho }=\stackrel{}{\varrho }_N}{\overset{}{Res}}f\left(\stackrel{}{\varrho }\right),$$
where $`\stackrel{\stackrel{\stackrel{}{\varrho }_2}{}\stackrel{}{\varrho }_{g_2}\stackrel{\stackrel{}{\varrho }_1}{}}{\stackrel{}{\varrho }_C}=\stackrel{}{\varrho }_{g_2}\stackrel{\stackrel{\stackrel{}{\varrho }_2}{}\stackrel{\stackrel{}{\varrho }_1}{}}{\stackrel{}{\varrho }_C}`$.$`\mathrm{}`$
## 4. Conclusion
Based on the defined concept of an absolute integral sum of a complex function, which is more general with respect to the concept of an integral sum of โordinaryโ integral calculus, the result (2.4) is derived whose an importance if one takes into consideration the fact that it is immediately derived from defining equality of a sequence of absolute integral sums $`\stackrel{}{A}_{\mathrm{}_{j_1,\mathrm{},j_n}\stackrel{}{r}_\gamma }`$ (from defining equality (2.1) of Definition 3) is a general, more exactly its importance is not conditioned by a convergence of reduced absolute integral sums. In other words, the result (2.4) is a more general with respect to the result of the well-known Cauchyโs fundamental theorem on the residues of Cauchyโs calculus of residues. Accordingly, and on the basis of the redefined concept of a residue of a complex function as well as of the defined concept of a total value of an improper integral of the function over a certain singular domain bounded by a contour surface of the three-dimensional vector space, the results being more general with respect to the fundamental results of Cauchyโs calculus of residues of both analytic and non-analytic function on the complex plane, are obtained, the results: (2.25) and (2.27), as well as the results of the Section LABEL:sec. The concept itself of analytic functions is also redefined, so that in the class of singular-analytic functions defined by Definition 12, in addition to the class of standard analytic functions the class of pseudo-analytic functions is also contained.
Obtained results give the solid base to a further generalization, whether they are the fundamentals or not, of the results of Cauchyโs calculus of residues on the one hand, as well as of the results in another areas of both mathematics and applied mathematics, in which the results of Cauchyโs calculus of residues are made use, on the other hand.
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# ๐ฟโข๐
Scalar Mixings and One-loop Neutrino Masses
## 1 Introduction
The minimal supersymmetric standard model (MSSM) is no doubt the most popular candidate theory for physics beyond the Standard Model (SM). The alternative theory with a discrete symmetry called R-parity not imposed deserves no less attention. In particular, the latter admits neutrino masses, without the need for any extra matter field beyond the minimal spectrum. At the present time, experimental results from neutrino physics is actually the only data we have demanding physics beyond the SM, while signals from supersymmetry (SUSY) are still absent. The neutrino data provides strong hints for the existence of Majorana type masses. The latter means lepton number violation, which is suggestive of R-parity violation. Hence, it is easy to appreciate the interest in R-parity violating (RPV) contributions to neutrino masses. The study of this topic has a long history, starting from Ref.. Two of the notable papers on different aspects of the topic are given in Ref. and Ref., to which readers are also referred for references to earlier works. More recent works in the subject area mainly focus on the fitting of the neutrino oscillation data under different scenarios while a comprehensive analysis of all the RPV contributions is still missing. This paper aims at providing such a picture.
Like most of the other recent studies, we will focus on the sub-eV neutrino mass scale suggested by the Super-Kamiokande atmospheric neutrino data, though most of our results are actually valid for a much larger range of neutrino masses. As illustrated below, there is a tree-level but seesaw suppressed contribution and some direct 1-loop contributions. Our level of treatment in this paper stops there, i.e. we will, in general, not go into contributions that are expected to be further suppressed. There are direct 1-loop contributions which involve a further seesaw type suppression hidden inside the loop. These are 1-loop diagrams that would suggest a null result if electroweak (EW) states are used for the particles running inside the loop and only a minimal number of mass insertions is admitted. When one thinks about the exact result to be obtained from using mass eigenstates instead, a nonzero result could emerge. It is diffcult to give analytical expressions for the mass eigenstate results. An approximation to the latter could be obtained by considering the EW state diagrams with extra mass insertions. In the case that these mass insertions are RPV, it typically means extra seesaw type suppression. We refer to contributions from such diagrams as pseudo-direct 1-loop contributions, which we will discuss without giving explicit formulae. We list also the well-known results. The idea here is to perform a systematic analysis and present the exhaustive list of all contributions up to the level of treatment.
A similar comprehensive listing of neutrino mass contributions up to the 1-loop level (direct or indirect) has been presented in Ref.. However, the latter analysis is limited to a scenario where the โthird generation couplings dominateโ. This amounts to admitting only non-zero $`\lambda _{i33}^{}`$โs and $`\lambda _{i33}`$โs among the trilinear RPV couplings, though all nonzero bilinear RPV are indeed included by the authors. In our opinion, the maximal mixing result from Super-Kamiokande brings the wisdom of โthird generation dominationโ under question. Refs. and , for example illustrate how no (family) hierarchy, or even an anti-hierarchy, among the RPV couplings may be preferred. The present analysis handles the complete theory of supersymmetry (SUSY) without R-parity, where all kind of RPV terms are admitted without bias. We present complete tree-level mass matrices for the scalars in this generic scenario. There is another major difference between the two studies. Ref. is interested in performing some numerical calculation. While the latter is important for explicit fitting of experimental numbers, much of the physical origin of the neutrino mass contributions are hidden under elements of mixing matrices parametrizing the effective couplings of the neutrinos to squark or slepton mass eigenstates. We are interested here in illustrating the explicit origin of each contribution. Hence, we stay with electroweak (EW) state notation and give diagrammatic as well as analytical expressions of each individual contribution. Of particular interest here is a new type of contribution involving a RPV LR scalar (squark or slepton) mixings, which has been larger overlooked by previous authors. We hope that results here will be useful for a better understanding the role of each RPV parameter and identifying interesting regions of the extensive parameter space.
To study all the RPV contributions in a single consistent framework, one needs an effective formulation of the complete theory of SUSY without R-parity. The latter theory is generally better motivated than ad hoc versions of RPV theories. The large number of new parameters involved, however, makes the theory difficult to analyze. It has been illustrated that an optimal parametrization, called the single-VEV parametrization, can be of great help in making the task manageable. The effectiveness of the SVP has been explored to perform an extensive study on the resultant leptonic phenomenology, to identify new type of neutrino mass contributions, and to study a new contribution to neutron electric dipole moment at 1-loop level, as well as new sources of contribution to flavor changing neutral current processes such as $`bs\gamma `$ and $`\mu e\gamma `$. Studies of neutrino masses and mixings under the formulation also include Refs.. In fact, neutrino masses contribution is a central aspect of RPV effects and is likely to provide the most stringent bounds on the couplings, though many of the bounds obtained depend on assumptions on interpretation of neutrino data and could be relaxed or removed by simple extensions of the theory allowing extra sterile neutrino(s).
One-loop neutrino mass generation in SUSY without R-parity typically involves $`LR`$ mixings of squarks or slepton. We want to emphasize again that squark and slepton mass matrices presented here are complete, with all source of R-parity violation included. Such results are explicitly presented for the first time. We consider the results to be interesting in their own right.
In the appendix, we give also an explicit illustration that all the VEVโs under the SVP may be taken as real, despite the existence of complex parameters in the scalar potential; and give some important consistence relationships among some of the parameters involved. These results have not been published before, and serve as important background for clarifying some issues on the scalar masses and neutrino mass contributions discussed.
## 2 Formulation and Notation
We summarize our formulation and notation below. The most general renormalizable superpotential for the supersymmetric SM (without R-parity) can be written as
$$W=\epsilon _{ab}\left[\mu _\alpha \widehat{H}_u^a\widehat{L}_\alpha ^b+h_{ik}^u\widehat{Q}_i^a\widehat{H}_u^b\widehat{U}_k^C+\lambda _{\alpha jk}^{}\widehat{L}_\alpha ^a\widehat{Q}_j^b\widehat{D}_k^C+\frac{1}{2}\lambda _{\alpha \beta k}\widehat{L}_\alpha ^a\widehat{L}_\beta ^b\widehat{E}_k^C\right]+\frac{1}{2}\lambda _{ijk}^{\prime \prime }\widehat{U}_i^C\widehat{D}_j^C\widehat{D}_k^C,$$
(1)
where $`(a,b)`$ are $`SU(2)`$ indices, $`(i,j,k)`$ are the usual family (flavor) indices, and $`(\alpha ,\beta )`$ are extended flavor index going from $`0`$ to $`3`$. In the limit where $`\lambda _{ijk},\lambda _{ijk}^{},\lambda _{ijk}^{\prime \prime }`$ and $`\mu _i`$ all vanish, one recovers the expression for the R-parity preserving case, with $`\widehat{L}_0`$ identified as $`\widehat{H}_d`$. Without R-parity imposed, the latter is not a priori distinguishable from the $`\widehat{L}_i`$โs. Note that $`\lambda `$ is antisymmetric in the first two indices, as required by the $`SU(2)`$ product rules, as shown explicitly here with $`\epsilon _{12}=\epsilon _{21}=1`$. Similarly, $`\lambda ^{\prime \prime }`$ is antisymmetric in the last two indices from $`SU(3)_C`$.
R-parity is exactly an ad hoc symmetry put in to make $`\widehat{L}_0`$, stand out from the other $`\widehat{L}_i`$โs as the candidate for $`\widehat{H}_d`$. It is defined in terms of baryon number, lepton number, and spin as, explicitly, $`=(1)^{3B+L+2S}`$. The consequence is that the accidental symmetries of baryon number and lepton number in the SM are preserved, at the expense of making particles and superparticles having a categorically different quantum number, R-parity. The latter is actually not the most effective discrete symmetry to control superparticle mediated proton decay, but is most restrictive in terms of what is admitted in the Lagrangian, or the superpotential alone.
A naive look at the scenario suggests that the large number of new couplings makes the task formidable. However, it becomes quite manageable with an optimal choice of flavor bases, the SVP. In fact, doing phenomenological studies without specifying a choice of flavor bases is ambiguous. It is like doing SM quark physics with 18 complex Yukawa couplings instead of the 10 real physical parameters. In SUSY without R-parity, the choice of an optimal parametrization mainly concerns the 4 $`\widehat{L}_\alpha `$ flavors. Under the SVP, flavor bases are chosen such that : 1/ among the $`\widehat{L}_\alpha `$โs, only $`\widehat{L}_0`$, bears a VEV i.e. $`\widehat{L}_i0`$; 2/ $`h_{jk}^e(\lambda _{0jk}=\lambda _{j0k})=\frac{\sqrt{2}}{v_0}\mathrm{diag}\{m_1,m_2,m_3\}`$; 3/ $`h_{jk}^d(\lambda _{0jk}^{})=\frac{\sqrt{2}}{v_0}\mathrm{diag}\{m_d,m_s,m_b\}`$; 4/ $`h_{ik}^u=\frac{v_u}{\sqrt{2}}V_{CKM}^{}\mathrm{diag}\{m_u,m_c,m_t\}`$, where $`v_0\sqrt{2}\widehat{L}_0`$ and $`v_u\sqrt{2}\widehat{H}_u`$. The big advantage here is that the (tree-level) mass matrices for all the fermions do not involve any of the trilinear RPV couplings, even though the approach makes no assumption on any RPV coupling, including those from soft SUSY breaking. Moreover, and all the parameters used are uniquely defined, with the exception of some removable phases. In fact, the (color-singlet) charged fermion mass matrix reduces to the simple form :
$$_C=\left(\begin{array}{ccccc}M_2& \frac{g_2v_0}{\sqrt{2}}& 0& 0& 0\\ \frac{g_2v_u}{\sqrt{2}}& \mu _0& \mu _1& \mu _2& \mu _3\\ 0& 0& m_1& 0& 0\\ 0& 0& 0& m_2& 0\\ 0& 0& 0& 0& m_3\end{array}\right).$$
(2)
Each $`\mu _i`$ parameter here characterizes directly the RPV effect on the corresponding charged lepton ($`\mathrm{}_i=e`$, $`\mu `$, and $`\tau `$). For any set of other parameter inputs, the $`m_i`$โs can then be determined, through a simple numerical procedure, to guarantee that the correct mass eigenvalues of $`m_e`$, $`m_\mu `$, and $`m_\tau `$ are obtained โ an issue first addressed and solved in Ref.. The latter issue is especially important when $`\mu _i`$โs not substantially smaller than $`\mu _0`$ are considered. Such an odd scenario is not definitely ruled out. However, we would concentrate here on the more popular scenario with only sub-eV neutrino masses and hence small $`\mu _i`$โs. Here deviations of the $`m_i`$โs from the mass eigenvalues are negligible.
## 3 Gauginos, Higgsinos, and Neutrinos
The tree-level mixings among the gauginos, higgsinos, and neutrinos gives rise to a $`7\times 7`$ neutral fermion mass matrix $`_๐ฉ`$:
$$_๐ฉ=\left(\begin{array}{ccccccc}_\mathcal{1}& \mathcal{0}& _\mathcal{1}๐_๐/\mathcal{2}& _\mathcal{1}๐_\mathcal{0}/\mathcal{2}& \mathcal{0}& \mathcal{0}& \mathcal{0}\\ \mathcal{0}& _\mathcal{2}& _\mathcal{2}๐_๐/\mathcal{2}& _\mathcal{2}๐_\mathcal{0}/\mathcal{2}& \mathcal{0}& \mathcal{0}& \mathcal{0}\\ _\mathcal{1}๐_๐/\mathcal{2}& _\mathcal{2}๐_๐/\mathcal{2}& \mathcal{0}& \mu _\mathcal{0}& \mu _\mathcal{1}& \mu _\mathcal{2}& \mu _\mathcal{3}\\ _\mathcal{1}๐_\mathcal{0}/\mathcal{2}& _\mathcal{2}๐_\mathcal{0}/\mathcal{2}& \mu _\mathcal{0}& \mathcal{0}& \mathcal{0}& \mathcal{0}& \mathcal{0}\\ & & & & & & \\ \mathcal{0}& \mathcal{0}& \mu _\mathcal{1}& \mathcal{0}& (๐_\nu ^{})_{\mathcal{1}\mathcal{1}}& (๐_\nu ^{})_{\mathcal{1}\mathcal{2}}& (๐_\nu ^{})_{\mathcal{1}\mathcal{3}}\\ \mathcal{0}& \mathcal{0}& \mu _\mathcal{2}& \mathcal{0}& (๐_\nu ^{})_{\mathcal{2}\mathcal{1}}& (๐_\nu ^{})_{\mathcal{22}}& (๐_\nu ^{})_{\mathcal{23}}\\ \mathcal{0}& \mathcal{0}& \mu _\mathcal{3}& \mathcal{0}& (๐_\nu ^{})_{\mathcal{31}}& (๐_\nu ^{})_{\mathcal{32}}& (๐_\nu ^{})_{\mathcal{33}}\end{array}\right),$$
(3)
whose basis is $`(i\stackrel{~}{B},i\stackrel{~}{W},\stackrel{~}{h}_u^0,\stackrel{~}{h}_d^0,\nu _{L_1},\nu _{L_2},\nu _{L_3})`$, with $`\stackrel{~}{h}_d^0`$ being the neutral fermion from $`\widehat{L}_0`$. The latter is guaranteed to be predominately a neutralino rather than neutrino, as the mass matrix clearly illustrates. As pointed out above, for small $`\mu _i`$โs the charged fermion states in the $`\widehat{L}_i`$โs are essentially the physical states of $`e`$, $`\mu `$ and $`\tau `$. Hence, $`(\nu _{L_1},\nu _{L_2},\nu _{L_3})`$ are essentially $`\nu _e,\nu _\mu ,\nu _\tau `$. All entires in the lower-right $`3\times 3`$ block $`(m_\nu ^o)`$ are, of course, zero at tree level. They are induced via 1-loop contributions to be discussed below. Such contributions are the focus of the present study. They are referred to here as direct 1-loop contributions.
We can write the general mass matrix in the form of block submatrices:
$$_๐ฉ=\left(\begin{array}{cc}_n& \xi ^T\\ \xi & m_\nu ^o\end{array}\right),$$
(4)
where $`_n`$ is the upper-left $`4\times 4`$ neutralino mass matrix, $`\xi `$ is the $`3\times 4`$ block, and $`m_\nu ^o`$ is the lower-right $`3\times 3`$ neutrino block in the $`7\times 7`$ matrix. The resulting (effective) neutrino mass matrix after block diagonalization is given by
$$(m_\nu )=\xi _n^{\text{-}1}\xi ^T+(m_\nu ^o).$$
(5)
Contributions to the first term here starts at tree level, which are, however, seesaw suppressed. The second term is the direct contribution, which, however, enters in only at 1-loop level. We are interested in the small $`\mu _i`$ scenario, where the tree-level contribution is not necessarily expected to be stronger than such direct 1-loop effects. The 1-loop contributions to the $`\xi `$ and $`_n`$ blocks are likely to have only a secondary effect on $`(m_\nu )`$. The latter, to be called indirect 1-loop contributions, are not included in the present analysis.
## 4 LR-mixings for Squarks and Sleptons
The soft SUSY breaking part of the Lagrangian can be written as
$`V_{\mathrm{soft}}`$ $`=`$ $`ฯต_{ab}B_\alpha H_u^a\stackrel{~}{L}_\alpha ^b+ฯต_{ab}\left[A_{ij}^U\stackrel{~}{Q}_i^aH_u^b\stackrel{~}{U}_j^C+A_{ij}^DH_d^a\stackrel{~}{Q}_i^b\stackrel{~}{D}_j^C+A_{ij}^EH_d^a\stackrel{~}{L}_i^b\stackrel{~}{E}_j^C\right]+\mathrm{h}.\mathrm{c}.`$ (6)
$`+`$ $`ฯต_{ab}\left[A_{ijk}^\lambda ^{}\stackrel{~}{L}_i^a\stackrel{~}{Q}_j^b\stackrel{~}{D}_k^C+{\displaystyle \frac{1}{2}}A_{ijk}^\lambda \stackrel{~}{L}_i^a\stackrel{~}{L}_j^b\stackrel{~}{E}_k^C\right]+{\displaystyle \frac{1}{2}}A_{ijk}^{\lambda ^{\prime \prime }}\stackrel{~}{U}_i^C\stackrel{~}{D}_j^C\stackrel{~}{D}_k^C+\mathrm{h}.\mathrm{c}.`$
$`+`$ $`\stackrel{~}{Q}^{}\stackrel{~}{m}_Q^2\stackrel{~}{Q}+\stackrel{~}{U}^{}\stackrel{~}{m}_U^2\stackrel{~}{U}+\stackrel{~}{D}^{}\stackrel{~}{m}_D^2\stackrel{~}{D}+\stackrel{~}{L}^{}\stackrel{~}{m}_L^2\stackrel{~}{L}+\stackrel{~}{E}^{}\stackrel{~}{m}_E^2\stackrel{~}{E}+\stackrel{~}{m}_{H_u}^2|H_u|^2`$
$`+{\displaystyle \frac{M_1}{2}}\stackrel{~}{B}\stackrel{~}{B}+{\displaystyle \frac{M_2}{2}}\stackrel{~}{W}\stackrel{~}{W}+{\displaystyle \frac{M_3}{2}}\stackrel{~}{g}\stackrel{~}{g}+\mathrm{h}.\mathrm{c}.,`$
where we have separated the R-parity conserving $`A`$-terms from the RPV ones (recall $`\widehat{H}_d\widehat{L}_0`$). Note that $`\stackrel{~}{L}^{}\stackrel{~}{m}_{\stackrel{~}{L}}^2\stackrel{~}{L}`$, unlike the other soft mass terms, is given by a $`4\times 4`$ matrix. Explicitly, $`\stackrel{~}{m}_{L_{00}}^2`$ corresponds to $`\stackrel{~}{m}_{H_d}^2`$ of the MSSM case while $`\stackrel{~}{m}_{L_{0k}}^2`$โs give RPV mass mixings.
The SVP also simplifies much the otherwise complicated expressions for the mass-squared matrix of the scalar sectors. Firstly, we will look at the squark sectors. The masses of up-squarks obviously have no RPV contribution. The down-squark sector, however, has an interesting result. We have the mass-squared matrix as follows :
$$_D^2=\left(\begin{array}{cc}_{LL}^2& _{RL}^2\\ _{RL}^2& _{RR}^2\end{array}\right),$$
(7)
where
$`_{LL}^2`$ $`=`$ $`\stackrel{~}{m}_Q^2+m_D^{}m_D+M_Z^2\mathrm{cos}2\beta \left[{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{3}}\mathrm{sin}^2\theta _W\right],`$
$`_{RR}^2`$ $`=`$ $`\stackrel{~}{m}_D^2+m_Dm_D^{}+M_Z^2\mathrm{cos}2\beta \left[{\displaystyle \frac{1}{3}}\mathrm{sin}^2\theta _W\right],`$ (8)
and
$$(_{RL}^2)^T=A^D\frac{v_0}{\sqrt{2}}m_D\mu _0^{}\mathrm{tan}\beta (\mu _i^{}\lambda _{ijk}^{})\frac{v_u}{\sqrt{2}}.$$
(9)
Here, $`m_D`$ is the down-quark mass matrix, which is diagonal under the parametrization adopted; $`(\mu _i^{}\lambda _{ijk}^{})`$ denotes the $`3\times 3`$ matrix $`()_{jk}`$ with elements listed; and $`\mathrm{tan}\beta =\frac{v_u}{v_0}`$. Note that all the VEVโs can be taken as real, so long as the tree level scalar potential is considered (see the appendix). Apart from the first $`A^D`$ term, the remaining terms in $`(_{RL}^2)^T`$ are $`F`$-term contributions; in particular, the last term gives โSUSY conservingโ but R-parity violating contributions; note that the existence of nonzero $`F`$-terms or electroweak symmetry breaking VEVโs can be interpreted as a consequence of SUSY breaking though. The full $`F`$-term part in the above equation can actually be written together as $`(\mu _\alpha ^{}\lambda _{\alpha jk}^{})\frac{v_u}{\sqrt{2}}`$ where the $`\alpha =0`$ term, which vanishes for $`jk`$, gives the second term in the RHS. The latter, of course, is just the usual $`\mu `$-term contribution in the MSSM case.
Next we move on to the slepton sector. From Eq.(6) above, we can see that the โcharged Higgsโ should be considered together with the sleptons. We have hence an $`8\times 8`$ mass-squared matrix of the following $`1+4+3`$ form :
$$_E^2=\left(\begin{array}{ccc}\stackrel{~}{}_{Hu}^2& \stackrel{~}{}_{LH}^2& \stackrel{~}{}_{RH}^2\\ \stackrel{~}{}_{LH}^2& \stackrel{~}{}_{LL}^2& \stackrel{~}{}_{RL}^2\\ \stackrel{~}{}_{RH}^2& \stackrel{~}{}_{RL}^2& \stackrel{~}{}_{RR}^2\end{array}\right);$$
(10)
where
$`\stackrel{~}{}_{LL}^2`$ $`=`$ $`\stackrel{~}{m}_L^2+m_L^{}m_L+(\mu _\alpha ^{}\mu _\beta )+M_Z^2\mathrm{cos}2\beta \left[{\displaystyle \frac{1}{2}}+\mathrm{sin}^2\theta _W\right],`$ (13)
$`+`$ $`\left(\begin{array}{cc}M_Z^2\mathrm{cos}^2\beta [1\mathrm{sin}^2\theta _W]& 0_{1\times 3}\\ 0_{3\times 1}& 0_{3\times 3}\end{array}\right),`$
$`\stackrel{~}{}_{RR}^2`$ $`=`$ $`\stackrel{~}{m}_E^2+m_Em_E^{}+M_Z^2\mathrm{cos}2\beta \left[\mathrm{sin}^2\theta _W\right],`$
$`\stackrel{~}{}_{Hu}^2`$ $`=`$ $`\stackrel{~}{m}_{H_u}^2+\mu _\alpha ^{}\mu _\alpha +M_Z^2\mathrm{cos}2\beta \left[{\displaystyle \frac{1}{2}}\mathrm{sin}^2\theta _W\right]`$ (14)
$`+`$ $`M_Z^2\mathrm{sin}^2\beta [1\mathrm{sin}^2\theta _W];`$
and
$`(\stackrel{~}{}_{RL}^2)^T`$ $`=`$ $`\left(\begin{array}{c}0\\ A^E\end{array}\right){\displaystyle \frac{v_0}{\sqrt{2}}}\left(\begin{array}{c}0\\ m_E\end{array}\right)\mu _0^{}\mathrm{tan}\beta (\mu _i^{}\lambda _{i\beta k}){\displaystyle \frac{v_u}{\sqrt{2}}},`$ (19)
$`\stackrel{~}{}_{RH}^2`$ $`=`$ $`(\mu _i^{}\lambda _{i0k}){\displaystyle \frac{v_0}{\sqrt{2}}},`$ (20)
$`\stackrel{~}{}_{LH}^2`$ $`=`$ $`(B_\alpha ^{})+\left(\begin{array}{c}\frac{1}{2}M_Z^2\mathrm{sin}2\beta [1\mathrm{sin}^2\theta _W]\\ 0_{3\times 1}\end{array}\right).`$ (23)
Here, $`m_L=\mathrm{diag}\{0,m_E\}\mathrm{diag}\{0,m_1,m_2,m_3\}`$, where the three $`m_i`$โs are masses from leptonic Yukawa terms as discussed above in relation to Eq.(2); and, again, $`(\mu _i^{}\lambda _{i\beta k})`$ denotes a matrix ($`4\times 3`$) with elements given by $`()_{\beta k}`$. Recall that for the small $`\mu _i`$ domain we focused on here in this paper, we have $`m_E\mathrm{diag}\{m_e,m_\mu ,m_\tau \}`$. In fact, the $`k`$-th element in the 3-column-vector $`\stackrel{~}{}_{RH}^2`$ in Eq.(20) can be written as simply as $`\mu _k^{}m_k`$ (no sum). Similarly, the $`k`$-th element in the first row of the $`4\times 3`$ matrix $`(\stackrel{~}{}_{RL}^2)^T`$ in Eq.(19) can be written as $`\mu _k^{}m_k\mathrm{tan}\beta `$ (no sum). The former is a $`\stackrel{~}{\mathrm{}}_R^ch_u^\text{-}`$ type, while the latter a $`\stackrel{~}{\mathrm{}}_R^ch_d^\text{-}`$ type ($`h_d^\text{-}\stackrel{~}{\mathrm{}}_{L_0}`$), mass-squared term. Or, to better illustrate the common flavor structure, one can put the full $`F`$-term part of Eq.(19) as $`(\mu _\alpha ^{}\lambda _{\alpha \beta k})\frac{v_u}{\sqrt{2}}`$.
For the sake of completeness, we also give explicitly the neutral scalar, (or sneutrino-Higgs) mass-squared matrix. The neutral scalar mass terms, in terms of the $`(1+4)`$ complex scalar fields, $`\varphi _n`$โs, can be written in two parts โ a simple $`(_\varphi ^2)_{mn}\varphi _m^{}\varphi _n`$ part, and a Majorana-like part in the form $`\frac{1}{2}(_{\varphi \varphi }^2)_{mn}\varphi _m\varphi _n+\text{h.c.}`$. As the neutral scalars are originated from chiral doublet superfields, the existence of the Majorana-like part is a direct consequence of the electroweak symmetry breaking VEVโs, hence restricted to the scalars playing the Higgs role only. They come from the quartic terms of the Higgs fields in the scalar potential. We have explicitly
$`_{\varphi \varphi }^2={\displaystyle \frac{1}{2}}M_Z^2\left(\begin{array}{ccc}\mathrm{sin}^2\beta & \mathrm{cos}\beta \mathrm{sin}\beta & 0_{1\times 3}\\ \mathrm{cos}\beta \mathrm{sin}\beta & \mathrm{cos}^2\beta & 0_{1\times 3}\\ 0_{3\times 1}& 0_{3\times 1}& 0_{3\times 3}\end{array}\right);`$ (27)
and
$`_\varphi ^2`$ $`=`$ $`\left(\begin{array}{cc}\stackrel{~}{m}_{H_u}^2+\mu _\alpha ^{}\mu _\alpha +M_Z^2\mathrm{cos}2\beta \left[\frac{1}{2}\right]& (B_\alpha )\\ (B_\alpha ^{})& \stackrel{~}{m}_L^2+(\mu _\alpha ^{}\mu _\beta )+M_Z^2\mathrm{cos}2\beta \left[\frac{1}{2}\right]\end{array}\right)`$ (30)
$`+`$ $`_{\varphi \varphi }^2,`$ (31)
Note that $`_{\varphi \varphi }^2`$ here is real (see the appendix), while $`_\varphi ^2`$ does have complex entries. The full $`10\times 10`$ (real and symmetric) mass-squared matrix for the real scalars is then given by
$$_S^2=\left(\begin{array}{cc}_{SS}^2& _{SP}^2\\ (_{SP}^2)^T& _{PP}^2\end{array}\right),$$
(32)
where the scalar, pseudo-scalar, and mixing parts are
$`_{SS}^2`$ $`=`$ $`\text{Re}(_\varphi ^2)+_{\varphi \varphi }^2,`$
$`_{PP}^2`$ $`=`$ $`\text{Re}(_\varphi ^2)_{\varphi \varphi }^2,`$
$`_{SP}^2`$ $`=`$ $`2\text{Im}(_\varphi ^2),`$ (33)
respectively. If $`\text{Im}(_\varphi ^2)`$ vanishes, the scalars and pseudo-scalars decouple from one another and the unphysical Goldstone mode would be found among the latter. Finally, we note that the $`B_\alpha `$ entries may also be considered as a kind of $`LR`$ mixings. The RPV $`B_i`$โs do in fact contribute to neutrino mass, as discussed below.
We would like to emphasize that the above scalar mass results are complete โ all RPV contributions, SUSY breaking or otherwise, are included without theoretical bias. The simplicity of the result is a consequence of the SVP. Explicitly, there are no RPV $`A`$-term contributions due to the vanishing of VEVโs $`v_i\sqrt{2}\widehat{L}_i`$. However, such new contributions, as well as their roles in the physics of neutrino masses and phenomena like fermion EDMโs and $`bs\gamma `$, are genuine. For instance, rotating to a basis among the $`\widehat{L}_\alpha `$ superfields under which the $`\mu _i`$โs are zero would restore the $`\widehat{L}_i`$ VEVโs and show e.g. the RPV $`(\mu ^{}\lambda )`$ term as a term involving the latter VEVโs and some A-term parameters. The Higgs-slepton results given as in Eqs.(10) and (31) are admittedly not very useful for doing scalar physics. They contain a redundancy of parameters and hide the unphysical Goldstone state. However, for the purpose of analyzing the neutrino mass contributions as done below, they serve their purpose. Hence, we will refrain from further laboring on the algebra here.
Before ending the section, we want to emphasize the following. While it should be straight forward to write down the scalar mass matrices by the complete theory of SUSY without R-parity, under any formulation or parametrization, to the best of our knowledge, this has not been published before. After completing the work, we checked the literature and found no explicitly written down complete results for $`_D^2`$ and $`_E^2`$ as given here. Especially the existence of the interesting new RPV contributions, of the type given by the $`(\mu ^{}\lambda ^{})`$ term in $`_D^2`$, and the $`(\mu ^{}\lambda )`$ term in Eq.(19), and the $`\mu ^{}\mu `$ terms in Eqs.(10) and (31), if noticed, have not been much appreciated. Explicit discussion of terms of the type $`(\mu ^{}\lambda )`$ and their contribution to neutrino masses was first given in a recent paper by K. Cheung and the present author, in a different context. Their existence and important phenomenological implication seems, otherwise, to have been overlooked.
We are not aware of any other explicit discussion of the $`(\mu ^{}\lambda ^{})`$ and $`(\mu ^{}\lambda )`$ terms in the literature. What follows is a check into the literature for the scalar mass results. Before doing that, however, we would like to emphasize that the complete theory of SUSY without R-parity is not a very popular subject, compared to various versions of more specific (assumed) forms of R-parity violation. We also warn the readers that most of the previous authors were not working under the parametrization we used here. In our opinion, there are many other subtle complications when a different parametrization is used, which have not been explicitly addressed. The interested readers are referred to a forthcoming review by the author on the subject. The complete scalar mass results in a generic $`\widehat{L}_\alpha `$ flavor basis would look more complicated than what we have here too. In particular, there would be contributions involving the trilinear RPV $`A`$-terms. Having said that, let us take a look at some works on a more or less complete version of R-parity violation and the scalar mass expression given therein. Ref. gives โsfermion mass matrixโ exactly as in the MSSM without RPV terms at all. Ref. is a more careful and detailed study. However, as mentioned above, the paper considers only one $`\lambda `$ and one $`\lambda ^{}`$ and hence does not give result in the complete theory anyway. An admissible $`(\mu ^{}\lambda ^{})`$ term is still missing in the down-squark mass-squared matrix given. An $`8\times 8`$ matrix corresponding to $`_E^2`$ is indeed presented. The matrix seems correct, under the starting assumption, though the admissible $`(\mu ^{}\lambda )`$ term is not explicitly shown. Ref. is the first to give the matrix in the $`8\times 8`$ form, but we find no clear sign of the $`(\mu ^{}\lambda )`$ term. The squark mass-squared matrix is not explicitly given there. In fact, the paper is based on a specific high energy scenario, which is hence not totally generic. For instance, early in the paper, the soft SUSY breaking part of the Lagrangian is already given in a simplified form with the high energy assumptions put in, hence not for the generic complete theory we discussed here. The neutral scalar mass, corresponding to $`_S^2`$ above, is better known. In particular, Ref. gives the result essentially under the SVP, though truncated to one lepton family.
Another important point to note is that we have pay special attention to the fact there the RPV parameters are generally complex, while this phase information has not been explicitly given previously. As mentioned above, the $`\lambda ^{}`$ term, for example, contributes to neutron EDM through its imaginary part. The other example is the existence of scalar-pseudo-scalar mixing as a result of complex RPV parameters, as given above explicitly in $`_{SP}^2`$. The significant phenomenological implication of the latter has been well illustrated in Ref., in the case of MSSM, for instance.
Finally, we note that there is another group that has done quite elaborated works on their RPV model (see for example Ref.), which however includes no trilinear RPV parameters and hence would not have our results for the complete theory. Moreover, in the soft SUSY breaking part given and used in Ref. actually has $`\stackrel{~}{m}_{L_{0k}}^2`$ term missing.
We have not actually done a detailed term by term checking to see if there are other discrepancies between ours results given in this section and others in the papers mentioned. The above brief comparison is supposed to serve as an illustration of the point we want to make here โ that perhaps insufficient care and attention have been given to the complete results for the scalar masses in SUSY without R-parity. We will report more on the various phenomenological implications of some of the RPV mass entries in some other publications.
## 5 Neutrino Mass Contributions
Let us return to RPV contribution to neutrino mass. From Eq.(3), one neutrino state get a tree-level mass. The seesaw suppressed contribution \[see Eqs.(4) and (5)\] is given by
$$(m_\nu )_{ij}^{\text{tree}}\frac{v^2\mathrm{cos}^2\beta (g_2^2M_1+g_1^2M_2)}{2\mu _0[2\mu _0M_1M_2v^2\mathrm{sin}\beta \mathrm{cos}\beta (g_2^2M_1+g_1^2M_2)]}\mu _i\mu _j.$$
(34)
This is illustrated diagrammatically in Fig. 1.
Next we come to the direct 1-loop contributions. A typical 1-loop neutrino mass diagram has two couplings of scalar-fermion-neutrino type. With the two couplings being $`\lambda ^{}`$-type, we have a quark-squark loop as shown in Fig. 2. Here, a $`LR`$ squark mixing is needed. From Eqs.(7) and (9), we have the result, here written in three parts : firstly the familiar one
$$(m_\nu )_{ij}^{\text{sqA}}\frac{3}{16\pi ^2}\frac{m_{D_h}m_{D_k}}{M_{\stackrel{~}{d}}^2}\lambda _{ihk}^{}\lambda _{jkh}^{}[A_d\mu _0^{}\mathrm{tan}\beta ](ij),$$
(35)
where $`M_{\stackrel{~}{d}}`$ denote an average down-squark mass, and $`A_d`$ being a constant (mass) parameter representing the โproportionalโ part of the $`A`$-term, namely $`A^D\frac{v_0}{\sqrt{2}}=A_dm_D+\delta A^D\frac{v_0}{\sqrt{2}}`$, and $`m_{D_h}`$ is the $`h`$-th diagonal element of the matrix $`m_D`$ (i.e. the quark mass); next, the โproportionalityโ violating part
$$(m_\nu )_{ij}^{\text{sq}\delta \text{A}}\frac{3}{16\pi ^2}\frac{m_{D_h}}{M_{\stackrel{~}{d}}^2}\lambda _{ihl}^{}\lambda _{jkh}^{}\left[\delta A_{kl}^D\frac{v_0}{\sqrt{2}}\right](ij),$$
(36)
which is typically expected to be suppressed in many SUSY breaking scenarios and neglected; and, finally, the part due to the new RPV LR mixings,
$$(m_\nu )_{ij}^{\text{sq}\mathit{}}\frac{3}{16\pi ^2}\frac{m_{D_h}}{M_{\stackrel{~}{d}}^2}\lambda _{ihl}^{}\lambda _{jkh}^{}\left[\mu _g^{}\lambda _{gkl}^{}\frac{v_u}{\sqrt{2}}\right](ij).$$
(37)
The $`(ij)`$ expression denote symmetrization with respect to $`i`$ and $`j`$. It is interesting to note that the last result contains no SUSY breaking parameter in the $`LR`$ mixings. In particular, the flavor changing parts of the latter could not be suppressed through any SUSY breaking mechanism.
Similar to the quark-squark loop, a lepton-slepton loop with two $`\lambda `$-type coupling, as shown in Fig. 3, generates neutrino mass, in the presence of LR slepton mixings. Using Eqs.(10) and (19), again we split the result into the different parts : the familiar one from the โproportionalโ part of the $`A`$-term,
$$(m_\nu )_{ij}^{\text{slA}}\frac{1}{16\pi ^2}\frac{m_hm_k}{M_\stackrel{~}{\mathrm{}}^2}\lambda _{ihk}\lambda _{jkh}[A_e\mu _0^{}\mathrm{tan}\beta ](ij),$$
(38)
where $`M_\stackrel{~}{\mathrm{}}`$ denote an average charged slepton mass, and $`A_e`$ the constant (mass) parameter with $`A^E\frac{v_0}{\sqrt{2}}=A_em_E+\delta A^E\frac{v_0}{\sqrt{2}}`$, (recall that $`m_h`$โs are diagonal element of $`m_E`$ and essentially the mass of the charged lepton); the โproportionalityโ violating part
$$(m_\nu )_{ij}^{\text{sl}\delta \text{A}}\frac{1}{16\pi ^2}\frac{m_h}{M_\stackrel{~}{\mathrm{}}^2}\lambda _{ihl}\lambda _{jkh}\left[\delta A_{kl}^E\frac{v_0}{\sqrt{2}}\right](ij);$$
(39)
and the part due to the new RPV LR mixings,
$$(m_\nu )_{ij}^{\text{sl}\mathit{}}\frac{1}{16\pi ^2}\frac{m_h}{M_\stackrel{~}{\mathrm{}}^2}\lambda _{ihl}\lambda _{jkh}\left[\mu _g^{}\lambda _{gkl}\frac{v_u}{\sqrt{2}}\right](ij).$$
(40)
However, the above is not yet the full result for the type of contributions. We have emphasized throughout the paper the systematic treatment of making no a priori distinction between the $`\widehat{L}_i`$โs and $`\widehat{H}_d`$. The latter is denoted as $`\widehat{L}_0`$ and treated as a 4-th leptonic flavor. In Eq.(19), the last term admitted a $`\beta =0`$ part the neutrino mass contribution of which has not been included in the above analysis of the lepton-slepton loop parallel to the quark-squark loop. The corresponding result is simply given by setting $`k`$ to $`0`$ in Eq.(40), which may then be simplified to
$$(m_\nu )_{ij}^{\text{slZ}}\frac{1}{16\pi ^2}\frac{\sqrt{2}}{v_0}\frac{m_j^2}{M_\stackrel{~}{\mathrm{}}^2}\lambda _{ijl}\left[\mu _l^{}m_l\mathrm{tan}\beta \right](ij).$$
(41)
The contribution corresponds to the SUSY analog of the Zee neutrino mass diagram, as discussed in Ref.. We illustrate the contribution and its Zee model analog in Fig. 4. A careful examination of Fig. 3 shows that one cannot get any more new neutrino mass diagram by replacing some other $`\lambda _{ijk}`$ flavor indices with a $`0`$. Hence, we have completed the listing of the two-$`\lambda `$-loop contributions.
The above has exhausted all the possibilities from using from the trilinear superpotential couplings as the only source for the loop vertices. The only other couplings involving a neutrino are the gauge couplings and the bilinear $`\mu _i`$โs. The effect of the latter has been considered in the tree-level seesaw. Putting two gauge couplings together, we do have a 1-loop neutrino mass diagram, with scalars and gauginos running in the loop. The charged loop does not work, while a neutral loop could do (see Fig. 5) when there is a Majorana-like sneutrino mass term. The latter contribution was first pointed out in Ref.. In fact, Majorana-like sneutrino mass is where the required two units of lepton number violation come in. The former may be interpreted as a result of splitting in mass of the sneutrino and anti-sneutrino due to R-parity violation. Following our general approach here, we illustrate this in Fig. 6. It is clear from the figure that it involves the SUSY breaking and RPV parameters $`B_i`$โs, as shown is Eq.(31) above, and is seesaw suppressed (cf. Fig 1), unless the $`B_i`$โs happen to be at the SUSY scale despite small $`\mu _i`$โs. Note that the $`B_i`$โs and the $`\mu _i`$โs are not totally independent parameters, as illustrated in the appendix. It is very unlikely that $`\frac{B_i}{B_0}`$ would be much larger than $`\frac{\mu _i}{\mu _0}`$.
The gauge loop contribution discussed serves as an illustrative example of what we call pseudo-direct 1-loop. The EW state diagram as given in Fig. 5 reads zero, as the required mass insertion on the sneutrino line does not exist \[cf. Eq.(27)\]. If we admit extra mass insertions and extend the sneutrino line as shown in Fig. 6, we obtain the nonzero result. However, one show bear in mind that there is no definite hierarchy between this gauge loop contribution and the other direct 1-loop ones discussed above, as they arise from different RPV parameters, the magnitude of which we have no exact information.
Finally, it is not difficult to see that there is no contribution from 1-loop diagrams with one gauge coupling and one Yukawa or $`\lambda `$-coupling vertices, up to the direct 1-loop level. In fact, before we put in non-minimal number of mass insertions in the internal lines, there is only one such EW state diagram, as given in Fig. 7. The diagram requires a $`\stackrel{~}{W}^{\text{ -}}`$-$`\mathrm{}_{R_k}^c`$ mass insertion, which is zero under the SVP. When we admit extra mass insertions along the internal fermion line and go to the pseudo-direct 1-loop level, there are apparent nonzero contribution. Obviously we need at least one lepton number violating mass insertion. Fig. 8 illustrates the minimal extra mass insertions along the fermion line that could complete a diagram.
However, let us look more closely into the implications of putting in extra mass insertions along the internal fermion line. The scalar-fermion loop neutrino mass diagram result always has a mass factor of the internal fermion in it; explicit examples are $`m_{D_h}`$ in Fig. 2 and $`m_h`$ in Fig. 3. To obtain the exact result, one should use the mass eigenstates, and of course sum over the latter (see, for example, formulae in Ref.). However, neglecting the fermion mass dependence in the propagator integral part, the mass and mixing matrix element dependence of the full sum is of course nothing other than the tree-level mass entry of single insertion case, i.e. the vanishing $`\stackrel{~}{W}^{\text{ -}}`$-$`\mathrm{}_{R_k}^c`$ term for the case at hand. If one consider only the contribution from one of the mass eigenstates, the result would not be zero. But we know that it is going to be canceled by that from the other mass eigenstates. This is like the GIM mechanism, violated here only to the extent of the non-universal mass effect from the propagator integral part.
In terms of EW state diagrams, the exact mass eigenstate result would correspond to summing over all possible diagrams with any (up to infinite) number of admissible mass insertions. The contribution from putting Fig. 8 into the internal fermion line of Fig. 7 is of course just one among the nontrivial result. Hence, taking this as an independent contribution is more or less equivalent to taking one term from the summation over mass eigenstates. The result of the latter is expected to be canceled in the overall sum.
Furthermore, even if that GIM-like cancellation is rendered ineffective by the propagator integral part, the dependence of the contribution on a single $`\lambda _{jik}`$ implies that upon symmetrization with respect to $`i`$ and $`j`$, there would be another cancellation as from $`\lambda _{ijk}=\lambda _{jik}`$ to the extent that $`\stackrel{~}{\mathrm{}}_{L_j}^{\text{ -}}`$ and $`\stackrel{~}{\mathrm{}}_{L_i}^{\text{ -}}`$ has the same mass. So, even the naive pseudo-direct 1-loop contribution has suppression from the expected degeneracy of slepton masses, and is only proportional to the violation of the latter.
This, together with the gauge loop discussed above, has exhausted our discussion of the pseudo-direct 1-loop contributions. One could certainly get other EW state diagrams by putting in extra mass insertion, into the scalar line of Figs. 5 or 7. While direct 1-loop results from an EW state diagram roughly represent the corresponding exact mass eigenstate results, pseudo-direct 1-loop diagrams may be just pieces of an otherwise small or vanishing overall sum with a GIM-like cancellation mechanism at work. We do have to go to exact numerical calculations to know the extent to which the latter is violated and extract the correct result. Perhaps it should also be said that we have not considered diagrams with mass insertion(s) on the external lines because such diagrams really correpond the indirect 1-loop contributions. A diagram with one mass insertion in one of the $`\nu `$ external line, for example, should correspond to something in the $`\xi `$ block of Eq.(3). We want to emphasize that while we classified contributions into direct 1-loop, pseudo-direct 1-loop and indirect 1-loop, there is no definite hierarchy among them, when one is comparing contributions involving different RPV parameters. A clear example is given by the fact that we do not know if the tree-level contribution which involves the $`\mu _i`$โs is really larger than, for example a $`\lambda ^{}`$ (quark-squark) loop contribution, though one may naively expect so.
## 6 Concluding Remarks
From the above systematic analysis, it is clear that we have discussed and given explicit formulae for all neutrino mass contributions up to the level of direct 1-loop contribution, for the complete theory of SUSY without R-parity. Psuedo-direct 1-loop contributions are also discussed. We have also given a description of the full squark and slepton masses. The latter is useful for analyzing other aspects of phenomenology, particularly those related to LR mixings such as fermion electric dipole moment and flavor changing neutral current processes. The successful simple description here illustrates well the effectiveness of the formulation (SVP) adopted.
Note Added : After we posted the first version of this paper, a paper from Davidson and Losada on the subject appeared. The paper does list results under our formulation (SVP) here and goes beyond direct or pseudo-direct 1-loop level. In particular, a nice discussion of the gauge loop result is included. However, the basic approach is very different from that of this paper, and the contributions from the RPV $`LR`$ scalar mixing are not included. Comparing our results with theirs, there seems to be some apparent disagreements, which we hope to address in detail in a future publication.
###### Acknowledgments.
The author is in debt to S.K. Kang and K. Cheung for discussions and for suggestions on improving the present manuscript, and to A. Akeroyd for proof-reading the last version and helps to improve the language. K. Cheung is especially to be thanked for pointing out some erroneous numerical factors in a couple of equations now fixed. S. Davidson and M. Losada are to be thanked for communications concerning their recent paper. The Korea Institute for Advanced Study is to be thanked for their hospitality during the early phase of our work. The Yukawa Institute for Theoretical Phyiscs, Kyoto University, and KEK, where the last revision of the manuscript is done, is to be thanked likewise.
## Appendix A Note on the scalar potential
In terms of the five, plausibly electroweak symmetry breaking, neutral scalars fields $`\varphi _n`$, the generic (tree-level) scalar potential, as constrained by SUSY, can be written as :
$`V_s`$ $`=`$ $`Y_n\left|\varphi _n\right|^4+X_{mn}\left|\varphi _m\right|^2\left|\varphi _n\right|^2+\widehat{m}_n^2\left|\varphi _n\right|^2`$ (42)
$`(\widehat{m}_{mn}^2e^{i\theta _{mn}}\varphi _m^{}\varphi _n+\text{h.c.})(m<n).`$
Here, we count the $`\varphi _n`$โs from $`1`$ to $`3`$ and identify a $`\varphi _\alpha `$ (recall $`\alpha =0`$ to $`3`$) as $`\stackrel{~}{l}_\alpha ^0`$ and $`\varphi _{\text{-}1}`$ as $`h_u^0`$. Parameters in the above expression for $`V_s`$ (all real) are then given by
$`\widehat{m}_\alpha ^2`$ $`=`$ $`\stackrel{~}{m}_{L_{\alpha \alpha }}^2+\left|\mu _\alpha \right|^2,`$
$`\widehat{m}_{\text{-}1}^2`$ $`=`$ $`\stackrel{~}{m}_{H_u}^2+\mu _\alpha ^{}\mu _\alpha ,`$
$`\widehat{m}_{\alpha \beta }^2e^{i\theta _{\alpha \beta }}`$ $`=`$ $`\stackrel{~}{m}_{L_{\alpha \beta }}^2\mu _\alpha ^{}\mu _\beta \text{(no sum)},`$
$`\widehat{m}_{\text{-}1\alpha }^2e^{i\theta _{\text{-}1\alpha }}`$ $`=`$ $`B_\alpha \text{(no sum)},`$
$`Y_n`$ $`=`$ $`{\displaystyle \frac{1}{8}}(g_1^2+g_2^2),`$
$`X_{\text{-}1\alpha }`$ $`=`$ $`{\displaystyle \frac{1}{4}}(g_1^2+g_2^2)=X_{\alpha \beta }.`$ (43)
Under the SVP, we write the VEVโs as follows :
$`v_{\text{-}1}(\sqrt{2}\varphi _{\text{-}1})`$ $`=`$ $`v_u,`$
$`v_0(\sqrt{2}\varphi _0)`$ $`=`$ $`v_de^{i\theta _v},`$
$`v_i(\sqrt{2}\varphi _i)`$ $`=`$ $`0,`$ (44)
where we have put in a complex phase in the VEV $`v_0`$, for generality.
The equations from the vanishing derivatives of $`V_s`$ along $`\varphi _{\text{-}1}`$ and $`\varphi _0`$ give
$`\left[{\displaystyle \frac{1}{8}}(g_1^2+g_2^2)(v_u^2v_d^2)+\widehat{m}_{\text{-}1}^2\right]v_u`$ $`=`$ $`B_0v_de^{i\theta _v},`$
$`\left[{\displaystyle \frac{1}{8}}(g_1^2+g_2^2)(v_d^2v_u^2)+\widehat{m}_0^2\right]v_d`$ $`=`$ $`B_0v_ue^{i\theta _v}.`$ (45)
Hence, $`B_0e^{i\theta _v}`$ is real. In fact, the part of $`V_s`$ that is relevant to obtaining the tadpole equations is no different from that of MSSM apart from the fact that $`\stackrel{~}{m}_{H_u}^2`$ and $`\stackrel{~}{m}_{H_d}^2`$ of the latter are replaced by $`\widehat{m}_{\text{-}1}^2`$ and $`\widehat{m}_0^2`$ respectively. As in MSSM, the $`B_0`$ parameter can be taken as real. The conclusion here is therefore that $`\theta _v`$ vanishes, or all VEVโs are real, despite the existence of complex parameters in the scalar potential. Results from the other tadpole equations, in a $`\varphi _i`$ direction, are quite simple. They can be written as complex equations of the form
$$\widehat{m}_{\text{-}1i}^2e^{i\theta _{\text{-}1i}}\mathrm{tan}\beta =e^{i\theta _v}\widehat{m}_{0i}^2e^{i\theta _{0i}},$$
(46)
which is equivalent to
$$B_i\mathrm{tan}\beta =\stackrel{~}{m}_{L_{0i}}^2+\mu _0^{}\mu _i,$$
(47)
where we have used $`v_u=v\mathrm{sin}\beta `$ and $`v_d=v\mathrm{cos}\beta `$. Note that our $`\mathrm{tan}\beta `$ has the same physical meaning as that in the R-parity conserving case. For instance, $`\mathrm{tan}\beta `$, together with the corresponding Yukawa coupling ratio, gives the mass ratio between the top and the bottom quark.
The three complex equations for the $`B_i`$โs reflect the redundance of parameters in a generic $`\widehat{L}_\alpha `$ flavor basis. The equations also suggest that the $`B_i`$โs are expected to be suppressed, with respect to the R-parity conserving $`B_0`$, as the $`\mu _i`$โs are, with respect to $`\mu _0`$. They give consistence relationships among the involved RPV parameters (under the SVP) that should not be overlooked.
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# Cosmology of the Randall-Sundrum model after dilaton stabilization
## 1 Introduction
The past two years have witnessed the rise of several proposals for solving the hierarchy problem with the aid of large extra dimensions. In the original suggestion of Arkani-Hamed et al. , the discrepancy between the effective four-dimensional Planck mass and the electroweak scale originates from the largeness of the extra dimensions in which only gravity can propagate. However, it is not obvious that such a large volume can appear naturally. An alternative scheme was proposed by Randall and Sundrum , and is based on so-called โwarped compactificationโ. In this model, two branes are embedded into an anti-De-Sitter five-dimensional space-time (the bulk), and all the mass parameters of the five-dimensional action are approximately of the same order of magnitude. However, for moderately large values of the compactification radius, a strong hierarchy appears between the effective gravitational scale and the other mass scales in one of the branes.
Large extra dimensions could in principle have a large impact on the cosmological evolution of the Universe. This was first realized by Binรฉtruy et al. , who showed that in a two-brane model, with an empty bulk, the solution of the five-dimensional Einstein equations leads to a phenomenologically unacceptable expansion law, with the Hubble parameter proportional to the energy density $`\rho `$ in the branes (rather than to $`\sqrt{\rho }`$ as in the Friedmann equation). This result changes in presence of cosmological constants . In particular, the Friedmann equation is recovered at low energy, provided that the cosmological constants in the bulk and on the branes are related as in . However, in all these works, a specific constraint between the energy densities of matter on the branes follows from the Einstein equations, and leads to negative energy density in our brane, at odds with phenomenology.
Later on, Csรกki et al. noticed that in presence of a mechanism for the stabilization of the dilaton (or, more simply, of the physical distance between the two branes), no constraint appears between the energy densities on the two branes, and the standard expansion is automatically recovered. However, in ref. this was proved only for small energy densities constant in time. Here, we want to include realistic matter on the branes (with arbitrary equations of state) and to give a solution valid at high energy, provided that the dilaton is already stabilized. We are especially interested in understanding whether deviations from the standard expansion can occur at some energy.
To achieve this goal, we will first give the exact solution of the five-dimensional Einstein equations (section I). This derivation is obtained in analogy with the one of performed in the case of a single brane (see also , where some of our results have also been achieved). Then, in order to correctly interpret these results in terms of observable quantities in our brane, we will calculate in section II the gravitational action of the effective four-dimensional theory. In section III, we will show that at low energy the effective theory can be easily defined, and no deviation from standard four-dimensional cosmology can be observed. In particular, as in the case considered in , any kind of matter on one brane behaves exactly as dark matter on the other. Finally, in section IV, we will discuss the evolution of the system at high energy, and show that no deviation is likely to be produced when the energy density in our brane is smaller than (TeV)<sup>4</sup>.
## 2 Exact solutions in presence of matter
We consider the Randall-Sundrum (RS) model with two branes and the metric:
$`ds^2`$ $`=`$ $`g_{AB}dx^Adx^B,\text{(A,B) }\text{ {0,1,2,3,5}}`$ (1)
$`=`$ $`n(y,t)^2dt^2a(y,t)^2d\stackrel{}{x}^2b_0^2dy^2.`$
The variable $`y`$ parametrizes the extra dimension compactified on the interval $`[\mathrm{\hspace{0.17em}1}/2,\mathrm{\hspace{0.17em}1}/2]`$. The two branes are located at $`y=0`$ and at $`y=1/2`$, and the $`Z_2`$ symmetry $`yy`$ is imposed. We have assumed that the dilaton $`b(y,t)`$ has already been stabilized at the value $`b_0`$. Since we are interested in the cosmological evolution after this has occurred, we do not enter here in the details of the stabilization mechanism (see however ). The nontrivial components of the Einstein tensor associated to the metric (1) are:
$`G_{00}`$ $`=`$ $`3\left({\displaystyle \frac{\dot{a}}{a}}\right)^23{\displaystyle \frac{n^2}{b_0^2}}\left[{\displaystyle \frac{a^{\prime \prime }}{a}}+\left({\displaystyle \frac{a^{}}{a}}\right)^2\right],`$ (2)
$`G_{ii}`$ $`=`$ $`{\displaystyle \frac{a^2}{n^2}}\left[\left({\displaystyle \frac{\dot{a}}{a}}\right)^2+2{\displaystyle \frac{\dot{a}}{a}}{\displaystyle \frac{\dot{n}}{n}}2{\displaystyle \frac{\ddot{a}}{a}}\right]+{\displaystyle \frac{a^2}{b_0^2}}\left[\left({\displaystyle \frac{a^{}}{a}}\right)^2+2{\displaystyle \frac{a^{}}{a}}{\displaystyle \frac{n^{}}{n}}+2{\displaystyle \frac{a^{\prime \prime }}{a}}+{\displaystyle \frac{n^{\prime \prime }}{n}}\right],`$ (3)
$`G_{05}`$ $`=`$ $`3\left[{\displaystyle \frac{n^{}}{n}}{\displaystyle \frac{\dot{a}}{a}}{\displaystyle \frac{\dot{a}^{}}{a}}\right],`$ (4)
where dot denotes differentiation whith respect to $`t`$ and prime with respect to $`y`$. We do not consider the component $`G_{55}`$, because the corresponding Einstein equation accounts for the stabilization of the dilaton.<sup>1</sup><sup>1</sup>1One customarily assumes that a potential $`U\left(b\right)`$ is generated in the $`5`$ dimensional theory by some mechanism . If the dilaton is very heavy, that is if near the minimum $`\overline{b}`$ we have $`U\left(b\right)M_b^5\left(b\overline{b}\right)^2/\overline{b}^2`$ with a very high mass scale $`M_b`$, the $`55`$ Einstein equation gives $`b_0\overline{b}`$ plus small corrections proportional to the energy densities on the two branes. If instead the dilaton is required to be fixed without any stabilization mechanism (that is $`U\left(b\right)=0`$), the $`55`$ equation forces a precise relation between the energy densities on the two branes, which requires the matter energy density on our brane to be negative . In the RS scenario one introduces cosmological constants both in the bulk ($`\mathrm{\Lambda }`$) and on the two branes ($`V_0`$, $`V_{1/2}`$). These energies satisfy the relation:
$$V_0=V_{1/2}=\frac{\mathrm{\Lambda }}{m_0}=\frac{6m_0}{\kappa ^2},$$
(5)
where $`\kappa ^2`$ is the proportionality factor in the Einstein equations $`G_{AB}=\kappa ^2T_{AB},`$ and $`m_0`$ a mass parameter.<sup>2</sup><sup>2</sup>2The relation (5) is equivalent to fineโtune to zero the cosmological constant in ordinary FriedmannโRobertsonโWalker (FRW) cosmology. With these choices, the system admits the solution:
$$n\left(y\right)=a\left(y\right)=e^{m_0b_0|y|}.$$
(6)
This solution gives flat spaceโtime on the two branes. In particular, Minkowski spaceโtime (with a canonical four-dimensional action) is recovered also in the $`1/2`$brane after the redefinition of the fields:
$$\varphi \varphi /\mathrm{\Omega }_0,\mathrm{\Omega }_0e^{m_0b_0/2}.$$
(7)
This redefinition modifies all the mass scales $`m`$ of the lagrangian of the $`1/2`$brane, according to
$$m\mathrm{\Omega }_0m.$$
(8)
This may provide a solution of the hierarchy problem if we assume that we live on the $`1/2`$brane. To see this, one first notices from the five dimensional gravitational action that the four dimensional effective Planck mass is here given by
$$M_p^2=\frac{1\mathrm{\Omega }_0^2}{\kappa ^2m_0}.$$
(9)
It thus appears natural to take all the mass scales of the system to be of the order of the observed Planck mass. The measured smallness of the electroweak scale follows then from the redefinition (8) of the masses on our brane. Since $`\mathrm{\Omega }_0`$ depends exponentially on the product $`m_0b_0`$, it is sufficient to take $`m_0b_070`$ to account for the ratio O$`\left(10^{\mathrm{\hspace{0.17em}16}}\right)`$ between the observed electroweak and gravitational scales.<sup>3</sup><sup>3</sup>3One would expect the inverse of $`b_0`$ to be naturally of the order of all the other mass scales, $`b_0^{\mathrm{\hspace{0.17em}1}}m_0M_p`$. The quantity $`m_0b_070`$ needed in the RS proposal is however a consistent improvement with respect to the ratio between the electroweak and the Planck scale. Moreover, one may hope that this value can emerge naturally from the stabilization mechanism of the dilaton. We now want to understand the behavior of the system when matter is included on the two branes, that is when the energyโmomentum tensor of the two branes is of the form
$`\left(T_A^B\right)_{\mathrm{b}rane}={\displaystyle \frac{\delta \left(y\right)}{b_0}}\mathrm{d}iag(V_0+\rho _0,V_0p_0,V_0p_0,V_0p_0,\mathrm{\hspace{0.17em}0})+`$ (10)
$`+{\displaystyle \frac{\delta \left(y1/2\right)}{b_0}}\mathrm{d}iag(V_{1/2}+\rho _{1/2},V_{1/2}p_{1/2},V_{1/2}p_{1/2},V_{1/2}p_{1/2},\mathrm{\hspace{0.17em}0}),`$
where $`V_{0,\mathrm{\hspace{0.17em}1}/2}`$ are the cosmological constants previously defined, while $`\rho _i`$ and $`p_i`$ are, respectively, the density and pressure of matter on the two branes with equation of state $`p_i=w_i\rho _i`$ ($`i=0,\mathrm{\hspace{0.17em}1}/2`$). In ref. the system has been solved at first order in $`\rho _i`$ and $`p_i`$ for the special case $`w_0=w_{1/2}=1`$. In the present work we provide exact solutions of the whole system for arbitrary equations of state on the two branes. To do this, we make use of the results achieved in ref. in the case of a five dimensional space with one single brane. First of all, we integrate the Einstein equation (4). This is solved either for $`\dot{a}=0`$ (in this case one recovers a class of static solutions including the RS solution (6)), or for:
$$n(y,t)=\lambda (t)\dot{a}(y,t).$$
(11)
This relation introduces an unknown function of time only, and considerably simplifies the remaining equations. Note that we have a complete freedom in the choice of $`\lambda `$, since different $`\lambda `$โs correspond to different definitions of the time variable. By inserting eq. (11) into eq. (2), we can eliminate the time-derivatives, and we obtain a simple second-order differential equation for $`a^2`$:
$$\left(a^2(y,t)\right)^{^{\prime \prime }}4m_0^2b_0^2a^2(y,t)=\frac{2b_0^2}{\lambda (t)^2}.$$
(12)
This equation has a solution:
$$a^2(t,y)=a_0^2\left(t\right)\omega _0^2\left(y\right)+a_{1/2}^2\left(t\right)\omega _{1/2}^2\left(y\right)+\frac{\omega _0^2\left(y\right)+\omega _{1/2}^2\left(y\right)1}{2m_0^2\lambda \left(t\right)^2},$$
(13)
where
$`\omega _0^2\left(y\right)`$ $`=`$ $`\mathrm{cosh}\left(2m_0b_0|y|\right){\displaystyle \frac{C_0}{S_0}}\mathrm{sinh}\left(2m_0b_0|y|\right),`$
$`\omega _{1/2}^2\left(y\right)`$ $`=`$ $`{\displaystyle \frac{\mathrm{s}inh\left(2m_0b_0|y|\right)}{S_0}},`$ (14)
with $`C_0\mathrm{cosh}\left(m_0b_0\right)`$ and $`S_0\mathrm{sinh}\left(m_0b_0\right)`$. Eq. (13) relates the value of $`a(t,y)`$ in the whole space to the values on the two branes $`a_0\left(t\right)a(t,\mathrm{\hspace{0.17em}0})`$ and $`a_{1/2}\left(t\right)a(t,\mathrm{\hspace{0.17em}1}/2)`$. These two unknown timeโdependent functions are determined below. Rather than the last remaining nonโtrivial equation associated to the component (3) of the Einstein tensor, we consider โ in strict analogy to what is customarily done in conventional FRW cosmology โ the equation associated to the identity <sup>4</sup><sup>4</sup>4To achieve this identity, the expression (11) must be used.
$$G_{ii}=\frac{a}{\dot{a}}\frac{d}{dt}\left\{\frac{a^2}{3n^2}G_{00}\right\}\frac{a^2}{3n^2}G_{00}.$$
(15)
Substituting in this expression the components of the Einstein tensor with the corresponding components of the energyโmomentum tensor, we get an expression which is trivially satisfied in the bulk, while on the two branes it reduces to
$$\dot{\rho }_i+3\frac{\dot{a}_i}{a_i}(\rho _i+p_i)=0,i=0,\mathrm{\hspace{0.17em}1}/2.$$
(16)
These two equations are nothing but the energyโconservation law in the two branes and they are identical to the energyโconservation law of standard FRW cosmology.
We finally have to determine the functions $`a_0\left(t\right)`$ and $`a_{1/2}\left(t\right)`$ appearing in expression (13). This can be done by solving eq. (2) across the two branes. As shown in the work , one can put this last step in form of โjump conditionsโ which relate the discontinuity of $`n^{}`$ and $`a^{}`$ to the deltaโlike source $`\left(T_A^B\right)_{\mathrm{b}rane}`$. From the symmetry $`yy`$, we can write the โjump conditionsโ in the form:
$`{\displaystyle \frac{a^{}(0,t)}{a(0,t)}}`$ $`=`$ $`{\displaystyle \frac{\kappa ^2}{6}}b_0\left(V_0+\rho _0\right),`$
$`{\displaystyle \frac{n^{}(0,t)}{n(0,t)}}`$ $`=`$ $`{\displaystyle \frac{\kappa ^2}{6}}b_0\left[2\left(V_0+\rho _0\right)+3\left(V_0+p_0\right)\right],`$
$`{\displaystyle \frac{a^{}(\frac{1}{2},t)}{a(\frac{1}{2},t)}}`$ $`=`$ $`{\displaystyle \frac{\kappa ^2}{6}}b_0\left(V_{1/2}+\rho _{1/2}\right),`$
$`{\displaystyle \frac{n^{}(\frac{1}{2},t)}{n(\frac{1}{2},t)}}`$ $`=`$ $`{\displaystyle \frac{\kappa ^2}{6}}b_0\left[2\left(V_{1/2}+\rho _{1/2}\right)+3\left(V_{1/2}+p_{1/2}\right)\right].`$ (17)
These equations lead to the following system for $`a_0`$, $`a_{1/2}`$:
$`\left[1+{\displaystyle \frac{\kappa ^2\rho _0}{6m_0}}{\displaystyle \frac{C_0}{S_0}}\right]a_0^2+{\displaystyle \frac{a_{1/2}^2}{S_0}}`$ $`=`$ $`{\displaystyle \frac{C_01}{2m_0^2\lambda ^2S_0}},`$
$`{\displaystyle \frac{a_0^2}{S_0}}+\left[\mathrm{\hspace{0.17em}1}+{\displaystyle \frac{\kappa ^2\rho _{1/2}}{6m_0}}{\displaystyle \frac{C_0}{S_0}}\right]a_{1/2}^2`$ $`=`$ $`{\displaystyle \frac{C_01}{2m_0^2\lambda ^2S_0}}.`$ (18)
As expected, the system admits no solution in absence of matter on the two branes, $`\rho _0=\rho _{1/2}=0`$. Indeed, for this choice one recovers the static RS solution, which is not accounted for by the relation (11). When matter is instead included, the system (18) gives the solutions:
$`a_0^{\mathrm{\hspace{0.17em}2}}\lambda ^{\mathrm{\hspace{0.17em}2}}`$ $`=`$ $`{\displaystyle \frac{\kappa ^2m_0}{3\left(1\mathrm{\Omega }_0^2\right)}}{\displaystyle \frac{\rho _0+\mathrm{\Omega }_0^4\rho _{1/2}\frac{\kappa ^2}{12m_0}\left(1\mathrm{\Omega }_0^4\right)\rho _0\rho _{1/2}}{1\left(1\mathrm{\Omega }_0^2\right)\frac{\kappa ^2\rho _{1/2}}{12m_0}}},`$ (19)
$`a_{1/2}^2\lambda ^2`$ $`=`$ $`{\displaystyle \frac{\kappa ^2m_0}{3\left(1\mathrm{\Omega }_0^2\right)}}{\displaystyle \frac{1}{\mathrm{\Omega }_0^2}}{\displaystyle \frac{\rho _0+\mathrm{\Omega }_0^4\rho _{1/2}\frac{\kappa ^2}{12m_0}\left(1\mathrm{\Omega }_0^4\right)\rho _0\rho _{1/2}}{1(\mathrm{\Omega }_0^{\mathrm{\hspace{0.17em}2}}1)\frac{\kappa ^2\rho _0}{12m_0}}}.`$ (20)
Since $`\lambda =n_0/\dot{a}_0=n_{1/2}/\dot{a}_{1/2}`$, we can interpret these equations as the expansion laws of the two branes. As we will see below, eqs. (16), (19), and (20) give standard FRW evolution on both branes at low energy.
## 3 The effective four dimensional action
We can gain some insight on the cosmology of the RS model by integrating the whole action over the extra dimension $`y`$. In doing so, we make use of the result (13). Our goal is to get an effective four dimensional action which describes the evolution of the scale factors $`a_0\left(t\right),a_{1/2}\left(t\right)`$ on the two branes.
We first focus on the โpurely gravitationalโ five dimensional action, that is we integrate the RS action in the absence of matter on the two branes. The latter will be considered eventually when we deal with the equations of motion. Our starting point is thus:
$`S`$ $`=`$ $`{\displaystyle d^4x๐y\sqrt{g}\left[\frac{R}{2\kappa ^2}+\mathrm{\Lambda }+\frac{\delta \left(y\right)}{b_0}V_0+\frac{\delta \left(y1/2\right)}{b_0}V_{1/2}\right]}`$
$`=`$ $`{\displaystyle \frac{1}{2\kappa ^2}}{\displaystyle d^4x๐y\sqrt{g}\left[R12m_0^2+12m_0\left(\frac{\delta \left(y\right)}{b_0}\frac{\delta \left(y1/2\right)}{b_0}\right)\right]},`$
with the full (five dimensional) curvature scalar given by:
$$R=6n^2\left[\frac{\dot{n}}{n}\frac{\dot{a}}{a}\frac{\ddot{a}}{a}\left(\frac{\dot{a}}{a}\right)^2\right]+2b_0^2\left[\frac{n^{\prime \prime }}{n}+3\frac{n^{}}{n}\frac{a^{}}{a}+3\frac{a^{\prime \prime }}{a}+3\left(\frac{a^{}}{a}\right)^2\right].$$
(22)
Since we are interested in the evolution of the two four dimensional branes, we rewrite $`n(t,y)`$ and $`a(t,y)`$ by making use of the results of the previous section, eqs. (11) and (13). It is then convenient to write $`\sqrt{g}R`$ and $`\sqrt{g}`$ in terms of $`a^2`$ and $`\lambda `$:
$`\sqrt{g}R`$ $`=`$ $`{\displaystyle \frac{6b_0}{\lambda }}\left({\displaystyle \frac{\dot{\lambda }}{\lambda }}a^2{\displaystyle \frac{1}{2}}{\displaystyle \frac{da^2}{dt}}\right)+{\displaystyle \frac{\lambda }{2b_0}}\left[{\displaystyle \frac{d\left(a^4\right)^{\prime \prime }}{dt}}3\left(a^2\right)^{}{\displaystyle \frac{d\left(a^2\right)^{}}{dt}}\right],`$
$`\sqrt{g}`$ $`=`$ $`{\displaystyle \frac{\lambda b_0}{4}}{\displaystyle \frac{da^4}{dt}}.`$ (23)
With all these considerations,<sup>5</sup><sup>5</sup>5The calculation can be further simplified by noticing that, from the periodicity imposed in the extra space, the integral of a derivative of any function of $`y`$ vanishes.the integral over $`y`$ of the action (3) gives:
$`S`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa ^2}}{\displaystyle }d^4x\{{\displaystyle \frac{1\mathrm{\Omega }_0^2}{m_0}}{\displaystyle \frac{1}{1+\mathrm{\Omega }_0^2}}\left[{\displaystyle \frac{6}{\lambda }}({\displaystyle \frac{\dot{\lambda }}{\lambda }}(a_0^2+a_{1/2}^2)(a_0\dot{a}_0+a_{1/2}\dot{a}_{1/2}))\right]+`$ (24)
$`+`$ $`{\displaystyle \frac{24m_0}{1\mathrm{\Omega }_0^4}}\lambda [\mathrm{\Omega }_0^2(a_0\dot{a}_0a_{1/2}^2+a_{1/2}\dot{a}_{1/2}a_0^2)(\mathrm{\Omega }_0^4a_0^3\dot{a}_0+a_{1/2}^3\dot{a}_{1/2})]\}.`$
By substituting $`\lambda =n_0/\dot{a}_0=n_{1/2}/\dot{a}_{1/2}`$ in the last expression<sup>6</sup><sup>6</sup>6In this way, we substitute $`\lambda \left(t\right)`$ with the two degrees of freedom $`n_0\left(t\right)`$ and $`n_{1/2}\left(t\right)`$. The equations of motion of the effective four dimensional theory have thus to be supported by the constraint $`n_0/\dot{a}_0=n_{1/2}/\dot{a}_{1/2}`$. This relation cannot be obtained from the action (3), since it is linked to the equation $`G_{05}=0`$ that has no counterpart in the four dimensional effective theory. we get:
$`S=`$ $``$ $`{\displaystyle \frac{M_p^2}{2(1+\mathrm{\Omega }_0^2)}}{\displaystyle }d^4x\{n_0a_0^3{\displaystyle \frac{6}{n_0^2}}[{\displaystyle \frac{\dot{n}_0}{n_0}}{\displaystyle \frac{\dot{a}_0}{a_0}}{\displaystyle \frac{\ddot{a}_0}{a_0}}\left({\displaystyle \frac{\dot{a}_0}{a_0}}\right)^2]+`$
$`+n_{1/2}a_{1/2}^3{\displaystyle \frac{6}{n_{1/2}^2}}\left[{\displaystyle \frac{\dot{n}_{1/2}}{n_{1/2}}}{\displaystyle \frac{\dot{a}_{1/2}}{a_{1/2}}}{\displaystyle \frac{\ddot{a}_{1/2}}{a_{1/2}}}\left({\displaystyle \frac{\dot{a}_{1/2}}{a_{1/2}}}\right)^2\right]+`$
$`+`$ $`{\displaystyle \frac{24m_0^2}{\left(1\mathrm{\Omega }_0^2\right)^2}}[\mathrm{\Omega }_0^2(a_0n_0a_{1/2}^2+a_{1/2}n_{1/2}a_0^2)(\mathrm{\Omega }_0^4a_0^3n_0+a_{1/2}^3n_{1/2})]\}.`$
As we will discuss in more detail in the next section, in the low energy limit the equality $`a_{1/2}(t)=\mathrm{\Omega }_0a_0(t)`$ and the related one $`n_{1/2}(t)=\mathrm{\Omega }_0n_0(t)`$ hold. As a consequence, the expansion rates of the two branes are identical and the above action rewrites in the standard FRW form:
$$S=\frac{M_p^2}{2}d^4x\overline{n}\overline{a}^3\frac{6}{\overline{n}^2}\left[\frac{\dot{\overline{n}}}{\overline{n}}\frac{\dot{\overline{a}}}{\overline{a}}\frac{\ddot{\overline{a}}}{\overline{a}}\left(\frac{\dot{\overline{a}}}{\overline{a}}\right)^2\right],$$
(26)
where $`\overline{a}a_0=\mathrm{\Omega }_0^{\mathrm{\hspace{0.17em}1}}a_{1/2},\overline{n}n_0=\mathrm{\Omega }_0^{\mathrm{\hspace{0.17em}1}}n_{1/2}`$.
From the effective action (3) we notice that the entire five dimensional system can be (โholographicallyโ) expressed in terms of the physics that takes place on the boundaries at $`y=0`$ and $`y=1/2`$ of the extra space. Notice also that the last term in the action (3) couples the metrics of the two walls.
Going back to the four-dimensional action (3), and including also matter on the two walls, we obtain the equations of motion:
$`{\displaystyle \frac{\dot{a}_0^2}{n_0^2a_0^2}}={\displaystyle \frac{1+\mathrm{\Omega }_0^2}{3M_p^2}}\rho _0+{\displaystyle \frac{4m_0^2}{\left(1\mathrm{\Omega }_0^2\right)^2}}\mathrm{\Omega }_0^2\left({\displaystyle \frac{a_{1/2}^2}{a_0^2}}\mathrm{\Omega }_0^2\right)`$
$`{\displaystyle \frac{\dot{a}_{1/2}^2}{n_{1/2}^2a_{1/2}^2}}={\displaystyle \frac{1+\mathrm{\Omega }_0^2}{3M_p^2}}\rho _{1/2}+{\displaystyle \frac{4m_0^2}{\left(1\mathrm{\Omega }_0^2\right)^2}}\mathrm{\Omega }_0^2\left({\displaystyle \frac{a_0^2}{a_{1/2}^2}}{\displaystyle \frac{1}{\mathrm{\Omega }_0^2}}\right),`$ (27)
in addition to the relations which give energy conservation on the two branes, eqs. (16). We notice that, in the limit $`\rho _00`$, $`\rho _{1/2}0`$, the only solution of the above equations is the static RS solution $`a_{1/2}=\mathrm{\Omega }_0a_0`$. Moreover, one can verify that eqs. (27) are equivalent to the equations (19) and (20) obtained from the five dimensional theory.
## 4 FRW evolution at low energy
Before interpreting the four-dimensional effective theory found above, we come back to the static RS case. We recall that in the four-dimensional metric $`\overline{g}_{\mu \nu }`$ on both branes is defined as:
$$\overline{g}_{\mu \nu }=n(y)^2g_{\mu \nu }.$$
(28)
The goal of this redefinition is to achieve Minkowski metric on both branes, in order to gain a simple physical interpretation of the system. An analogous procedure has to be applied also in the general case with matter on the two branes.
Generally speaking, multiplying the metric by an overall function $`f`$ is not equivalent to a change of the coordinate system. Thus, to have canonical normalization of the fields, the function $`f`$ has to be absorbed by a redefinition of the fields themselves. In order to preserve the equations of motion of the fields, we see that we cannot choose $`f`$ to depend on the coordinates $`t`$ and $`x`$, but it can be at most a function of $`y`$.
In analogy with what was done in the static case, we now wonder whether it is possible to rewrite the first four components of the five-dimensional metric in the form:
$$g_{\mu \nu }(t,y)=f\left(y\right)\overline{g}_{\mu \nu }\left(t\right),$$
(29)
with $`\overline{g}_{\mu \nu }`$ of the standard FRW form diag$`(1,\overline{a}^2,\overline{a}^2,\overline{a}^2)`$. This requires the ratio $`n/a`$ to be independent on $`y`$, that is $`a^{}/a=n^{}/n`$ for every value of $`y`$. From the โjump conditionsโ (17) we see that this implies $`\rho +p=0`$ and, consequently, $`\dot{\rho }=0`$ on the two branes. In other words, the above factorization is possible only if the two branes contain exclusively cosmological constants (in particular this is the case for the static RS solution).
Anyhow, it is natural to expect that condition (29) is approximately recovered when the matter on the two branes has a sufficiently low energy density. This can be understood from the results of the previous sections. From eqs. (19) and (20) we have:
$$\frac{a_{1/2}^2}{a_0^2}=\mathrm{\Omega }_0^2\frac{1{\displaystyle \frac{\kappa ^2\left(1\mathrm{\Omega }_0^2\right)}{12m_0\mathrm{\Omega }_0^2}}\rho _0}{1{\displaystyle \frac{\kappa ^2\left(1\mathrm{\Omega }_0^2\right)}{12m_0}}\rho _{1/2}}.$$
(30)
If $`\rho _0`$ and $`\rho _{1/2}`$ are sufficiently small, the scale factors of the two branes are (approximately) proportional <sup>7</sup><sup>7</sup>7Notice that this relation holds exactly in the static RS case. by the constant factor $`\mathrm{\Omega }_0`$. Since $`n(y,t)=\lambda \left(t\right)\dot{a}(y,t)`$, we have also $`n_{1/2}\left(t\right)=\mathrm{\Omega }_0n_0\left(t\right)`$. In particular, the ratio $`n/a`$ is (approximately) independent on $`y`$. <sup>8</sup><sup>8</sup>8From eqs. (13), (19), and (20), it is indeed possible to show that, in the low energy limit, the quantity $`n^{}/na^{}/a`$ is of the same order as $`a_{1/2}/\left(\mathrm{\Omega }_0a_0\right)1`$.
In this low-energy limit, we can thus define the four-dimensional effective theory just as in the static RS model. First, we can choose the time coordinate so that $`n_0`$ and $`n_{1/2}`$ are simultaneously time-independent. This is equivalent to setting $`\lambda (t)=\lambda _0/\dot{a}_{1/2}(t)`$, where $`\lambda _0`$ is an arbitrary factor. Then, we recover eq.(29) with:
$$f(0)=\lambda _0^2\mathrm{\Omega }_0^2,f(1/2)=\lambda _0^2,\overline{a}=\lambda _0^1\mathrm{\Omega }_0a_0=\lambda _0^1a_{1/2}.$$
(31)
We can now use the freedom to fix the time coordinate, and choose a particular value of $`\lambda _0`$. Choosing $`\lambda _0=\mathrm{\Omega }_0`$ we recover, in the limit $`\rho _0,\rho _{1/2}0`$, the static RS solutions as presented in . With this choice, the scale factor of the effective metrics reads $`\overline{a}=a_0=\mathrm{\Omega }_0^1a_{1/2}`$.
We can identify the five-dimensional quantities with those measured at low energy in our brane:
* the fields must be redefined by a factor $`\mathrm{\Omega }_0`$. So, for instance, the observed density is $`\overline{\rho }_{1/2}=\mathrm{\Omega }_0^4\rho _{1/2}`$. On the other brane the canonically normalized density reads: $`\overline{\rho }_0=\rho _0`$.
* the total four dimensional effective action (3) acquires the form of the standard FRW action in terms of the scale factor $`\overline{a}`$, see eq. (26).
* The Hubble parameter of the low energy theory is given by $`\dot{\overline{a}}/\overline{a}`$. From both eq. (19) and eq. (20) we get the standard evolution law:
$$H^2=\left(\frac{\dot{\overline{a}}}{\overline{a}}\right)^2\frac{1}{3M_p^2}\left(\overline{\rho }_0+\overline{\rho }_{1/2}\right),$$
(32)
while from eqs. (16) we recover
$`\dot{\overline{\rho }}`$ $`+`$ $`3{\displaystyle \frac{\dot{\overline{a}}}{\overline{a}}}(\overline{\rho }+\overline{p})=0,`$
$`\overline{\rho }`$ $``$ $`\overline{\rho }_0+\overline{\rho }_{1/2},\overline{p}\overline{p}_0+\overline{p}_{1/2}.`$ (33)
Some considerations are in order. First, we would like to emphasize that at low energy, from the point of view of observers on both branes, the effective theory leads exactly to a standard four-dimensional FRW Universe. This follows from the fact that the standard Friedmann law is recovered, and that the energy densities on both branes scale with the same Hubble parameter. In particular, for what concerns observers on our brane, the matter on the $`0`$โbrane is regarded as dark matter that would completely escape any direct or indirect experimental detection (apart of course from its gravitational interactions). The gravitational effect of the matter on the $`0`$โbrane is not suppressed by powers of $`\mathrm{\Omega }_0`$, as it is the case for $`\overline{\rho }_{1/2}`$. Since the only natural mass scale of the model is the Planck scale, $`\overline{\rho }_0`$ must hence be fineโtuned to small values not to conflict with observations (see the next section).
Second, we remark that some care has to be paid in the interpretation of the physically observable quantities in the low energy effective theory. For instance, the alternative choice $`\lambda _0=1`$ in eqs. (11) and (31) is not compatible with the identification of $`\overline{\rho }_{1/2}=\mathrm{\Omega }_0^4\rho _{1/2}`$ as the observed energy density on our brane. This would lead to a misinterpretation of the expansion laws of the two branes.
Then, in order to put quantitative limits on the validity of the low energy theory, we rewrite eq. (30) in terms of the observed matter densities: <sup>9</sup><sup>9</sup>9We use $`m_0\kappa ^{\mathrm{\hspace{0.17em}2}/3}M_p`$ and $`M_p\mathrm{\Omega }_0`$ TeV.
$$\frac{a_{1/2}^2}{a_0^2}=\mathrm{\Omega }_0^2\frac{1{\displaystyle \frac{\overline{\rho }_0}{10M_p^2\mathrm{T}eV^2}}}{1{\displaystyle \frac{\overline{\rho }_{1/2}}{10\mathrm{T}eV^4}}}.$$
(34)
We see that the low energy approximation is valid as long as the observed matter densities satisfy the bounds:
$$\overline{\rho }_010M_p^2\mathrm{T}eV^2,\overline{\rho }_{1/2}10\mathrm{T}eV^4.$$
(35)
Finally, we would like to comment on Planck mass in the RS model. At low energy, there are two possible ways to define it, one related to the fiveโdimensional expansion, and one from the four dimensional effective action. These two definitions are called, respectively, local and global in ref. . We see that indeed the values of $`M_p`$ obtained with these two definitions coincide once all the quantities in the four dimensional action are properly identified.
## 5 Corrections to Standard Cosmology at high energy
We now focus on the equations of motion when the low-energy conditions (35) are not fulfilled anymore. From what we said in the previous section, it is clear that in this regime it is not possible any longer to have a simple interpretation of the effective four dimensional action in terms of observable quantities. However, this is not important, because we make measurements only today, in the low-energy limit. So, it is legitimate to study the evolution of the system at high energy (eqs. (16), (19), and (20)), and then make contact with the quantities that we observe today.<sup>10</sup><sup>10</sup>10This remark should be important, for instance, when looking at cosmological perturbations in the early Universe. In this section, we derive only the evolution equations of the homogeneous background. When studying the perturbations, one should keep in mind that a full five-dimensional description is required at high energy.
We keep the previous definitions of $`\overline{\rho }_i`$, $`\overline{p}_i`$, $`M_P`$, and the choice $`\lambda =\mathrm{\Omega }_0/\dot{a}_{1/2}`$, so that eqs.(20) and (16) rewrite:
$`\left({\displaystyle \frac{\dot{a}_{1/2}}{a_{1/2}}}\right)^2`$ $`=`$ $`{\displaystyle \frac{1}{3M_p^2}}{\displaystyle \frac{\overline{\rho }_0+\overline{\rho }_{1/2}\frac{\kappa ^2}{12m_0}\left(\mathrm{\Omega }_0^{\mathrm{\hspace{0.17em}2}}\mathrm{\Omega }_0^2\right)\overline{\rho }_0\overline{\rho }_{1/2}}{1(\mathrm{\Omega }_0^{\mathrm{\hspace{0.17em}2}}1)\frac{\kappa ^2\overline{\rho }_0}{12m_0}}},`$ (36)
$`\dot{\overline{\rho }}_{1/2}`$ $`+`$ $`3{\displaystyle \frac{\dot{a}_{1/2}}{a_{1/2}}}\left(\overline{\rho }_{1/2}+\overline{p}_{1/2}\right)=0.`$ (37)
With our ansatz for $`\lambda (t)`$, the warp factor on our brane is constant. So, all the Euler-Lagrange equations on our brane are the same at high and low energy (i.e., they remain exactly identical to the standard equations of physics in four dimensions)<sup>11</sup><sup>11</sup>11Since the freedom in choosing $`\lambda (t)`$ is equivalent to the freedom in fixing the time coordinate, it is obvious from general relativity principles that all physical results would not be affected by another choice of $`\lambda (t)`$, with the correct low-energy behavior $`\lambda (t)\lambda _0/\dot{a}_{1/2}(t)`$. It is meaningless to wonder which choice of $`\lambda (t)`$ makes sense physically at high energy, since contact with observations is only made at low energy. So, it is sufficient to give the set of equations that follows from the simplest choice for $`\lambda (t)`$.. In order to close the differential system, we need an equation of evolution for $`\overline{\rho }_0`$. It is obtained from eqs. (16), (19), and (20):
$$\dot{\overline{\rho }}_0=3\frac{\dot{a}_{1/2}}{a_{1/2}}(\overline{\rho }_0+\overline{p}_0)\left(1\frac{3(\overline{\rho }_0+\overline{p}_0)}{2(\frac{12m_0}{\kappa ^2}\frac{\mathrm{\Omega }_0^2}{1\mathrm{\Omega }_0^2}\overline{\rho }_0)}\right)\left(1\frac{3(\overline{\rho }_{1/2}+\overline{p}_{1/2})}{2(\frac{12m_0}{\kappa ^2}\frac{\mathrm{\Omega }_0^4}{1\mathrm{\Omega }_0^2}\overline{\rho }_{1/2})}\right)^1$$
(38)
The differences between the evolution equations for $`\overline{\rho }_0`$ and $`\overline{\rho }_{1/2}`$ (i.e., the terms in the parentheses) show explicitly that, at high energy, $`\overline{\rho }_0`$ is not equivalent to dark matter in our brane.
Since it is assumed that $`m_0\kappa ^{\mathrm{\hspace{0.17em}2}/3}M_p`$ and that $`\mathrm{\Omega }_0M_p`$ TeV , the above equations can be cast in the more transparent form :
$`\left({\displaystyle \frac{\dot{a}_{1/2}}{a_{1/2}}}\right)^2={\displaystyle \frac{\overline{\rho }_{1/2}}{3M_p^2}}\left(1+{\displaystyle \frac{\overline{\rho }_0}{\overline{\rho }_{1/2}}}{\displaystyle \frac{\overline{\rho }_0}{10M_p^2\mathrm{T}eV^2}}\right)\left(1{\displaystyle \frac{\overline{\rho }_0}{10M_p^2\mathrm{T}eV^2}}\right)^1,`$ (39)
$`\dot{\overline{\rho }}_0=3{\displaystyle \frac{\dot{a}_{1/2}}{a_{1/2}}}(\overline{\rho }_0+\overline{p}_0)\left(1{\displaystyle \frac{3(\overline{\rho }_0+\overline{p}_0)}{2(10M_P^2\mathrm{T}eV^2\overline{\rho }_0)}}\right)\left(1{\displaystyle \frac{3(\overline{\rho }_{1/2}+\overline{p}_{1/2})}{2(10\mathrm{T}eV^4\overline{\rho }_{1/2})}}\right)^1.`$
We now discuss the implications of these equations for the cosmological evolution in the early Universe.
First of all, it is worth noticing that the above equations (39) encounter a singularity when $`\overline{\rho }_010M_P^2\mathrm{T}eV^2`$. It may be possible that the presence of such singularity puts a limit on the theory, at least as long as the dilaton is assumed to be stabilized. However, as we will show later, phenomenological bounds from primordial nucleosynthesis indicate that this limit is hardly reached for $`\overline{\rho }_{1/2}\mathrm{T}eV^4`$.
In the regime of validity of the low-energy effective theory, $`\overline{\rho }_0`$ behaves as ordinary dark matter in our brane. So, the constraints that we usually have for dark matter apply to it. Although in principle we cannot say much about the physics on the 0-brane (in particular โnonโstandardโ equations of state may be expected), we assume for simplicity that $`\overline{\rho }_0`$ can be decomposed into a constant term $`\overline{\rho }_0^\mathrm{\Lambda }`$ ($`w_0=1`$), plus matter $`\overline{\rho }_0^m`$ and radiation $`\overline{\rho }_0^r`$ components (with $`w_0=0,1/3`$).
For what concerns the constant component, the sum of the cosmological terms $`\overline{\rho }_0^\mathrm{\Lambda }`$ and $`\overline{\rho }_{1/2}^\mathrm{\Lambda }`$ is bounded by the current value of the critical density, which is of order $`10^{123}M_P^4`$. So, the amount of fine-tuning required here is the same as in usual 4-dimensional theories:
$$\overline{\rho }_0^\mathrm{\Lambda }+\overline{\rho }_{1/2}^\mathrm{\Lambda }=\rho _0^\mathrm{\Lambda }+\mathrm{\Omega }_0^4\rho _{1/2}^\mathrm{\Lambda }10^{123}M_P^4.$$
(40)
The matter and radiation components also have to be fine-tuned to small values. The best current constraint on the radiation density $`\overline{\rho }_0^r`$ comes from nucleosynthesis: since the observed abundances of light elements are only compatible with an effective number of neutrinos $`N_{eff}=3\pm 1`$, we see that $`\overline{\rho }_0^r`$ is bounded by the density of one family of relativistic neutrinos. The matter density $`\overline{\rho }_0^m`$ is obviously bounded by the value of the critical density today. So, in the five-dimensional theory, both $`\rho _0^r`$ and $`\rho _0^m`$ have to be fine-tuned to $`\mathrm{\Omega }_0^4\rho _{1/2}^r`$ and $`\mathrm{\Omega }_0^4\rho _{1/2}^m`$, while one may naively expect $`\rho _0\rho _{1/2}`$ in the early Universe.
Without the knowledge of the behavior of the RS model at high energy, one may have hoped that corrections to the standard Friedmann law could have solved this problem. For example, starting from $`\rho _0\rho _{1/2}`$ at high energy, the equations of motion of the system could have naturally lead to $`\rho _0\rho _{1/2}`$ at temperatures of the order of the one at which primordial nucleosynthesis occurred. Our analysis shows that this is not the case. Indeed, let us assume $`\overline{\rho }_{1/2}\overline{\rho }_0`$ at the nucleosynthesis scale ($`\overline{\rho }_i\mathrm{M}eV^4`$) and let us consider the behavior of the system when it was close to the natural cutโoff $`\overline{\rho }_{1/2}\mathrm{T}eV^4`$. Significant deviations from the standard evolution are expected if at that epoch the energy $`\overline{\rho }_0`$ was almost of order $`M_p^2\mathrm{T}eV^2`$ \[see eq. (39)\]. Going backwards in time, $`\overline{\rho }_0`$ can increase relatively to $`\overline{\rho }_{1/2}`$ if $`w_0>w_{1/2}`$. However, assuming radiation domination on our brane above the nucleosynthesis scale, the above requirement can be met only for $`w_02`$, which does not seem to be a realistic possibility.
A possible solution of the problem of the fineโtuning of $`\overline{\rho }_0`$ may arise from the stabilization mechanism for the dilaton, especially if it occurs at (relatively) low energy. Other possibilities are briefly discussed in ref. .
## 6 Conclusions
In this work we have studied the cosmological evolution of the RandallโSundrum model with matter on the two branes. We have first provided exact analytical solutions for the model, valid for arbitrary equations of state of the matter on the branes. By integrating the system over the extra dimension $`y`$, we have then obtained an effective four dimensional action.
These results can be used to investigate the physical behavior of the model. We have seen that at low energy the branes expand with the same rate and standard FRW cosmology is recovered on both of them. From our point of view, matter on the other brane is seen as dark matter.
When one goes to higher energies, the physical interpretation of the system in terms of four dimensional quantities becomes less clear, since the $`y`$ dependence cannot be factorized away from the five dimensional metric, as occurs in the static case and at low energy. However, the results presented in the first part of this work hold also in the high energy regime. So one can still look at the evolution of the system at high energy, and then make contact with the quantities that we presently observe in the low energy theory.
Denoting with $`\overline{\rho }_{1/2}`$ (respect. $`\overline{\rho }_0`$) the observed energy density on our (respect. on the other) brane, we have found that the low effective (FRW) theory is valid for
$$\overline{\rho }_{1/2}\mathrm{T}eV^4,\overline{\rho }_0\mathrm{T}eV^2M_p^2.$$
(41)
As a consequence, corrections to standard cosmology cannot be found at energies much smaller than these values. This is the main result of our paper, since it extends the previous analysis valid only at first order in constant energy densities.
The main motivation for the RS scenario is that it has only one fundamental scale $`M_p`$. From the definition of the physically observable quantities, this would suggest $`\overline{\rho }_{1/2}\mathrm{T}eV^4`$ and $`\overline{\rho }_0M_p^4`$ to be the most natural initial values for the matter densities on the two branes. While the first value appears to be acceptable, our analysis shows that the equation of motion of the system are meaningful only up to $`\overline{\rho }_010\mathrm{T}eV^2M_p^2`$. Moreover, the phenomenological bound $`\overline{\rho }_0<\overline{\rho }_{1/2}`$ which has to be imposed from primordial nucleosynthesis on, forces $`\rho _0`$ to be negligible with respect to $`\rho _{1/2}`$ in the five dimensional theory. We have seen that the evolution of the system does not lead to this hierarchy at the nucleosynthesis period unless $`\overline{\rho }_0`$ has a nonโstandard equation of state.
## 7 Acknowledgments
We would like to thank Jussi Kalkkinen for useful discussions. J. L. and S. P. are supported by INFN and by the European Commission under TMR network grant ERBFMRXCT960090.
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# Gauge symmetries in Ashtekarโs formulation of general relativity
## I INTRODUCTION AND QUANTUM MOTIVATION
The symmetry of four-dimensional spacetime diffeomorphisms lies at the conceptual core of Einsteinโs theory of classical general relativity. Any viable quantum theory of gravity must recognize and preserve this symmetry, at least in an appropriate semi-classical regime. In a recent series of papers we have shown that the full spacetime diffeomorphism group symmetry is present in phase space (cotangent bundle) versions of conventional general relativity , in Einstein-Yang-Mills theory , and in both real triad and complex Ashtekar formulations of gravitation . We constructed both infinitesmal and finite canonical gauge symmetry generators in a phase space which includes the gauge variables of the models. Rigid time translation is, however, not a gauge symmetry in phase space, and we shall begin to explore some of the profound implications of this fact below in the context of the Ashtekar loop approach to quantum gravity.
Foremost among current conceptual and technical problems with theories of quantum gravity is the โproblem of timeโ. Time evolution and spacetime diffeomorphisms are inextricably linked; every spacetime diffeomorphism generator is, in a sense to be explained below, a generator of time evolution. Consequently the symmetries we display in this paper have a direct bearing on several aspects of the problem of time. Let us first focus on the implications of a choice of time foliation in the classical theory. Some authors have suggested that since the canonical gravitational Hamiltonian vanishes there is no time evolution in quantum gravity; time is said to be โfrozenโ. Since rigid time translation is after all a symmetry in the Lagrangian formalism, these authors observe that we should not be dismayed with this fact. Since a foliation translates into a gauge choice in the quantum theory we need to inquire into the relation between gauge choices. Hรกjรญฤek has shown in some simple cases that the canonical quantization procedure leads to unitarily inequivalent representations . Perhaps an even more disquieting consequence of a time foliation in the canonical approach is the resulting either real or apparent quantum spatio-temporal asymmetry. To date only spatial discreteness (in area and volume) has emerged in the loop approach . And we have no prescription for transforming to a new time slice.
Finally, we seem to have no means of predicting the outcome of what must surely be one of the most basic thought experiments in quantum gravity: what is the spacetime separation between two timelike separated events? We could imagine that these events could be characterized, for example, by ambient matter. Surely we would in general expect a range of outcomes. No such quantum fluctuations arise in the current canonical approaches to quantum gravity.
## II PROJECTABILITY OF SYMMETRY VARIATIONS UNDER THE LEGENDRE MAP
All of these difficulties stem from efforts at excising gauge variables from the quantum theory. But these gauge variables play a fundamental role in the classical Hamiltonian symmetry structure. We have investigated conditions that must be fulfilled by gauge symmetry transformations in the original Lagrangian formalism which can be mapped under the Legendre map to phase space. (More precisely we require that phase space gauge variation pullbacks be configuration-velocity space variations.)
The Lagrangian density for vacuum gravity, where the configuration variables are the metric
$$(g_{\mu \nu })=\left(\begin{array}{cc}N^2+N^cN^dg_{cd}& g_{ac}N^c\\ g_{bd}N^d& g_{ab}\end{array}\right),$$
(1)
does not depend on the time derivatives of the lapse $`N`$ and shift functions $`N^a`$ ($`\mu ,\nu `$ are spacetime indices; latin indices from the beginning of the alphabet are spatial indices). Therefore projectable variations may not depend on these time derivatives.
The projectable infinitesmal spacetime diffeomorphisms in conventional gravity are of the form $`x^\mu =x^\mu ฯต^\mu `$ where the descriptor $`ฯต^\mu `$ contains a compulsory lapse and shift dependence and $`\xi ^\mu `$ is an arbitrary function:
$$ฯต^\mu =\delta _a^\mu \xi ^a+n^\mu \xi ^0.$$
(2)
The normal $`n^\mu `$ to the fixed time hypersurface is expressed as follows in terms of the lapse and shift: $`n^\mu =(N^1,N^1N^a)`$.
If gauge symmetries exist beyond those induced by diffeomorphisms one obtains additional projectability conditions. We have shown that in a real triad approach to gravity in which the configuration variables are taken to be a densitized triad $`\stackrel{_{}}{๐}{}_{i}{}^{a}:=tT_i^a`$ and a gauge function $`\mathrm{\Omega }_0^i`$, projectable variations must also not depend on time derivatives of $`\mathrm{\Omega }_0^i`$: $`t`$ is the determinant of the covariant triad $`t_a^i`$, from which one forms the 3-metric $`g_{ab}=t_a^it_b^j\delta _{ij}`$. Over- and undertildes label the integer weight of the density under spatial diffeomorphisms. Latin indices from the middle of the alphabet range from $`1`$ to $`3`$ and label the triad vectors. These indices are raised and lowered with the Kronecker delta. $`T_i^a`$ is the inverse triad to $`t_a^i`$. It turns out then that spacetime diffeomorphism-induced gauge variations are not by themselves projectable; an $`SO(3,R)`$ triad rotation fixed by the arbitrary function $`\xi ^0`$ must be added to them. The infinitesmal descriptor of the required rotation is $`\xi ^i=\mathrm{\Omega }_\mu ^in^\mu \xi ^0`$ where $`\mathrm{\Omega }_a^{ij}=ฯต^{ijk}\mathrm{\Omega }_a^k`$ are the 3-dimensional Ricci rotation coefficients. (The infinitesmal $`SO(3,R)`$ variation of a triad vector corresponding to a descriptor $`\xi ^i`$ is $`\delta _R(\xi ^i)t_a^i=ฯต^{ijk}\xi ^jt_a^k`$. $`\mathrm{\Omega }_\mu ^i`$ transforms as a spacetime connection: $`\delta _R(\xi ^i)\mathrm{\Omega }_\mu ^i=\xi _{,\mu }^iฯต^{ijk}\xi ^j\mathrm{\Omega }_\mu ^k`$. )
These triad variables are in fact among the set of configuration variables in Ashtekarโs complex connection approach to general relativity. The connection is formed with the 4-dimensional Ricci rotation coefficients $`\mathrm{\Omega }_\mu ^{IJ}`$:
$$A_\mu ^i=ฯต^{ijk}\mathrm{\Omega }_\mu ^{jk}+i\mathrm{\Omega }_\mu ^{0i}.$$
(3)
(Indices $`I`$,$`J`$ range from $`0`$ to $`3`$ and are tetrad labels.) Since the action is independent of the time derivatives of the connection components $`A_0^i`$, projectable symmetry variations must be independent of this time derivative. Thus it turns out once again that in order to be projectable, variations induced by infinitesmal spacetime diffeomorphisms, which already require the same lapse and shift dependence as above, must be accompanied in general by $`SO(3,C)`$ triad rotations . The functional form of the required infinitesmal descriptor, $`\xi ^i=A_\mu ^in^\mu \xi ^0iN^1T^{ai}N_{,a}\xi ^0`$, differs from the real triad case, but the required rotations of course agree in the real triad sector of the Ashtekar theory.
## III SYMMETRY GENERATORS
Phase space in the Ashtekar theory is coordinatized by the canonical pairs $`\{\stackrel{_{}}{๐}{}_{i}{}^{a},iA_a^i\}`$, plus the gauge functions $`\{\underset{^{}}{๐},N^a,A_0^i\}=:N^A`$, with their canonical momenta, which are primary constraints: $`\{P,P_a,P_i\}=:P_A`$. The physical phase space is further constrained by secondary constraints $`\{\stackrel{_{}}{}{}_{0}{}^{},\stackrel{_{}}{}{}_{a}{}^{},\stackrel{_{}}{}{}_{i}{}^{}\}=:_A`$. These constraints generate symmetry variations of the non-gauge variables. The complete generators (complete in the sense that they also generate variations of the gauge variables), with infinitesmal descriptors $`\{\underset{^{}}{๐}{}_{}{}^{0},\xi ^a,\xi ^i\}=:\xi ^A`$, are of the form
$$G[\xi ]=P_A\dot{\xi }^A+(_A+P_{C^{\prime \prime }}N^B^{}๐_{AB^{}}^{C^{\prime \prime }})\xi ^A,$$
(4)
where the structure functions are obtained from the closed Poisson bracket algebra
$$\{_A,_B^{}\}=:๐_{AB^{}}^{C^{\prime \prime }}_{C^{\prime \prime }},$$
(5)
and where spatial integrations over corresponding repeated capital indices are assumed.
## IV RIGID TIME TRANSLATION AND A QUANTUM PROPOSAL
We observe that $`G[\xi ]\delta t`$ effects rigid time translations on those solution trajectories satisfying
$`N`$ $`=`$ $`t\underset{^{}}{๐}{}_{}{}^{0},`$ (6)
$`N^a`$ $`=`$ $`\xi ^a,`$ (7)
$`A_0^i+A_a^iN^a`$ $`=`$ $`\xi ^i,`$ (8)
where the descriptors $`\xi ^A`$ are here taken to be finite. Thus every generator $`G[\xi ]\delta t`$ with non-vanishing and positive $`\underset{^{}}{๐}^0`$ is in this sense a generator of time evolution. Of course, on solutions whose gauge functions are not related to the descriptors as in (8) the engendered variation is more general.
The general finite generator is
$$๐ฏ\mathrm{exp}\left(_{t_0}^{t_0+\tau }๐t\{,G[\xi ]\}\right),$$
(9)
where $`๐ฏ`$ is the time ordering operator. This suggests a tentative implementation of this much larger symmetry in quantum gravity. We propose to retain the gauge variables in an expanded loop structure. In so doing we will be able to construct true spacetime holonomies (with the full spacetime connection $`A_\mu ^i`$), and since the lapse and shift will constitute quantum operators, quantum fluctuations in the full spacetime metric will emerge. Physical states can be constructed in principle in this formalism by integrating out the full spacetime diffeomorphism gauge freedom, generalizing an expression proposed by Rovelli ; we propose a functional integral projector onto physical states of the form
$$๐ฏ\left([D\xi ]e^{i{\scriptscriptstyle ๐tG[\xi ]}}\right).$$
(10)
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# Forward jets in the colour-dipole model
## I Introduction.
The physics at HERA has proved the successes of (resummed) perturbative QCD in describing many observables accurately measured there: inclusive ones like the structure function $`F_2`$, but also more exclusive ones, like the diffractive structure function $`F_2^D`$, or heavy meson production. The justification for relying on a perturbative development is that the deep-inelastic scattering process naturally provides a well-controlled hard scale given by the photon virtuality $`Q^2`$, which makes the effective strong coupling constant $`\alpha _s(Q^2)`$ small enough. On the one hand, the physics of these observables is usually well described by the renormalization group evolution Gribov:1972ri ; Dokshitzer:1977sg ; Altarelli:1977zs between a lower scale $`Q_0^2`$ at which the proton parton densities are parametrized and the scale $`Q^2`$. On the other hand, the cross-section for the events selected with the requirement that a forward jet of transverse momentum $`\stackrel{}{q}^2`$ of the order of $`Q^2`$ be present in the final state is seemingly not described by a straightforward DGLAP evolution (see ref.Potter:1999kt and references therein): as a matter of fact, these Regge-like kinematics are expected to select the BFKL dynamics Kuraev:1976ge ; Kuraev:1977fs ; Balitsky:1978ic .
In $`p\overline{p}`$ collisions at the Tevatron, no hard scale is provided by the initial state. However, it can be generated in the scattering and manifests itself in the final state in the form of a jet with a large transverse momentum. Events of this class are also accessible to a perturbative QCD interpretation.
In this letter, we focus on high-energy onia (massive $`q\overline{q}`$ states) collisions, as a model for $`p\overline{p}`$ collisions at high energy when high-mass scales are selected by forward jets. The inclusive cross-sections for onia collisions have been described using a dipole cascade modelling the rapidity evolution of the $`q\overline{q}`$ pairs before their interaction Mueller:1994rr . Here we require that at least the first (most forward) gluon which goes to the final state has its transverse momentum larger than a scale $`\mu `$; this gluon becomes a forward-jet, and we interpret it as an effective colour-dipole distribution present at the time of the scattering.
In section 2, we detail the modelisation that we adopt for the forward jet. We show in section 3 how we can extract to double-leading logarithmic (DLL) approximation, the dipole content of such an object. Section 4 contains our conclusions and outlook.
## II Emission of a forward gluon in the final state.
The onium-onium forward scattering amplitude involves the exchange of two gluons between the initial onia. At high-energy, one has to take into account the possibility of multiple splittings of these $`t`$-channel gluons. This can be done either by ($`k_{}`$)factorizing Catani:1991eg a BFKL-like ladder between the bare onia, or equivalently by computing the two-gluon exchange diagram between the onia dressed by an arbitrary number of soft โseaโ gluons. The latter approach inspired the colour-dipole model of ref.Mueller:1994rr . The equivalence between these two methods was shown on different features of both pictures in ref.Chen:1995pa ; Navelet:1997xn ; Navelet:1997tx ; Munier:1998vk .
In this section, we shall derive in a $`t`$-channel picture the gluon density $`f`$ which is to be considered in an interacting โonium+forward-jetโ system as the starting-point of a BFKL evolution. The next section will be devoted to the interpretation of the obtained density as an effective primordial dipole density inside the forward jet.
We have to compute the โ$`\text{dipole}+\text{(virtual)gluon}\overline{q}q+\text{gluon}`$โ amplitude, where the initial-state dipole of radius $`\stackrel{}{r}`$ is part of an onium, and the final-state gluon has a transverse momentum $`\stackrel{}{q}`$. The modulus $`q|\stackrel{}{q}|`$ is larger than a given scale $`\mu `$. Having in mind the fact that in a physical process the initial-state dipole will be part of a hadron instead of an onium, we will consider in the following that $`\mu 1/r`$ whenever needed for technical purpose.
We start with the (virtual)gluon-dipole cross-section $`\widehat{\sigma }_{gd}`$ which defines the gluon density inside a dipole at lowest order in $`\overline{\alpha }\alpha _sN_c/\pi `$. It reads (see ref.Navelet:1997tx ):
$$f^0(\stackrel{}{k}^2)=\frac{\widehat{\sigma }_{gd}}{\stackrel{}{k}^2}=\frac{\overline{\alpha }}{\stackrel{}{k}^2}\left(2e^{i\stackrel{}{k}\stackrel{}{x}}e^{i\stackrel{}{k}\stackrel{}{x}}\right).$$
(1)
It can be expressed as an inverse Mellin-transform in the transverse plane:
$$f^0(\stackrel{}{k}^2)=\frac{4\overline{\alpha }}{\stackrel{}{k}^2}\frac{d\sigma }{2i\pi }\left(kr\right)^{2\sigma }v(\sigma ),$$
(2)
where $`v`$ is interpreted as the well-known dipole-gluon โvertexโ in the Mellin space:
$$v(\sigma )=\frac{2^{2\sigma 1}}{\sigma }\frac{\mathrm{\Gamma }(1\sigma )}{\mathrm{\Gamma }(1+\sigma )}.$$
(3)
We then factorize the emission of a real gluon. It can be computed directly in the high-energy limit by evaluating the relevant graphs (one of them is pictured in fig.1), but it is also convenient to see it as one step of the BFKL ladder. The initial gluon density $`f^0`$ and the density $`f`$ after emission of a gluon are related through the formula:
$$f(x,\stackrel{}{k}^2)=\overline{\alpha }\left(\mathrm{log}\frac{1}{x}\right)\frac{d^2\stackrel{}{q}}{\pi \stackrel{}{q}^2}\theta (\stackrel{}{q}^2\mu ^2)f^0(|\stackrel{}{k}+\stackrel{}{q}|^2),$$
(4)
which is the lowest order (in $`\alpha _s`$) BFKL equation written in an unfolded form (see for instance ref.Kwiecinski:1995pu ). The variable $`x`$ is proportional to $`|t|/s`$, where $`s`$ and $`t`$ are the ordinary Mandelstam variables for the reaction. In deep-inelastic scattering, $`x`$ would stand for the Bjorken variable.
Let us write the Mellin-transform of eq.(4):
$$\begin{array}{c}\frac{h(\gamma )}{\gamma }_0^{\mathrm{}}\frac{d^2\stackrel{}{k}}{\pi \stackrel{}{k}^2}|\stackrel{}{k}|^{2\gamma }f(x,\stackrel{}{k}^2)=\overline{\alpha }\left(\mathrm{log}\frac{1}{x}\right)\times \hfill \\ \hfill \times \frac{d^2\stackrel{}{q}}{\pi \stackrel{}{q}^2}\theta (\stackrel{}{q}^2\mu ^2)\frac{d^2\stackrel{}{k}}{\pi \stackrel{}{k}^2}|\stackrel{}{k}|^{2\gamma }f^0(|\stackrel{}{k}+\stackrel{}{q}|^2),\end{array}$$
(5)
where we used similar notations as in ref.Catani:1991eg , although we have not performed the Mellin-transform with respect to $`x`$. The variable $`\gamma `$ describes a path $`]\gamma _0i\mathrm{},\gamma _0+i\mathrm{}[`$ in the complex plane, with $`0<\mathrm{e}\gamma _0<1/2`$. Inserting eqs.(1)-(3) into eq.(5), it follows that:
$$\begin{array}{c}\frac{h(\gamma )}{\gamma }=4\overline{\alpha }^2\left(\mathrm{log}\frac{1}{x}\right)\frac{d\sigma }{2i\pi }v(\sigma )r^{2\sigma }\times \hfill \\ \hfill \times \frac{d^2\stackrel{}{q}}{\pi \stackrel{}{q}^2}\theta (\stackrel{}{q}^2\mu ^2)\frac{d^2\stackrel{}{k}}{\pi }|\stackrel{}{k}|^{2\gamma 2}|\stackrel{}{k}\stackrel{}{q}|^{2\sigma 2}.\end{array}$$
(6)
The integration over $`\stackrel{}{k}`$ can easily be performed switching to complex variables and using the well-known identity (see Geronimo:2000fj and references therein):
$$\begin{array}{c}\frac{dzd\overline{z}}{2i}|z|^{2\alpha 2}|1z|^{2\beta 2}\hfill \\ \hfill =\pi \frac{\mathrm{\Gamma }(\alpha )\mathrm{\Gamma }(\beta )}{\mathrm{\Gamma }(\alpha +\beta )}\frac{\mathrm{\Gamma }(1\alpha \beta )}{\mathrm{\Gamma }(1\alpha )\mathrm{\Gamma }(1\beta )},\end{array}$$
(7)
valid for $`\mathrm{e}\alpha `$, $`\mathrm{e}\beta >0`$ and $`\mathrm{e}(\alpha +\beta )<2`$. The result reads:
$$\begin{array}{c}\frac{h(\gamma )}{\gamma }=2\overline{\alpha }^2\left(\mathrm{log}\frac{1}{x}\right)\frac{\mathrm{\Gamma }(\gamma )}{\mathrm{\Gamma }(1\gamma )}\mu ^{2\gamma 2}\times \hfill \\ \hfill \times G_{35}^{40}\left(\begin{array}{c}1,1,2\gamma \\ 0,0,1\gamma ,1\gamma ,1\gamma \end{array}|\left(\frac{\mu r}{2}\right)^2\right),\end{array}$$
(8)
where the Meijer-function $`G_{35}^{40}`$ (which arguments will be abreviated in the following) writes:
$$G_{35}^{40}(\gamma ,\mu r)=_๐\frac{d\sigma }{2i\pi }\left(\frac{\mu r}{2}\right)^{2\sigma }\frac{1}{\sigma ^2(1\gamma \sigma )}\frac{\mathrm{\Gamma }(1\gamma \sigma )}{\mathrm{\Gamma }(\gamma +\sigma )},$$
(9)
the contour of integration $`๐`$ being defined on fig.2. The function $`h(\gamma )/\gamma `$ can be seen as the coefficient-function in the sense of ref.Catani:1991eg , for the onium+forward-jet system.
## III Interpretation in the colour-dipole model.
In ref.Munier:1998vk , a relation was established between the coefficient-function $`h(\gamma )/\gamma `$ of a virtual photon and its corresponding squared wave-function $`\phi (\gamma )`$ on a dipole basis. We shall make use of it in the present context of semi-exclusive factorization to extract the dipole content of the forward jet from the coefficient-function found above, at DLL accuracy. The double-logs should manifest themselves through factors like $`\overline{\alpha }\mathrm{log}(1/x)\mathrm{log}(r/r_0)`$, where $`r_0`$ is a characteristic size for the final state. The relationship between the squared wave-function and the coefficient-function reads:
$$\phi (\gamma )=\frac{1}{\overline{\alpha }}\frac{h(\gamma )}{\gamma }\frac{1}{v(1\gamma )}.$$
(10)
An intuitive way of understanding this relation could be the following: dividing the coefficient-function pictured in fig.1 by the factor $`v(1\gamma )`$ amounts to getting rid of the vertex of the lowest gluon which in this picture is also a gluon-dipole vertex. Hence one ends up with the dipole content of the scattering object:
$$\phi (\gamma )=4\overline{\alpha }\left(\mathrm{log}\frac{1}{x}\right)\left(\frac{\mu }{2}\right)^{2\gamma 2}(1\gamma )^2\times G_{35}^{40}(\gamma ,\mu r).$$
(11)
Let us explore the limit $`\mu r1`$, in which the forward jet has a transverse momentum much larger than the characteristic scale of the initial onium. The Meijer-function $`G_{35}^{40}`$ can be approximated in a straightforward manner by picking the pole (at $`\sigma =0`$) which lies on the left of the integration path. Indeed, the contour $`๐`$ can be deformed to $`๐^{}`$ (see fig.2) since the integral converges on any path such that $`\mathrm{e}\sigma >\sigma _0`$, where $`\sigma _01/2\mathrm{e}\gamma `$:
$`G_{35}^{40}(\gamma ,\mu r)`$ $`={\displaystyle _๐}{\displaystyle \frac{d\sigma }{2i\pi }}\left({\displaystyle \frac{\mu r}{2}}\right)^{2\sigma }{\displaystyle \frac{1}{\sigma ^2(1\gamma \sigma )}}{\displaystyle \frac{\mathrm{\Gamma }(1\gamma \sigma )}{\mathrm{\Gamma }(\gamma +\sigma )}}`$
$`={\displaystyle \frac{}{\sigma }}|_{\sigma =0}\left(\left({\displaystyle \frac{\mu r}{2}}\right)^{2\sigma }{\displaystyle \frac{1}{1\gamma \sigma }}{\displaystyle \frac{\mathrm{\Gamma }(1\gamma \sigma )}{\mathrm{\Gamma }(\gamma +\sigma )}}\right)+`$
$`+{\displaystyle _๐^{}}{\displaystyle \frac{d\sigma }{2i\pi }}\left({\displaystyle \frac{\mu r}{2}}\right)^{2\sigma }{\displaystyle \frac{1}{\sigma ^2(1\gamma \sigma )}}{\displaystyle \frac{\mathrm{\Gamma }(1\gamma \sigma )}{\mathrm{\Gamma }(\gamma +\sigma )}}.`$ (12)
The integral taken on the contour $`๐^{}`$ is subdominant by some power of $`2/(\mu r)`$ with respect to the contribution of the double-pole at $`\sigma =0`$, and one writes:
$$\begin{array}{c}G_{35}^{40}(\gamma ,\mu r)=\frac{\mathrm{\Gamma }(1\gamma )}{(1\gamma )\mathrm{\Gamma }(\gamma )}\{2\mathrm{log}\frac{\mu r}{2}\psi (\gamma )\psi (1\gamma )+\hfill \\ \hfill +\frac{1}{1\gamma }\}+\{\text{terms suppressed by powers of }1/(\mu r)\}.\end{array}$$
(13)
This approximation proves to be very good numerically even for relatively small $`\mu r`$.
Then the squared dipole wave-function reads, in this approximation:
$$\begin{array}{c}\phi (\gamma )=4\overline{\alpha }\left(\mathrm{log}\frac{1}{x}\right)\left(\frac{\mu }{2}\right)^{2\gamma 2}\frac{\mathrm{\Gamma }(2\gamma )}{\mathrm{\Gamma }(\gamma )}(2\mathrm{log}\frac{\mu r}{2}\hfill \\ \hfill \psi (\gamma )\psi (1\gamma )+\frac{1}{1\gamma }).\end{array}$$
(14)
We want to obtain an expression for the distribution of dipoles in the system in coordinate space, i.e. as a function of the transverse size $`\rho `$. It is given by the inverse-Mellin transform of $`\phi (\gamma )`$:
$$\phi (\rho )=\frac{1}{\rho ^2}\frac{d\gamma }{2i\pi }\rho ^{2\gamma 2}\phi (\gamma ).$$
(15)
We obtain the following result:
$$\phi (\rho )=8\overline{\alpha }\left(\mathrm{log}\frac{1}{x}\right)\left(\left(\mathrm{log}\frac{r}{\rho }\right)\frac{\mu }{\rho }J_1(\mu \rho )+\frac{1}{\rho ^2}J_0(\mu \rho )\right).$$
(16)
The second term is not relevant in our approximation, since the limit of large $`\mu r`$ selects the DLL; the terms beyond this approximation are not under control. Hence the interaction of the system formed by the initial dipole and the forward gluon can be viewed as a dipole-dipole interaction provided the system is described by the following dipole distribution:
$$\phi _{\mathrm{DLL}}(\rho )=8\overline{\alpha }\left(\mathrm{log}\frac{1}{x}\right)\left(\mathrm{log}\frac{r}{\rho }\right)\frac{\mu }{\rho }J_1(\mu \rho ).$$
(17)
Let us give an interpretation of the various factors in this distribution. First, note that the dependence on the initial dipole size $`r`$ only appears in the factor $`\mathrm{log}(r/\rho )`$. This remarkable fact technically results from the combination of the term $`\mathrm{log}(\mu r/2)`$ and the inverse-Mellin transform of the $`\psi `$ functions in the inverse-Mellin transform of eq.(14). Physically, the overall factor $`2\overline{\alpha }\mathrm{log}(1/x)\mathrm{log}(r/\rho )`$ can then be interpreted as the probability of finding a dipole of size $`\rho `$ inside a dipole of size $`r`$. Indeed, in the DLL approximation at lowest order in $`\alpha _s`$ and assuming an available energy proportional to $`1/x`$, the probability of finding a dipole of size $`|\stackrel{}{\varrho }|`$ between $`|\stackrel{}{\rho }|`$ and $`|\stackrel{}{r}|`$ inside a dipole of size $`\stackrel{}{r}`$ reads Mueller:1994rr :
$$\begin{array}{c}\overline{\alpha }\left(\mathrm{log}\frac{1}{x}\right)_{\rho ^2}^{r^2}\frac{d^2\varrho }{\pi }\frac{\stackrel{}{r}^2}{\stackrel{}{\varrho }^2(\stackrel{}{r}\stackrel{}{\varrho })^2}\hfill \\ \hfill \overline{\alpha }\left(\mathrm{log}\frac{1}{x}\right)_{\rho ^2}^{r^2}\frac{d^2\varrho }{\pi \stackrel{}{\varrho }^2}=2\overline{\alpha }\mathrm{log}\frac{1}{x}\mathrm{log}\frac{r}{\rho },\end{array}$$
(18)
where the second approximate equality holds when $`\varrho r`$. Dividing out this factor in eq.(17) leads to the universal dipole content of the gluon radiated into the final state. We normalize the first moment of the obtained squared wave-function to unity<sup>1</sup><sup>1</sup>1 This choice means that $`\varphi `$ has now the unusual dimension $`[\text{mass}]^3`$, but it enables a comparison to the photon squared wave-function $`\varphi ^\gamma ^{}`$, for which the $`\gamma =0`$ moment diverges logarithmically. (i.e. $`\varphi (\gamma =1/2)1`$), and so we are led to:
$$\varphi (\rho )=\frac{\mu ^2}{\rho }J_1(\mu \rho ).$$
(19)
Note that this squared wave-function for which we provide a derivation here is exactly the one (integrated over the energy-share variable $`z`$ and properly normalized) that was postulated in ref.Peschanski:1999hf . To see this, we only need to recall that the Mellin transform of the function $`J_1(\mu \rho )/\rho `$ reads:
$$_0^{\mathrm{}}\frac{d^2\stackrel{}{\rho }}{\pi }|\stackrel{}{\rho }|^{22\gamma }\frac{J_1(\mu \rho )}{\rho }=\mu ^{2\gamma 3}2^{22\gamma }\frac{\mathrm{\Gamma }(2\gamma )}{\mathrm{\Gamma }(\gamma )}.$$
(20)
The behaviour of $`\varphi `$ is represented in fig.3. It is compared to the behaviour of the transverse virtual photon squared wave-function in $`q\overline{q}`$ pairs, integrated over the fraction of the photon longitudinal momentum $`z`$ carried by the quark. This photon wave-function reads:
$$\begin{array}{c}\varphi ^\gamma ^{}(\rho )=\frac{64\mu }{9\pi ^3}_0^1dz\mu ^2z(1z)(z^2+(1z)^2)\times \hfill \\ \hfill \times K_1^2(\mu \rho \sqrt{z(1z)}),\end{array}$$
(21)
where the same normalization $`\varphi ^\gamma ^{}(\gamma =1/2)1`$ has been enforced.
Some remarks are in order. The squared wave-function $`\varphi `$ represents the effective distribution of dipoles resulting from a final-state gluon which has its transverse momentum larger than $`\mu `$. We note that it is slowly decreasing with $`\rho `$ ($`\rho ^{3/2}`$), which means that dipoles of large size occur with a non-negligible probability. The width of the distribution is of order $`1/\mu `$, but since its behaviour at infinity is only powerlike, $`\mu `$ is not a clean cutoff. It has an oscillatory behaviour, the oscillation length being of the order of $`1/\mu `$. However, $`\varphi `$ takes also negative values, which indicates that it does not allow for a direct probabilistic interpretation like in the case of the $`q\overline{q}`$-pair distribution $`\varphi ^\gamma ^{}`$ inside the photon.
## IV Conclusions and outlook.
Using a straightforward model and a QCD calculation in the DLL approximation, we have shown that a gluonic hard probe in the final-state can be characterized by a dipole-distribution $`\varphi (\rho )`$. This distribution decreases weakly with $`\rho `$ and takes negative values. We confirm the (integrated over $`z`$) result obtained in ref.Peschanski:1999hf .
The obtained distribution can now be used to compute processes of several topologies: for instance deep-inelasic scattering on a forward-jet at small-$`x`$, $`p\overline{p}`$ interactions with two jets in the final-state separated by a large rapidity range. In any case, the dipole formulation for these observables is of the type:
$$\begin{array}{c}๐ช\frac{d\gamma }{2i\pi }\frac{\alpha _s^2}{\gamma ^2(1\gamma )^2}\left(\frac{\mu }{Q_0}\right)^{2\gamma }e^{\overline{\alpha }\chi (\gamma )Y}\times \hfill \\ \hfill \times d^2\rho \rho ^{2\gamma }\varphi (\rho )d^2\rho _t\rho _t^{22\gamma }\varphi _t(\rho _t),\end{array}$$
(22)
where $`\chi (\gamma )=2\psi (1)\psi (\gamma )\psi (1\gamma )`$ is the eigenvalue of the BFKL kernel, and $`Y`$ the rapidity range between the two probes characterized by the dipole distributions $`\varphi `$ and $`\varphi _t`$. Note that the simplest observable one can compute using this formula is the cross-section $`\sigma `$ for the production of dijets of respective transverse momenta larger than $`k_1`$ and $`k_2`$ in hadronic collisions. It reads:
$$\sigma \frac{\alpha _s^2}{k_1k_2}\frac{d\gamma }{2i\pi }\frac{1}{\gamma (1\gamma )}\left(\frac{k_1}{k_2}\right)^{2\gamma }e^{\overline{\alpha }\chi (\gamma )Y},$$
(23)
which is the Mueller-Navelet formula Mueller:1987ey , modulo some normalization we did not keep precise track of. Hence this little calculation provides a further check of our dipole distribution.
This study may deserve several further investigations and improvements. First of all, we worked only up to terms beyond the DLL approximation. It would be useful to perform a more complete calculation, by computing to leading log-$`1/x`$ precision all the graphs of the type of the one in fig.1 which contribute, to see if the dipole factorization still holds.
On the other hand, it would be nice to supplement our indirect method of extracting the dipole content by a more direct calculation in the framework of the colour-dipole model: this would insure the full control of the leading log-$`1/x`$, including a correct treatment of the virtual corrections. Although quite straightforward to formulate, the latter calculation exhibits many technical difficulties. Both these proposed improvements deserve more studies.
Acknowledgements:
I thank R. Peschanski and H. Navelet for many useful suggestions and a careful reading of the manuscript.
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# Ray Singer Analytic Torsion of CY Manifolds II.
## 1 Introduction.
### 1.1 Analytic Torsion of Elliptic Curves and Kronockerโs Limit Formula
In case of elliptic curves the exponential of Ray Singer analytic torsion is the Quillen norm of a non vanishing section of the determinant line bundle. Kronecker limit formula states that the Ray Singer analytic torsion is exactly the Quillen norm of the Dedekind eta function $`\eta .`$ One of the versions of the proof of the Kronecker limit formula is based on the facts that log of the regularized determinant of the flat metric on the elliptic curve is the potential for the Poincare metrics and this determinant is bounded as a function on the moduli space. For this proof of the Kronecker limit formula see .
Kronecker limit formula can be interpreted as the existence of a section $`\eta ^{24}`$ of some power of the determinant line bundle whose Quillen norm is exactly the 24<sup>th</sup> power of the Ray Singer Analytic torsion.
### 1.2 Formulation of the Problem Discussed in the Paper
###### Problem 1
Does there exists a section $`\eta ^N`$ of some power of the determinant line bundle over the moduli space of odd dimensional CY manifolds whose Quillen norm is the N<sup>th</sup> power of the Ray Singer Analytic torsion?
The positive answer to Problem 1 can be considered as a generalization of the above mentioned relations between Ray Singer Analytic torsion and the Quillen norm on the determinant line bundle from elliptic curves to odd dimensional Calabi-Yau manifolds. Moreprecisely the positive answer of the Problem 1 will be a generalizion of Kroneckerโs Limit Formula to higher dimensions.
### 1.3 Description of the Ideas Used in the Paper
The idea on which this paper is based, is very simple. The Quillen metric is related to the spectral properties of the Laplacians acting on (0,q) forms in case of Kรคhler manifolds. The main question is when the Ray Singer analytic torsion is the Quillen metric of some holomorphic section of the determinant line bundle.
One of the main results of the paper is the construction of a canonical section of the determinant line bundle over the moduli space of odd dimensional CY manifolds up to a constant whose absolute value is one. First we prove that the determinant line bundle $``$ as $`C^{\mathrm{}}`$ bundle is trivial. The proof that the determinant line bundle $``$ is a trivial $`C^{\mathrm{}}`$ is based on the facts that for odd dimensional CY manifolds we have dim $`\mathrm{ker}(`$ $`\overline{}`$ $`\overline{}^{})=`$dim $`\mathrm{ker}(`$ $`\overline{}^{}\overline{})=1`$ over the moduli space and the Ray Singer Analytic Torsion I(M) is not a constant and strictly positive function on the moduli space. The definition of the Quillen metric on the determinant line bunlde $``$ implies that $`c_1()=d((\mathrm{log}(I(M)).`$ Therefore $`c_1()`$ is an exact two form on $`(M)`$.
It is easy to see that the determinant line bundle is isomorphic to $`\pi _{}(\mathrm{\Omega }_{๐ณ/(M)}^{2n+1}).`$ This implies that we can construct a non zero section of the determinant line bundle whose $`L^2`$ norm pointwise is equal to one. Using that section we can construct a canonical C non vanishing section of the determinant line bundle up to a constant whose Quillen norm is exactly the analytic Ray Singer torsion. We will call such section det($`\overline{}).`$
It is not difficult to see that the analytic torsion for even dimensional CY manifolds is equal to zero and for odd dimensional CY manifolds it is different from zero. On the other hand the index of the $`\overline{\text{ }}`$ operator on the complex of $`(0,q)`$ forms is zero for odd dimensional CY manifolds therefore there exists a canonical non vanishing section det($`\overline{})`$ whose Quillen norm is exactly the Ray Singer Analytic Torsion.
We will study the zero set of the canonical section $`det(\overline{})`$ in this paper on some compactification of $`\overline{^{}(M)}`$ such that $`\overline{^{}(M)}`$ $`\backslash `$$`^{}(M)`$ is a divisor of normal crossings. Viehweg proved in that $`^{}(M)`$ is a quasi-projective variety. Moreover it is a well known fact that the moduli space of CY manifolds is obtained by factoring the Teichmรผller space by subgroup of finite index in the mapping class group that preserves some polarization on the CY manifolds, which according to Sullivan is an arithmetic group. From the fact that the mapping class group is an arithmetic one can find a subgroup of finite index in the mapping class group such that the quotient of the Teichmรผller space by this group is a non-singular variety $`(M)`$ which is a finite covering of $`^{}(M).`$
Let $`\overline{(M)}`$ be some compactification of $`(M)`$ such that $`\overline{(M)}\backslash (M)=๐_{\mathrm{}}`$ is a divisor with normal crossings. The divisor $`๐_{\mathrm{}}`$ will be called the discriminant locus. It is easy to see that the determinant line bundle $``$ for odd dimensional CY manifolds is isomorphic to the dual of the holomorphic line bundle $`R^0\pi _{}\mathrm{\Omega }^{2n+1}.`$ On the line bundle $`R^0\pi _{}\mathrm{\Omega }^{2n+1}`$ we have a natural metric $``$ $`^2.`$ One can show that the metric $``$ $`^2`$ has a logarithmic growth in the sense of Mumford. See . From here we deduced that determinant line bundle $``$ can be prolonged in an unique way to a line bundle $`\overline{}`$ over $`\overline{(M)}`$ using the metric $``$ $`^2.`$
Since we proved in that the Quillen norm of the canonical section $`det(\overline{})`$ is bounded, it is not difficult see that we can continue the C section $`det(\overline{})`$ to a section $`\overline{det(\overline{})}`$ of the line bundle $`\overline{}`$ over $`\overline{(M)}`$ and whose zero set is supported by $`๐_{\mathrm{}}.`$
### 1.4 Formulation of the Main Result
The main theorem of the paper is the following one:
THEOREM. There exists a holomorphic section $`\overline{\eta }^N`$ of the line bundle $`\left(\overline{}\right)^N`$ over $`\overline{(M)}`$ whose zero set is supported by $`๐_{\mathrm{}}`$ and the Quillen norm of $`\overline{\eta }^N|_{(M)}=I(M)^N.`$
### 1.5 Outline of the Proof of the Main Result
The ideas of the proof are the following:
Step 1. We noticed in that the analytic torsion is equal to the determinant of the Laplacians det($`\mathrm{}_\tau `$) of Calabi-Yau metrics acting on functions, whose imaginary part has a fixed cohomology class, namely the polarization class. By using the variational formulas from & and the facts that both $`\mathrm{log}(`$det($`\mathrm{}_\tau `$)) and log($`\omega _\tau ^2)`$ are potentials of the Weil Petersson metric, we can prove that locally we have the following formula det($`\mathrm{}_\tau `$)$`=\omega _\tau ^2|f|^2`$, where $`f`$ is a holomorphic function and $`\omega _\tau ^2`$ is a family of $`L^2`$ norms of holomorphic n forms on the CY manifolds. We will prove that $`\omega _\tau ^2`$ has a logarithmic growth as $`\tau `$ approaches $`๐_{\mathrm{}}.`$ We proved in that the Ray Singer Analytic Torsion is bounded by a constant. Combining those two facts we deduce that the canonical C det($`\overline{}`$) vanishes on $`๐_{\mathrm{}}.`$
Step 2. Next step is to show that some power of the determinant line bundle $`^N`$ is a trivial line bundle over $`(M).`$ This fact follows from the following five ingredients.
1. We know that as a C line bundle $``$ is trivial over $`(M).`$
2. The second fact is that $``$ as a holomorphic line bundle is isomorphic to $`R^0\pi _{}(\mathrm{\Omega }_{๐ณ/(M)}^{2n+1,0}).`$ So $``$ is a subbundle of the flat vector bundle $`R^n\pi _{}.`$
3. The pull back of $`R^n\pi _{}`$ is a trivial vector bundle over the Teichmรผller space $`๐ฏ(M)`$ we can conclude that the pull back of $`^{}`$ on $`๐ฏ(M)`$ is also a trivial holomorphic bundle.
4. Since $`(M)๐ฏ(M)/\mathrm{\Gamma },`$ where $`\mathrm{\Gamma }`$ is some arithmetic group of rank $`2,`$ we conclude that the holomorphic line bundle $``$ is a flat line bundle defined by character of $`\mathrm{\Gamma }.`$
5. A theorem of Kazhdan, which states that $`\mathrm{\Gamma }/[\mathrm{\Gamma },\mathrm{\Gamma }]`$ is finite implies that $`^N`$ is a trivial holomorphic line bundle over $`(M).`$
From these five ingredients we deduce the existence of a non vanishing holomorphic section $`\eta `$ of the determinant line bundle $`\overline{}`$ over $`\overline{(M)}`$ whose zero set is supported by the discriminant locus $`๐_{\mathrm{}}.`$
### 1.6 The Organization of the Paper
This article is organized as follows.
In Section 2 we will construct the Teichmรผller space based on the local deformation theory of CY manifolds developed in .
In Section 3 we will prove the existence of a subgroup $`\mathrm{\Gamma }`$ of finite index in the mapping class group of a CY manifold such that this subgroup acts freely on the Teichmรผller space. We also will show that the quotient of the Teichmรผller space by $`\mathrm{\Gamma }`$ is a non-singular one. So we will construct a finite covering $`(M)`$ of the moduli space of CY manifolds $`^{}(M)`$, which is a non-singular quasi-projective variety.
In Section 4 we recall the theory of determinant line bundles of Mumford, Knudsen, Bismut, Donaldson, Gillet and Soulรฉ, following the exposition of D. Freed. See and . In this section we will construct a non vanishing section $`det(D)`$ of the determinant line bundle $``$ over the moduli space $``$(M) of a CY manifold M of any dimension.
In Section 5 we prove that the determinant line bundle is a trivial C bundle over the moduli space $`(M).`$ We also construct a unique up to a constant $`\xi `$ such that $`|\xi |=1`$ C section $`det(\overline{})`$ of the determinant line bundle $``$ which has a Quillen norm equal to Ray Singer Analytic torsion $`I(M).`$
In Section 6we review the theory of metrics with logarithmic singularities following Mumfordโs article . We will show that the determinant line bundle is isomorphic to the line bundle of holomorphic n-forms on the moduli space $`(M)`$ and the natural $`L^2`$ metric on that bundle has logarithmic singularities.
In Section 7 we will use the results of the previous sections to deduce that we can prolong the determinant line bundle to a line bundle on any compactification $`\overline{(M)\text{ }}`$ such that $`\overline{(M)\text{ }}\backslash (M)=๐_{\mathrm{}}`$ is a divisor with normal crossings. By using the fact proved in that the analytic Ray-Singer torsion is equal to the determinant of the Laplacian of CY metric, acting on functions, we deduce that we can prolong the canonical C section $`det(\overline{})`$ to any compactification $`\overline{(M)\text{ }}`$ such that $`\overline{(M)\text{ }}\backslash (M)=๐_{\mathrm{}}`$ is a divisor with normal crossings and that the zero set of $`det(D)`$ is supported exactly by the discriminant locus $`๐_{\mathrm{}}.`$ Based on a result of Kazhdan and Sullivan we prove that there exists a positive integer $`N`$ such that as a holomorphic line bundle the determinant line bundle to power $`N`$ is a trivial one over the moduli space $`(M).`$ Using this result we constructed a holomorphic section $`\overline{\eta }^N`$ of the determinant line bundle $`\left(\overline{}\right)^N`$ over $`\overline{(M)}`$ whose zero set is supported by $`๐_{\mathrm{}}.`$
In Section 8 we discuss some applications of the results of this paper and some conjectures.
###### Acknowledgement 2
I want to thank Professor Liu, Professor Li and Professor Eliashberg for inviting me to give series of talks on the paper at Stanford University. I want to thank Professor Yau and Professor Donaldson for their interest in the paper and encouragement. I am deeply obliged to Professor Deligne for his harsh and thoughtful criticism.
## 2 Teichmรผller Theory of CY Manifolds.
### 2.1 Some Definitions
###### Definition 3
We will define the Teichmรผller space $`๐ฏ`$(M) of a CY manifold M as follows:
$`๐ฏ`$(M):=$``$(M)/Diff<sub>0</sub>(M),
where $``$(M)$`:=\left\{\text{the set of all integrable complex structures on M}\right\}`$ and Diff<sub>0</sub>(M) is the group of diffeomorphisms isotopic to identity. The action of the group Diff(M$`{}_{0}{}^{})`$ is defined as follows; Let $`\varphi `$Diff<sub>0</sub>(M) then $`\varphi `$ acts on integrable complex structures on M by pull back, i.e. if $`IC^{\mathrm{}}(`$M,$`Hom(`$T(M),T(M)), then we define $`\varphi (I_{\mathrm{\Phi }(\tau )})=\varphi ^{}(I_{\mathrm{\Phi }(\tau )})`$.
We will call a pair (M; $`\gamma _1,\mathrm{},\gamma _{b_n}`$) a marked CY manifold where M is a CY manifold and $`\{\gamma _1,\mathrm{},\gamma _{b_n}\}`$ is a basis of $`H_n`$(M,$``$)/Tor.
###### Remark 4
It is easy to see that if we choose a basis of $`H_n`$(M,$``$)/Tor in one of the fibres of the Kuranishi family $`๐ฆ`$ then all the fibres will be marked, since as a $`C^{\mathrm{}}`$ manifold $`๐ณ_๐ฆ`$M$`\times ๐ฆ`$.
### 2.2 The Construction of the Teichmรผller Space
The construction of the Teichmรผller space is based on the following lemma:
###### Lemma 5
Let $`\pi :๐ฆ`$ be the Kuranishi family of a CY manifold M. Let $`\varphi `$ be a complex analytic automorphism of M such that $`\varphi `$ acts as an identity on $`H_n`$(M,$``$), then $`\varphi `$ acts trivially on $`๐ฆ`$.
PROOF: Remark 4 implies that we may suppose that the Kuranishi family is marked. So we can define the period map $`p:๐ฆ๐(H^n(`$M,$`))`$ as follows:
$`p`$((M; $`\gamma _1,..,\gamma _{b_n}`$))$`=(\mathrm{},_{\gamma _i}\omega _\tau ,\mathrm{})๐(H^n(`$M,$`))`$,
where $`\omega _\tau `$ is a family of holomorphic n-forms over $`๐ฆ`$. Local Torelli theorem states that $`p`$ is a local isomorphism. See . So we can assume that $`๐ฆ๐(H^n(`$M,$`))`$. From here Lemma 5 follows directly. $`\mathrm{}.`$
###### Theorem 6
The Teichmรผller space $`๐ฏ`$(M) of CY manifold of dimension n$`3`$ exists and each connected component of $`๐ฏ`$(M) is a complex analytic manifold of complex dimension $`h^{n1,1}=dim_{}H^1(`$M,$`\mathrm{\Omega }^{n1})`$.
#### PROOF OF THEOREM 6
We will define $`๐ฏ`$(M) as follows: Let $`๐`$ (M) be the set of all marked Kuranishi families $`๐ณ_๐ฆ๐ฆ`$, then $`๐ฏ`$(M):=$`๐`$ (M)/$`\mathrm{~}`$, where $`\mathrm{~}`$ is the following equivalence relation. (Notice that the points of $`๐`$ (M) are pairs ($`\tau ,\pi ^1(\tau ))`$, where $`\tau `$ is a point in some $`๐ฆ`$ and $`\pi ^1(\tau )`$ is a marked CY manifolds.) We will say that ($`\tau _1,\pi ^1(\tau _1))\mathrm{~}(\tau _2,\pi ^1(\tau _2))`$ if and only if $`\pi ^1(\tau _1)`$ and $`\pi ^1(\tau _2)`$ are isomorphic as marked CY manifolds. Lemma 5 together with the result proved in that the Kuranishi space is a non-singular complex analytic space of dimension $`h^{2,1}`$ implies that each component of $`๐ฏ`$(M) is a complex analytic manifold of complex dimension $`h^{n1,1}=dim_{}H^1(`$M,$`\mathrm{\Omega }^{n1})`$. From the Mutsusaka-Mumford Theorem, we know that the moduli topology on $`๐ฆ`$ is a Haussdorff one. . Indeed the completeness of the Kuranishi family $`๐ณ_๐ฆ๐ฆ`$ and the Theorem from implies that if we have two families $`๐ด_๐ฆ๐ฆ`$ and $`๐ณ_๐ฆ๐ฆ`$ and sequence of points$`\left\{\tau _i\right\}`$ such that
$`\underset{i\mathrm{}}{lim}\tau _i=\tau _0๐ฆ`$
such that the fibres $`Y_{\tau _i}`$ and $`X_{\tau _i}`$ are isomorphic then $`X_{\tau _0}`$ is isomorphic to $`Y_{\tau _0}.`$ This fact is based on the observation that the isomorphism between $`Y_{\tau _i}`$ and $`X_{\tau _i}`$ should preserve a fixed polarization. We can apply the Bishop Theorem to conclude Theorem 6. See . Theorem 6 is proved. $`\mathrm{}.`$
In Theorem 6 we proved much more. Indeed it is easy to prove that if $`\varphi `$ is a complex analytic automorphism of CY manifold M isotopic to identity and $`\varphi `$ is of a finite order then it must be the identity. So the construction of $`๐ฏ`$(M) implies directly that we constructed an universal family $`๐ฏ`$(M) of marked CY manifolds.
From now on we will denote by $`๐ฏ`$(M) the irreducible component of the Teichmรผller space that contains our fix CY manifold M.
## 3 Construction of the Moduli Space of Polarized CY Manifolds
The group $`\mathrm{\Gamma }_1:=`$Diff<sup>+</sup>(M)/Diff<sub>0</sub>(M), where Diff<sup>+</sup>(M) is the group of diffeomorphisms preserving the orientation of M and Diff<sub>0</sub>(M) is the group of diffeomorphisms of M isotopic to identity will be called the mapping class group. A pair (M;$`L`$) will be called a polarized CY manifold if $`LH^2(`$M,$`)`$ is a fixed class and there exists a Kรคhler metric G such that \[ImG\]$`=L`$. We will define $`\mathrm{\Gamma }_2:=\{\varphi \mathrm{\Gamma }_1|\varphi (L)=L\}.`$ The reason for using the group $`\mathrm{\Gamma }_2`$ is that the moduli space $`\mathrm{\Gamma }_2`$$`\backslash `$$`๐ฏ`$(M) will be Haussdorff.
###### Theorem 7
There exists a subgroup of finite index $`\mathrm{\Gamma }`$ of $`\mathrm{\Gamma }_2`$ such that $`\mathrm{\Gamma }`$ acts freely on $`๐ฏ`$(M) and $`\mathrm{\Gamma }`$$`\backslash `$$`๐ฏ`$(M)$`=๐`$(M) is a non-singular quasi-projective variety.
#### PROOF OF THEOREM 7
The results of Sullivan from imply that $`\mathrm{\Gamma }_2`$ is an arithmetic group. This implies that in case of odd dimensional CY manifolds there is a homomorphism induced by the action of the diffeomorphism group on the middle homology with coefficients in $`:\varphi :\mathrm{\Gamma }_2`$Sp($`2b_n,)`$ such that the image of $`\mathrm{\Gamma }_2`$ has a finite index in the group Sp($`2b_n,)`$ and $`\mathrm{ker}(\varphi )`$ is a finite group.
In the case of even dimensional CY there is a homomorphism $`\varphi :\mathrm{\Gamma }_2`$SO($`2p,q;)`$ where SO($`2p,q;)`$ is the group of the automorphisms of the lattice $`H_n`$(M,$`)`$/Tor, where the $`\varphi (\mathrm{\Gamma }_2)`$ has a finite index in the group SO($`2p,q;)`$ and $`\mathrm{ker}(\varphi )`$ is a finite group. A theorem of Borel implies that we can always find a subgroup of finite index $`\mathrm{\Gamma }`$ in $`\mathrm{\Gamma }_2`$ such that $`\mathrm{\Gamma }`$ acts freely on Sp($`2b_n,)`$/U($`b_n)`$ or on SO<sub>0</sub>($`2p,q;)`$/SO($`2p`$)$`\times `$SO($`q`$). We will prove that $`\mathrm{\Gamma }`$ acts without fixed point on $`๐ฏ`$(M).
Suppose that there exists an element $`g\mathrm{\Gamma }`$, such that $`g(\tau )=\tau `$ for some $`\tau ๐ฆ๐ฏ`$(M). From local Torelli theorem we deduce that we may assume that the Kuranishi space $`๐ฆ`$ is embedded in the $`๐ข`$, where $`๐ข`$ is the classifying space of Hodge structures of weight n on $`H^n(`$M,$`)`$. Griffiths proved in that $`๐ขG/K`$ where G in the odd dimensional case is Sp($`2b_n,)`$ and in the even dimensional is SO<sub>0</sub>($`2p,q;)`$ and $`K`$ is a compact subgroup of $`G.`$
Let $`K_0`$ is the maximal compact subgroup of $`G.`$ So we have a natural $`C^{\mathrm{}}`$ fibration $`K_0/KG/KG/K_0`$. Griffithโs transversality theorem implies that $`๐ฆ`$ is transversal to the fibres $`K_0/K`$ of the fibration $`G/KG/K_0`$.
The first part of our theorem follows from the fact that $`๐ฆ`$ is transversal to the fibres $`K_0/K`$ of the fibration $`G/KG/K_0`$ and the following observation; if $`g\mathrm{\Gamma }`$ fixes a point $`\tau G/K_0`$, then $`gK_0\mathrm{\Gamma }`$.<sup>1</sup><sup>1</sup>1We suppose that $`K`$ or $`K_0`$ acts on the right on $`G`$ and $`\mathrm{\Gamma }`$ acts on the left on $`G.`$ On the other hand side it is easy to see that local Torelli theorem implies that the action of $`\mathrm{\Gamma }`$ on $`๐ฆ`$ is induced from the action $`\mathrm{\Gamma }`$ on $`G/K`$ by left multiplications. From here we deduce that the action of $`\mathrm{\Gamma }`$ preserve the fibration $`K_0/KG/KG/K_0.`$ From here and the fact that $`\mathrm{\Gamma }`$ acts without fix point on $`G/K_0`$ the first part of our theorem follows directly. The second part of the theorem, namely that the space $`\mathrm{\Gamma }`$$`\backslash `$$`๐ฏ`$(M) is a quasi projective follows directly from the fact that $`\mathrm{\Gamma }`$$`\backslash `$$`๐ฏ`$(M)$`\mathrm{\Gamma }_2`$$`\backslash `$$`๐ฏ`$(M) is a finite map and that $`\mathrm{\Gamma }_2`$$`\backslash `$$`๐ฏ`$(M) is a quasi projective variety according to . Our theorem is proved. $`\mathrm{}.`$
###### Remark 8
From Theorem 7 it follows that we constructed a family of non-singular CY manifolds $`๐ณ`$(M) over a quasi-projective non-singular variety $``$(M). Moreover it is easy to see that $`๐ณ^N\times `$(M). So $`๐ณ`$ is also quasi-projective. From now on we will work only with this family.
## 4 The Theory of Determinant Line Bundles
### 4.1 Geometric Data
In order to construct the determinant line bundle we need the following data:
1. A smooth fibration of manifolds $`\pi :๐ณ(`$M). In our case it will be the smooth fibration of the family of CY manifolds over the moduli space as defined in Theorem 7. Let n=$`dim_{}M.`$
2. A metric along the fibres, that is a metric g($`\tau )`$ on the relative tangent bundle $`๐ฏ(๐ณ`$/$``$(M)). In this paper the metric will be the families of CY metrics g($`\tau `$) such that the class of cohomology $`[\mathrm{Im}(g(\tau ))]=L`$ is fixed.
From these data we will construct the determinant line bundle $``$ over the moduli space of CY manifolds $``$(M). We will consider the relative $`\overline{}_{๐ณ\text{/}\text{(M)}}`$ complex:
$`0`$ker$`\overline{}_{๐ณ\text{/}\text{(M)}}`$C$`{}_{}{}^{\mathrm{}}(๐ณ`$)$`\stackrel{\overline{}_{0,๐ณ\text{/}\text{(M)}}}{}\mathrm{\Omega }_{๐ณ\text{/}\text{(M)}}^{0,1}\stackrel{\overline{}_{1,๐ณ\text{/}\text{(M)}}}{}..\mathrm{\Omega }_{๐ณ\text{/}\text{(M)}}^{0.n1}\stackrel{\overline{}_{n1,๐ณ\text{/}\text{(M)}}}{}.\mathrm{\Omega }_{๐ณ\text{/}\text{(M)}}^{0.n}0.`$
We will define $`D`$ to be for each $`\tau `$(M) and k,
$`D_k:=\overline{}_{k,๐ณ\text{/}\text{(M)}}+\left(\overline{}_{k,๐ณ\text{/}\text{(M)}}\right)^{}\&`$ $`D_{k,\tau }:=D_k|{}_{M_\tau }{}^{}=\overline{}_{k,\tau }+\left(\overline{}_{k,\tau }\right)^{}.`$
###### Definition 9
We will call the above complex the relative Dolbault complex.
Let us define $`\left(^k\right)_\tau :=L^2(`$M$`{}_{\tau }{}^{},\mathrm{\Omega }_\tau ^{0,k}).`$ Furthermore, as $`\tau `$ varies over $``$(M), the spaces $`\left(_\tau ^k\right)`$ fit together to form continuous Hilbert bundles $`^k`$ over $``$(M).<sup>2</sup><sup>2</sup>2These bundles are not smooth since the composition $`L^2\times C^{\mathrm{}}L^2`$ is not differentiable map.. Thus we can view $`\overline{}_{k,๐ณ\text{/}\text{(M)}}`$ as a bundle maps: $`\overline{}_{k,๐ณ\text{/}\text{(M)}}:^k^{k+1}.`$ The Hilbert bundles $`^k`$ carry $`L^2`$ metrics by definition.
### 4.2 Construction of the Determinant Line Bundle $``$
#### Some Basic Definitions
Now we are ready to construct the Determinant line bundle $``$ of the operator $`\overline{}_{๐ณ\text{/}\text{(M)}}.`$ We will recall some basic consequences of the ellipticity if $`D_\tau `$. Each fibre $`_\tau ^k`$ of the Hilbert bundles $`^k`$ decomposes into direct sum of eigen spaces of non-negative Laplcaians $`D_kD_k^{}`$ and $`D_k^{}D_k.`$ The spectrums of these operators are discrete, and the nonzero eigen values $`\{\lambda _{k,i}\}`$ of $`D_k^{}D_k`$ and $`D_kD_k^{}`$ agree and D<sub>k</sub> define a canonical isomorphisms between the corresponding eigen spaces.
###### Definition 10
1. Let $`๐ฐ_\mathrm{a}:\{\mathrm{\tau }(\mathrm{M})|\mathrm{a}\mathrm{S}\mathrm{p}\mathrm{e}\mathrm{c}(\mathrm{D}_\mathrm{k}\mathrm{D}_\mathrm{k}^{})`$ for $`0\mathrm{k}\mathrm{n}`$ and any $`\mathrm{a}>0\}.`$ ($`\mathrm{U}_\mathrm{a}`$ are open sets in $`(\mathrm{M})`$ and they form an open covering of $``$(M) since the spectrum of $`\mathrm{D}_\mathrm{\tau }^{}\mathrm{D}_\mathrm{\tau }`$ is discrete.) 2. Let the fibres of $`_\mathrm{a}^\mathrm{k}`$ be the vector subspaces in $`_{\mathrm{\tau },\mathrm{a}}^\mathrm{k}`$ spanned by eigen vectors with eigen values less than $`\mathrm{a}`$ over $`๐ฐ_\mathrm{a}.`$ Then we can define the complex of :
$`0\mathrm{\Gamma }(๐ฐ_a,๐ช_{๐ฐ_a})_a^0\stackrel{\overline{}_{0,๐ณ\text{/}\text{(M)}}}{}\mathrm{}_a^{n1}\stackrel{\overline{}_{n1,๐ณ\text{/}\text{(M)}}}{}_a^n\mathrm{ker}(D_{n1}D_n^{})0.`$
If $`b>a`$ we set $`_{a,b}^k:=_b^k`$/$`_a^k.`$ The spaces $`_a^k`$ form a smooth finite dimensional $`C^{\mathrm{}}`$ bundles over an open set $`๐ฐ^a`$(M). For the proof of this fact see .
#### Construction of the Generating Sections $`det(D_a)`$ over $`๐ฐ_a`$
###### Definition 11
Let $`\omega _1^k,..,\omega _{m_k}^k,\psi _1^k,..,\psi _{N_k}^k,\varphi _1^k,..,\varphi _{M_k}^k`$ be an orthonormal basis in the trivial vector bundle $`_a^k`$ over $`๐ฐ_a`$, where $`D_k\omega _i^k=0`$, $`\overline{}_k^{}(\overline{}_k\psi _j^k)=\lambda _j^k\psi _j^k,`$ $`\overline{}_k(\overline{}_k^{}\varphi _j^k)=\lambda _j^k\varphi _j^k,`$ $`\varphi _j^k\mathrm{Im}\overline{}_{k1,๐ณ\text{/}\text{(M)}}`$ and $`\psi _j^k\mathrm{Im}(\overline{}_{k,๐ณ\text{/}\text{(M)}}^{})`$ for 1$`ik`$ and $`0<\lambda _j<a`$ for 1$`jN`$. Let
$`det(\overline{}_{k,a})=\left(\omega _1^k\mathrm{}\omega _{m_k}^k(\overline{}_{k1,๐ณ\text{/}\text{(M)}}\psi _1^{k1})\mathrm{}(\overline{}_{k1,๐ณ\text{/}\text{(M)}}\psi _{N_k}^{k1})\varphi _1^k\mathrm{}\varphi _{M_k}^k\right)^{(1)^k}.`$
We will define the line bundle $``$ restricted on $`๐ฐ_a`$ as follows:
$`^a:=|_{๐ฐ_a}=_{k=0}^n\left(^{dim_a^k}_a^k\right)^{(1)^k}.`$
###### Definition 12
The generator $`det(\overline{}_a)`$ of $`^a:=|_{๐ฐ^a}`$ is defined as follows: $`det(\overline{}_a):=det(\overline{}_{k,a}).`$
#### Definition of the Transition Functions on $`๐ฐ_a๐ฐ_b`$
We will define how we patch together $`^a`$ and $`^b`$ over $`๐ฐ^a๐ฐ^b.`$<sup>3</sup><sup>3</sup>3We may suppose that $`b>a.`$ On that intersection we have: $`^b=^a^{a,b},`$ where$`^{a,b}:=_k=0^n(det_a,b^k)^{(1)^k}`$ on $`๐ฐ^a๐ฐ^b.`$ We can identify $`^{a,b}`$ over $`๐ฐ^a๐ฐ^b`$ with the line bundle bundle spanned by the section
$`det(\overline{}_{a,b})=_{k=0}^ndet(\overline{}_{k,a,b})^{(1)^k},`$
where $`det(\overline{}_{k,a,b}):=\left((\overline{}_{k1,๐ณ\text{/}\text{(M)}}\psi _1^{k1})\mathrm{}(\overline{}_{k1,๐ณ\text{/}\text{(M)}}\psi _{N_k}^{k1})\varphi _1^k\mathrm{}\varphi _{M_k}^k\right),`$ $`\varphi _j^k\mathrm{Im}\overline{}_{k1,๐ณ\text{/}\text{(M)}}`$, $`\psi _j^k\mathrm{Im}(\overline{}_{0,๐ณ\text{/}\text{(M)}}^{})`$, $`\mathrm{\Delta }_k\varphi _j^k=\lambda _j^k\varphi _j^k,`$ $`\mathrm{\Delta }_k(\overline{}(\psi _i^{k1}))=\lambda _i^k(\overline{}(\psi _i^{k1}))`$ and $`a<\lambda _i^k<b.`$
###### Remark 13
We can view $`det(\overline{}_{a,b})`$ as a section of the line bundle $`^{a,b}`$ over $`๐ฐ^a๐ฐ^b`$ and it defines a canonical smooth isomorphisms over $`๐ฐ^a๐ฐ^b:^a^a^{a,b}=^b`$ $`(ssdet(\overline{}_{a,b}).`$
We define the determinant line bundle $``$ by patching the trivial line bundles $`^a`$ over $`๐ฐ^a`$ by using the canonical isomorphism defined in Remark 13.
### 4.3 The Description of the Quillen Metric on $``$
We now proceed to describe the Quillen metric on $``$. Fix $`a>0`$. Then the subbundles $`_a^k`$ of the Hilbert bundles $`^k`$ on $`๐ฐ_a`$ inherit metrics from $`^k.`$ According to standart facts from linear algebra, metrics are induced on determinants, duals, and tensor products. So the $`^a`$ inherits a natural metric. We will denote by g<sup>a</sup> the $`L^2`$ norm of the section $`det(\overline{}_a)`$. Clearly
g$`{}_{}{}^{a}=_{k=0}^n\left(\lambda _1^k\mathrm{}\lambda _{n_k}^k\right)^{(1)^k},`$
where the product is of all non zero eigen values of the operators $`\overline{}_k^{}\overline{}_{k1}`$which are less than $`a.`$
If $`b>a`$, then under the isomorphism defined in Remark 13, we have two metrics on $`^b`$ and their ratio is a real number equal to the $`L^2`$ norm of the section$`det(\overline{}_{a,b})^2`$. The definition of the section $`det(\overline{}_{a,b})`$ implies that we have the following formula:
$`det(\overline{}_{a,b})=_{k=0}^n_{i=1}\varphi _i^k_{j=1}\overline{}\psi _j^k^{(1)^k}=_{i=1}\varphi _i^k_{j=1}\overline{}_k^{}\overline{}_{k1}\psi _j^k,\psi _j^k^{(1)^k}=\left(\lambda _i^k\right)^{(1)^k}.`$
where $`\lambda _i^k`$ are all the non-zero eigen values of the operators $`\overline{}_k^{}\overline{}_{k1}`$ such that $`a<\lambda _i^k<b.`$ In other word, on $`๐ฐ^a๐ฐ^b`$ g$`{}_{}{}^{b}=`$g$`{}_{}{}^{a}\left(\lambda _i^k\right)^{(1)^k}.`$ To correct this discrepancy we define $`\overline{g}^a=g^adet(D^{}D|{}_{\lambda >a}{}^{}),`$ where
$`det(\overline{}_k^{}\overline{}_{k1}|{}_{\lambda >a}{}^{})=\mathrm{exp}(\left(\zeta _k^a\right)^{^{}}(0))`$ and $`\zeta _k^a(s)=_{\lambda _i>a}^{\mathrm{}}\left(\lambda _i^k\right)^s.`$
The crucial property of this regularization is that it behaves properly with respect to the finite number of eigen values, i.e.
$`det(\overline{}_k^{}\overline{}_{k1}|{}_{\lambda >b}{}^{})=det(\overline{}_k^{}\overline{}_{k1}|{}_{\lambda >a}{}^{})_{a<i<b}^N\lambda _i^k`$
on the intersection $`๐ฐ^a๐ฐ^b.`$ From the last remark we deduce that $`\overline{g}^a`$ and $`\overline{g}^b`$ agree on $`๐ฐ^a๐ฐ^b.`$ Thus $`\overline{g}^a`$ patch together to a Hermitian metric g<sup>L</sup> on $``$. The metric g<sup>L</sup> will be called the Quillen metric on $``$.
###### Definition 14
We will define the holomorphic analytic torsion I(M), for odd dimensional CY manifold M as follows: I(M)$`:=_{q=1}^n(det(\mathrm{}_q^{^{}})^{(1)^q}.`$ See .
###### Remark 15
It is easy to see that if dim<sub>C</sub>M=2n, then $`\mathrm{log}`$I(M)=0. We know from the results in that for odd dimensional CY manifolds $`I(M)>0.`$ So from now on we will consider only odd dimensional CY manifolds.
We will need the following result from on p. 55:
###### Theorem 16
The Quillen norm of the $`C^{\mathrm{}}`$ section $`det(\overline{}_a)`$ on $`๐ฐ_a`$ of $``$ is equal to I(M).
#### PROOF OF THEOREM 16
It follows from the Definition 11 of the section $`det(\overline{})|_{๐ฐ^a}`$ of $``$ and the definition of the Quillen metric that at each point $`\tau `$(M) the following formula is true:$`det(\overline{})_\tau |{}_{๐ฐ^a}{}^{}_{Q}^{2}=I(M_\tau )|_{๐ฐ^a},`$ where $`det(\overline{})_\tau |{}_{๐ฐ^a}{}^{}_{Q}^{2}`$ means the Quillen norm of the section $`det(\overline{})_\tau |{}_{๐ฐ^a}{}^{}.`$ Theorem 16 is proved. $`\mathrm{}.`$
## 5 Construction of a C Non Vanishing Section of the Determinant Line Bundle $``$ for Odd Dimensional CY Manifolds
### 5.1 Some Ppreliminary Results
Let us denote by $`\pi _{}\left(\omega _{๐ณ\text{/}\text{(M)}}\right):=\pi _{}\left(\mathrm{\Omega }_{๐ณ\text{/}\text{(M)}}^{n,0}\right)`$ the relative dualizing sheaf. The local sections of $`\pi _{}\left(\omega _{๐ณ\text{/}\text{(M)}}\right)`$ are families of holomorphic n-forms $`\omega _\tau `$ on M<sub>ฯ</sub>. Then on $`\pi _{}\left(\omega _{๐ณ\text{/}\text{(M)}}\right)`$ we have a natural $`L^2`$ metric defined as follows:
$`\omega _\tau ^2:=(1)^{\frac{n(n1)}{2}}\left(\sqrt{1}\right)^n_\text{M}\omega _\tau \overline{\omega _\tau }.`$
###### Theorem 17
If the dimension of the CY manifold is even then $``$ is isomorphic to the line bundle $`\pi _{}\left(\omega _{๐ณ\text{/}\text{(M)}}\right).`$ If the dimension of the CY manifold is odd then the dual of $``$ is isomorphic to the line bundle $`\pi _{}\left(\omega _{๐ณ\text{/}\text{(M)}}\right)`$ over $`(M).`$
#### PROOF OF THEOREM 17
From the definition of CY says that:
$`dim_{}H^j(`$M,$`๐ช_\text{M}`$)=$`\{\begin{array}{cc}1\hfill & j=0\text{ or }j=n\hfill \\ 0\hfill & for\text{ }j0\text{ or }n\hfill \end{array}`$
This and the definition of CY manifold imply that
$`R^q\pi _{}๐ช_\text{M}=\{\begin{array}{cc}\left(\pi _{}\omega _{๐ณ\text{/}\text{(M)}}\right)^{}\hfill & \text{ }j=n\hfill \\ ๐ช_{\text{(M)}}\hfill & for\text{ }j\text{ }n\hfill \end{array}`$
From the definition of $``$ it follows that $`_{q=0}^n\left(1\right)^qdet\left(R^q\pi _{}๐ช_\text{M}\right).`$ Combining all these equalities we deduce directly Theorem 17. $`\mathrm{}.`$
###### Corollary 18
Let M be a CY manifold of odd dimension $`n=2m+1.`$ Then the index of the operator $`\overline{}`$ on the complex defined in Definition 9 is zero.
### 5.2 Holomorphic Structure on the Determinant line Bundle $``$
In a canonical smooth isomorphism is constructed between the holomorphic determinant of Grothendieck-Knudsen-Mumford with Quillen determinant bundle. More precisely the following theorem is proved:
###### Theorem 19
Let $`\pi :๐ณ`$(M) be a holomorphic fibration with smooth fibres. Suppose $`๐ณ`$ admits a closed (1,1) form $`\psi `$ which restricts to a Kรคhler metric on each fibre. Let $`๐ณ`$ be a holomorphic Hermitian bundle with its Hermitian connection. Then the determinant line bundle $``$(M) of the relative $`\overline{}`$ complex (coupled to $``$ ) admits a holomorphic structure. The canonical connection (constructed in ) on $``$ is the Hermitian connection for the Quillen metric. Finally, if the index of $`\overline{}`$ is zero, the section $`det(`$ $`\overline{}_E)`$ of $``$ is holomorphic.
From now on we will consider the family of CY manifolds $`๐ณ`$(M) as defined in Theorem 8 together with the trivial line bundle $``$ over $``$(M). It is easy to see that the family $`๐ณ`$(M) fulfill the conditions of the Theorem 19.
### 5.3 Construction of a C Section of the Determinant Line Bundle $``$ with Quillen Norm Ray-Singer Equal to Ray-Singer Analytic Torsion
###### Definition 20
Let $`_+=\underset{๐}{}L^2(M,\mathrm{\Omega }_M^{0,2k})`$ and $`_{}=\underset{๐}{}L^2(M,\mathrm{\Omega }_M^{0,2k+1})`$ and $`D=\overline{}_{๐ณ/(M)}+\overline{}_{๐ณ/(M)}^{}.`$
###### Theorem 21
Let M be a CY manifold of odd dimension, then as C bundle the determinant line bundle $``$ is trivial and there exists a global $`C^{\mathrm{}}`$ section $`det(\overline{})`$ of $``$(M), which has no zeroes on $``$(M) and whose Quillen norm is the Ray Singer Analytic Torsion.
#### PROOF OF THEOREM 21
PROOF: The proof of Theorem 21 is based on the following three Theorems:
###### Theorem 22
The first Chern class of the ralative dualizing sheaf $`\pi _{}\omega _{๐ณ/(M)}`$ is given locally by the formula $`c_1(\pi _{}\omega _{๐ณ/(M)})=dd^c\left(\omega _\tau ,\omega _\tau \right)=\mathrm{Im}\left(\text{Weil-Petersson metric}\right),`$ where $`\omega _\tau `$ is a holomorphic family of holomorphic n forms$`..`$ (See .)
###### Theorem 23
Locally on the moduli space $`(M)`$ the following formula holds
$`dd^c\left(\mathrm{log}(det(\mathrm{}_0))\right)=\mathrm{Im}\left(\text{Weil-Petersson metric}\right).`$ (See .)
###### Theorem 24
i. I(M)=$`\left(det(\mathrm{}_0)\right)^2`$ ii. around each point $`\mathrm{\tau }๐ฐ_\mathrm{\tau }(\mathrm{M})`$ we have I(M)$`|`$$`{}_{๐ฐ_\mathrm{\tau }}{}^{}=<\mathrm{\omega },\mathrm{\omega }>|\mathrm{\varphi }|^2,`$ where $`\mathrm{\varphi }`$ is a holomorphic function on $`๐ฐ`$ and iii. The positive function $`det(\mathrm{}_0)`$ is bounded by a constant $`\mathrm{C},`$ i.e. $`det(\mathrm{}_0)<\mathrm{C}.`$ (See .)
We will proof the following Lemma:
###### Lemma 25
The first Chern class $`c_1()`$ of the C determinant line bundle $``$ is equal to zero in $`H^2((M),).`$
Proof of Lemma 25: Theorem 17 implies that when the CY manifold $`M`$ has an odd dimension then the determinant line bundle $``$ is isomorphic to the relative dualizing sheaf $`\pi _{}(\omega _{๐ณ/(M)}).`$ So we need to proof that $`c_1(\pi _{}(\omega _{๐ณ/(M)}))=0.`$ The proof of Lemma 25 is based on the follwoing obeservation: Notice that the definition of the Ray Singer analytic torsion implies that $`I(M_\tau )`$ is a positive function different from a constant on $`(M).`$ From Theorem 24 we know that we have the following local expression of $`I(M_\tau ):`$
$`I(M_\tau )|_๐ฐ=\omega _\tau ^2|\varphi |^2`$
where $`\omega _\tau `$ is a holomorphic family of holomorphic n-forms on $`M_\tau ,`$ $`\varphi `$ is a holomorphic function on $`๐ฐ`$ and
$`\omega _\tau ^2=\left(\sqrt[2]{1}\right)^n(1)^{\frac{n(n1)}{2}}_{M_\tau }\omega _\tau \overline{\omega _\tau }.`$
Theorems 23 and 22 imply that
$`\frac{\sqrt[2]{1}}{2}\overline{}\mathrm{log}(I(M_\tau ))=c_1()=c_1(\pi _{}(\omega _{๐ณ/(M)})).`$
Since $`\overline{}\mathrm{log}(I(M_\tau ))=d\left(\overline{}\mathrm{log}(I(M_\tau ))\right)`$ we deduce that
$`\frac{\sqrt[2]{1}}{2}\overline{}\mathrm{log}(I(M_\tau ))=c_1()=\frac{\sqrt[2]{1}}{2}d\left(\overline{}\mathrm{log}(I(M_\tau ))\right)=d\alpha .`$
So $`c_1()=0`$ in $`H^2((M),).`$ This proves Lemma 25. $`\mathrm{}.`$
###### Corollary 26
The determinant line bundle $``$ as a $`C^{\mathrm{}}`$ bundle is trivial.
So the first part of Theorem 21 is proved. The proof of the second part of Theorem 21 is based on the following Lemma:
###### Lemma 27
There exists a non vanishing global section $`det(\overline{})`$ of the dual of the determinant line bundle $``$ such that the Quillen norm of det$`(\overline{})=I(M).`$
Proof of Lemma 27: From Corollary 26 we can conclude the existence of a global $`C^{\mathrm{}}`$ section $`\omega `$ of $``$(M), which has no zeroes on $``$(M) and such that for each $`\tau (M)`$ it has $`L^2`$ norms 1, i.e. we have $`\omega _\tau ^2=1.`$ Since $`M_\tau `$ is an odd dimensional CY manifold we know from Theorem 17 hat $``$ is isomorphic to $`\pi _{}(\omega _{๐ณ/(M)}).`$ The non vanishing section $`\omega `$ of the determinant line bundle $``$ can be interpreted as a family of (2n+1,0) forms $`\omega `$ which generate the kernel of $`D^{}:_{}_+.`$ The kernal of $`D:_+_{}`$ is generated by the constant 1. This follows directly from the definition of the CY manifold.
From Definition 11 of the section $`det(\overline{}_a)`$ on the open set $`๐ฐ_a(M)`$, the existence of a C family of antiholomoprhic forms $`\omega _\tau `$ with $`L^2`$ norm 1, which trivializes $`R^{2n+1}\pi _{}(๐ช_๐ณ`$ $`)`$ over $`(M)`$ and the definition of the transition functions $`\{\sigma _{a,b}\}`$ of $``$ with respect to the covering $`\{๐ฐ_a\},`$ we deduce that for $`b>a`$ we have on $`๐ฐ_a๐ฐ_b`$ $`det(\overline{}_b)=`$ $`det(\overline{}_b)\sigma _{a,b}.`$ This fact and Theorem 16 imply that we constructed a global $`C^{\mathrm{}}`$ section $`det(\overline{})`$ of $``$ whose Quillen norm is the Ray Singer Analytic Torsion. So the determinant line bundle $``$ is a trivial $`C^{\mathrm{}}`$ line bundle. Theorem 21 is proved. $`\mathrm{}.`$
###### Corollary 28
The determinant line bundle as a holomorphic bundle is flat over $`(M).`$
## 6 The Analogue of the Dedekind Eta Function for Odd Dimensional CY Manifolds
### 6.1 Metrics on Vector Bundles with Logarithmic Growth
In Theorem 7 we constructed the moduli space $``$(M) of CY manifolds. From the results in and Theorem 7 we know that $``$(M) is a quasi-projective non-singular variety. Using Hironakaโs resolution theorem, we may suppose that $``$(M)$`\overline{\left(\text{M}\right)},`$ where$`\overline{\left(\text{M}\right)}\backslash \left(\text{M}\right)=๐_{\mathrm{}}`$is a divisor with normal crossings. We need to show, now how we will extend the determinant line bundle $``$ to a line bundle $`\overline{\text{ }}`$ to $`\overline{\left(\text{M}\right)}.`$ For this reason we are going to recall the following definitions and results from . We will look at the policylinders D$`{}_{}{}^{N}\overline{\left(\text{M}\right)},`$ where D is the unit disk and $`N=dim\overline{\left(\text{M}\right)}`$ and
D$`{}_{}{}^{N}๐_{\mathrm{}}=\{`$union of hyperplanes; $`\tau _1=0,\mathrm{},\tau _k=0\}.`$
Hence D$`{}_{}{}^{N}`$(M)=(D$`{}_{}{}^{})^k\times `$D$`^{Nk}.`$ In D we have the Poincare metric
ds$`{}_{}{}^{2}=\frac{\left|dz\right|^2}{\left|z\right|^2\left(\mathrm{log}\left|z\right|\right)^2}`$
and in D we have the simple metric $`\left|dz\right|^2,`$ giving us a product metric on (D)$`{}_{}{}^{k}\times `$D<sup>r-k</sup> which we call $`\omega ^{(P)}.`$
A complex-valued C p-form $`\eta `$ on $``$(M) is said to have Poincare growth on $`\overline{\left(\text{M}\right)}\backslash \left(\text{M}\right)`$ if there is a set of if policylinders $`๐ฐ_\alpha \overline{\left(\text{M}\right)}`$ covering $`\overline{\left(\text{M}\right)}\backslash \left(\text{M}\right)`$ such that in each $`๐ฐ_\alpha `$ an estimate of the following type holds:
$`|\eta (\tau _1,\mathrm{},\tau _N|C_\alpha \omega _{๐ฐ_\alpha }^{(P)}(\tau _1,\overline{\tau _1})\mathrm{}_\alpha \omega _{๐ฐ_\alpha }^{(P)}(\tau _N,\overline{\tau _N}).`$
This property is independent of the covering $`๐ฐ_\alpha `$ of $`\overline{\left(\text{M}\right)}\backslash \left(\text{M}\right)`$ but depends on the compactification $`\overline{\left(\text{M}\right)}.`$ If $`\eta _1`$ and $`\eta _2`$ both have Poincare growth on $`\overline{\left(\text{M}\right)}\backslash \left(\text{M}\right),`$ then so does $`\eta _1\eta _2`$. The basic property of the Poincare growth is the following:
###### Theorem 29
A p-form $`\eta `$ with a Poincare growth on $`\overline{\left(\text{M}\right)}\backslash \left(\text{M}\right),`$ has the property that for every C (r-p) form $`\psi `$ on $`\overline{\left(\text{M}\right)}`$ we have:
$`_{\overline{\left(\text{M}\right)}\backslash \left(\text{M}\right)}\left|\eta \psi \right|<\mathrm{}.`$
Hence, $`\eta `$ defines a current \[$`\eta `$\] on $`\overline{\left(\text{M}\right)}.`$
#### PROOF OF THEOREM 29
For the proof see . $`\mathrm{}.`$
A complex valued C p-form $`\eta `$ on $`\overline{\left(\text{M}\right)}`$ is good on M if both $`\eta `$ and $`d\eta `$ have Poincare growth. Let $``$ be a vector bundle on $``$(M) with a Hermitian metric h. We will call h a good metric on $`\overline{\left(\text{M}\right)}`$ if the following holds: i. for all x$`\overline{\left(\text{M}\right)}\backslash \left(\text{M}\right),`$ there exists sections $`e_1,\mathrm{},e_m`$ of $``$ which forma basis of $`|{}_{D^r\backslash (D^r๐_{\mathrm{}})}{}^{}.`$ ii. In a neighborhood D<sup>r</sup> of x in which $`\overline{\left(\text{M}\right)}\backslash \left(\text{M}\right)`$ is given by $`z_1\times .\times z_k=0.`$ iii. The metric h$`{}_{i\overline{j}}{}^{}=`$h($`e_i,e_j`$) has the following properties: a. $`\left|h_{i\overline{j}}\right|,`$ $`\left(det\left(h\right)\right)^1C\left(_{i=1}^k\mathrm{log}\left|z_i\right|\right)^{2m},`$ for some $`C>0,`$ $`m0.`$ b. The 1-forms $`\left(\left(dh\right)h^1\right)_{i\overline{j}}`$ are good forms on $`\overline{\left(\text{M}\right)}D^r.`$
It is easy to prove that there exists a unique extension $`\overline{}`$ of $``$ on $`\overline{\left(\text{M}\right)},`$ i.e. $`\overline{}`$ is defined locally as holomorphic sections of $``$ which have finite norm in h.
###### Theorem 30
Let ($``$,h) be a vector bundle with a good metric on $`\left(\text{M}\right)`$, then the Chern classes c<sub>k</sub>($``$,h) are good forms on $`\overline{\left(\text{M}\right)}`$ and the currents \[c$`{}_{k}{}^{}(`$,h\] represent the cohomology classes
c$`{}_{k}{}^{}(`$,h)$`H^{2k}(\overline{\left(\text{M}\right)},).`$
#### PROOF OF THEOREM 30
For the proof see . $`\mathrm{}.`$
### 6.2 Applications of Mumfordโs Results to the Moduli of Odd Dimensional CY
We are going to prove the following result:
###### Theorem 31
Let $`\pi :๐ณ\left(\text{M}\right)`$ be the flat family of non-singular CY manifolds. Let $`\pi _{}(\mathrm{\Omega }_{๐ณ\text{/}\text{(M)}}^{n,0})`$ be equipped with the metric h defined as follows:
$`h(\omega _\tau ,\omega _\tau )=(1)^{\frac{n(n1)}{2}}\left(\sqrt{1}\right)^n_\text{M}\omega _\tau \overline{\omega _\tau }.`$
Then h is a good metric.
#### PROOF OF THEOREM 31
Let $`\tau _0๐_{\mathrm{}}`$ and let D be a one dimensional disk in $`\overline{\left(\text{M}\right)}`$ which intersects $`๐_{\mathrm{}}`$ on $`\tau _0`$ and D$`{}_{}{}^{}=`$D$`\backslash `$$`\tau _0\left(\text{M}\right).`$ Over D$`\backslash `$$`\tau _0`$ we have a family $`_D^{}`$D$`\backslash `$$`\tau _0`$ of CY manifolds. We will assume that D is the unit disk and $`\tau _0`$ is the origin of the disk. We know from the theory of Hodge structures that if $`\{\gamma _1,\mathrm{},\gamma _{b_n}\}`$ is a basis of $`H^n(`$M,$``$)/Tor then the functions:
$`(\mathrm{},_{\gamma _i}\omega _\tau ,\mathrm{})`$
for $`0<\left|\tau \right|<1`$ and $`0<\mathrm{arg}(\tau )<2\pi `$ are solutions of differential equation with regular singularities. From the fact that the solutions of any differential equation with regular singularities has a logarithmic growth and
$`h(\omega _\tau ,\omega _\tau )=`$ $`(\mathrm{},_{\gamma _i}\omega _\tau ,\mathrm{})(<\gamma _i,\gamma _j>)(\mathrm{},_{\gamma _i}\overline{\omega _\tau },\mathrm{})^t`$
we deduce that
$`h(\omega _\tau ,\omega _\tau )C\left(_{i=1}^k\mathrm{log}\left|\tau _i\right|\right)^{2m}.`$
From here we conclude that the form $`\left(\mathrm{log}(h)\right)`$ has also a logarithmic growth. Our theorem is proved. $`\mathrm{}.`$
### 6.3 Construction of the Analogue of the Dedekind $`\eta `$ Function for Odd Dimensional CY manifolds
###### Theorem 32
Let M be an odd dimensional CY manifold, then the C section $`det(\overline{})`$ of the determinant line bundle $``$ constructed in Theorem 21 can be prolonged to a section $`\overline{det(\overline{})}`$ of the line bundle $`\overline{}`$ and $`\overline{det(\overline{})}`$ vanishes on the discriminant locus $`๐_{\mathrm{}}:=\overline{\text{(M)}}\backslash `$(M).
#### PROOF OF THEOREM 32
We know from Theorem 21 that the Quillen norm of the section $`det(\overline{})`$ of the determinant line bundle $``$ on $``$(M) is equal to the holomorphic Ray-Singer analytic torsion I(M), i.e. $`det(\overline{})_Q^2=`$I(M). On the other hand we proved in that I(M)=$`\left(det(\mathrm{\Delta }_0)\right)^2.`$ This fact and Theorems 23 and 22 imply that locally on $``$(M) the following formula is true:
$`dd^c\left(\mathrm{log}\left(\frac{I(M)}{\omega _\tau ,\omega _\tau }\right)\right)=dd^c\left(\mathrm{log}\left(\frac{det(\mathrm{}_0)}{\omega _\tau ,\omega _\tau }\right)\right)=0.`$
From here we deduce in that for each point $`\tau (M)`$ there exists an open set $`\tau ๐ฐ_\tau `$ such that we have
$`det(\overline{})|{}_{๐ฐ_\tau }{}^{}_{Q}^{2}=\omega _\tau ,\omega _\tau |f(\tau )|^2,`$
where $`f`$ is a holomorphic function in $`๐ฐ_\tau `$. Let us choose $`๐ฐ`$ such that $`๐ฐ\overline{\text{(M)}}\mathrm{}.`$ Let $`\tau _0๐_{\mathrm{}}๐ฐ.`$ We will prove that we can continue $`f`$ locally around a point $`\tau _0๐_{\mathrm{}}=\overline{\text{(M)}}\backslash `$(M). Indeed we proved in Theorem 31 that $`\omega _\tau ,\omega _\tau `$ have a logarithmic growth around $`\tau _0๐_{\mathrm{}}=\overline{\text{(M)}}\backslash `$(M). Theorem 24 implies that $`det(\overline{})_Q^2=`$I(M)$`=\left(det(\mathrm{}_0)\right)^2C`$ and I(M)$`|`$$`{}_{๐ฐ_\tau }{}^{}=<\omega ,\omega >|f|^2`$ so we can conclude that $`\underset{\tau \tau _0}{lim}f(\tau )=0`$ since$`\underset{\tau \tau _0}{lim}`$ $`\omega _\tau ,\omega _\tau =\mathrm{}`$ and $`\omega _\tau ,\omega _\tau `$ has a logarithmitic growth. From here we deduce , and $`f`$ can be continued around any point $`\tau ๐_{\mathrm{}}=\overline{\text{(M)}}\backslash `$(M). This fact and Theorem 31 implies that the canonical section $`det(\overline{})_๐ฐ`$ can be prolonged to a section $`\overline{det(\overline{})}_๐ฐ`$ of the line bundle $`\overline{}`$ and $`\overline{det(\overline{})}`$ vanishes on the discriminant locus $`๐_{\mathrm{}}:=\overline{\text{(M)}}\backslash `$(M). Theorem 32 is proved. $`\mathrm{}.`$
###### Theorem 33
There exists a multi valued holomorphic section $`\eta `$ of the dual of the determinant line bundle $``$ over $`(M)`$ such that the norm of $`\eta `$ with respect to the metric defined in Theorem 31 is equal to the Ray Singer Analytic torsion I(M)$`=det(\mathrm{}_0)^2.`$
#### PROOF OF THEOREM 33
Theorem 21 implies that the line bundle $``$ is a trivial C bundle. So the pullback $`\pi ^{}()`$ on the universal cover $`\stackrel{~}{(M)}`$ of $`(M)`$ will be a trivial line bundle. Let $`\stackrel{~}{\sigma }`$ be any non vanishing section of $`\pi ^{}().`$ Then since $`=\stackrel{~}{(M)}\times /,`$ where $`(\tau ,t)(\tau _1,t_1)`$ $`\tau _1=g\tau `$ and $`t_1=\chi (g)t,`$ where $`g\pi _1((M))`$ and $`\chi `$ is a chararcter of $`\pi _1((M))`$ that defines $`.`$ Theorem 33 is proved. $`\mathrm{}.`$
We know from the results in and 16 that the determinant line bundle $``$ over $``$(M) has a holomorphic structure. In the next Theorem we will consider $``$ as a holomorphic line bundle defined over $``$(M).
###### Theorem 34
There exists a positive integer $`N`$ such that $`^N`$ is a trivial complex analytic line bundle over $``$(M).
#### PROOF OF THEOREM 34
According to Theorem 17 $`R^0\pi _{}(\mathrm{\Omega }_{๐ณ/(M)}^{2n+1,0}),`$ where $`dim_{}M=2n+1.`$ Therefore $``$ is a subbundle of the flat vector bundle $`R^{2n+1}\pi _{}`$ where $``$ is the locally constant sheaf on $`๐ณ,`$ and $`\pi :๐ณ(M)`$ is the versal family of CY manifolds over $`(M)`$. We know from Theorem 7 that $`(M)=๐ฏ(M)/\mathrm{\Gamma },`$ where $`๐ฏ(M)`$ is the Teichmรผller space and $`\mathrm{\Gamma }`$ is a subgroup of the mapping class group of $`M`$ and according to $`\mathrm{\Gamma }`$ is an arithmetic group.
If we lift the flat bundle $`R^n\pi _{}`$ on $`๐ฏ(M)`$, then $`R^{2n+1}\pi _{}`$ will be a trivial bundle isomorphic to $`๐ฏ(M)\times H^{2n+1}(M_0,)`$. Let us denote by
$`\sigma :๐ฏ(M)(M)=๐ฏ(M)/\mathrm{\Gamma }`$
the natural map. Clearly $`\sigma ^{}()`$ will be a flat complex analytic subbundle of the trivial bundle $`๐ฏ(M)\times H^{2n+1}(M_0,)`$.
###### Proposition 35
Let N be a quasi-projective variety, $`^n\times N`$ be a trivial bundle and $``$ be a flat line bundle over N such that $`^{},`$ then $``$ is also trivial.
Proof of Proposition 35: Let $`\stackrel{~}{N}`$ be the universal cover of $`N.`$ Clearly $`\pi _1(N)`$ acts without fixed points on $`\stackrel{~}{N}.`$ The pullback of $``$ on $`\stackrel{~}{N}`$ will be denote by $`\stackrel{~}{}.`$ $`\stackrel{~}{}`$ will be a trivial line bundle since $`^{}`$ is a flat bundle over $`N.`$ Let us denote by $`\stackrel{~}{}`$ the pullback of $``$ on $`\stackrel{~}{๐ฉ}.`$
$`\pi _1(N)`$ acts trivially on the trivial vector bundle $`\stackrel{~}{}`$ since $``$ is a trivial vector bundle on $`N.`$ The condition $``$ implies that $`\stackrel{~}{}\stackrel{~}{}.`$ $`\pi _1(N)`$ acts trivially on the trivial line bundle $`\stackrel{~}{}`$ since $`\pi _1(N)`$ acts trivially on the trivial vector bundle $`\stackrel{~}{}`$ and $`\stackrel{~}{}\stackrel{~}{}.`$ $``$ is a trivial bundle over $`N`$ since $`\pi _1(N)`$ acts trivially on the trivial line bundle $`\stackrel{~}{}.`$ Proposition 35 is proved. $`\mathrm{}.`$
Proposition 35 implies we that $`\sigma ^{}()`$ will be a trivial line bundle. The fact that $`\sigma ^{}()\times ๐ฏ(M)`$ is a trivial bundle implies that $`\times ๐ฏ(M)/\mathrm{\Gamma },`$ where $`\mathrm{\Gamma }`$ acts in a natural way on the Teichmรผller space and it acts by a character $`\chi Hom(\mathrm{\Gamma },_1^{})Hom(\mathrm{\Gamma }/[\mathrm{\Gamma },\mathrm{\Gamma }],_1^{})`$ on $`.`$ According to a Theorem of Kazhdan $`\mathrm{\Gamma }/[\mathrm{\Gamma },\mathrm{\Gamma }]`$ is a finite group since $`\mathrm{\Gamma }`$ is an arithmetic group of rank $`2`$ according to and . From here we deduce that $`^N`$ will be a trivial bundle on $`(M)`$, where $`N=\mathrm{\#}\mathrm{\Gamma }/[\mathrm{\Gamma },\mathrm{\Gamma }].`$ Theorem 34 is proved. $`\mathrm{}.`$
###### Corollary 36
There exists a holomorphic section $`\eta ^N`$ of the trivial bundle $`\left(^{}\right)^N`$ such that it can be prolonged to a holomorphic section $`\overline{\eta ^N}`$ of ($`\overline{^{}})^N`$ whose zero set is supported by $`๐_{\mathrm{}}`$ and the Quillen norm $`\eta ^N_Q^2=det(\mathrm{\Delta }_0)^{2N}.`$
Proof of Corollary 36: As we pointed out we can prolonged the dual of the determinant line bundle $``$ from $``$(M) to a holomorphic line bundle$`\overline{^{}}`$ over $`\overline{(M)}.`$ In Theorem 21 we constructed a non vanishing $`C^{\mathrm{}}`$ section $`det(\overline{})`$ of $`^{}`$ over $``$(M). We know that the norm of $`det(\overline{})`$ with respect of the metric on $``$ defined in Theorem 31 is exactly equal to the Ray Singer Analytic Torsion I(M)$`=det(\mathrm{\Delta }_0)^2`$. From Theorem 32 we know that we can prolong the section $`det(\overline{})`$ to a section $`\overline{det(\overline{})}`$of the line bundle $`\overline{^{}}`$ over $`\overline{(M)}`$ and the support of the zero set of $`\overline{det(\overline{})}`$ is exactly $`๐_{\mathrm{}}.`$ From here we deduce that the Poincare dual homology class of the Chern class of $`\overline{\text{ }}`$ is an effective divisor whose support is the same as that of $`๐_{\mathrm{}}.`$ Combining this fact together with Theorem 34 we conclude that there exists a holomorphic section $`\overline{\eta ^N\text{ }}`$ of the line bundle $`\left(\overline{^{}}\right)^N`$ over $`\overline{(M)}`$ whose zero set is supported by $`๐_{\mathrm{}}`$ and the multiplicities of the components of the irreducible divisors of $`\left(\overline{\eta }\right)^N`$ are the same as of $`\left(\overline{det(\overline{})}\right)^N.`$ The fact that $`\eta ^{N\text{ }}`$ is defined up to a constant and Corollary 33 we conclude that after normalizing $`\eta ^N`$ its Quillen norm $`\eta ^N_Q^2`$ will be $`det(\mathrm{\Delta }_0)^{2N}.`$ Corollary 36 is proved. $`\mathrm{}`$
## 7 Some Problems
Let us define Sh(C,E,Z) to be the set of all families $`\pi :YC`$ of fixed type CY manifolds Z over a fix complete algebraic curve C with a fixed set of points over which the fibres are singular, up to isomorphisms.
###### Problem 37
Is the set Sh(C,E,Z) finite?
The results of this paper combined with the results from imply that the set Sh(C,E,Z) is discrete. In order to prove that it is finite one need to find a uniform bound on the volume of the image of the curve in the moduli space $`(M)`$ of CY manifolds. We found a bound of the images of fix C and fix set of points E on C over we which the fibres are singular by using Gauss-Bonnet theorem and the fact that Weil-Petersson metric is complete on the moduli space of pseudo polarized algebraic K3 surfaces. This method does not work for CY threefolds, since Weil-Petersson metric is not complete.
###### Problem 38
Can one find a product formulas for $`\eta `$ around points of maximal degenerations, which means that around such points the monodromy operator has index of unipotency $`n+1\mathrm{?}`$
For more precise discussion of Problem 38 see . Problem 38 is closely related to the paper and more precisely to the counting problem of elliptic curves on CY threefold.
###### Problem 39
Is is true that any CY manifold can be deformed to an algebraic manifold with one conic singularity?
Problem 39 is related to the following problem: Let M be an algebraic variety embedded in $`^N.`$ Suppose that the component of the Hilbert scheme $`_{M/^N}^{}`$ that contains an open non singular quasi-projective subscheme $`_{M/^N}.`$ Let $`๐_M`$ be the set of the points in $`_{M/^N}`$ that corresponds to singular varieties. It is not difficult to prove that $`๐_M`$ is a closed subvariety in $`_{M/^N}.`$ Suppose that $`๐_M`$ is a divisor in $`_{M/^N}.`$
###### Problem 40
Is it true that the generic point of $`๐_M`$ corresponds to a projective manifold with only one conic singularity?
The results of this paper suggest that one can expect that the Hilbert scheme $`_{M/^N}^{}`$ of odd dimensional CY manifold M contains a non singular open quasi-projective variety $`_{M/^N}`$ such that the discriminant locus $`๐_M`$ is a divisor.
Problem 40 is closely related to the Miles Riedโs conjecture that the moduli of all CY threefolds is connected.
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# Role of in-plane dissipation in dynamics of Josephson lattice in high-temperature superconductors
\[
## Abstract
We calculate the flux-flow resistivity of the Josephson vortex lattice in a layered superconductor taking into account both the inter-plane and in-plane dissipation channels. We consider the limiting cases of small fields (isolated vortices) and high fields (overlapping vortices). In the case of the dominating in-plane dissipation, typical for high-temperature superconductors, the field dependence of flux-flow resistivity is characterized by three distinct regions. As usual, at low fields the flux-flow resistivity grows linearly with field. When the Josephson vortices start to overlap the flux-flow resistivity crosses over to the regime of quadratic field dependence. Finally, at very high fields the flux-flow resistivity saturates at the c-axis quasiparticle resistivity. The intermediate quadratic regime indicates dominant role of the in-plane dissipation mechanism. Shape of the field dependence of the flux-flow resistivity can be used to extract both components of the quasiparticle conductivity.
\]
Stack of low dissipative Josephson junctions formed by the atomic layers of high-temperature superconductors represents nonlinear system with unique dynamic properties. Magnetic field applied along the layers creates the lattice of Josephson vortices (JVs). Transport properties of this state are determined by dynamics of the Josephson lattice. Two distinct regimes exist depending on strength of applied magnetic field. At low fields the Josephson vortices are isolated and form a triangular lattice, strongly stretched along the direction of layers. An isolated JV is characterized by the nonlinear core, the region within which the phase difference between the two central layers sweeps from $`0`$ to $`2\pi `$. The core size is given by the Josephson length, $`\gamma s`$, where $`\gamma `$ is the anisotropy of the London penetration depth and $`s`$ is the interlayer spacing. This regime of a dilute lattice is characterized by the linear field dependence of flux-flow resistivity $`\rho _{ff}B`$. The linear flux-flow branch in Bi<sub>2</sub>Sr<sub>2</sub>CaCu<sub>2</sub>O<sub>8</sub> (BSCCO) at small fields has been observed experimentally.
When magnetic field exceeds the crossover field, $`B_{cr}=\mathrm{\Phi }_0/\pi \gamma s^2`$, the cores of JVs start to overlap and a dense Josephson lattice is formed, in which JVs fill all layers. In this regime the linear field dependence of the flux-flow resistivity breaks down. Further field behavior depends on the mechanism of dissipation.
Moving Josephson vortices generate both in-plane and inter-plane electric fields, which induce dissipative quasiparticle currents. Usually only dissipation due to the tunneling of quasiparticles between the layers is taken into account in calculation of the viscosity of JVs. However in the high-T<sub>c</sub> superconductors the in-plane quasiparticle conductivity $`\sigma _{ab}`$ is strongly enhanced in superconducting state as compared to the normal conductivity due to reduction of phase space for scattering , while the c-axis component $`\sigma _c`$ rapidly decreases with temperature in superconducting state. Below the transition temperature the anisotropy of dissipation $`\sigma _{ab}/\sigma _c`$ becomes larger than the superconducting anisotropy $`\gamma ^2`$. This leads to dominating role of the in-plane dissipation in dynamics of the Josephson lattice.
In this Letter we calculate the field dependence of the flux-flow resistivity $`\rho _{ff}(B)`$ taking into account both the in-plane and inter-plane dissipation channels. We separately consider the regimes of small and high fields. The flux flow resistivity at high fields, taking into account the in-plane dissipation, has been studied before in Ref. . For the case of purely c-axis dissipation linear growth of the flux-flow resistivity saturates at the c-axis quasiparticle resistivity $`\rho _c`$ when magnetic field exceeds the crossover field $`B_{cr}`$. Dominating in-plane dissipation leads to qualitative change of the shape of $`\rho _{ff}(B)`$. In this case $`\rho _{ff}`$ also increases linearly at small fields. The slope of this dependence is mainly determined by $`\sigma _{ab}`$ and at $`BB_{cr}`$ the resistivity $`\rho _{ff}`$ is still much smaller than $`\rho _c`$. At $`BB_{cr}`$ the field dependence of $`\rho _{ff}`$ crosses over to even faster, quadratic, dependence. Only at significantly higher field, $`B\sqrt{\sigma _{ab}/(\gamma ^2\sigma _c)}B_{cr}`$, $`\rho _{ff}`$ reaches $`\rho _c`$. Therefore the field dependence of $`\rho _{ff}`$ can be used to extract both components of the quasiparticle conductivity.
Dynamics of the moving Josephson lattice is governed by the coupled Sine-Gordon equations for the interlayer phase differences. The equations taking into account in-plane dissipation have been derived in Refs. . Consider a layered superconductor in magnetic field applied along the layers ($`y`$ direction) and carrying transport current along the $`c`$-axis ($`z`$ direction). We express fields and currents in terms of the gauge invariant phase difference between the layers $`\theta _n=\varphi _{n+1}\varphi _n\frac{2\pi s}{\mathrm{\Phi }_0}A_z`$ and the in-plane superconducting momentum $`p_n=_x\varphi _n\frac{2\pi }{\mathrm{\Phi }_0}A_x`$. The local magnetic field $`B_n`$ between the layers $`n`$ and $`n+1`$ can be expressed as
$$B_n(x)=\frac{\mathrm{\Phi }_0}{2\pi s}\left(\frac{\theta _n}{x}p_{n+1}+p_n\right).$$
(1)
The components of electric field can be approximately represented as
$$E_x\frac{\mathrm{\Phi }_0}{2\pi c}\frac{p_n}{t};E_z\frac{\mathrm{\Phi }_0}{2\pi cs}\frac{\theta _n}{t}.$$
(2)
These expressions are valid assuming fast equilibration of the order parameter inside the layers. More general situations have been considered in Refs. . The components of electric current, $`j_x`$ and $`j_z`$, consist of the quasiparticle and superconducting contributions
$`j_x`$ $`=`$ $`\sigma _{ab}{\displaystyle \frac{\mathrm{\Phi }_0}{2\pi c}}{\displaystyle \frac{p_n}{t}}+{\displaystyle \frac{c\mathrm{\Phi }_0}{8\pi ^2\lambda _{ab}^2}}p_n,`$ (3)
$`j_z`$ $`=`$ $`\sigma _c{\displaystyle \frac{\mathrm{\Phi }_0}{2\pi cs}}{\displaystyle \frac{\theta _n}{t}}+j_J\mathrm{sin}\theta _n.`$ (4)
where $`\sigma _{ab}`$ and $`\sigma _c`$ are the components of the quasiparticle conductivity, $`\lambda _{ab}`$ and $`\lambda _c`$ are the components of the London penetration depth, and $`j_J=c\mathrm{\Phi }_0/(8\pi ^2s\lambda _c^2)`$ is the Josephson current density. Note that the in-plane current is actually concentrated inside the superconducting layers and physically meaningful quantities are the two-dimensional current densities $`J_{xn}`$ in the layers. To be precise, the bulk current in Eq. (3) is defined at discrete points $`z_n=ns`$ as $`j_x(z_n)J_{xn}/s`$. Using above relations we rewrite the $`z`$ and $`x`$ components of the Maxwell equation
$`{\displaystyle \frac{4\pi }{c}}๐ฃ+{\displaystyle \frac{๐}{t}}=\times ๐`$as
$`{\displaystyle \frac{2\sigma _c\mathrm{\Phi }_0}{c^2s}}{\displaystyle \frac{\theta _n}{t}}+{\displaystyle \frac{4\pi }{c}}j_J\mathrm{sin}\theta _n+{\displaystyle \frac{\epsilon _c\mathrm{\Phi }_0}{2\pi c^2s}}{\displaystyle \frac{^2\theta _n}{t^2}}={\displaystyle \frac{B_n}{x}},`$ (5)
$`{\displaystyle \frac{2\sigma _{ab}\mathrm{\Phi }_0}{c^2}}{\displaystyle \frac{p_n}{t}}+{\displaystyle \frac{\mathrm{\Phi }_0}{2\pi \lambda _{ab}^2}}p_n={\displaystyle \frac{B_nB_{n1}}{s}}.`$ (6)
In the second equation we replaced $`B/z`$ by the discrete derivative $`(B_nB_{n1})/s`$. We also neglected the in-plane displacement current $`D_x/dt`$, because typical frequencies involved in Josephson dynamics are much smaller than the in-plane plasma frequency $`c/\lambda _{ab}`$. Eqs. (1), (5), and (6) give closed system which describes dynamics of the phases $`\theta _n(x,t)`$, fields $`B_n(x,t)`$ and momenta $`p_n(x,t)`$. The moving lattice generates both in-plane and c-axis electric fields (2) leading to dissipation. The rate of energy dissipation $`W`$ per unit volume is given by
$$W=\left(\frac{\mathrm{\Phi }_0}{2\pi c}\right)^2\left[\frac{\sigma _c}{s^2}\left(\frac{\theta _n}{t}\right)^2+\sigma _{ab}\left(\frac{p_n}{t}\right)^2\right].$$
(7)
For the steady state motion with small velocity $`v`$ the phase differences vary in space and time as $`\theta _n(x,t)=\theta _n^{(0)}(xvt)`$, where $`\theta _n^{(0)}(x)`$ is the static phase distribution, and Eq. (7) can be rewritten as
$`W=\eta _Jv^2,`$where
$$\eta _J=\left(\frac{\mathrm{\Phi }_0}{2\pi c}\right)^2\left[\frac{\sigma _c}{s^2}\left(\frac{\theta _n^{(0)}}{x}\right)^2+\sigma _{ab}\left(\frac{p_n^{(0)}}{x}\right)^2\right]$$
(8)
is the linear viscosity coefficient of the lattice per unit volume and $`\mathrm{}`$ means averaging with respect to $`x`$ and $`n`$. The flux-flow resistivity $`\rho _{Jff}`$ is connected with $`\eta _J`$ by relation $`\rho _{Jff}=B^2/(c^2\eta _J)`$.
Consider the regime of small fields, $`BB_{cr}=\mathrm{\Phi }_0/(\pi \gamma s^2)`$. In this regime the JVs are isolated and dissipation is concentrated in the vicinity of nonlinear vortex cores. In this case $`\eta _J`$ is proportional to the field $`\eta _J=B\eta _{Jv}/\mathrm{\Phi }_0`$, where $`\eta _{Jv}`$ is the viscosity coefficient of an individual JV per unit length. The viscosity coefficient due to the c-axis dissipation has been calculated by Clem and Coffey. Similar problems of viscous friction have been studied for an Abrikosov vortex (see, e.g., review ) and for a Josephson vortex in a single junction.
In the vicinity of the vortex cores one can neglect screening effects and express the phase differences $`\theta _n(x)`$ and momenta $`p_n(x)`$ via the in-plane phases $`\varphi _n(x)`$, $`\theta _n^{(0)}\varphi _{n+1}\varphi _n`$, $`p_n^{(0)}_x\varphi _n`$ (we are using the gauge $`\mathrm{div}๐=0`$). Numerically accurate phase distribution $`\varphi _n(x)`$ in the vicinity of the vortex core was obtained in Ref. ,
$`\varphi _n(u)`$ $``$ $`\mathrm{arctan}{\displaystyle \frac{n1/2}{u}}+{\displaystyle \frac{0.35(n1/2)u}{\left((n1/2)^2+u^2+0.38\right)^2}}`$ (9)
$`+`$ $`{\displaystyle \frac{8.81(n1/2)u\left(u^2(n1/2)^2+2.77\right)}{\left((n1/2)^2+u^2+2.02\right)^4}}.`$ (10)
with $`ux/\gamma s`$. We can represent now the viscosity coefficient $`\eta _{Jv}`$ as
$`\eta _{Jv}={\displaystyle \frac{1}{\gamma s^2}}\left({\displaystyle \frac{\mathrm{\Phi }_0}{2\pi c}}\right)^2\left[C_c\sigma _c+C_{ab}{\displaystyle \frac{\sigma _{ab}}{\gamma ^2}}\right],`$with
$`C_c`$ $`=`$ $`{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐u\left({\displaystyle \frac{\left(\varphi _{n+1}\varphi _n\right)}{u}}\right)^2,`$
$`C_{ab}`$ $`=`$ $`{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐u\left({\displaystyle \frac{^2\varphi _n}{u^2}}\right)^2.`$
Using the phase distribution (10) we compute $`C_c9.0`$ and $`C_{ab}2.4`$. Finally, we obtain the following result for the flux-flow resistivity at small fields $`\rho _{Jff}=\mathrm{\Phi }_0B/(c^2\eta _{Jv})`$
$$\rho _{Jff}\frac{4.4\gamma s^2B}{\mathrm{\Phi }_0\left(\sigma _c+0.27\sigma _{ab}/\gamma ^2\right)},\text{ at }B<B_{cr}$$
(11)
The case of dominating c-axis dissipation ($`\sigma _{ab}\gamma ^2\sigma _c`$) has been considered by Coffey and Clem . They obtain the coefficient 2.8 instead of 4.4 using the approximate phase distribution.
Now we consider the regime of high fields, $`B>B_{cr}`$. In this regime we can obtain a simple analytical result using expansion with respect to the Josephson current. For the static lattice in the zero order with respect to $`j_J`$ we have $`B_n(x)=B`$, $`p_n(x)=0`$, and $`\theta _n(x)=2\pi sBx/\mathrm{\Phi }_0+\pi n`$. The first iteration with respect to $`j_J\frac{c\mathrm{\Phi }_0}{8\pi ^2s\lambda _c^2}`$ gives
$`B_n(x)`$ $`=`$ $`B{\displaystyle \frac{\mathrm{\Phi }_0^2}{16\pi ^2s^2\lambda _c^2B}}\mathrm{cos}\left({\displaystyle \frac{2\pi sB}{\mathrm{\Phi }_0}}x+\pi n\right)`$ (12)
$`p_n(x)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Phi }_0}{\pi Bs^3\gamma ^2}}\mathrm{cos}\left({\displaystyle \frac{2\pi sB}{\mathrm{\Phi }_0}}x+\pi n\right)`$ (13)
Substituting expressions for $`\theta _n(x)`$ and $`p_n(x)`$ into Eq. (8) we obtain
$$\eta _J=\left(\frac{\mathrm{\Phi }_0}{\pi c\gamma s^2}\right)^2\left[\sigma _c\left(\frac{\pi s^2\gamma B}{\mathrm{\Phi }_0}\right)^2+\frac{\sigma _{ab}}{2\gamma ^2}\right],$$
(14)
and
$$\rho _{Jff}=\frac{B^2}{B^2+B_\sigma ^2}\rho _c,B_\sigma =\sqrt{\frac{\sigma _{ab}}{\sigma _c}}\frac{\mathrm{\Phi }_0}{\sqrt{2}\pi \gamma ^2s^2},$$
(15)
for $`B>B_{cr}`$. At $`BB_{cr}`$ this result approximately matches with Eq. (11). Eqs. (11) and (15) represent the main results of this Letter. We see that the shape of $`\rho _{Jff}(B)`$ is determined by the ratio $`\sigma _{ab}/(\gamma ^2\sigma _c)`$. In the high-temperature superconductors typically $`\sigma _{ab}/\sigma _c\gamma ^2`$ near the transition temperature. However the ratio $`\sigma _{ab}/\sigma _c`$ rapidly becomes much larger than $`\gamma ^2`$ with temperature decrease because of (i) significant enhancement of $`\sigma _{ab}`$ due to the suppression of in-plane scattering of quasiparticles and (ii) fast decrease of $`\sigma _c`$. This means that dependence $`\rho _cB^2`$ holds in a wide field range $`B_{cr}<B<B_\sigma `$. The field $`B_{cr}`$ is almost temperature independent and for optimally doped BSCC0 ($`\gamma 500`$) $`B_{cr}0.5`$T. The field $`B_\sigma `$ has strong temperature dependence via $`\sigma _{ab}(T)`$ and $`\sigma _c(T)`$. Taking typical values for $`T20`$K, $`\sigma _c=210^3`$(Ohm$``$cm$`)^1`$ and $`\sigma _{ab}510^4`$(Ohm$``$cm$`)^1`$, we obtain estimate $`B_\sigma 4`$T. The field dependencies for the cases of dominating c-axis dissipation and dominating in-plane dissipation are sketched in Fig. 1. The shapes of the field dependencies are qualitatively different for these two cases. In particular, they have opposite curvatures at $`BB_{cr}`$. Therefore, the shape of $`\rho _{Jff}(B)`$ can be used to extract both components of the quasiparticle conductivity. At present, there are no published data for the field dependence of the flux-flow resistivity in a wide field range. Dynamics of the Josephson lattice at high fields has been studied by G. Hechtfischer et al. From the I-U curves presented in this paper one can see that the slope $`dI/dU`$ for the first flux-flow branch indeed has a strong field dependence with upward curvature in the field range $`23.5`$ tesla.
In conclusion, we calculated the flux-flow resistivity of the Josephson lattice at small and high fields and demonstrated that strong in-plane dissipation qualitatively modifies its field dependence.
I would like to thank V. Zavaritskii and R. Kleiner for helpful discussions and D. Domรญnguez for attracting my attention to Ref. , in which dynamics of the Josephson lattice at high fields has been studied. This work was supported by the US DOE, BES-Materials Sciences, under contract No. W-31-109-ENG-38. The author also would like to acknowledge support from the Japan Science and Technology Corporation, STA Fellowship 498051, and to thank National Research Institute for Metals (NRIM) in Tsukuba for hospitality.
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# A Frobenius-Schur theorem for Hopf algebras
## 1 Introduction
In this note we prove a generalization of the Frobenius-Schur theorem for finite groups for the case of semisimple Hopf algebra over an algebraically closed field of characteristic 0. A similar result holds in characteristic $`p>2`$ if the Hopf algebra is also cosemisimple. In fact we show a more general version for any finite-dimensional semisimple algebra with an involution; this more general result (and its proof) may give some new insight into the classical theorem.
Let $`G`$ be a finite group. For $`hG`$, define $`\vartheta _m(h)`$ to be the number of solutions of the equation $`g^m=h`$, that is $`\vartheta _m(h)=\{gG|g^m=h\}`$.
Because $`\vartheta _m(h)`$ is a class function it can be written as
$$\vartheta _m(h)=\underset{\chi Irr(G)}{}\nu _m(\chi )\chi (h)(1)$$
where $`Irr(G)`$ is the set of irreducible characters of $`G`$. By the orthogonality relations for characters one can prove that
$$\nu _m(\chi )=\frac{1}{G}\underset{gG}{}\chi (g^m).$$
The classical Frobenius-Schur theorem for groups describes properties of the coefficients $`\nu _2(\chi )`$, for $`\chi Irr(G)`$, and of the corresponding irreducible representations $`V_\chi `$. In particular it says that the irreducible representations fall into three classes.
We can now state the classical theorem; for a reference see \[Se\] or \[I\].
Frobenius-Schur Theorem Let $`k=๐`$, let $`G`$ be a finite group, and let $`\nu _2(\chi )`$ be as above. Then
(1) $`\nu _2(\chi )=0`$,1 or -1, for all $`\chi Irr(G)`$;
(2) $`\nu _2(\chi )0`$ if and only if $`\chi `$ is real-valued (equivalently $`\chi (g)=\chi (g^1)`$ for all $`gG`$). Moreover $`\nu _2(\chi )=1`$ (respectively -1) if and only if $`V_\chi `$ admits a symmetric (resp. skew-symmetric) non-degenerate bilinear $`G`$-invariant form.
(3) $`1+t=_{\chi Irr(G)}\nu _2(\chi )\chi (e_G)`$, where $`t`$ is the number of elements of order two in $`G`$;
(4) $`\chi ^{(2)}(g):=\chi (g^2)`$ is a difference of two characters.
$`\nu _2(\chi )`$ is called the Schur indicator of $`\chi `$. It is also well- known that over a field $`k`$ of characteristic $`p0,2`$, with $`|G|`$ relatively prime to $`p`$, the representation theory of $`G`$ is equivalent to its representation theory in characteristic 0. Thus a similar result holds in characteristic $`p2`$ \[Se\].
Now let $`H`$ be a finite-dimensional semisimple Hopf algebra over $`k`$, with comultiplication $`\mathrm{}`$, counit $`\epsilon `$, and antipode $`S`$. We will show that the analog of properties (1), (2), and (3) can be proved for $`H`$. First we define the analog of $`\nu `$ for $`H`$. The power $`g^m`$ is replaced by the โgeneralized power mapโ for Hopf algebras; that is, for any $`hH`$,
$$h^{[m]}:=\underset{(h)}{}h_1h_2\mathrm{}h_m,$$
where $`\mathrm{}_{m1}(h)=_{(h)}h_1\mathrm{}h_m`$. Note that for $`gG`$, $`g^m=g^{[m]}`$. This power map was studied classically and has recently been a renewed object of interest \[K1\], \[EG2\]. Since $`H`$ is semisimple we may choose $`\mathrm{\Lambda }_H`$ with $`\epsilon (\mathrm{\Lambda })=1`$. Then $`\mathrm{\Lambda }`$ replaces $`\frac{1}{G}_{gG}g`$. Thus for any $`m`$ we define
$$\nu _m(\chi ):=\underset{(\mathrm{\Lambda })}{}\chi (\mathrm{\Lambda }_1\mathrm{}\mathrm{\Lambda }_m).$$
Next, if $`V`$ is any left $`H`$-module, then $`V^{}`$ is also a left $`H`$-module using $`S`$: if $`fV^{}`$, $`vV`$, and $`hH`$, then $`(hf)(v):=f(Shv)`$. We write $`\chi _V`$ for the character corresponding to $`V`$, and for a character $`\chi `$ of $`H`$, we write $`V_\chi `$ for the $`H`$-module coresponding to $`\chi `$. Note that $`\chi _V^{}=\chi _VS`$.
Finally, we say a bilinear form $`(,)`$ on $`V`$ is $`H`$-invariant if for any $`hH`$ and any $`v,uV`$ we have
$$h(v,w)=\underset{(h)}{}(h_1v,h_2u)=\epsilon (h)(v,u).$$
The next result, our main theorem, will be proved in Section 3.
Theorem 3.1. Let $`H`$ be a semisimple Hopf algebra over an algebraically closed field $`k`$. If $`k`$ has characteristic $`p0`$, assume in addition that $`p2`$ and that $`H^{}`$ is semisimple. Then for $`\mathrm{\Lambda }`$ and $`\nu _2(\chi )`$ as above, and $`\chi Irr(H)`$, the following properties hold:
(1) $`\nu _2(\chi )=0`$, 1 or -1, $`\chi Irr(H),`$
(2) $`\nu _2(\chi )0`$ if and only if $`V_\chi V_\chi ^{}`$. Moreover $`\nu _2(\chi )=1(`$respectively $`1)`$ if and only if $`V_\chi `$ admits a symmetric (resp. skewsymmetric ) non-degenerate bilinear $`H`$-invariant form.
(3)Considering $`SEnd(V)`$, $`TrS=_{\chi Irr(H)}\nu _2(\chi )\chi (1_H).`$
As for groups, we will call $`\nu _2(\chi )`$ the Schur indicator of $`\chi `$.
We see that this result does indeed generalize the classical theorem. (1) is the same, and for (2), recall that for groups over $`๐`$, a character is real-valued if and only if the corresponding module is self-dual. However we do not know how to formulate the exact analog of a character being real-valued in the Hopf algebra situation, since in general we do not have a canonical basis of $`H`$ which plays the role of the group elements in the group algebra.
Finally part (3) of the theorem becomes the formula for the number of involutions in the group algebra case: since in this case the antipode is given by $`S(g)=g^1`$, the matrix of $`S`$ computed with respect to the basis of group elements has non-zero diagonal entries only for those elements such that $`g=g^1`$. Thus the trace of $`S`$ is precisely $`1+t`$, where $`t`$ is the number of involutions of $`G`$.
One might hope to prove the analog of $`(4)`$, namely that $`\chi ^{(2)}(h):=_{(h)}\chi (h_{(1)}h_{(2)})`$, as a function of $`h`$, is a difference of two characters. However this is false in general; we will see a counterexample in Section 3.
For general references on Hopf algebras, we refer to \[M\] and \[Sch\].
## 2 Algebras with Involution.
In this section $`A`$ is an arbitrary split semisimple algebra with an involution $`S`$ over $`k`$. That is, $`S`$ is an antiautomorphism of order 2 and $`A`$ is a direct sum of full matrix rings over $`k`$, say $`A=_{i=1}^dM_{n_i}(k)`$. Let $`\{e_i\}_{i=1}^d`$ be the set of primitive central idempotents of A; then $`S`$ permutes the $`\{e_i\}`$. For each $`i`$, let $`V_i`$ be the corresponding irreducible left $`A`$-module with character $`\chi _i`$. We also denote $`\chi _i`$ by $`tr_i`$, the usual matrix trace in the $`i`$th component. For any left $`A`$-module $`W`$, $`W^{}`$ is also a left $`A`$-module, using $`S`$ as was done in Section 1. That is, for $`fW^{}`$, $`aA`$, $`wW`$, define $`(af)(w):=f(S(a)w)`$.
Lemma 2.1.If $`S(M_{n_i}(k))=M_{n_j}(k)`$, then $`V_jV_{i}^{}{}_{}{}^{}`$ as $`A`$-modules.
Proof. Since $`M_{n_i}(k)V_{i}^{}{}_{}{}^{(n_i)}`$ as $`A`$-modules, it suffices to show that $`M_{n_j}(k)(M_{n_i}(k))^{}`$ as (left) $`A`$-modules. To see this define
$$\mathrm{\Phi }:M_{n_j}(k)M_{n_i}(k)^{}$$
via $`\mathrm{\Phi }(a)=a\chi _i`$, where $``$ is the action above using $`W=M_{n_i}(k)`$. It is easy to see that $`\mathrm{\Phi }`$ is an $`A`$-module map. It is injective (and so bijective) by the non-degeneracy of the trace. Thus
$$V_jV_{i}^{}{}_{}{}^{}.$$
$`\mathrm{}`$
We will denote by $``$ the permutation on $`\{1,\mathrm{}d\}`$ induced by $`S`$. Thus $`S(M_{n_i}(k))=M_{n_i^{}}`$. We now wish to consider $`TrS`$, the trace of $`S`$ considered as an element of $`End(A)`$. To do this we consider the trace of $`S`$ on each of the $`M_{n_i}(k)`$.
Lemma 2.2.If $`S(M_{n_i}(k))M_{n_i}(k),`$ or equivalently if $`V_i`$ is not self-dual, then $`TrS|_{M_{n_i}(k)M_{n_i^{}}(k)}=0`$.
Proof. If $`B_i`$ is a basis for $`M_{n_i}(k)`$ and $`B_i^{}`$ is a basis for $`M_{n_i^{}}(k)`$, then $`B_iB_i^{}`$ is a basis for $`M_{n_i}(k)M_{n_i^{}}(k).`$ Restricted to this subalgebra $`S`$ has matrix of the form
$$\left(\begin{array}{cc}0& C\\ D& 0\end{array}\right)$$
and so $`TrS|_{M_{n_i}(k)M_{n_i^{}}(k)}=0`$. That this is the case when $`V_i`$ is not self-dual is just Lemma 2.1. $`\mathrm{}`$
We now consider the self-dual case, that is $`S(M_{n_i}(k))=M_{n_i}(k)`$, or equivalently $`V_{i}^{}{}_{}{}^{}V_i`$. We let $`()^t`$ denote the transpose map on $`M_{n_i}(k)`$,
We use the following result, due to A. A. Albert, which describes the possible involutions on a matrix algebra. A modern reference is \[J, Sec 5.1\].
Theorem 2.3. Let $`A=End_k(V)M_n(k)`$, where $`V`$ is an $`n`$-dimensional vector space over $`k`$, and $`k`$ has characteristic $`2`$. Assume that $`A`$ has a $`k`$-involution $`S`$. Then there exists a non-degenerate bilinear form $`(,)`$ on $`V`$ such that $`S`$ is the adjoint with respect to the form; that is, $`(av,w)=(v,S(a)w)`$ for all $`v,wV`$, $`aA`$. Moreover the form is either symmetric or skew-symmetric. In each case $`S`$ can be described more precisely:
1. The symmetric case. In this case, one may choose a basis of $`V`$ so that considering $`A`$ as matrices with respect to this basis,
$$S(a)=Da^tD^1$$
for all $`aA`$, where $`D=diag\{d_1,\mathrm{},d_n\}`$, a diagonal matrix.
2. The skew case. In this case n = 2m, and one may choose a basis of $`V`$ so that considering $`A`$ as matrices with respect to this basis,
$$S(a)=Ga^tG^1$$
for all $`aA`$, where $`G=diag\{C_1,\mathrm{},C_m\}`$ and each $`C_i=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$, a $`2\times 2`$ block.
Corollary 2.4. Let $`A=M_n(k)`$ and let $`S`$ be a $`k`$-involution of $`A`$. Consider the two possibilities for $`S`$ in Albertโs theorem. Then in case (1), $`TrS=n`$, and in case (2), $`TrS=n`$.
Proof. In both cases, choose a basis for $`A`$ of matrix units $`\{e_{ij}\}`$ with respect to the special bases of $`V`$ in Theorem 2.3.
In case (1), $`S(e_{ij})=d_id_{j}^{}{}_{}{}^{1}e_{ji}`$. Thus the only non-zero contributions to $`TrS`$ come from $`S(e_{ii})=e_{ii}`$, for $`i=1,\mathrm{},n`$, and so $`TrS=n`$.
In case (2), $`S(e_{ij})ke_{ij}`$ only if $`e_{ij}`$ lies in a $`2\times 2`$ diagonal block. It suffices to consider the upper left such block. Conjugating by $`C_1`$, we see
$$S\left(\begin{array}{cc}\alpha _{11}& \alpha _{12}\\ \alpha _{21}& \alpha _{22}\end{array}\right)=\left(\begin{array}{cc}\alpha _{22}& \alpha _{12}\\ \alpha _{21}& \alpha _{11}\end{array}\right).$$
That is, $`S(e_{11})=e_{22}`$, $`S(e_{12})=e_{12}`$, $`S(e_{21})=e_{21}`$, and $`S(e_{22})=e_{11}.`$ Thus $`TrS=2`$ on this block, and so altogether $`TrS=2m=n`$ since there are $`m`$ blocks. $`\mathrm{}`$
Corollary 2.5 Let $`A`$ and $`S`$ be as in Corollary 2.4 and let $`\{e_{ij}\}`$ be a basis of matrix units for $`A`$ with respect to the bases in Theorem 2.3. Let $`tr`$ be the usual matrix trace in $`A`$. Then:
(1) In the symmetric case, $`_{l,m=1}^ntr(S(e_{lm})e_{ml})=n.`$
(2) In the skew case, $`_{l,m=1}^ntr(S(e_{lm})e_{ml})=n.`$
Proof. One can show this directly, similarly to the proof of 2.4, by using the formula for $`S`$ given in 2.3.
Alternatively it follows from 2.4, since for any map $`UEnd_k(A)`$, one may verify that $`Tr(U)=_{l,m}tr(U(e_{lm})e_{ml}).`$ We thank H.-J. Schneider for pointing out to us this second proof. $`\mathrm{}`$
We now return to the general case when $`A`$ is split semisimple. Suppose $`<|>`$ is a bilinear, associative, symmetric, non-degenerate form on $`A`$. Since the only linear functional $`f`$ on $`M_n(k)`$ such that $`f(ab)=f(ba)`$, all $`a,bM_n(k)`$, is the trace (up to a scalar), it follows that for some non-zero scalars $`\gamma _ik`$,
$$<a|b>=\underset{i=1}{\overset{d}{}}\gamma _itr_i(ab).$$
.
The set $`\{a_r,b_r\}`$, for $`r`$ = 1,โฆ, dim A, is called a pair of dual bases for $`A`$ with respect to this form if $`<a_r|b_j>=\delta _{rj}`$, for all $`r,j`$. If $`\{a_r,b_r\}`$ is a pair of dual bases, then for all $`cA`$,
$$c=\underset{j}{}<a_j|c>b_j=\underset{j}{}<c|b_j>a_j.$$
For example, for $`<|>`$ as above, one pair of dual bases is given by $`\{\gamma _i^1e_{lm}^i,e_{ml}^i\}`$, where for each $`i`$, $`\{e_{lm}^i\}`$ is a set of matrix units for the $`i`$th summand $`M_{n_i}(k).`$
The next lemma is well-known.
Lemma 2.6.Let $`V`$ be a finite-dimensional vector space with a non-degenerate form $`<|>`$ on $`V`$. Assume that $`\{a_r,b_r\}`$ and $`\{c_j,d_j\}`$ are two pairs of dual bases for $`V`$ with respect to the form. Then
$$\underset{r}{}a_rb_r=\underset{j}{}c_jd_j.$$
Proof. Consider the map $`\mathrm{\Phi }:VVV^{}V^{}`$ defined by $`\mathrm{\Phi }(vw)=<v|><|w>.`$ Then $`\mathrm{\Phi }`$ is an isomorphism of vector spaces, because $`<|>`$ is non-degenerate. Thus to see that the two sums are equal, it suffices to show that their images under $`\mathrm{\Phi }`$ are equal.
However this follows by applying both images to $`b_pa_q`$, for all $`b_p,a_q`$, and using on the right the fact that $`_j<a_q|d_j>c_j=a_q`$. $`\mathrm{}`$
We can now prove our main theorem on algebras with involution.
Theorem 2.7.Let $`A`$ be a finite-dimensional split semisimple algebra over $`k`$, and write $`A=_{i=1}^dM_{n_i}(k)`$ as above. Assume that $`k`$ has characteristic $`2`$ and that each $`n_i0`$ in $`k`$. Assume that $`A`$ has a $`k`$-involution $`S`$. Let $`V_1,\mathrm{},V_d`$ be the distinct irreducible modules for $`A`$ and let $`\chi _1,\mathrm{}\chi _d`$ be the corresponding irreducible characters. Also let $`\{a_r,b_r\}`$ be a pair of dual bases with respect to some symmetric bilinear associative non-degenerate form $`<|>`$ on $`A`$. Then the numbers
$$\mu _2(\chi _i):=\frac{n_i}{\chi _i(_ja_jb_j)}\chi _i(\underset{r}{}S(a_r)b_r)$$
satisfy the follwing properties:
1. $`\mu _2(\chi _i)=0`$,1 or -1, for all $`\chi _iIrr(A)`$.
2. $`\mu _2(\chi _i)0`$ if and only if $`V_iV_i^{}`$. Also $`\mu _2(\chi _i)=1`$ (respectively -1) if and only if $`V_i`$ admits a symmetric (resp. skew-symmetric) non-degenerate form such that $`S|_{A_i}`$ is the adjoint of the form, where $`A_i`$ is the $`i`$th summand of $`A`$.
3. $`trS=_{\chi Irr(A)}\mu _2(\chi )\chi (1_A)`$.
Proof. By Lemma 2.6, we may replace the $`\{a_r,b_r\}`$, all $`r`$, in (1) by $`\{\gamma _i^1e_{lm}^i,e_{ml}^i\}`$, all $`i,l,m.`$. Now if $`i^{}i`$, then $`S(e_{lm}^i)A_i`$, and so $`\chi _i(_{i,l,m}S(e_{lm}^i)e_{ml}^i)=0`$. Thus $`\mu _2(\chi _i)=0`$ in this case.
Thus we may assume that $`i^{}=i`$. Using the special dual bases above,
$$\chi _i(\underset{r}{}S(a_r)b_r)=\underset{l,m}{}\gamma _i^1tr_i(S(e_{lm}^i)e_{ml}^i).$$
Apply Corollary 2.5 to see that in the symmetric case this equals $`\gamma _i^1n_i`$ and in the skew case it equals $`\gamma _i^1n_i`$. One may also check directly that
$$\chi _i(\underset{r}{}a_rb_r)=\underset{l,m}{}\gamma _i^1tr_i(e_{lm}^ie_{ml}^i)=\gamma _i^1n_i^2.$$
Thus $`\mu _2(\chi _i)=1`$ in the symmetric case, and similarly $`\mu _2(\chi _i)=1`$ in the skew case. This proves (1) and (2).
To see (3), we use Lemma 2.2 and Corollary 2.4:
$$TrS=\underset{i}{}(TrS|_{A_i})=\underset{i^{}=i}{}Tr(S|_{A_i})=\underset{V_isymmetric}{}n_i\underset{V_iskew}{}n_i=\underset{i}{}\mu _2(\chi _i)n_i.$$
But $`n_i=\chi _i(1_A)`$, the degree of $`\chi _i`$.
$`\mathrm{}`$
## 3 Semisimple Hopf algebras
In this section we prove our main theorem on Hopf algebras, and give an example. Thus assume that $`H`$ is a (finite-dimensional) semisimple Hopf algebra.
Proof of Theorem 3.1. If $`k`$ has characteristic 0, then by \[LR\], $`S^2=id`$; moreover they also prove that $`H^{}`$ is semisimple. If $`k`$ has characteristic $`p0`$, then $`S^2=id`$ provided $`H^{}`$ is also semisimple \[EG1\]. Thus in either case $`S`$ is an involution on $`H`$. If characteristic $`k=p`$, then by \[L, Theorem 2.8\], the degree of each irreducible left $`H`$-module is relatively prime to $`p`$. Thus we may apply Theorem 2.7 to $`H`$.
We next show that $`\mu _2(\chi )=\nu _2(\chi )`$. Since both $`H`$ and $`H^{}`$ are semisimple, they are unimodular, and so the spaces of left and right integrals coincide. Now choose $`\lambda _H^{}`$ such that $`\lambda (1_H)=dimH`$ and $`\mathrm{\Lambda }_H`$ with $`\epsilon (\mathrm{\Lambda })=1`$. Then by \[L, Proposition 4.1\], $`\lambda (\mathrm{\Lambda })=1`$ and
$$\lambda =\underset{\chi _iIrr(H)}{}n_i\chi _i.$$
Thus $`\lambda `$ is the trace of the (left) regular representation of $`H`$.
Define a bilinear form $`<|>`$ on $`H`$ via
$$<a|b>=\lambda (ab),$$
for all $`a,bH`$. It is clear that $`<|>`$ is a non-degenerate associative symmetric bilinear form on $`H`$. It follows by \[OS\] that $`\{S(\mathrm{\Lambda }_1),\mathrm{\Lambda }_2\}`$ is a pair of dual bases with respect to $`<|>`$. See also \[Sch, Theorem 3.1\].
Now in the bilinear form $`<|>`$ above, $`\gamma _i=n_i`$. We have seen in the proof of Theorem 2.7 that it is always true that $`\chi _i(_ja_jb_j)=\gamma _i^1n_i^2`$; thus in our case $`\chi _i(_ja_jb_j)=n_i`$. Using the dual bases above,
$$\mu _2(\chi _i)=\chi _i(\underset{j}{}S(a_j)b_j)=\chi _i(\underset{(\mathrm{\Lambda })}{}S^2(\mathrm{\Lambda }_1)\mathrm{\Lambda }_2)=\chi _i(\underset{(\mathrm{\Lambda })}{}\mathrm{\Lambda }_1\mathrm{\Lambda }_2)=\nu _2(\chi _i),$$
from the definition of $`\nu _2(\chi )`$ in Section 1.
Thus in order to finish the proof of Theorem 1 we only have to show that if $`i=i^{}`$ then the bilinear form on $`V_i`$ as in 2.7, part (2), is $`H`$-invariant. However this is trivial:
$$\underset{(h)}{}(h_1v,h_2w)=\underset{(h)}{}(v,S(h_1)h_2w)=\epsilon (h)(v,w)$$
since $`S`$ is the adjoint map with respect to the form.
$`\mathrm{}`$
We now consider part (4) of the original Frobenius-Schur theorem. One would like to prove that $`\chi ^{(2)}=_{(h)}\chi (h_1h_2)`$ is a difference of two characters. However this is false in general, as the following example shows.
Example 3.2. We use Example 15 of \[K2\]. Let $`H=kQ_2\mathrm{\#}^\alpha kC_2`$, the smash coproduct of the group algebras of the quaternion group $`Q_2`$ and the cyclic group $`C_2`$ of order 2. As an algebra, $`HkG`$, the group algebra, where
$$G=Q_2\times C_2=<a,b,g|a^4=e,b^2=a^2,ba=a^1b,ag=ga,bg=gb,g^2=e>.$$
The coalgebra structure of $`H`$ is given explicitly in \[K2\] as follows:
$$\mathrm{\Delta }(a)=\frac{1}{2}(aa+aga+abagb),$$
$$\mathrm{\Delta }(b)=\frac{1}{2}(bb+bgb+babga),$$
$$\mathrm{\Delta }(g)=gg,S(g)=g,$$
$$S(a)=\frac{1}{2}(a^3+a^3g+a^2ba^2bg),$$
$$S(b)=\frac{1}{2}(b^3+b^3g+a^3a^3g),$$
$$\epsilon (a)=\epsilon (b)=\epsilon (g)=1.$$
Since as an algebra, $`Hk^{(8)}M_2(k)^{(2)}`$, $`H`$ has two irreducible characters of degree 2. These characters are described explicitly in \[K2\]. One can verify that for both of these characters, $`\chi ^{(2)}`$ can not be expressed as a linear combination of characters.
We remark that this example was also studied by \[N\], who showed that its $`K_0`$ ring is non-commutative.
Finally we would like to note that we could not find any sensible interpretation for the function
$$\theta _m(h):=\underset{\chi Irr(H)}{}\nu _m(\chi )\chi (h)$$
in the Hopf algebra case.
Acknowledgement. The authors would like to thank R. Guralnick for helpful conversations about group representations.
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# Gravitating BIon and BIon black hole with dilaton
## Abstract
We construct static and spherically symmetric particle-like and black hole solutions with magnetic or electric charge in the Einstein-Born-Infeld-dilaton system, which is a generalization of the Einstein-Maxwell-dilaton (EMD) system and of the Einstein-Born-Infeld (EBI) system. They have remarkable properties which are not seen for the corresponding solutions in the EBI and the EMD system. In the electrically charged case, the electric field is neutralized at the origin by the effect of the diverging dilaton field. The extreme solution does not exist but we can take the zero horizon radius limit for any Born-Infeld (BI) parameter $`b`$. Although the solution in this limit corresponds to the โparticle-likeโ solution in the Einstein frame, it is not a relevant solution in the string frame. In the magnetically charged case, the extreme solution does exist for the critical BI parameter $`\sqrt{b}Q_m=1/2`$. The critical BI parameter divides the solutions qualitatively. For $`\sqrt{b}Q_m<1/2`$, there exists the particle-like solution for which the dilaton field is finite everywhere, while no particle-like solution exists and the solution in the $`r_h0`$ limit becomes naked for $`\sqrt{b}Q_m>1/2`$. Examining the internal structure of the black holes, we find that there is no inner horizon and that the global structure is the same as the Schwarzschild one in any charged case.
The pioneering theory of the non-linear electromagnetic field was formulated by Born and Infeld (BI) in 1934. Their basic motivation was to solve the problem of the self-energy of the electron by imposing a maximum strength for the electromagnetic field. Although their attempt did not succeed in this regard, many kinds of solution, such as a vertex and a particle-like solution (BIon), which were constructed afterward in the model including BI term were of great interest. Some extensions of the BI type action to the non-Abelian gauge field are considered, although it is not determined uniquely because of the ambiguity in taking the trace of internal space. One of the interesting recent results is that there exist classical glueball solutions which were prohibited in the standard Yang-Mills theory.
Moreover, it was considered to include the self-gravitational effect of the isolated systems by putting the Einstein gravity . Then self-gravitating particle-like solutions (EBIon) and their black hole solutions (EBIon black hole) were discovered analytically under the static spherically symmetric ansatz. The non-linearity of the electromagnetic field brings remarkable properties to avoid the black hole singularity problem which may contradict the strong version of the Penrose cosmic censorship conjecture in some cases. Actually a new non-linear electromagnetism was proposed, which produces a nonsingular exact black hole solution satisfying the weak energy condition, and has distinct properties from Bardeen black holes. Unfortunately, the BI model is not this type.
Surprisingly it has been shown that the world volume action of a D-brane is described by a kind of non-linear BI action in the weak string coupling limit. In particular, the bosonic D-3 brane will have a world volume action that is the BI action. In addition to this, BI action arises in the sting-generated corrections if one considers the coupling of an Abelian gauge field to the open bosonic string or the open superstring. This system also includes the dilaton and the antisymmetric Kalb-Ramond tenser field, which we call the axion field. Hence it is a direct extension of the Einstein-Maxwell-dilaton-axion (EMDA) system, where the famous black hole solution was found with the vanishing axion (i.e., in the EMD system) by Gibbons and Maeda, and independently by Garfinkle, Horowitz and Strominger (GM-GHS). It is interesting that the non-linear electromagnetic field appears in string theory since one of the major problems of sting theory is to cure the undesirable singularity in general relativity.
In the earlier works on the solutions in the EBI system, the dilaton and the axion field are not taken into account to the best of our knowledge. We should not, however, ignore them from the point of view of string theory (especially of the latter context) since it is well known that the GM-GHS solution has many different aspects from the Reissner-Nortstrรถm (RN) black hole in the Einstein-Maxwell system. Our main purpose in this letter is to survey the particle-like and black hole solutions in the Einstein-Born-Infeld-dilaton(-axion) (EBID) system, which we call dilatonic EBIon (DEBIon) and dilatonic EBIon black hole (DEBIon black hole), respectively, and to clarify the effect of the dilaton field.
Model and Basic Equations: We start with the following action;
$`S={\displaystyle d^4x\sqrt{g}\left[\frac{R}{2\kappa ^2}\frac{(\varphi )^2}{\kappa ^2}\frac{1}{24\kappa ^2}e^{4\gamma \varphi }H^2+L_{BI}\right]},`$ (1)
where $`\kappa ^2:=8\pi `$ and $`\gamma `$ is the coupling constant of the dilaton field $`\varphi `$. The three rank antisymmetric tenser field $`H^2=H_{\mu \nu \rho }H^{\mu \nu \rho }`$ is expressed as, $`H=dB+\frac{1}{4}AF`$. $`L_{BI}`$ is the BI part of the Lagrangian which is written as
$`L_{BI}={\displaystyle \frac{be^{2\gamma \varphi }}{4\pi }}\left\{1\sqrt{1+{\displaystyle \frac{e^{4\gamma \varphi }}{2b}}P{\displaystyle \frac{e^{8\gamma \varphi }}{16b^2}}Q^2}\right\},`$ (3)
where $`P:=F_{\mu \nu }F^{\mu \nu }`$ and $`Q:=F_{\mu \nu }\stackrel{~}{F}^{\mu \nu }`$. A tilde denotes the Hodge dual. Since we examine the electric and the magnetic monopole cases separately, the term $`Q`$ vanishes and eventually the axion field becomes trivial by putting the spherically symmetric ansatz. The dyon case including the axion field are summarized in elsewhere. The BI parameter $`b`$ has physical interpretation of a critical field strength. In the string theoretical context, $`b`$ is related to the inverse string tension $`\alpha ^{}`$ by $`b^1=(2\pi \alpha ^{})^2`$. Notice that the action (1) reduces to the EMD system in the limit $`b\mathrm{}`$ and to the EBI system with the massless field for $`\gamma =0`$. Here, we concentrate on the case $`\gamma =1`$ which is predicted from superstring theory and $`\gamma =0`$ for comparison.
We consider the metric of static and spherically symmetric,
$`ds^2=f(r)e^{2\delta (r)}dt^2+f(r)^1dr^2+r^2d\mathrm{\Omega }^2,`$ (4)
where $`f(r)=12m(r)/r`$. The gauge potential has the following form:
$`A`$ $`=`$ $`{\displaystyle \frac{w_1(r)}{r}}dtw_2(r)\mathrm{cos}\theta d\phi .`$ (5)
Since we do not consider the dyon solution, we drop the term $`w_2`$ (or $`w_1`$) in the electrically (or magnetically) charged case. From the BI equation, we obtain that $`w_2Q_m`$ is constant and
$`\left({\displaystyle \frac{w_1}{r}}\right)^{}=Q_ee^{2\varphi \delta }\left(r^4+{\displaystyle \frac{Q_e^2}{b}}\right)^{\frac{1}{2}},`$ (6)
where $`Q_e:=w_1(\mathrm{})`$ and a prime denotes a derivative with respect to $`r`$. From this equation, the electric field $`E_r=(w_1/r)^{}`$ does not diverge but takes the finite value at the origin. The maximum value is $`E_r=\sqrt{b}`$ in the EBI system. As we will see, the electric field vanishes at the origin in the EBID system by the nontrivial behavior of $`\varphi `$. The potential $`w_1`$ is formally expressed as
$`w_1=r{\displaystyle _0^r}{\displaystyle \frac{Q_ee^{2\varphi \delta }}{r^2}}\left(r^4+{\displaystyle \frac{Q_e^2}{b}}\right)^{\frac{1}{2}}๐r,`$ (7)
where we put $`rw_1(0)=0`$ without loss of generality.
By the above ansรคze the basic equations with $`\gamma =1`$ are written as follows.
$`m^{}=U+{\displaystyle \frac{r^2}{2}}f(\varphi ^{})^2,`$ (8)
$`\delta ^{}=r(\varphi ^{})^2,`$ (9)
$`\varphi ^{\prime \prime }={\displaystyle \frac{2}{r}}\varphi ^{}{\displaystyle \frac{2}{f}}\left[\left({\displaystyle \frac{m}{r}}+U\right){\displaystyle \frac{\varphi ^{}}{r}}X\right],`$ (10)
where
$`U:=e^{2\varphi }\left(br^2\sqrt{b^2r^4+bQ_e^2+bQ_m^2e^{4\varphi }}\right),`$ (11)
$`X:=be^{2\varphi }\left(\sqrt{{\displaystyle \frac{br^4+Q_e^2}{br^4+Q_m^2e^{4\varphi }}}}1\right).`$ (12)
We drop the terms which do not vanish in the dyon case but do in the monopole case. Note that by introducing the dimensionless variables $`\overline{r}:=\sqrt{b}r`$, $`\overline{m}:=\sqrt{b}m`$, $`\alpha _e:=\sqrt{b}Q_e`$ and $`\alpha _m:=\sqrt{b}Q_m`$, we find that the parameters of the equation system are $`\alpha _e`$ and $`\alpha _m`$.
As was already pointed out by Gibbons and Rasheed, this system loses electric-magnetic duality, although the modification to satisfy the SL(2,R) duality is also considered. Hence, when we obtained the black hole solution with electric charge in the above action, we can not transform to the solution with magnetic charge by duality. We are interested in the difference between the black holes with the electric charge and those with the magnetic charge.
The boundary conditions at spatial infinity to satisfy the asymptotic flatness are
$`m(\mathrm{})M=Const.,\delta (\mathrm{})=0,\varphi (\mathrm{})=0.`$ (13)
We also assume the existence of a regular event horizon at $`r=r_h`$ for the DEBIon black hole. So we have
$`m_h={\displaystyle \frac{r_h}{2}},\delta _h<\mathrm{},\varphi _h<\mathrm{},\varphi _h^{}={\displaystyle \frac{2r_hX_h}{(1+2U_h)}}.`$ (14)
The variables with subscript $`h`$ means that they are evaluated at the horizon. Under these conditions, we obtained the black hole solution numerically.
Electrically charged solution: First, we investigate the electrically charged case. Before proceeding to the DEBIon black hole, we briefly review the solutions in the EBI system ($`\gamma =0`$). In the $`b\mathrm{}`$ limit, the EBI system reduces to the EM system and the RN black hole is the solution of the Eqs. (8)-(10). For the finite $`b`$, we obtain EBIon and its black hole solutions analytically. The metric functions are written as $`\delta 0`$ and
$`m(r)`$ $`=`$ $`m_0+{\displaystyle \frac{bQ_e^2}{3}}[{\displaystyle \frac{r}{r^2+\sqrt{r^4+bQ_e^2}}}`$ (16)
$`+{\displaystyle \frac{1}{\sqrt{b}Q_e}}F({\displaystyle \frac{1}{\sqrt{2}}},\mathrm{arccos}{\displaystyle \frac{\sqrt{b}Q_er^2}{\sqrt{b}Q_e+r^2}})],`$
where $`F(k,\phi )`$ is the elliptic function of the first kind. The constant $`m_0`$ is the mass of the central object. $`m_0=0`$ corresponds to the EBIon solution. As is seen from the metric function, the number of the horizon depends on the parameter $`\alpha _e`$ and $`m_0`$ (or $`M`$). We plot the $`M`$-$`r_h`$ relation in Fig. 1. The solution branches are divided qualitatively by $`\alpha _e=\alpha ^{}:=1/2`$. For $`\alpha _e>\alpha ^{}`$, there is a special value $`M_0`$ of which the analytic form is seen in Ref. . For $`M<M_0`$ the black hole and inner horizon exist as the RN black hole while only the black hole horizon exists for $`MM_0`$. The minimum mass solution in each branch corresponds to the extreme solution. On the other hand, all the black hole solutions have only one horizon and the global structure is the same as the Schwarzschild black hole for $`\alpha _e<\alpha ^{}`$. In this case we can take the $`r_h0`$ limit. These solutions correspond to the EBIon solution with no horizon. Note however that, since $`m^{}(0)=\alpha _e`$, they have the conical singularity at the origin, which is the characteristic feature of the self-gravitating BIons. For $`\alpha _e=\alpha ^{}`$, the extreme solution is realized in the $`r_h0`$ limit. Although Demianski called it an electromagnetic geon which is regular everywhere, it has a conical singularity like the other EBIons.
Next we turn to the $`\gamma =1`$ case. In the $`b\mathrm{}`$ limit, i.e., in the EMD system, the GM-GHS solution exists. The GM-GHS solution has three global charges, i.e., mass, the electric charge and the dilaton charge. The last one depends on the former two, hence the dilaton charge is classified into the secondary charge. Although the GM-GHS solution has the electric charge as the RN solution, it does not have an inner horizon but has spacelike singularity inside the event horizon due to the effect of the dilaton field. In the extreme limit, the event horizon coincides with the central singularity and a naked singularity appears at the origin. There is no particle-like solutions in this system.
For the finite value of $`b`$, we can not find the analytic solution and use the numerical analysis. Since there is no non-trivial dilation configuration in the $`Q_e=0`$ case, the dilaton hair is again the secondary hair in this system. We plot the $`M`$-$`r_h`$ relation of the DEBIon black hole in Fig. 1. We can find that all branches reach to $`r_h=0`$ in contrast to the EBIon case. This is explained as follows. The extremal solution has a degenerate horizon and $`2m^{}=1`$ is realized on the horizon. Hence, by Eq. (8)
$`\alpha _e^{ext}=\sqrt{{\displaystyle \frac{e^{4\varphi _h}}{4}}+br_h^2e^{2\varphi _h}}.`$ (17)
Since $`\varphi _h=0`$ in the EBI system, the extreme solutions exist for $`\alpha _e\alpha ^{}`$. We will examine the behavior of the dilation field around the horizon. On the horizon, the equation of the dilaton field becomes $`f_h^{}\varphi _h^{}=2X_h`$. Since $`f_h^{}>0`$ and $`X`$ is positive except for the origin in the electrically charged case, the dilaton field increases around the horizon. Next, we assume that there is an extremum point of the dilaton field. At this point, the equation of the dilaton field becomes $`f\varphi ^{\prime \prime }=2X`$, which implies that the extremum point must be a local minimum. From this behavior, we find that if $`\varphi _h0`$ the dilaton field can not approach its asymptotic value $`\varphi (\mathrm{})=0`$. As a result, $`\varphi _h<0`$. This means that the value $`\alpha _e`$ for which the extreme solution exists must be larger than that in the EBI system. Furthermore, $`\varphi _h`$ diverges to minus infinity in the $`r_h0`$ limit as we will see below. As a result $`\alpha _e^{ext}\mathrm{}`$ and no extreme solution exists for finite $`\alpha _e`$.
As for the โparticle-likeโ solution, which is not a relevent one we show below, we have to analyze carefully. By performing Taylor expansion for the basic equations around the origin to see the behavior of the dilaton fields, we find that the lowest order equation is inconsistent. This implies that the dilaton field diverges at the origin. Then we employ the new function $`\psi :=e^{2\varphi }`$ and expand the field variables as
$`\psi ={\displaystyle \underset{\alpha ,\beta }{}}\psi _{(\alpha ,\beta )}r^\alpha (\mathrm{ln}r)^\beta ,m={\displaystyle \underset{\gamma ,\delta }{}}m_{(\gamma ,\delta )}r^\gamma (\mathrm{ln}r)^\delta .`$ (18)
Substituting them into the basic equations and evaluating the lowest order equations, we find
$`\varphi {\displaystyle \frac{1}{2}}\mathrm{ln}(4\sqrt{bQ_e^2}\mathrm{ln}r),m{\displaystyle \frac{r}{4\mathrm{ln}r}}.`$ (19)
Note that the singular behavior of the mass function becomes mild by a factor $`1/\mathrm{ln}r`$ and that the lapse function $`\delta `$ remains finite in spite of the divergence of the dilaton field.
The diverging behavior of the dilaton field is important when we consider the solutions in the original string frame. Since the conformal factor is $`e^{2\varphi }`$, the conformal transformation becomes singular at the origin, and there is a possibility that such transformation gives pathological behavior. Actually, performing conformal transformation back to the string frame, we find that the metric is degenerate at the origin, and that the strong curvature singularity occurs. In this sense, the โparticle-likeโ solution we found is not a relevant one.
By integrating from the event horizon back to the origin with suitable boundary conditions, we can examine the internal structure of the black hole solutions. The dilaton field monotonically decreases and diverges as $`\mathrm{log}r`$. The electric field vanishes approaching to the origin by the divergence of the dilaton field. The mass function $`m`$ also diverges as $`r^x`$, $`(0<x<1)`$. Hence, the function $`f`$ does not have zero except at the event horizon. As a result, the global structure is Schwarzschild type.
The temperature of the DEBIon black holes is expressed by
$`T`$ $`=`$ $`{\displaystyle \frac{e^{\delta _h}}{4\pi r_h}}(1+2U_h).`$ (20)
We show them in Fig. 2. The DEBIon black hole has always a higher temperature than the GM-GHS solution ($`T=1/8\pi M`$) since the field strength of the gauge field becomes mild by the BI field. The specific heat of the DEBIon black hole is always negative while the discontinuous change of the sign of the heat capacity occurs once or twice for the EBIon black holes depending on $`\alpha _e`$. Since the EBIon black hole has an extreme limit for $`\alpha _e>\alpha ^{}`$, the temperature becomes zero in this limit. On the other hand, since there is no extremal solution for DEBIon black holes, their temperature does not go to zero but diverges in the $`r_h0`$ limit. Hence the evolution by the Hawking evaporation does not stop until the singular solution with $`r_h0`$ when the surrounding matter field does not exist.
Magnetically charged solution: Tuning now to the magnetically charged case. EBIon and GM-GHS black holes with magnetic charge can be obtained from the following duality as $`F\stackrel{~}{F}`$, and $`Fe^{2\varphi }\stackrel{~}{F}`$, $`\varphi \varphi `$, respectively. So the relations $`M`$-$`r_h`$ and $`M`$-$`1/T`$ never change. As is noted above however, our DEBIon black hole has no such duality. So we can expect that the magnetically charged solutions have different properties from electrically charged one.
From Eq. (8),
$`\alpha _m^{ext}=\sqrt{{\displaystyle \frac{1}{4}}+br_h^2e^{2\varphi _h}}`$ (21)
for the extreme solutions. Thus, there is no extreme solution for $`\alpha _m<1/2`$. For $`\alpha _m1/2`$, we must survey $`\varphi _h`$. For $`\alpha _m=1/2`$, because $`r_h^2e^{2\varphi _h}0`$ as $`r_h0`$, extreme solution is realized in the $`r_h0`$ limit, i.e., $`\alpha _m=\alpha _m^{ext}`$. For $`\alpha _m>1/2`$, $`r_h^2e^{2\varphi _h}Const.`$ as $`r_h0`$. We cannot tell whether Eq. (21) is fulfilled for a certain horizon radius since $`\varphi _h`$ is obtained iteratively only by numerical method. Our calculation always shows $`\alpha _m<\sqrt{1/4+br_h^2e^{2\varphi _h}}`$ except for $`\alpha _m=\mathrm{}`$
Although the $`M`$-$`r_h`$ relation seems similar to that of the GM-GHS solution regardless of $`\alpha _m`$ (Fig. 3), the $`M`$-$`1/T`$ relation is different depending on $`\alpha _m`$ (Fig. 4). This is due to the qualitative difference of the behavior of the dilaton field in the $`r_h0`$ limit. For $`\alpha _m\alpha ^{}`$, the dilaton field on the horizon diverges as $`\varphi _h\mathrm{ln}r_h`$ and $`e^{\delta _h}r_h`$, and hence the temperature remains finite as in the GM-GHS case. On the other hand, $`\varphi _h`$ and $`\delta _h`$ are finite in the $`r_h0`$ limit for $`\alpha _m<\alpha ^{}`$. As a result, the temperature diverges. Note that the corresponding solution is the particle-like solution. The remarkable feature is that the dilaton field is finite everywhere. Hence it is also the relevant particle-like solution in the original string frame. In the magnetically charged case, DEBIon solution does exist for $`\alpha _m<\alpha ^{}`$.
The behaviors of the field functions inside the event horizon are similar to those in the electrically charged case qualitatively except for the sign of the dilaton field. The magnetic field diverges as $`B_rr^x`$, $`(1<x<2)`$.
Discussion: We investigate the static spherically symmetric solutions in the EBID system. In the electrically charged case, there is neither extreme solution nor particle-like solution both of which exist in the EBI system. The temperature diverges monotonically in the $`r_h0`$ limit. On the other hand, the extreme solution exists when $`\sqrt{b}Q_m=1/2`$ and particle-like solutions do when $`\sqrt{b}Q_m<1/2`$ for the magnetically charged case. For $`\sqrt{b}Q_m>1/2`$, the solution in the $`r_h0`$ limit corresponds to naked singularity. The behavior of the temperatures varies depending on $`\sqrt{b}Q_m`$. We do not find the inner horizon in any charged case, and the global structure is the Schwarzschild type. This is due to the effect of the dilaton field.
Here, we discuss some outstanding issues. One of the most important issues is the stability of the new solutions. Here we briefly discuss this by using catastrophe theory, which is a useful tool to investigate relative stability. Adopting $`M`$, $`Q_e`$, (or $`Q_m`$), $`b`$, $`F_h^2`$ and $`r_h`$ as catastrophe variables, we find that the equilibrium space becomes single valued space with respect to the control parameters and includes the stable GM-GHS solution. This implies that DEBIon black hole is also stable at least against spherical perturbations.
We also discuss the possibility of relating inverse string tension $`\alpha ^{}`$ and the gravitational constant $`G`$. Following the lines in Ref. , the supersymmetric spin $`1/2`$, $`0`$ particle is described by BI action if we choose
$`{\displaystyle \frac{1}{b}}={\displaystyle \frac{2}{3}}\left({\displaystyle \frac{e}{m}}\right)^4,`$ (22)
where $`e`$ and $`m`$ is the U(1) charge and the mass of the particle, respectively. Identifying the particle with extreme black hole solution and approximating it to the RN solution, we obtain $`2\pi \alpha ^{}\sqrt{2/3}G`$. If we apply this discussion to the system including BI action, it may be suitable using $`e/m`$ ratio of the EBIon black hole and DEBIon black holes with $`\alpha _e`$(or $`\alpha _m`$)$`=\alpha ^{}`$, in which cases, extreme solution is realized in the zero horizon limit. Then, we find $`2\pi \alpha ^{}1.07G`$ for EBIon black hole, and $`2\pi \alpha ^{}1.73G`$ for DEBIon black hole. So the discussion in is not much affected. More detailed properties and the dyon case including the axion are shown in our next paper.
Acknowledgments: Special thanks to Gary W. Gibbons and Kei-ichi Maeda for useful discussions. T. T and T. T are thankful for financial support from the JSPS. This work was supported by a JSPS Grant-in-Aid (No. 094162 and No. 106613), and by the Waseda University Grant for Special Research Projects.
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# Estimation of Bรผttiker-Landauer traversal time based on the visibility of transmission current
## I Introduction
Soon after the advent of quantum mechanics, MacColl suggested that there is a time associated with the passage of a particle under a tunneling barrier, i.e. a tunneling time . Now the time has been measured in several experiments and its qualitative results have been obtained. However, it is not clear whether a unique time exists or not, since we have no univocal definition of tunneling time and no definite experimental data. See , and references therein for reviews of the problem.
In this paper, we present a proposal for the estimation of Bรผttiker-Landauer traversal time based on the visibility of transmission current experimentally. Bรผttiker and Landauer, invoked an oscillatory barrier to estimate a tunneling time. The original static barrier was augmented by a small oscillation in the barrier height. The amplitude of the oscillation is kept small; the disturbance of the original kinetics can be made small as desired. At very low modulation frequencies the incident particle sees a particular part of the modulation cycle. The particle sees an effectively static barrier, but later parts of the incident wave see a slightly different barrier height. As one turns up the modulation frequency, one eventually reaches a range where an incident particle no longer sees a particular portion of the modulation cycle, but is affected by a substantial part of the modulation cycle, or several cycles. They claimed that the frequency at which this transition occurs, i.e., the frequency where one begins to deviate substantially from the adiabatic approximation, is an indication of the length of time that a particle interacts with the barrier. They made carefully several comments as follows: It is, of course, an approximate indication of a time scale. It is not the eigenvalue of a Hamiltonian, indicative of a precisely measurable value. Moreover, this traversal time value may really be characteristic of a statistical distribution.
They showed that for an opaque rectangular barrier, the modulated barrier approach yields
$$\tau =dm/\mathrm{}\kappa ,$$
(1)
where $`d`$ is the barrier length and $`\mathrm{}\kappa `$ the magnitude of the imaginary momentum under the barrier. For a potential that allows the WKB approximation, it yields
$$\tau =_B๐x\frac{m}{\mathrm{}\kappa (x)},$$
(2)
where $`B`$ means the barrier region.
This gives a plausible estimation of traversal time based on a theoretical background. However, if one wants to measure the value of traversal time by an experiment, one has to draw it from the asymptotic behavior of transmission rate as a function of $`\omega `$. Generally its dependence on $`\omega `$ does not change so rapidly, that one cannot easily estimate the value from experimental data. There is another type of experiment; one projects a stationary incident particle beam on the target with oscillating barrier and measure the time dependence of transmission current which may also oscillate with the same frequency. Here we show the visibility of oscillating current gives us a good information about traversal time.
## II Time-dependent barrier
Following , and , we start by considering a Hamiltonian,
$$H=\frac{\mathrm{}^2}{2m}\frac{d^2}{dx^2}+V_0(x)+V_1(x)\mathrm{cos}\omega t,$$
(3)
where $`V_0(x)`$ is static and $`V_1(x)`$ is the amplitude of a small modulation. Incident particles with energy $`E`$ interacting with the perturbation $`V_1\mathrm{cos}\omega t`$, will emit or absorb modulation quanta $`\mathrm{}\omega `$. The Schrรถdinger equation of this Hamiltonian has the solution in the barrier region
$$\mathrm{\Psi }(x,t;E^{})=\varphi _E^{}(x)\mathrm{exp}\left(i\frac{E^{}t}{\mathrm{}}\right)\underset{n=\mathrm{}}{\overset{n=\mathrm{}}{}}J_n\left(\frac{V_1}{\mathrm{}\omega }\right)\mathrm{e}^{in\omega t},$$
(4)
where $`\varphi _E^{}(x)`$ is an eigenfunction of the time-independent Hamiltonian $`H_0=(\mathrm{}^2/2m)d^2/dx^2+V_0,H_0\varphi _E^{}=E^{}\varphi _E^{}`$ and $`J_n`$ is a Bessel function. The time modulation of the potential gives rise to sidebands describing particles which have absorbed ($`n>0`$) or emitted ($`n<0`$) modulation quanta. Therefore we have to take into account the many sidebands of which the Bessel functions are appreciable.
To the left of the barrier, we allow an incident wave at energy $`E`$ and reflected waves at energies $`E^{}=E_nE+n\mathrm{}\omega `$,
$$\mathrm{\Psi }^\mathrm{I}(x,t)=\mathrm{e}^{ikx}\mathrm{e}^{i\frac{E}{\mathrm{}}t}+\underset{E_n>0}{}A_n\mathrm{e}^{ik_nx}\mathrm{e}^{i\frac{E_n}{\mathrm{}}t},$$
(5)
where $`k_n=\sqrt{\frac{2mE_n}{\mathrm{}^2}}`$ , $`E_0=E`$ and $`k_0=k`$. See Fig.1. We consider only the positive energy solutions. In the barrier region, in addition to the solution (4) with $`E^{}=E`$, there exist other evanescent (and oscillating, in a certain case) modes corresponding to the reflected wave with energy $`E^{}=E_n`$. Here we also consider only positive energy solutions. Taking account of these points, we have a solution in the barrier region,
$$\mathrm{\Psi }^{\mathrm{II}}(x,t)=\underset{E_n>0}{\overset{n_{\mathrm{eff}}}{}}\mathrm{e}^{i\frac{E_n}{\mathrm{}}t}\underset{m}{\overset{n_{\mathrm{eff}}}{}}\left(B_m\mathrm{e}^{\kappa _mx}+C_m\mathrm{e}^{\kappa _mx}\right)J_{nm}\left(\frac{V_1}{\mathrm{}\omega }\right),$$
(6)
where $`\kappa _n=\sqrt{\frac{2m(V_0E_n)}{\mathrm{}^2}}`$. For the transmitted wave, we have
$$\mathrm{\Psi }^{\mathrm{III}}(x,t)=\underset{E_n>0}{}D_n\mathrm{e}^{ik_nx}\mathrm{e}^{i\frac{E_n}{\mathrm{}}t}.$$
(7)
For small $`V_1`$, $`J_n`$ is proportional to $`(V_1/2\mathrm{}\omega )^n`$ and thus, only the small numbers of terms in the summation of (6) contribute effectively. Correspondingly the numbers of terms in the summations of (5) and (7) are suppressed. To find the solution for the Schrรถdinger equation, we match a superposition of incident and reflected waves (5), and also transmitted waves (7), at each energy $`E_n`$, to solutions within the barber (6). As a result of somewhat tedious but straight calculation(see the Appendix A), we have the transmission and reflection coefficients in the leading order,
$`D_n`$ $`=`$ $`{\displaystyle \frac{J_n(V_1/\mathrm{}\omega )}{J_0(V_1/\mathrm{}\omega )}}{\displaystyle \frac{2D_0\mathrm{e}^{i(kk_n)d/2}}{det(k_n,\kappa _n)}}`$ (8)
$`\times \{(\kappa _n^2k_nk_0)\mathrm{sinh}\kappa _nd(\kappa ^2k_nk_0)(\kappa _n/\kappa _0)\mathrm{sinh}\kappa _0d`$ (9)
$`+i\kappa _n(k_n+k_0)(\mathrm{cosh}\kappa _0d\mathrm{cosh}\kappa _nd)\},`$ (10)
and
$`A_n`$ $`=`$ $`{\displaystyle \frac{J_n(V_1/\mathrm{}\omega )}{J_0(V_1/\mathrm{}\omega )}}{\displaystyle \frac{D_0\mathrm{e}^{i(kk_n)d/2}}{det(k_n,\kappa _n)}}`$ (11)
$`\times \{(\kappa _n^2k_nk_0)\mathrm{sinh}\kappa _nd\mathrm{cosh}\kappa _0d`$ (12)
$`(\kappa ^2+k_nk_0)(\kappa _n/\kappa _0)\mathrm{cosh}\kappa _nd\mathrm{sinh}\kappa _0d`$ (13)
$`+i\kappa _n(k_0k_n)(1\mathrm{cosh}\kappa _nd\mathrm{cosh}\kappa _0d)`$ (14)
$`i((k_0\kappa _n^2/\kappa _0)k_n\kappa _0)\mathrm{sinh}\kappa _nd\mathrm{sinh}\kappa _0d\},`$ (15)
where $`det(k_n,\kappa _n)`$ is defined by
$`det(k_n,\kappa _n)`$ $``$ $`\left|\begin{array}{cc}(\kappa _n+ik_n)\mathrm{e}^{\kappa _nd}& (\kappa _nik_n)\\ (\kappa _nik_n)\mathrm{e}^{\kappa _nd}& (\kappa _n+ik_n)\end{array}\right|`$ (18)
$`=`$ $`2(\kappa _n^2k_n^2)\mathrm{sinh}\kappa _nd4ik_n\kappa _n\mathrm{cosh}\kappa _nd.`$ (19)
From these results we can obtain the transmission probability defined by the ratio of transmitted current $`j_{\mathrm{III}}`$ and the incident current $`j_{\mathrm{inc}}=\mathrm{}k/m`$. It depends on the time as well as the position of measurement due to the interference among different energies waves. However, if we take a time average of the ratio, its dependence will disappear,
$$\overline{T}=\underset{n=0}{\overset{n_{\mathrm{eff}}}{}}\frac{k_n}{k_0}|D_n|^2.$$
(20)
We show an example of numerical result of the time-averaged transmission probability in Fig. 2.
Now we will discuss the traversal time. As following to Bรผttiker and Landauer, we assume that $`\mathrm{}\omega E`$, so that the wave numbers of the sidebands are
$$k_{\pm n}=\sqrt{\frac{2m(E\pm \mathrm{}\omega )}{\mathrm{}}}k\pm n\frac{m\omega }{\mathrm{}k},$$
(21)
and assume $`\mathrm{}\omega V_0E`$, so that
$$\kappa _{\pm n}=\sqrt{\frac{2m(V_0E\mathrm{}\omega )}{\mathrm{}}}\kappa n\frac{m\omega }{\mathrm{}\kappa }.$$
(22)
In the case of opaque barrier, taking account of the asymptotic forms of transmitted wave amplitudes,
$$D_{\pm 1}=\pm \frac{V_1}{2\mathrm{}\omega }D_0(\mathrm{e}^{\pm \omega \tau }1)\mathrm{e}^{i\frac{\omega \tau }{2}},$$
(23)
Bรผttiker and Landauer included first order corrections to the static barrier and obtained the intensity for the transmitted sidebands, for the case of small $`V_1`$,
$$T_{\pm 1}=\frac{k_{\pm 1}}{k_0}\left(\frac{V_1}{2\mathrm{}\omega }\right)^2(\mathrm{e}^{\pm \omega \tau }1)^2T_0,$$
(24)
where $`\tau =md/\mathrm{}\kappa `$. From this expression they found that there exists the crossover from the low frequency behavior
$$T_{\pm 1}=\frac{k_{\pm 1}}{k_0}\left(\frac{V_1\tau }{2\mathrm{}}\right)^2T_0,$$
(25)
where the two intensities of the sidebands are equal, to the high frequency behavior
$$T_{+1}=\frac{k_{+1}}{k_0}\left(\frac{V_1}{2\mathrm{}\omega }\right)^2\mathrm{e}^{2\omega \tau }T_0,$$
(26)
$$T_1=\frac{k_1}{k_0}\left(\frac{V_1}{2\mathrm{}\omega }\right)^2T_0,$$
(27)
where the two intensities differ strongly. This transition to imbalance is best described by
$$\frac{k_1T_{+1}k_{+1}T_1}{k_1T_{+1}+k_{+1}T_1}=\mathrm{tanh}\omega \tau .$$
(28)
Thus they claimed the crossover from the low frequency behavior to the high frequency behavior yields the traversal time.
## III Visibility and traversal time
Their claim is a very interesting idea to estimate a certain kind of tunneling time, but it is rather difficult to determine its value from experiments. Now let us consider the time dependence of the transmitted currents. If one observes the currents at a fixed point $`x=L`$, one may see the interference effect between the different frequency waves in the first order approximation,
$`T`$ $`=`$ $`{\displaystyle \frac{1}{k_0}}\mathrm{Re}\{(k_0D_0\mathrm{e}^{i(k_0LE_0t)}+k_1D_1\mathrm{e}^{i(k_1LE_1t)}+k_1D_1\mathrm{e}^{i(k_1LE_1t)})^{}`$ (30)
$`\times (D_0\mathrm{e}^{i(k_0LE_0t)}+D_1\mathrm{e}^{i(k_1LE_1t)}+D_1\mathrm{e}^{i(k_1LE_1t)})\}`$
$``$ $`|D_0|^2+{\displaystyle \frac{1}{k_0}}|D_0|\left((k_0+k_{+1})|D_{+1}|+(k_0+k_1)|D_1|\right)\mathrm{cos}(\omega t\varphi (L)),`$ (31)
where $`\varphi (L)`$ is a phase which is independent on time $`t`$,
$`\varphi (L)`$ $`=`$ $`\varphi _{+1}(L)=\mathrm{arg}\left({\displaystyle \frac{D_{+1}}{D_0}}\right)+(k_{+1}k_0)L`$ (32)
$`=`$ $`\varphi _1(L)=\left(\mathrm{arg}\left({\displaystyle \frac{D_1}{D_0}}\right)+(k_1k_0)L\right).`$ (33)
Here the asymptotic forms (23) were used. Now we show the numerical result of the time dependence of transmitted current at a fixed point in Fig.3. If a detector has a good time resolution, one may measure this visibility of the transmitted wave
$`I_{\mathrm{vis}}`$ $``$ $`{\displaystyle \frac{T_{\mathrm{max}}T_{\mathrm{min}}}{T_{\mathrm{max}}+T_{\mathrm{min}}}}`$ (34)
$`=`$ $`{\displaystyle \frac{1}{k_0}}\left((k_0+k_{+1})\left|{\displaystyle \frac{D_{+1}}{D_0}}\right|+(k_0+k_1)\left|{\displaystyle \frac{D_1}{D_0}}\right|\right).`$ (35)
In the case of a small perturbation $`V_1`$ and an opaque static potential, equation (35) is approximated by
$$I_{\mathrm{vis}}\frac{2V_1}{\mathrm{}\omega }\mathrm{sinh}\omega \tau ,$$
(36)
from which the traversal time is expressed by the visibility as follows;
$$\tau =\frac{1}{\omega }\mathrm{sinh}^1\left(\frac{\mathrm{}\omega }{2V_1}I_{\mathrm{vis}}\right).$$
(37)
If one can choose an experimental setup satisfying the condition $`\omega \tau 1`$, this expression becomes to
$$\tau \frac{\mathrm{}}{2V_1}I_{\mathrm{vis}}.$$
(38)
For the case of general potential shown in Fig.4, which allows the WKB approximation, we have a transmitting wave after the potential wall,
$`\mathrm{\Psi }^{\mathrm{III}}(x,t)`$ $`=`$ $`i{\displaystyle \frac{4S_0}{4+S_0^2}}{\displaystyle \frac{1}{\sqrt{k_0(x)}}}\mathrm{exp}\left\{i({\displaystyle _{x_2}^x}k_0(x^{})๐x^{}{\displaystyle \frac{\pi }{4}})\right\}\mathrm{e}^{iEt/\mathrm{}}`$ (39)
$`\times `$ $`[1+{\displaystyle \frac{J_1\left(V_1/\mathrm{}\omega \right)}{J_0\left(V_1/\mathrm{}\omega \right)}}\sqrt{{\displaystyle \frac{k_0(x)}{k_1(x)}}}\mathrm{exp}\left\{i{\displaystyle _{x_2}^x}{\displaystyle \frac{m\omega }{\mathrm{}k_0(x^{})}}dx^{}\right\}(1\mathrm{\Sigma }_1)\mathrm{e}^{i\omega t}`$ (40)
$`+`$ $`{\displaystyle \frac{J_1\left(V_1/\mathrm{}\omega \right)}{J_0\left(V_1/\mathrm{}\omega \right)}}\sqrt{{\displaystyle \frac{k_0(x)}{k_1(x)}}}\mathrm{exp}\{i{\displaystyle _{x_2}^x}{\displaystyle \frac{m\omega }{\mathrm{}k_0(x^{})}}dx^{}\}(1\mathrm{\Sigma }_1)\mathrm{e}^{i\omega t}],`$ (41)
where
$`\mathrm{\Sigma }_{\pm 1}`$ $`=`$ $`{\displaystyle \frac{4+S_0^2}{4+S_{\pm 1}^2}}{\displaystyle \frac{S_{\pm 1}}{S_0}},`$ (42)
$`S_n`$ $`=`$ $`\mathrm{exp}\left({\displaystyle _{x_1}^{x_2}}\kappa _n(x)๐x\right).`$ (43)
The detailed calculation is given in Appendix B. For an opaque potential, the damping factors $`S_n`$ are so small, that the transmitted current becomes
$$TS_0^2\left\{1+2\frac{J_1\left(V_1/\mathrm{}\omega \right)}{J_0\left(V_1/\mathrm{}\omega \right)}(\mathrm{\Sigma }_1\mathrm{\Sigma }_1)\mathrm{cos}\left(\omega t\varphi (x)\right)\right\},$$
(44)
where
$$\varphi (x)=_{x_2}^x\frac{m\omega }{\mathrm{}k_0(x^{})}๐x^{}$$
(45)
Therefore the visibility is given by
$`I_{\mathrm{vis}}`$ $`=`$ $`2{\displaystyle \frac{J_1\left(V_1/\mathrm{}\omega \right)}{J_0\left(V_1/\mathrm{}\omega \right)}}(\mathrm{\Sigma }_1\mathrm{\Sigma }_1)`$ (46)
$``$ $`{\displaystyle \frac{V_1}{\mathrm{}\omega }}2\mathrm{sinh}\left({\displaystyle \frac{m\omega }{\mathrm{}}}{\displaystyle _{x_1}^{x_2}}{\displaystyle \frac{1}{\kappa _0(x)}}๐x\right),`$ (47)
and Eq. (38) is replaced by the following expression,
$$\tau _{\mathrm{WKB}}=\frac{m}{\mathrm{}}_{x_1}^{x_2}\frac{1}{\kappa _0(x)}๐x\frac{\mathrm{}}{2V_1}I_{\mathrm{vis}}.$$
(48)
## IV Comparison of numerical results with the simulation <br>based on the Nelsonโs quantum mechanics
Here we evaluate the tunneling time by the use of Nelsonโs approach of quantum mechanics and compare them with numerical results of traversal time obtained from the visibility. Nelsonโs quantum mechanics, using the real-time stochastic process, enables us to describe individual experimental runs of a quantum system in terminology of the โanalogโ of classical mechanics, i.e., the ensemble of sample paths. These sample paths are generated by the stochastic process,
$$dx(t)=(u(x(t),t)+v(x(t),t))dt+dw(t),$$
(49)
where $`x(t)`$ is a stochastic variable corresponding to the coordinate of the particle, and $`u(x(t),t)`$ and $`v(x(t),t)`$ are the osmotic velocity and the current velocity, respectively. The $`dw(t)`$ is the Gaussian white noise with the statistical properties of
$$dw(t)=0,\text{ and }dw(t)dw(t)=\frac{\mathrm{}}{m}dt.$$
(50)
In principle the osmotic and the current velocities are given by solving coupled two equations, i.e., the kinetic equation and the โNewton-Nelson equationโ. The whole ensemble of sample paths gives us the same results as quantum mechanics in the ordinary approach. Once the equivalence of Nelsonโs framework and ordinary quantum mechanics is proved, it is convenient to use the relation
$$u=\mathrm{Re}\frac{\mathrm{}}{m}\frac{}{x}\mathrm{ln}\psi (x,t),\text{ and }v=\mathrm{Im}\frac{\mathrm{}}{m}\frac{}{x}\mathrm{ln}\psi (x,t),$$
(51)
where $`\psi `$ is the solution of Schrรถdinger equation. Since individual sample path has its own history, we obtain information on the time parameter, e.g., the traversal time , .
Now using the Nelsonโs quantum mechanics, we estimate the traversal time crossing over a time-dependent potential barrier shown in Fig.1. Suppose a simulation of tunneling phenomena based on (49), starting from $`t=\mathrm{}`$ and ending at $`t=\mathrm{}`$. As we treat a wave packet satisfying the time-dependent Schrรถdinger equation, the wave packet is located in region I initially and turns finally into two spatially separated wave packets which are in regions I and III. Fig.5 shows a typical transmission sample path calculated by Eq.(49) with โbackward time evolution methodโ , . The traversal time using this approach, $`\tau _{\mathrm{Nelson}}`$, is defined as the averaged time interval in which the random variable $`x(t)`$ stays in the barrier region II. Thus $`\tau _{\mathrm{Nelson}}`$ defined in this way has a character of statistical distribution as pointed in , , since it is the value averaged over the ensemble of sample paths having the transmitting wave packets.
We call the traversal time obtained by the visibility of transmission current, $`\tau _{\mathrm{vis}}`$. Let us compare $`\tau _{\mathrm{vis}}`$ with $`\tau _{\mathrm{Nelson}}`$ and $`\tau _{\mathrm{WKB}}`$ in a rectangular potential barrier numerically. Here we take the unit with $`m=\mathrm{}=1`$. Fig.6 shows these numerical results versus potential width $`d`$ and Fig.7 shows those versus $`V_0/E_0`$, where $`E_0`$ is an incident energy and $`V_0`$ is a potential height. It has been shown that, in the opaque case, the Fokker-Planck equation for the distribution for the samples can be solved analytically and gives $`\tau _{\mathrm{Nelson}}\frac{md}{\mathrm{}\kappa }\left(=\tau _{\mathrm{WKB}}\right)`$, . The parameters adopted in Fig. 6 give an imaginary wave number $`\kappa =1`$ in the unite of $`k_0`$ which corresponds to the opaque potential except for very thin potential barrier. Thus we can see that $`\tau _{\mathrm{Nelson}}`$ and $`\tau _{\mathrm{WKB}}`$ agree with each other. It is notable that $`\tau _{\mathrm{vis}}`$ fits also well with them except for thin barrier where the opaqueness condition is broken. The imaginary wave number dependence of traversal time is shown in Fig. 7 for a fixed and rather thick potential barrier width. The value of $`\kappa `$ becomes larger than 1 for $`V_0>2E_0`$ and in this region $`\tau _{\mathrm{Nelson}}`$ agrees with $`\tau _{\mathrm{WKB}}`$. On the other hand, in the region $`V_0<2E_0`$, $`\tau _{\mathrm{WKB}}`$ becomes to deviate from $`\tau _{\mathrm{Nelson}}`$, where the opaqueness condition is not satisfied. However $`\tau _{\mathrm{vis}}`$ can reproduce the value of $`\tau _{\mathrm{Nelson}}`$ for almost all region. From these two figures, we see, in the opaque case, that $`\tau _{\mathrm{Nelson}}`$ coincide with $`\tau _{\mathrm{WKB}}`$ with respect to its dependence on potential width $`d`$ and on the imaginary wave number $`\kappa `$. While there is an obvious reason why the $`\tau _{\mathrm{WKB}}`$ can only applicable to the opaque case, one needs not assume any approximation to evaluate $`\tau _{\mathrm{Nelson}}`$ in principle. Therefore the latter may represent an characteristic property of time scale for tunneling phenomena not only for the opaque case but also for the translucent case. However, both of these traversal times are defined only on the bases of theoretical models, but cannot be checked by experiment so easily. It should be noticed that $`\tau _{\mathrm{vis}}`$ is connected to the experimental data directly, and the theoretical estimation may be checked by experiment rather easily. Thus we think that $`\tau _{\mathrm{vis}}`$ can be a good candidate presenting time scale of tunneling phenomena both for the opaque case and for the translucent case.
## V Summary and comments
In this paper, we present a proposal for the estimation of Bรผttiker-Landauer traversal time based on the visibility of transmission current. We analyzed the tunneling phenomena with a time-dependent potential described by Eq. (3), and obtained the time-dependent transmission current for a small perturbation $`V_1`$ and an opaque case. We found that the visibility is directly connected to the traversal time, while Bรผttiker and Landauer proposed that the crossover from the low frequency behavior to the high frequency behavior yields the traversal time. Furthermore, this result is valid not only for rectangular potential barrier but also for general form of potential to which the WKB approximation is applicable. After a brief review of Nelsonโs quantum mechanics, by which the traversal time is calculated definitely, we compared those results with the numerical values obtained from the simulation of Nelsonโs framework. Both of them fit together not only for the opaque case but also for the translucent case and it shows our method is very effective to measure experimentally the traversal time.
## VI Acknowledgment
K. Imafuku joined with us in the early stage of this work. The authors acknowledge his interest and also useful and helpful discussion with K. Imafuku, H. Nakazato and Y. Yamanaka.
## A Amplitudes
In this Appendix, we recapitulate briefly how to determine the amplitudes of the sidebands at $`E\pm n\mathrm{}\omega `$ from the matching conditions , , . It is convenient to define the following quantities:
$`W_m^{(n)}(x)`$ $``$ $`(B_m\mathrm{e}^{\kappa x}+C_m\mathrm{e}^{\kappa x})J_{nm}\left({\displaystyle \frac{V_1}{\mathrm{}\omega }}\right),`$ (A1)
$`W_m^{(n)^{}}(x)`$ $``$ $`\kappa _m(B_m\mathrm{e}^{\kappa x}C_m\mathrm{e}^{\kappa x})J_{nm}\left({\displaystyle \frac{V_1}{\mathrm{}\omega }}\right),`$ (A2)
where the prime means a derivative with respect to the coordinate $`x`$. At the energy $`E_n`$, we have the matching conditions,
$`\delta _{n0}\mathrm{e}^{i\alpha _n}+A_n\mathrm{e}^{i\alpha _n}`$ $`=`$ $`{\displaystyle \underset{m}{}}W_m^{(n)}\left({\displaystyle \frac{d}{2}}\right),`$ (A3)
$`i{\displaystyle \frac{2\alpha _n}{d}}\left(\delta _{n0}\mathrm{e}^{i\alpha _n}A_n\mathrm{e}^{i\alpha _n}\right)`$ $`=`$ $`{\displaystyle \underset{m}{}}W_m^{(n)^{}}\left({\displaystyle \frac{d}{2}}\right),`$ (A4)
$`D_n\mathrm{e}^{i\alpha _n}`$ $`=`$ $`{\displaystyle \underset{m}{}}W_m^{(n)}\left({\displaystyle \frac{d}{2}}\right),`$ (A5)
$`i{\displaystyle \frac{2\alpha _n}{d}}D_n\mathrm{e}^{i\alpha _n}`$ $`=`$ $`{\displaystyle \underset{m}{}}W_m^{(n)^{}}\left({\displaystyle \frac{d}{2}}\right),`$ (A6)
where $`\alpha _nk_nd/2`$. Noticing that $`J_n`$ is proportional to $`(V_1/2\mathrm{}\omega )^n`$ and taking only the leading terms, we approximate equations (A3), (A4), (A5) and (A6) and obtain the transmission coefficients and reflection coefficients. At the energy $`E`$, we recover the results of static barrier, the reflection and the transmission coefficients,
$`A_0`$ $`=`$ $`{\displaystyle \frac{2(k^2+\kappa ^2)\mathrm{sinh}\kappa d}{det(k,\kappa )}}\mathrm{e}^{ikd},`$ (A7)
$`D_0`$ $`=`$ $`{\displaystyle \frac{4ik\kappa }{det(k,\kappa )}}\mathrm{e}^{ikd},`$ (A8)
where $`det(k,\kappa )`$ is defined by
$`det(k,\kappa )`$ $``$ $`\left|\begin{array}{cc}(\kappa +ik)\mathrm{e}^{\kappa d}& (\kappa ik)\\ (\kappa ik)\mathrm{e}^{\kappa d}& (\kappa +ik)\end{array}\right|`$ (A11)
$`=`$ $`2(\kappa ^2k^2)\mathrm{sinh}\kappa d4ik\kappa \mathrm{cosh}\kappa d.`$ (A12)
Similarly, at the energy $`E_n`$, we have the transmission and reflection coefficients in the leading order,
$`D_n`$ $`=`$ $`{\displaystyle \frac{J_n(V_1/\mathrm{}\omega )}{J_0(V_1/\mathrm{}\omega )}}{\displaystyle \frac{2D_0\mathrm{e}^{i(kk_n)d/2}}{det(k_n,\kappa _n)}}`$ (A13)
$`\times \{(\kappa _n^2k_nk_0)\mathrm{sinh}\kappa _nd(\kappa ^2k_nk_0)(\kappa _n/\kappa _0)\mathrm{sinh}\kappa _0d`$ (A14)
$`+i\kappa _n(k_n+k_0)(\mathrm{cosh}\kappa _0d\mathrm{cosh}\kappa _nd)\},`$ (A15)
and
$`A_n`$ $`=`$ $`{\displaystyle \frac{J_n(V_1/\mathrm{}\omega )}{J_0(V_1/\mathrm{}\omega )}}{\displaystyle \frac{D_0\mathrm{e}^{i(kk_n)d/2}}{det(k_n,\kappa _n)}}`$ (A16)
$`\times \{(\kappa _n^2k_nk_0)\mathrm{sinh}\kappa _nd\mathrm{cosh}\kappa _0d`$ (A17)
$`(\kappa ^2+k_nk_0)(\kappa _n/\kappa _0)\mathrm{cosh}\kappa _nd\mathrm{sinh}\kappa _0d`$ (A18)
$`+i\kappa _n(k_0k_n)(1\mathrm{cosh}\kappa _nd\mathrm{cosh}\kappa _0d)`$ (A19)
$`i((k_0\kappa _n^2/\kappa _0)k_n\kappa _0)\mathrm{sinh}\kappa _nd\mathrm{sinh}\kappa _0d\},`$ (A20)
where $`det(k_n,\kappa _n)`$ is defined by
$`det(k_n,\kappa _n)`$ $``$ $`\left|\begin{array}{cc}(\kappa _n+ik_n)\mathrm{e}^{\kappa _nd}& (\kappa _nik_n)\\ (\kappa _nik_n)\mathrm{e}^{\kappa _nd}& (\kappa _n+ik_n)\end{array}\right|`$ (A23)
$`=`$ $`2(\kappa _n^2k_n^2)\mathrm{sinh}\kappa _nd4ik_n\kappa _n\mathrm{cosh}\kappa _nd.`$ (A24)
## B The visibility in a general potential case
We give an expression for the visibility in a general potential case by the use of the WKB approximation. A stationary solution $`\mathrm{\Psi }_E(x)`$ with energy $`E`$ satisfies the Schrรถdinger equation
$$\left[\frac{\mathrm{}^2}{2m}^2+V(x)\right]\mathrm{\Psi }_E(x)=E\mathrm{\Psi }_E(x).$$
(B1)
Stating from the outgoing wave solution in the region III,
$$\mathrm{\Psi }^{\mathrm{III}}(x)=\frac{1}{\sqrt{k(x)}}\mathrm{exp}\left\{i\left(_{x_2}^xk(x^{})๐x^{}\frac{\pi }{4}\right)\right\},$$
(B2)
we have the evanescent wave solution in the region II,
$$\mathrm{\Psi }^{\mathrm{II}}(x)=\frac{1}{\sqrt{\kappa (x)}}\left[\frac{i}{S}\mathrm{exp}\left\{_{x_1}^x\kappa (x^{})๐x^{}\right\}+\frac{S}{2}\mathrm{exp}\left\{_{x_1}^x\kappa (x^{})๐x^{}\right\}\right],$$
(B3)
and then, the incoming and reflecting wave solutions
$`\mathrm{\Psi }^\mathrm{I}(x)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{k(x)}}}[(i{\displaystyle \frac{4+S^2}{4S}})\mathrm{exp}\{i({\displaystyle _x^{x_1}}k(x^{})dx^{}{\displaystyle \frac{\pi }{4}})\}`$ (B4)
$`+`$ $`(i{\displaystyle \frac{4S^2}{4S}})\mathrm{exp}\left\{i({\displaystyle _x^{x_1}}k(x^{})dx^{}{\displaystyle \frac{\pi }{4}})\right\}],`$ (B5)
where
$$S=\mathrm{exp}\left(_{x_1}^{x^2}\kappa (x^{})๐x^{}\right).$$
(B6)
Using these stationary WKB solutions, we can write down a time dependent solution in the case shown in Fig.4,
$$\mathrm{\Psi }(x,t)=\{\begin{array}{cc}_E\mathrm{\Psi }_E^\mathrm{I}(x)\mathrm{e}^{iEt/\mathrm{}}\hfill & (xx_1),\hfill \\ _E\mathrm{\Psi }_E^{\mathrm{II}}(x)_nJ_n\left(\frac{V_1}{\mathrm{}\omega }\right)\mathrm{e}^{i(E+n\mathrm{}\omega )t/\mathrm{}}\hfill & (x_1xx_2),\hfill \\ _E\mathrm{\Psi }_E^{\mathrm{III}}(x)\mathrm{e}^{iEt/\mathrm{}}\hfill & (x_2x).\hfill \end{array}$$
(B7)
For the case of $`n=0`$, we have the solution
$$\mathrm{\Psi }_{E_0}(x)=\{\begin{array}{c}D_0J_0\left(\frac{V_1}{\mathrm{}\omega }\right)\frac{1}{\sqrt{k(x)}}[(i\frac{4+S_0^2}{4S_0})\mathrm{exp}\{i(_x^{x_1}k(x^{})dx^{}\frac{\pi }{4})\}\hfill \\ +(i\frac{4S_0^2}{4S_0})\mathrm{exp}\{i(_x^{x_1}k(x^{})dx^{}\frac{\pi }{4})\}],(xx_1),\hfill \\ D_0J_0\left(\frac{V_1}{\mathrm{}\omega }\right)\frac{1}{\sqrt{\kappa (x)}}[\frac{i}{S_0}\mathrm{exp}\{_{x_1}^x\kappa (x^{})dx^{}\}\hfill \\ +\frac{S_0}{2}\mathrm{exp}\{_{x_1}^x\kappa (x^{})dx^{}\}](x_1xx_2),\hfill \\ D_0J_0\left(\frac{V_1}{\mathrm{}\omega }\right)\frac{1}{\sqrt{k(x)}}\mathrm{exp}\{i(_{x_2}^xk(x^{})๐x^{}\frac{\pi }{4})\}(x_2x),\hfill \end{array}$$
(B8)
where $`S_n`$ is the damping factor of the $`n`$-th mode,
$$S_n=\mathrm{exp}\left(_{x_1}^{x_2}\kappa _n(x)๐x\right).$$
(B9)
The coefficients are fixed by the incoming wave normalization,
$$D_0J_0\left(\frac{V_1}{\mathrm{}\omega }\right)=i\frac{4S_0}{4+S_0^2}.$$
(B10)
For the case of $`n=1`$, we have to consider the two types of wave in the region II,
$`D_0J_1\left({\displaystyle \frac{V_1}{\mathrm{}\omega }}\right){\displaystyle \frac{1}{\sqrt{\kappa (x)}}}\left[{\displaystyle \frac{i}{S_0}}\mathrm{exp}\{{\displaystyle _{x_1}^x}\kappa (x^{})๐x^{}\}+{\displaystyle \frac{S_0}{2}}\mathrm{exp}\{{\displaystyle _{x_1}^x}\kappa (x^{})๐x^{}\}\right]`$ (B11)
$`+D_1J_0\left({\displaystyle \frac{V_1}{\mathrm{}\omega }}\right){\displaystyle \frac{1}{\sqrt{\kappa _1(x)}}}\left[{\displaystyle \frac{i}{S_1}}\mathrm{exp}\{{\displaystyle _{x_1}^x}\kappa _1(x^{})๐x^{}\}+{\displaystyle \frac{S_1}{2}}\mathrm{exp}\{{\displaystyle _{x_1}^x}\kappa _1(x^{})๐x^{}\}\right],`$ (B12)
both of which should be matched to the reflecting and the transmitting waves with energy $`E_1`$ and wave number $`k_1`$. A similar relation holds for $`n=1`$. Requiring the condition that there are no incoming waves in these modes, we can determine the coefficients $`D_{\pm 1}`$ in the region III,
$`D_{\pm 1}J_0\left({\displaystyle \frac{V_1}{\mathrm{}\omega }}\right)`$ $`=`$ $`{\displaystyle \frac{4+S_0^2}{4+S_{\pm 1}^2}}{\displaystyle \frac{S_{\pm 1}}{S_0}}D_0J_{\pm 1}\left({\displaystyle \frac{V_1}{\mathrm{}\omega }}\right).`$ (B14)
Considering the above results, we get the transmitting wave up to $`n=\pm 1`$,
$`\mathrm{\Psi }^{\mathrm{III}}(x,t)`$ $`=`$ $`i{\displaystyle \frac{4S_0}{4+S_0^2}}{\displaystyle \frac{1}{\sqrt{k_0(x)}}}\mathrm{exp}\left\{i({\displaystyle _{x_2}^x}k_0(x^{})๐x^{}{\displaystyle \frac{\pi }{4}})\right\}\mathrm{e}^{iEt/\mathrm{}}`$ (B15)
$`\times `$ $`[1+{\displaystyle \frac{J_1\left(V_1/\mathrm{}\omega \right)}{J_0\left(V_1/\mathrm{}\omega \right)}}\sqrt{{\displaystyle \frac{k_0(x)}{k_1(x)}}}\mathrm{exp}\left\{i{\displaystyle _{x_2}^x}{\displaystyle \frac{m\omega }{\mathrm{}k_0(x^{})}}dx^{}\right\}(1\mathrm{\Sigma }_1)\mathrm{e}^{i\omega t}`$ (B16)
$`+`$ $`{\displaystyle \frac{J_1\left(V_1/\mathrm{}\omega \right)}{J_0\left(V_1/\mathrm{}\omega \right)}}\sqrt{{\displaystyle \frac{k_0(x)}{k_1(x)}}}\mathrm{exp}\{i{\displaystyle _{x_2}^x}{\displaystyle \frac{m\omega }{\mathrm{}k_0(x^{})}}dx^{}\}(1\mathrm{\Sigma }_1)\mathrm{e}^{i\omega t}],`$ (B17)
where
$$\mathrm{\Sigma }_{\pm 1}=\frac{4+S_0^2}{4+S_{\pm 1}^2}\frac{S_{\pm 1}}{S_0}.$$
(B18)
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# A structure and representations of diffeomorphism groups of non-Archimedean manifolds. Mathematics subject classification (1991 Revision): 43A65, 46S10, 57S05.
## 1 Introduction.
This article is devoted to the investigation of a structure and representations of diffeomorphism groups of non-Archimedean manifolds. In previous works quasi-invariant measures on diffeomorphism groups relative to dense subgroups were constructed. Irreducible representations associated with the quasi-invaraint measures on groups and the corresponding configuration spaces were constructed in . Classical diffeomorphism groups (that is, for real or complex manifolds) play very important role in hydrodynamics, quantum mechanics and superstring theory . On the other hand, non-Archimedean quantum mechanics develops rapidly . It is helpful in special situations, when series or integrals divergent in quantum mechanics over the complex field $`๐`$ are convergent in the non-Archimedean case. In particular, non-Archimedean diffeomorphism groups can be used in non-Archimedean quantum mechanics and quantum gravity .
There are many principal differences between classical and non-Archimedean functional analysis . This is the source why non-Archimedean diffeomorphism groups differ in many respects from that of classical one.
In it was shown that classical diffeomorphism groups are simple and perfect, but proofs there are based on local connectedness, homotopies, the existence and the uniquiness of solutions of differential equations in spaces of functions of the class of smoothness $`C(t)`$ for $`t<\mathrm{}`$. In the non-Archimedean case even for the class of smoothness $`C(\mathrm{})`$ there is not any uniquiness, because of locally constant additional terms. In the classical case the small inductive dimension $`ind(G)>0`$ (for real manifolds $`ind(G)=\mathrm{}`$), but in the non-Archimedean case $`ind(G)=0`$. Therefore, the proof of simplicity and perfectness in this paper differ principally from the classical case. For compact complex manifolds the diffeomorphism groups are Lie groups , but in the non-Archimedean case, as it is proved below, it is untrue.
This article is devoted to more general diffeomorphism groups than in . Here are considered manifolds not only on Banach spaces over local fields, but also on locally $`๐
`$-convex spaces, where $`๐
`$ is an infinite field of characteristic $`char(๐
)=0`$ with non-trivial non-Archimedean valuation. Classes of smoothness $`C(t)`$ of manifolds $`M`$ considered below are $`1t\mathrm{}`$ and also analytic $`t=an`$ such that they are certainly not less than that of $`G`$. In particular this encompasses the class of manifolds treated by rigid analytic geometry (see about it in ). This geometry is helpful in non-Archimedean superstring theory and theory of homologies and cohomologies, but it is related with very narrow class of analytic functions . It is also extremely restrictive for non-Archimedean functional analysis and quantum theory. Therefore, differentiable manifolds of classes $`C(t)`$ for $`1t\mathrm{}`$ also are considered below. Historically spaces of classes $`C(t)`$ with $`t๐`$ had appeared in several years later after the use of analytic spaces and manifolds in . Schikhof had used difference quotients of functions, Tate had used a topology stronger than the Zariski topology.
For locally compact groups there is a theory of induced representations from subgroups , but its development for non-locally compact groups meets serious problems, because the case of non-locally compact groups is more complicated . In this article with the help of structural theorems of diffeomorphism groups induced representations are investigated.
In ยง2 definitions, notations and preliminary results are given. In ยง3 the structure of diffeomorphism groups $`Diff(t,M)`$ is studied, where $`Diff(t,M):=Hom(M)C(t,MM)`$, $`C(t,MN)`$ is a manifold of $`C(t)`$-mappings from a manifold $`M`$ into a manifold $`N`$ over the same field $`๐
`$. Besides classes $`C(t)`$ also classes $`C_0(t)`$ are considered over local fields $`๐`$. If $`dim_๐
M\mathrm{}_0,`$ then $`C(t,MM)`$ is of non-separable type over $`๐
`$, but $`C_0(t,MM)`$ is of separable type, when $`๐
=๐`$ and $`dim_๐M\mathrm{}_0`$. Such groups $`G(t,M):=Hom(M)C_0(t,MM)`$ are helpful for the construction of quasi-invariant $`\sigma `$-finite measures. The diffeomorphism group is investigated below as the topological group and as the manifold. It is proved that $`Diff(t,M)`$ are simple and perfect. Then its structure as a manifold is studied. Apart from manifolds $`M`$ on locally convex spaces $`X`$ over $`๐`$ in the case of $`X`$ over $`๐
`$ the existence of clopen (closed and open) subgroup $`W`$ in $`Diff(t,M)`$ is proved below such that for each $`gW`$ there exists a one-parameter subgroup $`<g^z:`$ $`z๐
>`$ to which $`g`$ belongs. Nevertheless, it is proved that $`Diff(t,M)`$ are not Banach-Lie groups. In ยง3 also families of compact subgroups $`\{G_{u,๐}^n\}`$ of the group $`G(t,M)`$ are constructed such that $`_{n,u,๐}G_{u,๐}^n`$ is dense in $`G(t,M)`$. In the particular case of the local field $`๐
=๐`$ such subgroups have the following property: the $`๐`$-linear span $`sp_๐(T_eG_{u,๐}^n)`$ of $`T_eG_{u,๐}^n`$ is dense in $`T_eG(t,M)`$. This is the important difference from the case of $`M`$ on $`X`$ over $`๐`$ or $`๐`$, because the maximal compact subgroup in $`G(t,M)`$ in the classical case may be only finite-dimensional for finite-dimensional $`X`$ over $`๐`$ or $`๐`$ . This also is impossible in the classical case, when $`M`$ is not a compact complex manifold. Embeddings of classical groups into the diffeomorphism groups also are discussed, because, for example, $`Sp(2n,๐
)`$ is very important for symplectic structures associated with Hamiltonians in quantum mechanics.
In ยง4 continuous unitary representations and also representations in non-Archimedean Banach spaces are decomposed into irreducible. Then induced representations are considered. Moreover, two theorems (inductive-reductive and for internal tensor product representations) about decompositions of induced representations are proved. This opens new classes of unitary representations.
## 2 Topologies of non-Archimedean diffeomorphism groups.
To avoid misunderstandings we first present our definitions and notations in ยงยง2.1-2.4.
2.1. Remarks. Let $`๐`$ be a local field, that is, a finite algebraic extension of the field $`๐_๐ฉ`$ of $`p`$-adic numbers and either $`0t<\mathrm{}`$ or $`t=an`$. Then $`C_{}(t,MN)`$, $`Diff(t,M),`$ $`G(t,M)`$ and $`GC(t,M)`$ be the same spaces as in , where $`M`$ and $`N`$ are the corresponding Banach manifolds over $`๐`$, where either $`=\mathrm{}`$ ($`\mathrm{}`$ is omitted as the index) or $`=0`$ or $`=c`$. It is necessary to mention, that in in the case of $`M`$ with an infinite atlas spaces in are proper subspaces of the corresponding spaces in . Then analogously we get these spaces for the class of locally analytic functions with $`t=la`$. Evidently, these spaces are isomorphic for different choices of atlases $`At(M)`$ and $`At(N)`$ for $`M`$ and $`N`$ of classes not less, than either $`C(t)`$ or $`C_0(t)`$ respectively, since the valuation group $`\mathrm{\Gamma }_๐:=\{|x|:0x๐\}`$ is discrete in $`(0,\mathrm{})`$ and due to and Lemma 7.3.6 each atlas of $`M`$ or $`N`$ has a disjoint covering $`At^{}(M)`$ or $`At^{}(N)`$, which is a refinement of the initial covering. Indeed, if $`\varphi :MM^{}`$ and $`\psi :NN^{}`$ are $`C_{}(t)`$-diffeomorphisms (that is, $`\varphi `$ is bijective and surjective and $`\varphi C_{}(t,MM^{})`$, $`\varphi ^1C_{}(t,M^{}M)`$, analogously for $`\psi `$), then $`g\psi g\varphi ^1`$ is a diffeomorphism of $`C_{}(t,MN)`$ with $`C_{}(t,M^{}N^{})`$, where $`gC_{}(t,MN)`$.
2.2. Notation. Let $`๐
`$ be an infinite field of characteristic $`char(๐
)=0`$ with a non-trivial non-Archimedean valuation. For $`b๐`$, $`0<b1`$, we consider the following mapping:
$$(1)\text{ }j_b(\zeta ):=\zeta ^b๐ฒ_๐ฉ\text{ for }\zeta 0,\text{ }j_b(0):=0,$$
such that $`j_b():๐
๐ฒ_๐ฉ`$, where $`๐ฒ_๐ฉ`$ is a spherically complete field with a valuation group $`\{|x|:`$ $`0x๐ฒ_๐ฉ\}=(0,\mathrm{})๐`$ such that $`๐_๐ฉ๐
๐ฒ_๐ฉ,`$ $`๐_๐ฉ`$ denotes the field of complex numbers with the valuation extending that of $`๐_๐ฉ`$ . For a space $`X`$ with a metric $`d`$ in it let $`B(X,y,r):=\{xX:d(x,y)r\}`$ and $`B(X,y,r^{}):=\{xX:d(x,y)<r\}`$ denote balls in $`X`$, where $`0<r.`$
2.3. Definitions and Notes. Let us consider locally convex spaces $`X`$ and $`Y`$ over $`๐
`$. Suppose $`F:UY`$ is a mapping, where $`UX`$ is an open bounded subset. The mapping $`F`$ is called differentiable if for each $`\zeta ๐
`$, $`xU`$ and $`hX`$ with $`x+\zeta hU`$ there exists a differential such that
$$(1)\text{ }DF(x,h):=dF(x+\zeta h)/d\zeta _{\zeta =0}:=\underset{\zeta 0}{lim}\{F(x+\zeta h)F(x)\}/\zeta $$
and $`DF(x,h)`$ is linear by $`h`$, that is, $`DF(x,h)=:F^{}(x)h`$, where $`F^{}(x)`$ is a bounded linear operator (a derivative). Let
$$(2)\text{ }\mathrm{\Phi }^bF(x;h;\zeta ):=(F(x+\zeta h)F(x))/j_b(\zeta )Y_{๐ฒ_๐ฉ}$$
be partial difference quotients of order $`b`$ for $`0<b1`$, $`x+\zeta hU`$, $`\zeta h0`$, $`\mathrm{\Phi }^0F:=F`$, where $`Y_{๐ฒ_๐ฉ}`$ is a locally convex space obtained from $`Y`$ by extension of a scalar field from $`๐
`$ to $`๐ฒ_๐ฉ`$. By induction using Formulas $`(12)`$ we define partial difference quotients of order $`n+b`$ for each $`0<b1`$:
$$(3)\text{ }\mathrm{\Phi }^{n+b}F(x;h_1,\mathrm{},h_{n+1};\zeta _1,\mathrm{},\zeta _{n+1}):=\{\mathrm{\Phi }^nF(x+\zeta _{n+1}h_{n+1};$$
$$h_1,..,h_n;\zeta _1,\mathrm{},\zeta _n)\mathrm{\Phi }^nF(x;h_1,\mathrm{},h_n;\zeta _1,\mathrm{},\zeta _n)\}/j_b(\zeta _{n+1})$$
and derivatives $`F^{(n)}=(F^{(n1)})^{}.`$ Then $`C(t,UY)`$ is a space of functions $`F:UY`$ for which there exist bounded continuous extensions $`\overline{\mathrm{\Phi }}^vF`$ for each $`x`$ and $`x+\zeta _ih_iU`$ and each $`0vt`$, such that each derivative $`F^{(k)}(x):X^kY`$ is a continuous $`k`$-linear operator for each $`xU`$ and $`0<k[t],`$ where $`0t<\mathrm{}`$, $`h_iV`$ and $`\zeta _iS:=B(๐,0,1),`$ $`[t]=nt`$ and $`\{t\}=b`$ are the integral and the fractional parts of $`t=n+b`$ respectively, $`U`$ and $`V`$ are open neighbourhoods of $`x`$ and $`0`$ in $`X`$, $`U+VU`$. In the locally $`๐
`$-convex space $`C(t,UY)`$ its uniformity is given by the following family of pseudoultranorms:
$$\left(4\right)\text{ }F_{C\left(t,UY\right),u,w}:=sup_{\left(x,x+\zeta _ih_iU;h_iV;u\left(h_i\right)0;\zeta _iS;i=1,\mathrm{},s=\left[v\right]+sign\left\{v\right\};0vt\right)}$$
$$w\left\{\left(\overline{\mathrm{\Phi }}^vF\right)(x;h_1,..,h_s;\zeta _1,\mathrm{},\zeta _s)\right\}/\left[\underset{i=1}{\overset{s}{}}u\left(h_i\right)\right]^v$$
where $`0t๐,`$ $`sign(y)=1`$ for $`y<0`$, $`sign(y)=0`$ for $`y=0`$ and $`sign(y)=1`$ for $`y>0`$, $`\{u\}`$ and $`\{w\}`$ are families of pseudoultranorms in $`X`$ and $`Y`$ giving their ultrauniformities .
Then the locally $`๐
`$-convex space
$$(5)\text{ }C(\mathrm{},UY):=\underset{n=1}{\overset{\mathrm{}}{}}C(n,UY)$$
is supplied with the ultrauniformity given by the family of pseudoultranorms $`_{C(n,UY),u,w}`$.
2.4. Remarks. Spaces of analytic functions $`C(an_R,B(X,x,R)Y)`$ of radius of converegence not less than $`0<R`$ are defined with the help of convergent series of polylinear polyhomogeneous functions for normed spaces $`X`$ and $`Y`$ over $`๐
`$. Spaces of locally analytic functions $`C(la,MY)`$ are defined as inductive limits of spaces $`C(la_r,MY)`$ of locally analytic functions $`f`$ such that for each $`xM`$ there exists its neighbourhood $`U_x`$ in $`M`$ for which $`f|_{U_x}`$ has an analytic extension on $`B(X,x,r)`$, where $`MX`$. Then using projective limits of normed spaces we can construct $`C(la,MY)`$ for locally $`๐
`$-convex spaces $`X`$ and $`Y`$.
For $`C(m)`$-manifolds $`M`$ and $`N`$ on locally $`๐
`$-convex spaces $`X`$ and $`Y`$ with atlases $`At(M)=\{(U_i,\varphi _i):i\mathrm{\Lambda }_M\}`$ and $`At(N)=\{(V_i,\psi _i):i\mathrm{\Lambda }_N\}`$ a mapping $`F:MN`$ is called of class $`C(t)`$ if $`F_{i,j}`$ are of class $`C(t)`$ for each $`i`$ and $`j`$, where $`F_{i,j}=\psi _iF\varphi _j^1`$, $`\mathrm{}mt0`$, $`\varphi _i:U_i\varphi _i(U_i)X`$ and $`\psi _l:V_l\psi _l(V_l)Y`$ are diffeomorphisms, $`U_i,`$ $`V_l`$, $`\varphi _i(U_i)`$ and $`\psi _l(V_l)`$ are open in $`M`$, $`N`$, $`X`$ and $`Y`$ respectively, $`\varphi _i\varphi _l^1C(m,\varphi _l(U_iU_l)X)`$ for each $`U_iU_l\mathrm{}`$, analogously for $`\psi _i`$.
Let $`\pi _{z_1,..,z_n}:Xsp_๐
\{z_1,\mathrm{},z_n\}`$ be a projection, where $`z_1,\mathrm{},z_n`$ are linearly independent vectors in $`X`$, then we set $`C_0(t,MN)`$ to be a completion of a subspace of cylindrical functions $`f`$ of class $`C(t)`$, that is, for each such $`f`$ there are $`n๐`$ and $`z_1,\mathrm{},z_n`$ linearly independent in $`X`$ and $`hC(t,(Msp_๐
\{z_1,\mathrm{},z_n\})N)`$ such that $`f(x)=h(\pi _{z_1,\mathrm{},z_n}(x))`$. If $`\theta :MN`$ is a fixed mapping, then $`C_{}^\theta (M,Y)`$ is a space of functions $`f:MY`$ such that $`(f\theta )C_{}(t,MY)`$, that induces a space $`C_{}^\theta (t,MN)`$, where $`=\mathrm{}`$ or $`\theta =0`$.
Certainly we suppose throughout the paper, that $`M`$ and $`N`$ are of class $`C(\tau )`$ for spaces $`C_{}(t,MN)`$ such that $`\tau =\mathrm{}`$ for $`0t\mathrm{}`$, $`\tau =an_r`$ for $`t=an_r`$, $`\tau =la`$ for $`t=la`$.
Then $`Diff(t,M):=Hom(M)C^{id}(t,MM)`$ and $`G(t,M):=Hom(M)C_0^{id}(t,MM)`$ denote diffeomorphism groups for $`t1`$ or $`t=an_R`$ or $`t=la`$ and a homeomorphism group for $`0t<1`$ analogosuly to , where $`Hom(M)`$ is the standard homeomorphism group of $`C(0)`$ bijective surjective mappings of $`M`$ onto itself, where the manifold $`M`$ is on the locally $`๐
`$-convex space $`X`$ for $`tan_R`$ and $`X`$ is the normed space for $`t=an_R.`$
2.5. Let $`H`$ be a locally $`๐
`$-convex space, where $`๐
`$ is a non-Archimedean field. Let $`M`$ be a topological manifold modelled on $`H`$ and $`At(M)=\{(U_j,f_j):`$ $`jA\}`$ be an atlas of $`M`$ such that $`card(A)w(H)`$, where $`f_j:U_jV_j`$ are homeomorphisms, $`U_j`$ are open in $`M`$, $`V_j`$ are open in $`H`$, $`_{jA}U_j=M`$, $`f_if_j^1`$ are continuous on $`f_j(U_iU_j)`$ for each $`U_iU_j\mathrm{}`$. Let $`\stackrel{~}{๐
}`$, $`\stackrel{~}{H}`$ and $`\stackrel{~}{M}`$ denote completions of $`๐
`$, $`H`$ and $`M`$ relative to their uniformities.
Theorem. If either $`H`$ is infinite-dimensional over $`๐
`$, or $`\stackrel{~}{๐
}`$ is not locally compact, then $`M`$ is homeomorphic to the clopen subset of $`H`$.
Proof. Since $`\stackrel{~}{H}`$ is the complete locally $`\stackrel{~}{๐
}`$-convex space, then $`\stackrel{~}{H}=prlim\{\stackrel{~}{H}_q,\pi _v^q,\mathrm{{\rm Y}}\}`$ is a projective limit of Banach spaces $`\stackrel{~}{H}_q`$ over $`\stackrel{~}{๐
}`$, where $`q\mathrm{{\rm Y}}`$, $`\mathrm{{\rm Y}}`$ is an ordered set, $`\pi _v^q:\stackrel{~}{H}_q\stackrel{~}{H}_v`$ are linear continuous epimorphisms. Therefore, each clopen subset $`W`$ in $`\stackrel{~}{H}`$ has a decomposition $`W=lim\{W_q,\pi _v^q,\mathrm{{\rm Y}}\}`$, where $`W_q=\pi _v^q(W)`$ are clopen in $`\stackrel{~}{H}_q`$. The base of topology of $`\stackrel{~}{M}`$ consists of clopen subsets. If $`WV_j`$, then $`f_j^1(W)`$ has an analogous decomposition. From this and Proposition 2.5.6 it follows, that $`\stackrel{~}{M}=lim\{\stackrel{~}{M}_q,\stackrel{~}{\pi }_v^q,\mathrm{{\rm Y}}\}`$, where $`\stackrel{~}{M}_q`$ are manifolds on $`\stackrel{~}{H}_q`$ with continuous bonding mappings between charts of their atlases. If $`H`$ is infinite-dimensional over $`๐
`$, then each $`\stackrel{~}{H}_q`$ is infinite-dimensional over $`\stackrel{~}{๐
}`$ . From $`card(A)w(H)`$ it follows, that each $`\stackrel{~}{M}_q`$ has an atlas $`At^{}(\stackrel{~}{M}_q)=\{U_{}^{}{}_{j,q}{}^{};f_{j,q};A_{}^{}{}_{q}{}^{}\}`$ equivalent to $`At(\stackrel{~}{M}_q)`$ such that $`card(A_{}^{}{}_{q}{}^{})w(H_q)=w(\stackrel{~}{H}_q)`$, since $`w(\stackrel{~}{H})=w(H)`$, where $`At(\stackrel{~}{M}_q)`$ is induced by $`At(\stackrel{~}{M})`$ by the quotient mapping $`\stackrel{~}{\pi }_q:\stackrel{~}{M}\stackrel{~}{M}_q`$. In view of Theorem 2 each $`\stackrel{~}{M}_q`$ is homeomorphic to a clopen subset $`\stackrel{~}{S}_q`$ of $`\stackrel{~}{H}_q`$, where $`h_q:\stackrel{~}{M}_q\stackrel{~}{S}_q`$ are homeomorphisms. To each clopen ball $`\stackrel{~}{B}`$ in $`\stackrel{~}{H}_q`$ there corresponds a clopen ball $`B=\stackrel{~}{B}H_q`$ in $`H_q`$, hence $`S_q=\stackrel{~}{S}_qH_q`$ is clopen in $`H_q`$ and $`h_q:M_qS_q`$ is a homeomorphism. Therefore, $`M`$ is homeomorphic to a closed subset $`V`$ of $`H`$, where $`h:MV`$ is a homeomorphism, $`VH`$, $`h=lim\{id,h_q,\mathrm{{\rm Y}}\}`$, $`id:\mathrm{{\rm Y}}\mathrm{{\rm Y}}`$ is the identity mapping. Since each $`h_q`$ is surjective, then $`h`$ is surjective by Lemma 2.5.9 . If $`xM`$, then $`\stackrel{~}{\pi }_q(x)=x_qM_q`$, where $`\pi :HH_q`$ are linear quotient mappings and $`\stackrel{~}{\pi }_q:MM_q`$ are induced quotient mappings. Therefore, each $`xM`$ has a neighbourhood $`\stackrel{~}{\pi }_q^1(Y_q)`$, where $`Y_q`$ is an open neighbourhood of $`x_q`$ in $`M_q`$. Therefore, $`h(M)=V`$ is open in $`H`$.
2.6. Theorems.
$`\mathrm{๐}.`$ The spaces $`Diff(t,M)`$, $`G(t,M)`$ and $`GC(t,M)`$ are the topological groups.
$`\mathrm{๐}.`$ They have embeddings as clopen subsets into the spaces $`C_{}(t,MX)`$, where either $`=\mathrm{}`$ or $`=0`$ or $`=c`$ respectively.
$`\mathrm{๐}.`$ If $`๐
`$ and $`X`$ are complete, then $`Diff(t,M),`$ $`G(t,M)`$ and $`GC(t,M)`$ are complete.
$`\mathrm{๐}.`$ $`G(t,M)`$ and $`GC(t,M)`$ are separable for separable $`M`$.
$`\mathrm{๐}.`$ $`Diff(t,M)`$, $`G(t,M)`$ and $`GC(t,M)`$ are ultrametrizable for a manifold $`M`$ with a finite atlas $`At(M)`$ on a normed space $`X`$ and either $`0t<\mathrm{}`$ or $`t=an_r`$.
Proof. $`(A).`$ Using the projective limits of normed spaces we can reduce the proof to the case of $`M`$ on a normed space $`X`$, since for each continuous either linear mapping $`A:XX`$ or polylinear and polyhomogeneous mapping on $`X`$ there are a pseudoultranorm $`u`$ in $`X`$ and a continuous mapping either linear $`_uA(x+ker(u))=A(x)`$ or polylinear and polyhomogeneous $`_uA(x_1+ker(u),\mathrm{},x_n+ker(u))=A(x_1,\mathrm{},x_n)`$ from $`X_u`$ into $`X_u`$, where $`X_u:=X/ker(u)`$, $`x,x_1,\mathrm{},x_nX`$, $`x+\mathrm{ker}(u)X_u`$ (see Theorem (5.6.3) ). The second statement is the consequence of Theorem 2.5. If $`f,gDiff(t,M)`$ such that $`0<t`$, then for each $`0<b\mathrm{min}(1,t)`$ we have $`(\mathrm{\Phi }^bfg)(x;\xi ;h)=(\mathrm{\Phi }^bf)(g(x);\zeta ;z)`$, where either $`\zeta =\xi `$ and $`z=(\mathrm{\Phi }^1g)(x;\xi ;h)`$ for $`b=1`$, or $`\zeta ๐
`$ and $`zX`$ such that $`\zeta z=g(x+\xi h)g(x)`$ and $`|\xi |^b/p|\zeta ||\xi |`$, $`p`$ is a prime number such that $`๐_๐ฉ๐
`$. In view of recurrence Relations $`2.3.(3)`$ we get that $`Diff(t,M)`$ is the topological group for each $`0t\mathrm{}`$. In view of definitions $`Diff(an_R,M)`$ and $`Diff(la,M)`$ are also topological groups.
$`(B).`$ Let at first $`At(M)`$ be finite. If $`(f_n:n)`$ is a Cauchy net in $`C_{}(t,MY)`$, then $`(\mathrm{\Phi }^vf_n:n)`$ are uniformly convergent sequences for each $`0vt`$ and $`0t\mathrm{}`$, also for each $`v`$ while $`t=an_r`$. Consequently, $`lim_n\mathrm{}(\mathrm{\Phi }^vf_n)=:F^v`$ $`C_{}(\tau ,M^{s+1}Y)`$, where $`\tau =0`$ for $`0t\mathrm{}`$ or $`\tau =an_r`$ for $`t=an_r`$, $`s:=[v]+sign(\{v\})`$.
The statement about ultrametrizability follows from ยง2.4 and ยง2.2 . If $`X`$ is the Banach space, then from the completeness of $`C_{}(t,MY)`$, in which either $`Diff(t,M)`$ or $`G(t,M)`$ or $`GC(t,M)`$ respectively are closed, it follows that the latter spaces are also complete (see Theorems 8.3.6 and 8.3.20 ).
$`(C).`$ In the case $`G(t,M)f,g`$ for $`0t\mathrm{}`$ due to ยงยง2.1-2.4 there is the equality
$$f_{i,j}g_{j,l}(x)=\underset{iI,nI,m๐_๐จ^๐ง}{}a(m,f_{i,j}^k)\overline{Q}_m((g_{j,l})_n(x))q_i,$$
where $`(g)_n=(g^{i(1)},\mathrm{},g^{i(s)})`$, $`g_{j,l}=(g_{j,l}^k(x):`$ $`U_l๐|kI)`$, $`M`$ is modelled on $`X=c_0(I,๐)`$, the set $`\{iI:`$ $`m(i)0\}=`$ $`\{i(1),\mathrm{},i(s)\}`$ is finite, $`f_{i,j}=\varphi _if\varphi _j^1`$ with the corresponding domains, $`s๐`$, $`n=Ord(m)`$,
$$\overline{Q}_m((g)_n)=\underset{j=1}{\overset{s}{}}Q_{m(i(j))}(g^{i(j)})\text{ and }Q_{m(i)}(g^i):=P_{m(i)}(g^i)/P_{m(i)}(u(m(i)),$$
where $`P_{m(i)}`$ are polynomials.
Coefficients $`a(m,f_{i,j}^k)=\stackrel{~}{\mathrm{\Delta }}^m(f_{i,j}^k(x))|_{x=0}`$ are given by Corollary 2 from Proposition 7 . The polynomials $`[\overline{Q}_m(x):`$ $`|m|n,m(j)0\text{ for }j(i(1),\mathrm{},i(s))]`$ may be expressed throughout $`[x^m:`$ $`|m|n,m(j)0,\text{ for }j(i(1),\mathrm{},i(s))]`$ and vice versa, where $`x^m=_{m(j)0}x(j)^{m(j)}`$, $`x(j)๐`$, $`xB(X,0,1)`$. Therefore, $`\stackrel{~}{\mathrm{\Delta }}^mS_l(x)|_{x=0}=0`$ for each polynomial $`S_l(x)`$ with $`l=(l(i):`$ $`iI,๐_๐จl(i)m(i))`$. Whence the coefficients $`a(m,f_{i,j}^kg_{j,l^{}})`$ may be expressed throughout $`a(l,f_{i,j}^k)a(q_{i(1)},g_{j,l^{}}^{i(1)})`$ $`\mathrm{}a(q_{i(s)},g_{j,l^{}}^{i(s)})R_{l,i,q}/P_l(\stackrel{~}{u}(l)),`$ where
$$(ii)\text{ }k+|l|+Ord(l)+\underset{j=1}{\overset{s}{}}(|q_{i(j)}|+Ord(q_{i(j)}))sk+|m|+Ord(m),$$
$`q=(q_{(i(j))}๐_๐จ^{\mathrm{๐๐ซ๐}(๐ช_{๐ข(๐ฃ)})}:`$ $`j=1,\mathrm{},s)`$, $`0s|l|`$, $`R_{l,i,q}`$ are polynomials by $`u(i^{},j^{})`$, that appear from the decomposition of $`\overline{Q}_m((g_{j,l})_n)`$ in the form of sums of products of $`(g_{j,l})^k`$ and $`u(i^{},j^{})`$ divided by $`\overline{P}_m(\stackrel{~}{u}(m))`$. In view of $`(i,ii)`$ we get that $`fgG(t,M)`$ and continuity of the composition, since in $`(ii)`$ for $`|m|+Ord(m)\mathrm{}`$ or $`|l|+Ord(l)\mathrm{}`$ or there is $`q_{i(j)}`$ with $`|q_{i(j)}|+Ord(q_{i(j)})[|m|+Ord(m)+1]/s`$. At the same time $`s>0`$ for large $`|m|+Ord(m)`$. For $`f=g^1`$ we get recurrence relations for $`a(m,(f_{i,j}^1)^k)`$ throughout $`a(m,f_{i,j}^l)`$. From them follows that $`\rho _0^t(f^1,id)`$ are polynomials of the Bell type by $`\rho _0^\kappa (f,id)`$ in $`1/p`$ neighbourhood of $`id`$, where $`\kappa =0,1,\mathrm{},[t],t<\mathrm{},`$ $`\rho _0^t`$ is an ultrametric in $`G(t,M)`$ (see also and Chapter 5 ). This gives $`f^1G(t,M)`$ and continuity of the inversion $`ff^1`$. The case $`t=\mathrm{}`$ follows from Formula $`2.3.(5)`$.
$`(D).`$ Now let $`t=an_r`$ and using the transformation $`xx\xi `$ with $`|\xi |=1/r`$ we restrict the consideration to $`r=1`$. If $`gDiff(an_1,M)`$ (or $`G(an_1,M)`$), then $`g1.`$ Indeed, there are the natural embeddings $`\theta :B(๐^๐ง,0,1)B(X,0,1)`$, consequently, there are the restrictions $`g|_{M_n}:=g(\theta (x_n))`$, where $`\theta (x_n)=(xB(X,0,1):`$ $`\theta (x_n)(i)=x(j)\text{ for }i=i(j)(i(1),\mathrm{},i(n)),\theta (x_n)(i)=0\text{ in others cases })`$, $`M_n=M\theta (B(๐^๐ง,0,1)`$). In view of ยง54.4 in with the help of we get that if
$$f(x)=\underset{m\mathrm{๐๐จ}^๐ง}{}a(m,f)\overline{Q}_m(x)C(0,B(๐^๐ง,0,1)๐),$$
then $`f`$ is analytic if and only if there exists
$$(iii)\text{ }\underset{m\mathrm{}}{lim}a(m,f)/P_m(\stackrel{~}{u}(m))=0.$$
Moreover, in $`C(an_1,B(๐^๐ง,0,1)๐)`$ the following norms
$$(iv)\text{ }f:=sup\{a(m,f)J(an,m):m\mathrm{๐๐จ}^๐ง\}\text{ }\text{ and }$$
$$(v)\text{ }f\mathrm{"}:=sup\{b(m,f):m\mathrm{๐๐จ}^๐ง\}$$
are equivalent, where $`J(an,m):=1/P_m(\stackrel{~}{u}(m))`$, $`b(m,f)`$ are expansion coefficients by $`x^m`$. Each function $`g^k(\theta (x_n))`$ is analytic and depends from a finite number of variables. If $`g>1`$, so there is $`M_n`$ with $`g(\theta (x_n))>1`$.
The basis $`\overline{Q}_m(x)`$ is orthogonal in the non-Archimedean sense on $`B(๐^๐ง,0,1)`$ with $`\overline{Q}_m_{C(0,B๐)}=1`$. Hence $`|g^k(\theta (x_n))|>1`$ contradicts $`gHom(M)`$ and $`MB(X,0,1)`$. Therefore, $`|a(m,g^k(\theta (x_n)))|J(an,m)1`$ for each $`k,n`$ and such $`m`$, $`\theta `$. Hence $`g_{C_{}(an_1,MM)}1`$, since $`\theta `$ has the natural extension $`\theta :๐^๐งX`$ such that $`\theta `$ is linear on $`๐^๐ง`$ and it is the embedding. Therefore, the composition and the inversion operations are correctly defined and they are continuous in $`Diff(an_1,M)`$ and $`G(an_1,M)`$ due to Formulas $`(i,ii)`$.
$`(E)`$. Now let $`At(M)`$ be infinite. If $`๐
`$, $`X`$ and $`Y`$ are complete, then $`C_{}(t,MY)`$ is complete (due to theorem about strict inductive limits in Chapter 12 ) for $`tla`$. If $`(f_\gamma :\gamma \alpha )`$ is a Cauchy net in $`C_{}(la,MY)`$, consequently, there exist $`\delta \alpha `$, $`E\mathrm{\Sigma }`$ and $`r_0>0`$ such that $`supp(f_\gamma )U^E`$ and $`f_\gamma C_{}(an_{r_0},MY)`$ for each $`\gamma >\delta `$, since $`\mathrm{\Pi }_R^r:C_{}(an_R,U^E๐)`$ $`C_{}(an_r,U^E๐)`$ are compact operators for each $`0<r<R`$, where $`\alpha `$ is a limit ordinal, $`\mathrm{\Sigma }`$ is a family of all finite subsets of $`\mathrm{\Lambda }_M`$. From the completeness of $`C_{}(an_{r_0},MY)`$ it follows that $`(f_\gamma )`$ converges in $`C_{}(la,MY)`$, hence $`C_{}(la,MY)`$ is complete. From definitions it follows that $`G(t,M)`$, $`Diff(t,M)`$ and $`GC(t,M)`$ are closed in $`C_{}(t,MM)`$ for $`=0`$, $`=\mathrm{}`$ and $`=c`$ respectively, whence they are also complete.
$`(F)`$. For separable $`M`$ and $`N`$ the spaces $`C_{}(t,U^EN)`$ are separable for each $`E\mathrm{\Sigma }`$. The space $`C_{}(t,MY)`$ is isomorphic with the quotient space $`Z/P`$, where $`Z=_{j\mathrm{\Lambda }}C_{}(t,U_jY)`$, $`P`$ is closed and $`๐`$-linear in $`Z`$. From the separability of $`Z`$ and $`\mathrm{\Lambda }๐`$ it follows that $`C_{}(t,MY)`$ is separable.
$`(G)`$. From formulas (i,ii) it follows that $`GC(t,M)`$ is the topological group for $`M`$ with the finite atlas. For $`f`$ and $`gC_{}(t,MM)Hom(M)`$ for $`0t\mathrm{}`$ or $`t=an_r`$ there are $`E(f)`$ and $`E(g)\mathrm{\Sigma }`$ for which $`supp(f):=cl\{xM:`$ $`f(x)x\}U^{E(f)}`$ and $`supp(g)U^{E(g)}`$. Considering $`f(supp(f))`$ and $`g(supp(g))M`$ homeomorphic with $`supp(f)`$ and $`supp(g)`$ correspondingly we get $`g^1fC_{}(t,MM)Hom(M)`$. If $`(f_\gamma :\gamma \alpha )`$ and $`(g_\gamma :\gamma \alpha )`$ are two convergent nets in either $`G(t,M)`$ or $`Diff(t,M)`$ or $`GC(t,M)`$) to $`f`$ and $`g`$ respectively, so for each neighbourhood $`Wid`$ there exist $`E\mathrm{\Sigma }`$ and $`\beta \alpha `$ such that $`g_\gamma ^1f_\gamma WC_{}(t,U^EM)Hom(M)`$ for $`0t\mathrm{}`$ or $`t=an_r`$, where $`\alpha `$ is a limit ordinal. Therefore, for such $`t`$ the mapping $`(f,g)g^1f`$ is continuous in $`G(t,M)`$ or $`Diff(t,M)`$ or $`GC(t,M)`$ respectively.
For $`t=la`$ let $`r=\mathrm{min}(r(f),r(g))`$, where $`f`$ and $`gC_{}(la,MM)Hom(M)`$, that is, there exist $`r(f)`$ and $`r(g)\mathrm{\Gamma }_๐
`$ such that $`fC_{}(an_{r(f)},MM)Hom(M)`$ and analogously for $`g`$. Then $`r\mathrm{\Gamma }_๐
`$ and $`g^1fC_{}(an_r,MM)Hom(M)`$. If $`(f_\gamma :\gamma \alpha )`$ converges to $`f`$ and $`(g_\gamma )`$ to $`g`$, then for each neighbourhood $`Wid`$ in $`C_{}(la,MM)Hom(M)`$ there exist $`\beta \alpha `$ and $`E\mathrm{\Sigma }`$ such that $`(supp(g_\gamma ^1f_\gamma ))(supp(g_\gamma ))(supp(f_\gamma ))U^E`$ for each $`\gamma >\beta `$ and $`r(g_\gamma )r`$, $`r(f_\gamma )r`$. Therefore, $`(g_\gamma f_\gamma :`$ $`\gamma \alpha )`$ converges to $`g^1f`$ in $`C_{}(la,MM)Hom(M)`$, consequently, the last space is the topological group.
## 3 A structure of diffeomorphism groups.
3.1. Theorem. Let the groups $`G=Diff(t,M)`$ and $`G=G(t,M)`$ be the same as in ยง2.4, where either $`1t\mathrm{}`$ or $`t=an_r`$ or $`t=la`$.
$`(\mathrm{๐}).`$ If $`M`$ is on a complete space $`X`$, then there exists a clopen subgroup $`W`$ in $`G`$ such that, each element $`gW`$ belongs to the corresponding one-parameter subgroup.
$`(\mathrm{๐}).`$ $`Diff(t,M),`$ $`G(t,M)`$ and $`GC(t,M)`$ are not Banach-Lie groups.
Proof. As in the proof of Theorem 2.6 we can use the projective limit $`X=prlimX_u`$ of normed spaces $`X_u`$ that reduce the proof to the case of the manifold $`M`$ on the normed space $`X`$.
$`(\mathrm{๐}).`$ Let at first $`G=G(t,M)`$ and $`M`$ be with a finite atlas on $`X`$ over a local field $`๐`$. We put $`W:=\{fG:\rho _0^\tau (f,id)p^2\}`$, then each $`fW`$ is an isometry of $`M`$, where $`\tau =t`$ for either $`1t\mathrm{}`$ or $`t=an_r`$, $`\tau ๐`$ for $`t=\mathrm{}`$. If $`f,gW`$, then $`\rho _0^\tau (fg,id)=\rho _0^\tau (g,f^1)\mathrm{max}(\rho _0^\tau (g,id),\rho _0^\tau (id,f^1))=`$ $`\mathrm{max}(\rho _0^\tau (g,id),\rho _0^\tau (f,id))`$. Therefore, $`W`$ is the subgroup in $`G`$.
Let at first $`M_n`$ be finite-dimensional over $`๐`$. There exists a restriction $`f|_{M_n}`$ for each $`fG`$, where $`M_n`$ is an analytic submanifold, $`\theta :M_nM`$ is an embedding, $`dim_๐M_n=n๐`$ is a dimension of $`M_n`$ over $`๐`$. Since, locally polynomial functions $`f(x)=id(x)+P(x)`$ are dense in $`W`$, it is sufficient to prove that each such $`f(x)`$ belongs to a one-parameter subgroup. Here $`degP=m๐`$ is a degree of a polynomial, $`xM`$ are a local coordinates. Denote $`f_{i,j}=\varphi _if\varphi _j^1`$ simply by $`f`$ and $`U_j`$ by $`M`$. Let
$$g(j;x)=\underset{s=0}{\overset{\mathrm{}}{}}A(j;x)^sx/s!,\text{ where}$$
$$A(j;x):=\underset{i=1}{\overset{n}{}}T(j,i;x)_i,$$
$`T(j,i;x)`$ are polynomials on the $`j`$-th iteration, $`A(j;x)^sx:=A(j;x)(A(j;x)^{s1}x)`$ for $`s>1`$, $`A(j;x)^0:=x`$, $`_i:=/x^i`$. Suppose $`T(0,i;x)=P^i(x)`$ for $`i=1,\mathrm{},n`$, and $`A(0;x)A(1;x)+A(1;x)=\overline{P}(x)`$, where
$$P(x)=\underset{i=1}{\overset{n}{}}P^i(x)e_i\text{ and }\overline{P}(x)=\underset{i=1}{\overset{n}{}}P^i(x)_i.$$
For the coefficients $`T(1,i;x)`$ there is the system of linear algebraic equations, that gives the unique solution $`A(1;x)`$ with
$$A(0;x)T(1,i;x)_\tau T(1,i;x)_\tau \times A(0;x)_\tau ,$$
since $`A(0;x)P(x)_\tau ,`$ where
$$A(j;x)_\tau :=\underset{g0,gC_0(\tau ,MX)}{sup}A(j;x)g_\tau ^{}/g_\tau ,$$
$`\tau ^{}=\tau 1`$ for $`1\tau <\mathrm{}`$, $`\tau ^{}=\tau `$ for $`\tau =an_r`$,
$$g_\tau :=g_{C_0(\tau ,MX)}.$$
Therefore,
$$P(x)_\tau =\underset{i=1,\mathrm{},n}{\mathrm{max}}T(1,i;x)_\tau ,$$
since $`A(0;x)_\tau p^2`$. Moreover,
$$\underset{i=1,\mathrm{},n}{\mathrm{max}}T(0,i;x)T(1,i;x)_\tau P_\tau /p^2,$$
since $`A(0;x)T(1,i;x)_\tau T(1,i;x)_\tau /p^2`$ for each $`i`$.
Further by induction let for $`j>0`$ are satisfied the following conditions:
$$(i)\text{ }\overline{P}(x)=A(j;x)+\underset{s=1}{\overset{j}{}}A(j1;x)^sA(j;x)/s!,$$
$$(ii)\text{ }\underset{i=1,\mathrm{},n}{\mathrm{max}}T(j,i;x)T(j1,i;x)_\tau p^jP_\tau \text{ and }$$
$$(iii)\text{ }max_{i=1,\mathrm{},n}T(j,i;x)_\tau =P_\tau .$$
For $`j+1`$ instead of $`j`$ there exists the unique solution $`A(j+1;x)`$ of the equation $`(i)`$, since $`\overline{P}(x)=(I+S_{j+1})A(j+1,x)`$ with $`S_{j+1}1/p`$, $`I`$ is the identity operator. To Equation $`(i)`$ there corresponds the linear algebraic equation $`(I_z+F)Z=Y`$, $`Z`$ and $`Y๐^๐ณ`$, $`z๐`$, $`I_z`$ is the unit matrix and $`F`$ is a matrix of size $`z\times z`$, $`F=(F_{i,j})_{i,j=1,\mathrm{},z}`$, $`F_{i,j}๐`$, $`\mathrm{max}_{i,j}|F_{i,j}|1/p`$, $`|det(I_z+F)|=1`$. Then
$$A(j;x)^sT(j+1,i;x)/s!T(j+1,i;x)p^{s(21/(p1))}\text{ and}$$
$$t^{}:=\underset{i=1,\mathrm{},n}{\mathrm{max}}T(j+1,i;x)=P,$$
since $`A(j;x)p^2`$. Consequently,
$$[A(j+1;x)^sA(j;x)^s]/s!A(j+1;x)A(j;x)p^z,$$
where $`z=(s1)(21/(p1))`$, since $`[A^i,B]=_{l=0}^{i1}A^l[A,B]A^{i1l},`$
$`[A,B]\mathrm{max}\{AB,BA\}`$, $`[A,B]:=ABBA`$,
$`A^iB^i=A(A^{i1}+A^{i2}B+\mathrm{}+B^{i1})(A^{i1}+A^{i2}B+..+B^{i1})B,`$
$`ABA\times B`$. Taking $`A=A(j+1;x)`$, $`B=A(j;x)`$ and using Formulas $`(ii,iii)`$ we get $`ABBA\mathrm{max}\{ABB^2,B^2BA\}`$ $`AB/p^2`$. From this it follows that
$$\underset{i=1,\mathrm{},n}{\mathrm{max}}T(j+1,i;x)T(j,i;x)$$
$$\mathrm{max}\{A(j;x)A(j1;x)t^{},\text{ }A(j;x)^{j+1}A(j+1;x)/(j+1)!\}Pp^z,$$
where $`z=(j+1)`$, $`t^{}=P`$, since the second term in $`\{,\}`$ is less than the first and
$$T(j+1,i;x)T(j,i;x)=P(i;x)P(i;x)+\{\underset{s=1}{\overset{j1}{}}A(j1;x)^s(T(j+1,i;x)$$
$$T(j,i;x))/s!\}+\{\underset{s=1}{\overset{j1}{}}(A(j;x)^sA(j1;x)^s)T(j+1,i;x)/s!\}$$
$$+A(j;x)^{j+1}T(j+1,i,;x)/(j+1)!.$$
Therefore, there exists a sequence satisfying Formulas $`(iiii)`$ for each $`j`$. Hence there exists
$$\underset{j\mathrm{}}{lim}A(j;x)=A(x)$$
such that $`A:C_0(\tau ,MX)C_0(\tau ^{},MX)`$. This mapping may be considered as a vector field on $`M`$ of class $`C_0(\tau )`$, $`A(x)Vect_0(\tau ,M)`$, consequently, there exists
$$\underset{j\mathrm{}}{lim}g(j;x)=g(x)C_0(t,MX).$$
In view of $`A(j;x)^{s+j}/(s+j)!_\tau p^z`$, where z$`=2(j+s)+(j+s)/(p1)`$ for each $`s๐`$ there is
$$exp\{qA(j;x)\}x=g^q(j;x)\text{ with }\underset{j\mathrm{}}{lim}g^q(j;x)=g^q(x)W$$
(that is convergent relative to $`\rho _0^\tau `$) for each $`g(x)W`$ and $`qB(๐,0,1)`$ such that $`g^1(x)=g(x)`$. Moreover, to $`\{g^q(x):qB(๐,0,1)\}`$ there corresponds a one-parameter subgroup in $`W`$, where $`q๐_๐ฉ`$, since $`qA(j;x)_\tau p^2`$ for each $`q,yB(๐,0,1)`$.
Indeed, $`g^q=g_{i,j}^q`$ are given as mappings from $`\varphi _j(U_j)`$ into $`\varphi _i(U_i)`$ for a given $`i,j`$, $`g_{i,j}^qid_{i,j}_\tau 1/p`$, so $`g_{i,j}^q`$ generate $`g^qW`$, $`g^q:MM`$, since $`g^q`$ is an isometry, consequently, $`g^q:G(\tau ,M)`$. For $`t=\mathrm{}`$ we consider all $`\tau ๐`$.
In general, for each $`fG(t,M)`$ there is a sequence $`\{f_l(x):l๐\}G(t,M)`$ such that in local coordinates $`x=\{x(i):iI\}B(c_0(I,K),0,r)`$ for each $`i>l`$ the following condition is satisfied $`(f_l^i(x))=x(i)`$ and there exists $`A_l(x)Vect_0(\tau ,M)`$ with the corresponding $`g_l^q(x)W`$ and $`g_l^1(x)=f_l(x)`$ for each $`xM`$, where $`lim_j\mathrm{}f_lf_\tau =0`$. Then
$$\underset{l\mathrm{}}{lim}g_l^q(x)=\underset{l\mathrm{}}{lim}g^q(x)W$$
converges relative to $`\rho _0^\tau `$ and $`A(x)=lim_l\mathrm{}A_l(x)`$ with $`A_\tau p^2`$, where
$$A=\underset{m,i}{}a(m,A^i)\overline{Q}_m(x)_iVect_0(\tau ,M),$$
$`a(,)K`$, that is, for each $`c>0`$ the set $`\{(i,Ord(m),|m|):`$ $`|a(m,A^i)|J(\tau ,m)>c\}`$ is finite.
The field $`๐`$ is equal to the disjoint union $`_{j๐}B(๐,k_j,1)`$, where $`k_j๐`$, $`k_1=0`$. Defining $`g^{q+k_j}=g^q`$ for $`j>1`$ and $`qB(๐,0,1)`$, we get the extension of class $`C_0(\tau )`$ by $`q`$ for $`g^q`$ from $`B(๐,0,1)`$ onto $`๐`$ by $`q`$, for $`1t\mathrm{}`$. For $`t=an_r`$ we use the additive group $`B(๐,0,1)`$. Then $`g^q(x)/q=A(x)g^q(x)`$ for each $`qB(๐,0,1)`$ and $`xM`$, $`A=_iA^i_i`$, $`A^iC_0(\tau ,M๐)`$.
In the cases of the non-local filed $`๐
`$ or $`G=Diff(t,M)`$ consider the family $`\mathrm{{\rm Y}}=\{\eta _{z_1,\mathrm{},z_n,๐}\}`$ of all embeddings $`\eta _{z_1,\mathrm{},z_n,๐}:sp_๐\{z_1,\mathrm{},z_n\}X`$, where $`๐`$ are all possible local subfields of $`๐
`$ and $`z_1,\mathrm{},z_n`$ are linearly independent vectors in $`X`$, $`n๐`$. If $`fG`$, then $`f:M_{z_1,\mathrm{},z_n,๐}f(M_{z_1,\mathrm{},z_n,๐})`$ is the diffeomorphism of class $`C_0(t)`$, where $`M_{z_1,\mathrm{},z_n,๐}:=M\eta _{z_1,\mathrm{},z_n,๐}(sp_๐\{z_1,\mathrm{},z_n\}).`$ Let $`\rho ^\tau `$ be a left-invariant ultrametric in $`G`$ induced by the norm in $`C(\tau ,MX)`$ for $`M`$ with the finite atlas. There are embeddings of spaces $`G(t,M_{z_1,\mathrm{},z_n,๐})`$ into $`G`$ such that $`\rho ^\tau `$ induces the equivalent ultrametric $`\rho _0^\tau `$ in $`G(t,M_{z_1,\mathrm{},z_n,๐})`$. Therefore, there exists a clopen subgroup $`W`$ in $`G`$ such that for each $`fW`$ and its restriction $`f|_{M_{z_1,\mathrm{},z_n,๐}}`$ there exists a one-parameter family $`\{g_{z_1,\mathrm{},z_n,๐}^q:q๐\}`$ which has an embedding into $`W|_{M_{z_1,\mathrm{},z_n,๐}}`$. These families can be chosen consistent on $`M_{z_1,\mathrm{},z_n,๐}M_{y_1,\mathrm{},y_m,๐}`$, since $`๐๐`$ is a local field for two local fields $`๐`$ and $`๐`$ such that $`๐_๐ฉ๐๐๐๐๐
`$, moreover, there exists a local field $`๐`$ such that $`๐๐๐`$. This means, that $`g_{z_1,\mathrm{},z_n,๐}^q(x)=g_{y_1,\mathrm{},y_m,๐}^q(x)`$ for each $`xM_{z_1,\mathrm{},z_n,๐}M_{y_1,\mathrm{},y_m,๐}`$ and for each $`q๐๐`$. Hence there exists $`g^q(x)`$ for each $`xcl_M\{_{z_1,\mathrm{},z_n,๐}M_{z_1,\mathrm{},z_n,๐}\}`$ and each $`qcl_๐
\{_{๐๐
}๐
\}`$, where $`cl_MA`$ denotes a closure of a subset $`A`$ in $`M`$. In $`๐_๐ฉ`$ the union of all local subfields is dense. If $`๐
`$ is not contained in $`๐_๐ฉ`$, then it can be constructed from $`๐_๐ฉ`$ with the help of operations of spherical completion $`๐_๐ฉ^๐`$ or of quotients of definite algebras over $`๐_๐ฉ`$ or $`๐_๐ฉ^๐`$ and so on by induction . Therefore, these consisitent families generate a one-parameter subgroup $`\{g^q:qB(๐
,0,1)\}`$ in $`W`$ such that $`g^1=f`$.
Let now $`M`$ be with a countable infinite atlas and at first $`1t\mathrm{}`$ then from the definition of topology in $`G`$ the following set
$$W:=\{fG:\text{ }supp(f)U^{E(f)},\text{ }E(f)๐,card(E(f))<\mathrm{}_0,\rho _{0,U^{E(f)}}^\tau (f,id)p^2\}$$
is the clopen subgroup, where $`\rho _{0,U^E}^\tau (f,g)`$ are ultrametrics in $`G(t,U^E)`$ inducing pseudoultrametrics in $`G`$, $`\tau =t`$ for $`t\mathrm{}`$ and $`1\tau <\mathrm{}`$ for $`t=\mathrm{}`$, $`U^E:=_{iE}U_i`$, $`(U_i,\varphi _i)`$ are charts of $`M`$.
For $`t=la`$ let
$$W:=\{fG:\text{ }supp(f)U^{E(f)},E(f)๐,card(E(f))<\mathrm{}_0,$$
$$\rho _{0,U^{E(f)}}^{an_r}(f,id)p^2,fC_0(an_r,MM),r\mathrm{\Gamma }_๐
\},$$
where $`\rho _{0,U^E}^{an_r}(f,g):=sup_{iE}(g^1fid)_{i,j}_{an,r,E}`$.
$`(\mathrm{๐}).`$ Let at first $`t=an_1`$. Let us prove that the function $`exp:Vect(t,M)Diff(t,M)`$ is not locally bijective. Let $`M=B(๐
,0,1)`$ be a manifold over $`๐
`$. We suppose, that there exists $`q๐
`$ such that $`q^l1`$ for each $`l=1,\mathrm{},n1`$, $`q^n=1`$, where $`n`$ is not divisible by $`p`$ and $`1<n๐`$, $`q^s๐
`$ and $`q^s_p=1`$ for each $`s๐_๐ฉ๐
`$. Further $`q^sM=M`$ (acts as the multiplication $`xq^sx`$ for each $`xM`$) and $`q^sDiff(t,M)`$, particularly, for $`s=1`$, $`(q^1)^n=id`$. Let $`H:=\{g:gDiff(t,M),g^n=id\}`$, consequently, $`gq^1g^1=q^1=q`$ for each $`gH`$. Whence $`q^1`$ belongs to each one-parameter subgroup $`gTg^1`$ in $`Diff(t,M)`$, where $`T:=\{q^s:sB(๐
,0,1)\}`$.
Now we consider the case, when the field $`๐
`$ has not sufficient roots of unity. If $`G`$ would be a Banach-Lie group, then there will exists a clopen subgroup $`W`$ in $`G`$ such that the Campbell-Hausdorff formula will be valid. Let $`g_m^q=exp(qx^m)x=`$ $`_{l=0}^{\mathrm{}}(qx^m)^nx/n!`$, where $`xM=B(๐
,0,1),`$ $`0m๐`$, $`qB(๐
,0,1/p)`$. Therefore, $`g_0^q(x)=x+q`$, $`g_m^q(x)=_{k=0}^{\mathrm{}}q^kx^{k(m1)+1}\gamma (k,m)/k!`$, where $`\gamma (k,m):=m(2m1)(3m2)\mathrm{}((k1)mk+2)`$ for $`k1`$, $`\gamma (0,m)=1`$, $`0!=1`$. Then
$$(ad\text{ }u)^s(v)=\xi ^s\zeta x^{n+s(m1)}(nm)(n1)(n+m2)\mathrm{}(n+(s2)ms+1)$$
for each elements $`u=\xi x^m`$ and $`v=\zeta x^n๐:=T_eG`$, where $`\xi ,\zeta ๐
`$, $`u:=\xi `$ for $`m=0`$. Let $`w=ln(e^ue^v)`$ be given by the Campbell-Hausdorff formula. Then calculating several lower terms of the series we get that $`e^w(x)`$ does not coincide with $`g_n^\xi g_n^\zeta (x),`$ where $`\xi ,\zeta B(๐
,0,1/p)`$. This contradicts our supposition, consequently, $`G`$ is not the Banach-Lie group. For $`dim_๐
X>1`$ it is sufficient to consider embeddings of $`Diff(an_1,B(๐
,0,1))^k`$ into $`Diff(an_r,M)`$, where $`1<kdim_๐
X`$.
In the case of $`0t\mathrm{}`$ for each $`fW`$ there exists an infinite family $`g_l^q`$ of one-parameter subgroups such that $`g_l^1=f`$ and $`g_l^q/q=g_i^q/q`$ for each $`i,l๐`$, $`qB(๐
,0,1),`$ since we can consider locally-constant additional terms for a given $`g^q`$.
Each subgroup $`G(t,U^E)`$ for $`1t\mathrm{}`$ or $`G(an_r,U_j)`$ for $`\varphi _j(U_j)B(X,\varphi _j(x),r)`$ are closed in $`G`$ and are not the Banach-Lie groups , consequently, $`G`$ is not the Banach-Lie group.
3.2. Theorem. Let groups $`G:=Diff(t,M)`$ and $`G:=G(t,M)`$ be given by Definition 2.4. Then $`G`$ is simple and perfect.
Proof. It is sufficient to consider the case of a manifold $`M`$ on a complete locally $`๐
`$-convex space $`X`$, since the perfectness and simplicity of $`G`$ and its completion $`\stackrel{~}{G}`$ are equivalent. Consider at first $`G`$ with $`t1`$ or $`t=an_r`$. If $`f,gWG(t,M)`$ (see Theorem 3.1), then there are vector fields $`A_f`$ and $`A_g`$ of class $`C_0(t)`$ on $`M`$ and one-parameter subgroups $`f^q`$, $`g^qW`$, $`qB(๐
,0,1)`$ such that $`f^q/q=A_ff^q`$ and $`g^q/q=A_gg^q`$, where $`A_f(x)=A_f^i(x)_i`$, the summation is accomplished by $`iI`$, $`I`$ is an ordinal. Let $`A^i`$ be of class $`C_0(\tau )`$ with $`\tau =\mathrm{}`$ for $`1t\mathrm{}`$ or $`\tau =t`$ for $`t=an_r`$, then elements $`exp(qA(x))x`$ are dense in $`W`$ for such $`t`$, where $`A=A^i_i`$, $`qB(๐,0,1)`$. For $`B=\overline{A}^i_i`$ with $`\overline{A}^i=\delta _{i,j}`$, where $`jI`$ is fixed, $`\delta _{i,j}=1`$ for $`i=j`$ and $`\delta _{i,j}=0`$ for $`ijI`$, $`Wexp(qB)xid`$. If $`CVect_0(\tau ,M)`$ with $`\tau =\mathrm{}`$ or $`\tau =an_r`$, also $`C_\tau ^{}p^2`$ ($`\tau ^{}๐`$ or $`\tau ^{}=an_r`$ respectively), then there exists $`AVect_0(\tau ,M)`$ with $`A_\tau ^{}p^2`$ such that their commutator $`[A,B]=C`$. Indeed, $`[A,B]=A^i(_iB^k\delta _{k,j})_j`$ $`B^k\delta _{k,j}(_jA^i)_i`$ $`=(_jA^i)_i=C^i_i`$. In view of ยง79.1 and ยง80.3 there is the antidifferentiation $`P(x^j)`$ by the variable $`x^j`$ (in the local coordinates of $`At(M)`$) such that $`A^i(x)=(P(x^j)C^i)(x)`$. From this it follows that $`[W,W]=W`$, where $`[W,W]`$ is the minimal subgroup in $`W`$ generated by the following subset $`\{[g,f]:=gfg^1f^1|g,fW\}`$. Therefore, $`W`$ is perfect.
Suppose there is a normal subgroup $`V`$ in $`W`$, $`V\{e\}`$ and $`VW`$, then $`gVg^1=V`$ for each $`gW`$. Let $`vw`$ be corresponding to $`V`$ and $`W`$ subsets in the algebra $`Vect_0(\tau ,M)`$, hence $`[v,w]v`$, where $`[A,B]`$ is the commutator in the algebra $`Vect_0(\tau ,M)`$. Therefore, there are $`Awv`$ and $`0Bv`$. Since $`[v,w]v`$, then $`[p^2_i,B]v`$ for each $`i`$, so it may be assumed that there is $`iI`$ with $`a(0,B^i)0`$.
For $`Vect_0(an_r,M)`$ we get the equations $`_{i,m+n=k+e_i}(b(n,C^i)b(me_i,B^j)`$ $`b(m,B^i)b(ne_i,C^j))=`$ $`b(k,A^j)`$, consequently, solving them recurrently we find $`Bv`$ and $`Cw`$ for which $`[C,B]=A`$. This is possible, since for each $`c_l=p^l`$, $`l๐`$, the family $`\{(i,|n|,Ord(n)):|b(n,A^i)|r^{|n|}>c_l\}`$ is finite for $`AVect_0(an_r,M)`$, where $`b(m,B^j)๐
`$ are expansion coefficients by $`x^m:=x_1^{m_1}\mathrm{}x_n^{m_n}`$, $`x=(x_1,\mathrm{},x_n)`$, $`x_i๐
`$, $`m=(m_1,\mathrm{},m_n)`$, $`0m_i๐`$, $`n๐`$.
Locally analytic functions are dense in $`C_0(t,MX)`$ for $`1t\mathrm{}`$, hence, $`[v,w]=w`$ contradicting our assumption. Therefore, $`W`$ is simple; that is, it does not contain any normal subgroup $`V`$ with $`V\{e\}`$ and $`VW`$ at the same time.
The group $`G`$ is the disjoint union of $`g_iW`$, $`G=_{j๐}g_jW`$, such that $`\rho _0^t(g_j,g_k)>p^2`$ for $`jk`$, hence for chosen $`\{g_j:j๐\}`$ with $`g_1=e=id`$ and each $`fGW`$ there is the unique $`j`$ and $`f_2W`$ with $`f=g_jf_2`$. From $`\overline{Q}_m(x+c)=\overline{Q}_m(x)`$ for $`|m|>0`$ and each $`xB(๐,0,1)`$ it follows that $`c=0`$, where $`n=Ord(m),`$ $`\overline{Q}_m`$ are basic Amice polynomials . Then considering all $`gW`$ having the form $`(id+\xi \overline{Q}_m(x)e_i)`$ in local coordinates with $`\xi B(๐,0,p^2)`$ we get $`[GW,W]GW`$ and $`\{gfg^1:gW\}`$ $`\{f\}`$ for each $`fGW`$, hence $`[G,G]=G`$.
Suppose there is a normal subgroup $`VG`$, $`Ve`$, $`VG`$. Then for each $`f`$ and $`gV`$ with $`fg^1W`$ we get that $`fg^1=e`$, since $`VW`$ is the normal subgroup in $`W`$, consequently, $`V`$ is discrete and $`\rho _0^t(f,g)>p^2`$ for each $`fgV`$. Therefore, $`hfh^1=f`$ for each $`hW`$, but this contradicts the statements given above. Therefore, $`G`$ is simple and perfect.
For $`0t<1`$ the group $`G(1,M)`$ is dense in $`G(t,M)`$, for $`t=la`$ we use the inductive limit topology, consequently, $`G(t,M)`$ also is simple and perfect. The case of $`Diff(t,M)`$ follows from the case of $`G(t,M)`$ analogously to the proof of Theorem 3.1.
3.3. Notes. For each chart $`(U_i,\varphi _i)`$ there exists a tangent vector bundle $`TU_i=U_i\times X`$, consequently, $`TM`$ has the following atlas $`At(TM)=`$ $`\{(U_i\times X,\varphi _i\times I):i\mathrm{\Lambda }\}`$, where $`I:XX`$ is the unit mapping, $`\mathrm{\Lambda }๐`$, $`TM`$ is the tanget vector bundle over $`M`$.
Suppose $`V`$ is a vector field on $`M`$. Then by analogy with the classical case we can define the following mapping $`\overline{e}xp_x(zV)=x+zV(x)`$, where for the corresponding pseudoultranorm $`u`$ in $`X`$ and sufficiently small $`ฯต>0`$ from $`u(V(x))|z|ฯต`$ it follows $`x+zV(x)U_i`$ for each $`xU_i`$ such that $`\varphi _i(x)`$ is also denoted by $`x`$, $`z๐`$. Moreover, there exists a refinement $`At^{}(M)=`$ $`\{(U_i^{},\varphi _i^{}):i\mathrm{\Omega }\}`$ of $`At(M)`$ such that $`\varphi _i^{}(U_i)`$ are $`๐
`$-convex in $`X`$. The latter means that $`\lambda x+(1\lambda )y\varphi _i^{}(U_i^{})`$ for each $`x,y\varphi _i^{}(U_i^{})`$ and each $`\lambda B(๐
,0,1)`$. The atlas $`At^{}(M)`$ can be chosen such that $`(\overline{e}xp_x|_{U_i^{}}):x\times \{\varphi _i(U_i^{})\varphi _i(x)\}U_i^{}`$ to be the analytic isomorphism for each $`i\mathrm{\Omega }`$, where $`xU_i^{}`$.
Then $`T_fC_{}(t,MN)=`$ $`\{gC(t,MTN)|`$ $`\pi g=f\}`$, consequently, $`C_{}(t,MTN)=`$ $`_{fC_{}(t,MN)}T_fC_{}(t,MN)`$, where $`\pi :TNN`$ is the natural projection. Therefore, the following mapping $`\omega _{\overline{e}xp}:`$ $`T_fC_{}(t,MN)`$ $`C_{}(t,MN)`$ such that $`\omega _{\overline{e}xp}(g)=\overline{e}xpg`$ is defined. This gives charts on $`C_{}(t,MN)`$ induced by charts in $`C_{}(t,MTN)`$.
3.4. Theorems. Let $`G=Diff(t,M)`$ and $`G=G(t,M)`$ be the same as in ยง2.4, where $`1t\mathrm{}`$ or $`t=la`$, $`๐
`$ and $`X`$ are complete. Then
$`(\mathrm{๐})`$ if $`V`$ is a $`C(t)`$-vector field on $`M`$, then its flow $`\eta _z`$ is a one-parameter subgroup by $`zB(๐
,0,1)`$ in $`G`$;
$`(\mathrm{๐})`$ the mapping $`z\eta _z`$ is continuously differentiable by $`zB(๐
,0,1)`$;
$`(\mathrm{๐})`$ the mapping $`\stackrel{~}{E}xp:T_{id}GG`$, $`V\eta _z`$, is continuous and defined in a neighbourhood of $`0`$ in $`T_{id}G`$ for each $`zB(๐
,0,1)`$, the mapping $`(z,V)\eta _z^V`$ is of class $`C(t)`$;
$`(\mathrm{๐})`$ $`G`$ is an analytic manifold and for it the mapping $`\stackrel{~}{E}:`$ $`TGG`$ is defined such that $`\stackrel{~}{E}_\eta (V)=\overline{e}xp_{\eta (x)}V_\eta `$ from some neighbourhood $`\overline{V}_\eta `$ of the zero section in $`T_\eta GTG`$ onto some neighbourhood $`W_\eta idG`$, such that $`\overline{V}_\eta =\overline{V}_{id}\eta `$, $`W_\eta =W_{id}\eta `$, $`\eta G`$ and $`\stackrel{~}{E}`$ belongs to the class $`C(\mathrm{})`$ by $`V`$, $`\stackrel{~}{E}`$ is the uniform isomorphism of uniform spaces $`\overline{V}`$ and $`W`$.
Proof. As in the proof of Theorem 3.1 we reduce the consideration to the case of $`M`$ with a finite atlas on the Banach space $`X`$ over $`๐
`$ and $`G=G(t,M)`$ and then generalize results for infinite atlases on the locally $`๐
`$-convex space $`X`$ and $`G=Diff(t,M)`$ using inductive limits of spaces $`C(t,U^EY)`$ and the projective limit $`X=prlimX_u`$.
For each submanifold $`M_n`$ in $`M`$ with the embedding $`\theta :M_nM`$ and $`dim_๐
M_n=n`$ let us consider $`V|_{M_n}:M_nTM`$, $`\pi V(x)=x`$. Therefore, in view of Theorem 6.1 (and analogously we get existence of solutions in classes $`C(t)`$) there is the solution $`\eta _z`$ for some $`c>0`$ and all $`zB(๐
,0,c)`$, that is, $`\eta _z(x)/z=V(x)\eta _z(x)`$, $`\eta _0(x)=x`$ are dependent upon $`xM`$, $`\eta _0=id`$, $`\eta _z^V(x)=\eta _z(x)`$ are dependent upon $`V`$. This local solution is unique in the analytic case, but it is not unique in $`C(la)`$ and $`C(t)`$ classes. Here a constant $`\mathrm{}>c>0`$ depends only upon $`0<R<\mathrm{}`$, $`M`$ and $`t`$, where $`V`$ is in the neighbourhood of the zero section $`B(T_{id}C_{}(\tau ,MM),0,R)`$ and the ultranorm on the Banach space $`T_{id}C_{}(t,MM)`$ is inherited from the Banach space $`C_{}(t,MTM)`$.
The clopen ball $`B(๐,0,c)`$ is the additive subgroup in $`๐`$, consequently, $`z\eta _z`$ is the homomorphism such that $`z_1+z_2\eta _{z_1+z_2}=\eta _{z_1}\eta _{z_2}`$, $`\eta _0=id`$. Moreover, $`z\eta _z`$ and $`V\eta _z=\eta _z^V`$ are $`C^{\mathrm{}}`$-mappings by $`V`$ and $`z`$ in some neighbourhoods of $`0`$. On the other hand, $`B(๐
,0,1)`$ is a disjoint union of balls of radius $`0<c<1`$. Hence there exists a solution for each $`zB(๐
,0,1)`$ (see aslo ยง45 in ).
Then there are $`R`$ and $`c`$ such that $`\rho _{}^t(\eta _z^V,id)1/p`$ for each $`zB(๐
,0,c)`$ and $`VB(T_{id}C_{}(t,MM),0,R)`$, hence for $`Rc=R^{}c^{}`$, $`c^{}=1`$, we get the following mapping $`V\eta _z^V`$ for each $`VB(T_{id}C_{}(t,MM),0,R^{})`$, where $`zB(๐
,0,1)`$. Then $`V\eta _1`$ generates the mapping $`\stackrel{~}{E}xp(V)=\eta _1`$. Hence, $`\stackrel{~}{E}xp`$ is defined in the neighbourhood of $`0`$ in $`T_{id}G`$ and $`\stackrel{~}{E}xpC^\theta (\mathrm{},B(T_{id}G,0,R^{})G)`$, where the last space is given relative to the mapping $`\theta =\stackrel{~}{\pi }_{id}:T_{id}GG`$ being the natural projection.
Let $`V(\eta )T_\eta G`$ for each $`\eta G`$ and $`VC_{}(t,GTG)`$, where $`\stackrel{~}{\pi }V(\eta )=\eta `$, $`\stackrel{~}{\pi }:TGG`$, $`V`$ is a vector field on $`G`$ of class $`C_{}(t)`$. If $`\stackrel{~}{V}:=\{gC_{}(t,MM):`$ $`\rho _{}^\kappa (g,id)1/p\}`$ and $`g\stackrel{~}{V}`$, where $`\kappa =t`$ for $`t\mathrm{}`$ and $`๐\kappa 1`$ for $`t=\mathrm{}`$, then $`g:MM`$ is the isometry, consequently, $`gHom(M)`$, that is, $`\stackrel{~}{V}G`$ and $`G`$ is a neighbourhood of $`id`$ in $`C_{}(t,MM)`$. Since $`M=_{i\mathrm{\Lambda }}U_i`$, $`TM=_i(U_i\times X)`$, then $`C_{}(t,MM)`$ and $`C_{}(t,MTM)`$ have atlases with clopen charts. The $`C^{\mathrm{}}`$-atlases $`At(C_{}(t,MM))`$ and $`At(C_{}(t,MTM)`$ induce clopen atlases in $`G`$ and $`TG`$, since $`M`$ and $`\overline{e}xp`$ are of class not less than $`C^{\mathrm{}}`$ (see ยง2.4 and ยง3.3).
The right multiplication $`R_f:GG`$, $`ggf=R_f(g)`$ and $`\alpha _h:C_{}(t,M^{}N)C_{}(t,MN)`$, $`\alpha _h(\zeta )=\zeta h`$ for $`fG`$ and $`hC_{}(t,MM^{})`$ belong to the class $`C(\mathrm{})`$ for $`1t\mathrm{}`$, also to $`C(an_r)`$ for $`t=an_r`$ (see Theorems 2.6). Let $`g\stackrel{~}{V}`$, then $`g=id+Y`$ with $`\varphi _i(Y|_{U_j})_{C_{}(t,U_jX)}1/p`$ for each $`j`$ (see ยง2.4), hence, $`\stackrel{~}{g}_z=id+zY\stackrel{~}{V}`$ for each $`zB(๐
,0,1)`$ and $`(R_f\stackrel{~}{g}_z/z)|_{z=0}=R_fY`$. From this it follows that each vector field $`V`$ of class $`C_{}(t)`$ on $`G`$ is right-invariant, that is, $`R_fV_\eta =V_{\eta f}`$ for each $`f`$ and $`\eta G`$, since $`G`$ acts on the right on $`G`$ freely and transitively (that is, $`gf=f`$ is equivalent to $`f=id`$, $`Gf=fG=G`$).
Therefore, the vector field $`V`$ on $`G`$ of class $`C_{}(t)`$ has the form $`V_{\eta (x)}=v\eta (x)=v(\eta (x))`$, where $`v`$ is a vector field on $`M`$ of the class $`C_{}(t)`$, $`\eta G`$, $`v(x)=V(id(x))`$. Since $`\overline{e}xp:TMM`$ is locally analytic on corresponding charts, then $`\stackrel{~}{E}(V)=\overline{e}xpV`$ has the necessary properties (see for comparison also the classical case in and in ยง3, ยง9 ).
3.5. Notation. Let the group $`G=G(t,M)`$ be given by ยง2.4, where $`๐_๐ฉ๐
๐_๐ฉ`$, an atlas of $`M`$ is countable. A complete locally $`๐
`$-convex space $`X`$ has a structure of a locally $`๐`$-convex space $`X_๐`$ over a local subfield $`๐`$ in $`๐
`$, then $`X_{u,๐}=X_๐/ker(u)`$ is isomorphic with the Banach space $`X_{u,๐}=c_0(J_u,๐)`$ over a local field $`๐`$, where $`J_u`$ is an ordinal, $`u`$ is a pseudoultranorm in $`X`$ (see , Ch. 5 in , ). There exists $`M_๐`$ which is a manifold $`M`$ on $`X_๐`$ instead of $`X`$. The projection $`\pi _u:X_๐X_{u,๐}`$ induces a projection $`\pi _u:M_๐M_{u,๐}`$, where $`M_{u,๐}`$ is a manifold on $`X_{u,๐}`$. Let each $`X_u:=X/ker(u)`$ be of separable type over $`๐
`$ for a family of pseudoultranorms $`\{u\}`$ defining topology of $`X`$. Let us consider the following space
$$C_{0,a}(t,M_{u,๐}X_{u,๐}):=\{fC_0(t,M_{u,๐}X_{u,๐}):\text{ }f_{t,a}:=$$
$$\underset{k,i,j,m}{sup}[|a(m,\varphi _kf^i|_{U_j})|J_j(t,m)\mathrm{max}(p^i,p^{Ord(m)+|m|})]<\mathrm{},$$
$$\underset{j+i+|m|+Ord(m)\mathrm{}}{lim}|a(m,f_{U_j}^i)|J_j(t,m)\mathrm{max}(p^i,p^{|m|+Ord(m)})=0\}$$
for $`t\mathrm{}`$, $`C_{0,a}(\mathrm{},M_{u,๐}X_{u,๐}):=_{l๐}C_{0,a}(l,M_{u,๐}X_{u,๐})`$, where $`(U_j,\varphi _j)`$ are charts of $`At(M_{u,๐})`$ with omitted index $`(u,๐),`$ $`J_j(t,m):=`$
$`\overline{Q}_m|_S_{C_0(t,SX_{u,๐})},`$ $`S:=(U_j)_{u,๐}sp_๐\{e_1,\mathrm{},e_{Ord(m)}\}`$, $`\{e_j:j\}`$ is the standard orthonormal base of $`c_0(J_u,๐)`$.
For the manifolds $`M`$ and $`N`$ with a given mapping $`\theta :MN`$ (see ยง2.4) we define an ultrauniform space
$$C_{0,a}^\theta (t,M_{u,๐}N_{v,๐}):=\{fC_0^\theta (t,M_{u,๐}N_{v,๐})|(f_{i,j}\theta _{i,j})C_{0,a}(t,\varphi _j(U_j)Y_{v,๐})$$
$$\text{for each }i\text{ and }j,\text{ where }\rho _a^t(f,\theta ):=\underset{i,j}{}(f\theta )_{i,j}_{C_{0,a}(t,\varphi _j(U_j)Y_{v,๐})}<\mathrm{}\}$$
for each $`0t<\mathrm{}`$. There exists a subgroup
$$G_a(t,M_{u,๐}):=G(t,M_{u,๐})C_{0,a}^{id}(t,M_{u,๐}M_{u,๐})$$
with an ultrametric $`\rho _a^t(f,id)`$ for $`\theta =id`$ and $`0t<\mathrm{}`$.
3.6. Theorems. Let $`X,`$ $`๐
`$, $`G:=G(t,M)`$ and $`G_a(t,M_{u,๐})`$ be given by ยง2.4 and ยง3.5. Then
$`(\mathrm{๐}).`$ For each $`0t\mathrm{}`$ spaces $`G_a(t,M_{u,๐})`$ and $`C_{0,a}(t,M_{u,๐}X_{u,๐})`$ are separable and complete.
$`(\mathrm{๐}).`$ Each $`G_a(t,M_{u,๐})`$ is $`\sigma `$-compact and $`G_a^r(t,M_{u,๐}):=B(G_a(t,M_{u,๐}),id,r):=\{gG_a(t,M_{u,๐})|`$ $`\rho _a^t(g,id)r\}`$ has an embedding as a compact separable subgroup in $`G(t,M)`$ in the topology inherited from it for $`0t<\mathrm{}`$ and $`0<r<\mathrm{}`$.
$`(\mathrm{๐})`$ $`T_eG(t,M)Vect_0(t,M)`$ (see ยง3.2), moreover, $`sp_๐_uT_eG_a(t,M_{u,๐})`$ and $`sp_๐_u\text{ }T_eB(G_a(t,M_{u,๐}),id,r)`$ are contained in $`T_eG(t,M_๐)`$ and dense in it for $`1t\mathrm{}`$.
$`(\mathrm{๐}).`$ In $`G`$ for $`0t<\mathrm{}`$ there is a family $`\{G_{u,๐}^n:n๐,u,๐_๐ฉ๐๐
\}`$ of compact subgroups such that $`G_{u,๐}^nG_{u,๐}^{n+1}`$ for each $`n`$ and each local subfield $`๐`$ in $`๐
`$, moreover, $`_{n๐,u,๐}G_{u,๐}^n=:\overline{G}_a(t,M)`$ is dense in $`G`$.
Proof. From Formulas $`2.6(i,ii)`$ it follows that $`G_a(t,M_{u,๐})`$ are the complete topological groups and $`C_{0,a}(t,M_{u,๐}X_{u,๐})`$ is the complete locally $`๐`$-convex space (and it is the Banach space for $`0t<\mathrm{}`$). They are separable and Lindelรถf, since $`M_{u,๐}`$ and $`X_{u,๐}`$ are separable.
The uniformity in $`G_a(t,M_{u,๐})`$ is given by the right-invariant ultarmetric $`\rho _a^t(f,g)=\rho _a^t(g^1f,id)`$ for $`t\mathrm{}`$ and by their family $`\{\rho _a^l:l๐\}`$ for $`t=\mathrm{}`$, where $`f`$ and $`gG_a(t,M_{u,๐}).`$ Therefore, $`B(G_a(t,M_{u,๐}),id,r)=:G_{u,๐}^r`$ is also the topological group, which is clopen in $`G_a(t,M_{u,๐})`$. The Banach space $`C_0(t,M_{u,๐}X_{u,๐})`$ is linearly topologically isomorphic with $`c_0(\omega _\mathrm{๐},๐)`$ and subsets $`S:=\{xc_0(\omega _0,๐):`$ $`|x(i)|_๐p^{k(i)}\text{ for each }i๐\}`$ are sequentially compact in $`c_0(\omega _0,๐)`$ for $`lim_i\mathrm{}k(i)=\mathrm{}`$, consequently, $`S`$ are compact . In addition $`sp_๐S`$ is dense in $`c_0(\omega _0,๐)`$.
Analogously to the proof of Theorems 3.4 we get neighbourhoods $`\stackrel{~}{U}0`$ in $`T_{id}G_a(t,M_{u,๐})`$ and $`\stackrel{~}{W}id`$ in $`G_a(t,M_{u,๐})`$, such that $`\stackrel{~}{E}|_{\stackrel{~}{U}}:`$ $`\stackrel{~}{U}\stackrel{~}{W}`$ is the uniform isomorphism. There exists an embedding of $`G_{u,๐}^r`$ into $`G(t,M)`$, since each function $`f`$ on $`M_{u,๐}`$ has an extension $`\stackrel{~}{f}`$ on $`M_๐`$ such that $`\stackrel{~}{f}|_{M_๐M_{u,๐}}=id`$, where the decomposition $`M_๐=(M_๐M_{u,๐})M_{u,๐}`$ is induced by the projection $`\pi _u`$, since $`๐`$ is spherically complete. Due to $`\stackrel{~}{W}G_{u,๐}^r`$ for $`0<rp^2`$ the subgroup $`G_{u,๐}^r`$ is compact in the weaker topology inherited from $`G(t,M)`$. For $`p^2<r<\mathrm{}`$ considering in local cooordinates basic functions $`\overline{Q}_me_i`$ and using the ultrametric $`\rho _a^t`$ we get for $`fG_{u,๐}^r`$ that only a finite number of $`(m,k,i,j)`$ are such that $`|a(m,\varphi _kf^i|_{U_j})|>p^2`$. Therefore, $`G_{u,๐}^r`$ is compact. From $`G_a(t,M_{u,๐})=_{i๐}g_iG_{u,๐}^r`$ for some family $`\{g_i:`$ $`i๐\}G_a(t,M_{u,๐})`$ (or $`G_a(t,M_{u,๐})=_{l๐}G_{u,๐}^l`$) it follows, that $`G_a(t,M_{u,๐})`$ is $`\sigma `$-compact in $`G(t,M)`$.
In view of ยง3.2 and ยง3.4 we get $`T_eG(t,M)Vect_0(t,M)`$ and $`T_eG_{u,๐}^rT_eG_a(t,M_{u,๐})T_eG(t,M_๐)`$, where $`e=id`$. In addition $`G_{u,๐}^r`$ contains all mappings $`f`$ such that $`\varphi f(x)|_{U_j}=(id(x)+c^{}\overline{Q}_m(x)e_i)`$ with $`n=Ord(m)๐`$, $`m๐_๐จ^๐ง`$, $`i๐`$, $`c^{}๐`$ and $`\rho _a^t(f,id)r`$ (that is, for sufficiently small $`|c^{}|_๐`$ there is satisfied the following inequality $`c^{}\overline{Q}_m_{C_{0,a}(t,U_jX_{u,๐})}p^2`$). Therefore, the closure in $`Vect_0(t,M)`$ of the $`๐`$-linear span of $`_uT_eG_{u,๐}^r`$ coincides with $`T_eG(t,M_๐)`$, which follows from Kaplansky Theorem A.4 . Evidently, $`T_eG_{u,๐}^r`$ is infinite-dimensional over $`๐`$.
Let us take $`G_{u,๐}^n:=\{fG:`$ $`supp(f)U^{E_n},f|_{U^{E_n}}C_{0,a}(t,U^{E_n}M_{u,๐})`$, $`\rho _a^t(f|_{U^{E_n}},id)n\}`$, where $`U^E:=_{jE}U_j,`$ $`E_n=(1,\mathrm{},n)`$, $`n๐`$, since $`M_{u,๐}`$ is separable. Each subgroup $`G_{u,๐}^n`$ is compact in $`G`$. Since $`_{n๐}\{fG:`$ $`supp(f)U^{E_n}\}`$ is dense in $`G`$, then $`\overline{G}_a(t,M):=_{n,u,๐}G_{u,๐}^n`$ is dense in $`G`$. If $`f,`$ $`g\overline{G}_a(t,M)`$, then there exists $`n`$ with $`supp(f)supp(g)U^{E_n}`$ and $`g^1f\overline{G}_a(t,M)`$, hence $`\overline{G}_a(t,M)`$ is the subgroup in $`G`$.
3.7. Remarks. If $`M=B(X,0,1)`$ for a normed space $`X`$, then $`G_a(t,M_{u,๐})`$ is a projective limit of discere groups $`G_a(t,M_{u,๐})/B(G_a(t,M_{u,๐}),e,p^l)`$ of polynomial bijective surjective mappings $`\stackrel{~}{f}:k^nk^n`$ of finite rings $`k=B(๐,0,1)/B(๐,0,p^l)`$, since a series $`f(x)=_{m,i}a(m,f^i)\overline{Q}_m(x)e_i`$ in the Amice base $`\overline{Q}_me_i`$ for each $`fC_{0,a}^{id}(t,M_{u,๐}M_{u,๐})`$ produces a finite sum $`\stackrel{~}{f}(\stackrel{~}{x})=_{m,i}\stackrel{~}{a}(m,f^i)\stackrel{~}{Q}_m(\stackrel{~}{x})e_i,`$ where $`\pi _l:๐๐/B(๐,0,p^l)`$ is the quotient mapping, $`xB(๐,0,p^l)`$, $`\stackrel{~}{x}=\pi _l(x)`$, $`a(m,)๐`$, $`\stackrel{~}{a}(m,)=\pi _l(a(m,))`$, $`\stackrel{~}{Q}_m(\stackrel{~}{x})=\pi _l(\overline{Q}_m(x))`$, $`l๐`$ and $`n๐`$ depends on $`l`$, balls in $`G_a(t,M_{u,๐})`$ are given relative to the ultrametric $`\rho _0^t`$ in $`G(t,M).`$ If $`X_{u,๐}`$ is finite-dimensional over $`๐`$, then $`n`$ are bounded by $`dim_๐X_{u,๐}`$.
Besides profinite subgroups given in ยง3.6 there are classical subgroups over the non-Archimedean field $`๐
`$ contained in the diffeomorphism groups. In particular subgroups preserving vector fields are important for quantum mechanics. Let $`M`$ be an analytic manifold, which is is a clopen subset in $`B(X,0,r)`$, where $`r>0`$, and $`X=๐
^๐ง`$. For a covector field $`\stackrel{~}{A}:=\{A_\alpha (x):`$ $`\alpha =1,\mathrm{},n\}`$ on $`M`$ a differential 1-form
$`(i)`$ $`A=A_\alpha (x)dx^\alpha `$ is called a potential structure, where summation is by $`\alpha =1,\mathrm{},n`$. It is called analytic if $`\stackrel{~}{A}C(an_r,M๐
^๐ง)`$. It is called non-degenerate, if
$`(ii)`$ $`det(F_{\alpha ,\beta })0`$ for each $`x`$, where
$`(iii)`$ $`F=dA=F_{\alpha ,\beta }dx^\alpha \mathrm{\Lambda }dx^\beta /2`$. We consider $`gDiff(an_r,M)`$ and $`y^\alpha =g^\alpha (x)`$, $`x=(x^1,\mathrm{},x^n)M`$, $`x^i๐
`$. If
$`(iv)`$ $`A_\alpha =A_\mu g^\mu /x^\alpha `$ or
$`(v)`$ $`F_{\alpha ,\beta }=F_{\mu ,\nu }(g^\mu /x^\alpha )(g^\nu /x^\beta )`$. The groups of such $`g`$ are denoted by $`G_A`$ or $`G_F`$ respectively and are called a potential group or a symplectic group respectively. Corresponding to them Lie algebras of vector fields are denoted by $`๐ซ_๐ `$ and $`๐ซ_๐ฅ`$. There are accomplished analogs of Proposals 1 and 2 , since $`G_AG_F`$ and $`๐ซ_๐ ๐ซ_๐ฅ`$. Let $`n=2m`$, $`m๐`$ and
$`(vi)`$ $`A=c_{\alpha ,\nu }x^\nu dx^\alpha `$, where $`c_{\alpha ,\nu }=c_{\nu ,\alpha }=const`$ and $`det(c_{\alpha ,\nu })0`$; or
$`(vii)`$ $`A=A_\alpha dx^\alpha `$, $`A_\alpha =_{k=1}^{\mathrm{}}c_{\alpha ,\nu _1,\mathrm{},\nu _k}^kx^{\nu _1}\mathrm{}x^{\nu _k}`$, where $`c_{\alpha ,\nu _1,\mathrm{},\nu _k}^k๐
`$, $`c_{\alpha ,\nu }^1=c_{\nu ,\alpha }^1`$ for each $`\alpha ,\nu =1,\mathrm{},N`$, $`det(c_{\alpha ,\nu }^1)0`$. Then
$`(viii)`$ $`dim_๐
๐ซ_๐ =n(n+1)/2`$, $`G_A=Sp(2m,๐
):=\{gGL(2m,๐ฅ)|`$ $`g^tฯตg=ฯต\}`$ is the symplectic group, where $`g^t`$ denotes the transposed matrix;
$`(ix)`$ $`dim_๐
๐ซ_๐ n(n+1)/2`$.
To verify this let us consider at first $`c_{\alpha ,\mu }=ฯต_{\alpha ,\mu }`$, where $`ฯต_{\alpha ,\alpha +1}=1`$, $`ฯต_{\alpha +1,\alpha }=1`$ for $`\alpha =1,\mathrm{},n1`$, $`ฯต_{\alpha ,\beta }=0`$ for others $`(\alpha ,\beta )`$. Therefore, there are true analogs of Formulas (10-13) with $`a_{\nu _1,\mathrm{},\nu _k}^\mu ๐
`$. The matrices $`B_{\alpha ,\nu ,\mu }^{(k),\sigma }`$ in Lemma 1 ยง2 have integer elements, consequently, there are true analogs of Formulas (15,16) for the field $`๐
`$, since an analytic vector field $`\xi `$ is in $`๐ซ_๐ `$ if and only if $`\xi ^\mu _\mu A_\alpha +`$ $`A_\mu _\alpha \xi ^\mu =:L_\xi A_\alpha =0`$. In general the form $`A`$ can be reduced to $`A=\lambda ฯต_{\alpha ,\nu }x^\nu dx^\alpha /2`$ by some operator $`jGL(n,๐
)`$, where $`\lambda ๐
`$ and $`j(B(๐
^๐ง,0,1))=B(๐
^๐ง,0,1)`$. Theorem 2 can also be modified, but should be rather lengthy.
In $`G(t,M)`$ for $`0t\mathrm{}`$ there are also subgroups isomorphic with the additive group $`B(X_u,0,r)`$, elements $`f`$ of which act as translations of a subset $`V`$ of $`M`$ diffeomorphic with $`B(X_u,0,r)`$ and $`f|_{MV}=id`$. Using disjoint coverings of $`M_{u,๐}`$ by balls we get, that $`Diff(t,M)`$ contains subgroups isomorphic with symmetric groups $`S_n`$, where either $`n๐`$ or $`n=\mathrm{}`$ for non compact $`M`$. Also $`Diff(t,M)`$ contains a subgroup diffeomorphic with $`W:=\{f:`$ $`f|_V\text{ has an extension}`$ $`\stackrel{~}{f}GL(X_u)`$ $`\stackrel{~}{f}I_{X_u}<1,`$ $`f|_{MV}=id\}`$, where $`GL(X_u)`$ is the general linear group.
## 4 Decompositions of representations and induced representations.
4.1. Let $`G=G(t,M)`$ be defined as in ยง2.4 and ยง3.5 with $`0t<\mathrm{}`$ and $`T:GU(H)`$ be a strongly continuous unitary representation, where $`๐_๐ฉ๐
๐_๐ฉ`$, $`U(H)`$ is a unitary group of a Hilbert space $`H`$ over $`๐`$. The unitary group is in the standard topology inherited from the space $`L(H)`$ of continuous linear operators $`A:HH`$ in the operator norm topology.
Theorem. The representation $`T`$ up to the unitary equivalence $`TA^1TA`$ is decomposable into the direct integral $`T_g=_JT_g(y)๐v(y)`$ of irreducible representations $`GgT_g(y)U(H_y)`$, where $`H_y`$ are Hilbert subspaces of $`H`$, $`yJ`$, $`v`$ is a $`\sigma `$-additive measure on a compact Hausdorff space $`J`$, $`A`$ is a fixed unitary operator.
Proof. In view of Theorems 3.6 there exists a family of compact subgroups $`G_{u,๐}^n`$ in $`(G,V(G))`$ for which $`G_{u,๐}^nG_{u,๐}^{n+1}`$ for each $`n`$ and $`N:=\overline{G}_a(t,M)`$ is dense in $`(G,V(G))`$, where $`V(G)`$ denotes the topology of $`G`$. Then
$$T_g|_{G_{u,๐}^n}=_{J(n,u,๐)}T_g(n,u,๐;y)v_{n,u,๐}(dy)$$
for each $`n๐`$, a pseudoultranorm $`u`$ in $`X`$ and a local subfield $`๐๐
`$, where $`v_{n,u,๐}`$ are measures on compact spaces $`J(n,u,๐)`$, $`T_g(n,u,๐;y)`$ are finite-dimensional irreducible representations, $`yJ(n,u,๐)`$, $`gG_{u,๐}^n`$.
There is the consistent family $`T_g(n,u,๐;y)`$ such that $`v_{n,u,๐}`$-almost everywhere in $`J(n+1,u^{},๐^{})`$ the restriction $`T_g(n+1,u^{},๐^{};y)|_{G_{u,๐}^n}`$ is a finite direct sum of $`T_g(n,u,๐;y)`$ with the corresponding $`y`$, where $`u(a)u^{}(a)`$ for each $`aX`$, $`๐๐^{}`$. Therefore, there are continuous mappings $`z(n,u,๐;n^{},u^{},๐^{})`$ from $`J(n,u,๐)`$ into $`J(n^{},u^{},๐^{})`$ for each $`n<n^{}`$, $`uu^{}`$ and $`๐๐^{}`$ such that $`v_{n^{},u^{},๐^{}}(Y)=v_{n,u,๐}(z^1(n,u,๐;n^{},u^{},๐^{})(Y))`$ for each $`Y`$ in the Borel $`\sigma `$-filed $`Bf(J(n^{},u^{},๐^{}))`$, where $`v_{n,u,๐}`$ are non-negative measures. For each $`\xi ,\eta H`$ with $`\xi =\eta =1`$ we have $`|(\xi ,T_gy)|1`$ and
$$|_{J(n,u,๐)}(\xi ,T_g(n,u,๐;y)\eta )v_{n,u,๐}(dy)|1.$$
Consequently, $`T_g|_N=_JT_g(y)v(dy)`$, where the projective limit of compact spaces $`J=prlim\{J(n,u,๐);z(n,u,๐;n^{},u^{}๐^{});\{(n,u,๐)\}\}`$ is compact (see also ยง2.5 ) and the projective limit of measures $`v=prlim\{v_{n,u,๐}\}`$ is the measure on $`(J,Bf(J))`$, and $`T_g(y):NU(H_y)`$ are irreducible for $`v`$-almost every $`yJ`$. Therefore,
$$T_g=_JT_g(y)v(dy)\text{ and }H=_JH_yv(dy),$$
where $`T_g(y):GU(H_y)`$ is an irreducible unitary representation for $`v`$-almost each $`yJ`$, $`H_y`$ are complex Hilbert subspaces of $`H`$ (see and ยง22.8 ).
4.2. Let $`G:=G(t,M)`$ be given by ยงยง2.4 and 3.5, where $`๐_๐ฉ๐
๐_๐ฉ`$. Suppose $`W:GIS(H)`$ is the regular representation (for $`H`$ over a local field $`๐Q_s`$, $`sp`$) given by the formula $`U_gf(x):=f(g^1x)`$, where $`H`$ is a Banach space of uniformly continuous bounded functions $`f:G๐`$ with a norm $`f:=sup_{xG}|f(x)|_๐`$, $`IS(H)`$ is a group of isometries of $`H`$ with a metric induced by an operator norm of continuous $`๐`$-linear operators $`V`$, $`V:HH`$.
Theorem. There exists $`AIS(H)`$ such that $`AWA^1`$ is decomposable into a direct sum of irreducible representations $`W_j`$. Moreover, each irreducible representation $`T:GIS(E)`$ for a Banach space $`E`$ over $`๐`$ is equivalent to some $`W_j`$.
Proof. It may be directly verified that $`W`$ is strongly continuous. This means that for each $`c>0`$ and $`fH`$ there is a neinghbourhood $`Vid`$ such that $`W_gffc`$ for each $`gV`$. Let the compact subgroups $`G_{u,๐}^n`$ be the same as in the proof of Theorem 4.1. They $`s`$-free, that is, for each clopen subgroup $`E^{}`$ its index $`[G_{u,๐}^n:E^{}]`$ is not divisible by $`s`$ (). It follows from the consideration of local decompositions of elements in $`G_{u,๐}^n`$ by $`\overline{Q}_me_i`$ and from the fact that $`B(๐,0,r)`$ are the $`s`$-free additive groups for each $`0<r<\mathrm{}`$, $`n๐`$. In addition $`E^{}`$ contains an open compact subgroup which is normal in $`G_{u,๐}^n`$ due to Pontryagin lemma (see ยง8.1 ). Therefore, on $`G_{u,๐}^n`$ the Haar measure exists with values in $`๐_๐ฌ`$ due to Monna-Springer theorem 8.4. In view of Theorem 2.6 and Corollary 2.7 each strongly continuous representation $`\stackrel{~}{T}:G_{u,๐}^nIS(H)`$ is decomposable into the direct sum of irreducible representations. On the other hand, $`\overline{G}_a(t,M)`$ is dense in $`G.`$ The last statement of this theorem follows from the fact that for compact groups each $`T:G_{u,๐}^nIS(H_T)`$ is equivalent to some irreducible component of the regular representation, where $`H_T`$ is a Banach space over $`๐`$.
4.3. Remark. Let $`\mu `$ be a Borel regular Radon non-negative quasi-invariant measure on a diffeomorphism group $`G`$ relative to a dense subgroup $`G^{}`$ with a continuous quasi-invariance factor $`\rho _\mu (x,y)`$ on $`G^{}\times G`$ and $`0<\mu (G)<\mathrm{}`$ . Suppose that $`V:SU(H_V)`$ is a strongly continuous unitary representation of a closed subgroup $`S`$ in $`G^{}`$. There exists a Hilbert space $`L^2(G,\mu ,H_V)`$ of equivalence classes of measurable functions $`f:GH_V`$ with a finite norm
$$(1)\text{ }f:=(_Gf(g)_{H_V}^2\mu (dg))^{1/2}<\mathrm{}.$$
Then there exists a subspace $`\mathrm{\Psi }_0`$ of functions $`fL^2(G,\mu ,H_V)`$ such that $`f(hy)=V_{h^1}f(y)`$ for each $`yG`$ and $`hS`$, the closure of $`\mathrm{\Psi }_0`$ in $`L^2(G,\mu ,H_V)`$ is denoted by $`\mathrm{\Psi }^{V,\mu }`$. For each $`f\mathrm{\Psi }^{V,\mu }`$ there is defined a function
$$(2)\text{ }(T_x^{V,\mu }f)(y):=\rho _\mu ^{1/2}(x,y)f(x^1y),$$
where $`\rho _\mu (x,y):=\mu _x(dy)/\mu (dy)`$ is a quasi-invariance factor for each $`xG^{}`$ and $`yG`$, $`\mu _x(A):=\mu (x^1A)`$ for each Borel subset $`A`$ in $`G`$. Since $`(T_x^{V,\mu }f)(hy)=V_{h^1}((T_xf)(y))`$, then $`\mathrm{\Psi }^{V,\mu }`$ is a $`T^{V,\mu }`$-stable subspace. Therefore, $`T^{V,\mu }:G^{}U(\mathrm{\Psi }^{V,\mu })`$ is a strongly continuous unitary representation, which is called induced and denoted by $`Ind_{SG^{}}(V)`$.
If $`S=lim\{S_\alpha ,\pi _\beta ^\alpha ,\mathrm{\Omega }\}`$ is a profinite subgroup of $`G`$, for example, $`G_{u,๐}^n`$ (see ยงยง3.6, 3.7) and $`V`$ is irreducible, then $`H_V`$ is finite-dimensional and $`V^1(I)=:W`$ is a clopen normal subgroup in $`S`$, where $`\pi _\beta ^\alpha :S_\alpha S_\beta `$ are homomorphisms of finite groups $`S_\alpha `$ and $`S_\beta `$ for each $`\alpha \beta `$ in an ordered set $`\mathrm{\Omega }`$. Therefore, there exists $`\alpha \mathrm{\Omega }`$ such that $`\pi _\alpha ^1(e_\alpha )W`$, where $`e_\alpha `$ is the unit element in $`S_\alpha `$ and $`\pi _\alpha :SS_\alpha `$ is a quotient homomorphism. In view of Theorems 7.5-7.8 there exists a representation $`V^\alpha :S_\alpha U(H_V)`$ such that $`V^\alpha \pi _\alpha =V.`$
4.4. Let $`G`$ be a diffeomorphism group with a non-negative quasi-invariant measure $`\mu `$ relative to a dense subgroup $`G^{}`$. We can choose $`G^{}`$ such that each $`G_{u,๐}^n`$ is a compact subgroup of $`G^{}`$. Suppose that there are two closed subgroups $`K`$ and $`N`$ in $`G`$ such that $`K^{}:=KG^{}`$ and $`N^{}=NG^{}`$ are dense subgroups in $`K`$ and $`N`$ respectively. We say that $`K`$ and $`N`$ act regularly in $`G`$, if there exists a sequence $`\{Z_i:`$ $`i=0,1,\mathrm{}\}`$ of Borel subsets $`Z_i`$ satisfying two conditions:
$`(i)`$ $`\mu (Z_0)=0`$, $`Z_i(k,n)=Z_i`$ for each pair $`(k,n)K\times N`$ and each $`i`$;
$`(ii)`$ if an orbit $`๐ฎ`$ relative to the action of $`K\times N`$ is not a subset of $`Z_0`$, then $`๐ฎ=_{Z_i๐ฎ}Z_i`$, where $`g(k,n):=k^1gn`$. Let $`T^{V,\mu }`$ be a representation of $`G^{}`$ induced by a unitary representation $`V`$ of $`K^{}`$ and a quasi-invariant measure $`\mu `$ as in ยง4.3. We denote by $`T_N^{}^{V,\mu }`$ a restriction of $`T^{V,\mu }`$ on $`N^{}`$ and by $`๐ฃ`$ a space $`KG/N`$ of double coset classes $`KgN`$.
Theorem. There are a unitary operator $`A`$ on $`\mathrm{\Psi }^{V,\mu }`$ and a measure $`\nu `$ on a space $`๐ฃ`$ such that
$$(1)\text{ }A^1T_n^{V,\mu }A=_๐ฃT_n(\xi )๐\nu (\xi )$$
for each $`nN^{}`$. $`(2).`$ Each representation $`N^{}nT_n(\xi )`$ in the direct integral decomposition $`(1)`$ is defined relative to the equivalence of a double coset class $`\xi `$. For a subgroup $`N^{}g^1K^{}g`$ its representations $`\gamma V_{g\gamma g^1}`$ are equivalent for each $`gG^{}`$ and representations $`T_N^{}(\xi )`$ can be taken up to their equivalence as induced by $`\gamma V_{g\gamma g^1}`$.
Proof. A quotient mapping $`\pi _๐ท:GG/K=:๐ท`$ induces a measure $`\widehat{\mu }`$ on $`๐ท`$ such that $`\widehat{\mu }(E)=\mu (\pi _๐ท^1(E))=:(\pi _๐ท^{}\mu )(E)`$ for each Borel subset $`E`$ in $`๐ท`$. In view of Radon-Nikodym theorem II.7.8 for each $`\xi ๐ฃ`$ there exists a measure $`\mu _\xi `$ on $`๐ท`$ such that
$$(3)\text{ }d\widehat{\mu }(x)=d\nu (\xi )d\mu _\xi (x),$$
where $`x๐ท`$, $`\nu (E):=(s^{}\mu )(E)`$ for each Borel subset $`E`$ in $`๐ฃ`$, $`s:G๐ฃ`$ is a quotient mapping.
For each $`m๐`$, a pseudoultranorm $`u`$ in $`X`$ and a local subfield $`๐`$ in $`๐
`$ a subgroup $`G_{u,๐}^m`$ is compact in $`G`$, hence there exists a topological retraction $`r_{m,u,๐}:GG_{u,๐}^m`$ (that is, $`r_{m,u,๐}r_{m,u,๐}=r_{m,u,๐}`$ and $`r_{m,u,๐}`$ is continuous and $`r_{m,u,๐}|_{G_{u,๐}^m}=id`$). This retraction induces a measure $`\mu _{m,u,๐}=r_{m,u,๐}^{}\mu `$ on $`G_{u,๐}^m`$. It is equivalent to a Haar measure on $`G_{u,๐}^m`$, since it is quasi-invariant relative to $`G_{u,๐}^m`$ (see ยงVII.1.9 in ). In view of ยง26 and Formula $`(3)`$ the Hilbert space $`H^V:=L^2(๐ท,\widehat{\mu },H_V)`$ has a decomposition into a direct integral
$$(4)\text{ }H^V=_๐ฃH(\xi )๐\nu (\xi ),$$
where $`H_V`$ denotes a complex Hilbert space of the representation $`V:K^{}U(H_V)`$. Therefore,
$$f_{H^V}^2=_๐ฃf_{H(\xi )}^2๐\nu (\xi ).$$
In view of ยง32.2 from Chapter VI each irreducible representation of a compact group $`Y`$ can be realized as a representaion in some minimal left ideal of a ring $`L^2(Y,\lambda ,๐)`$, where $`\lambda `$ is a Haar measure on $`Y`$. From Formulas $`(4)`$ and $`4.3.(1,2)`$ we get the first statement of this theorem for a subspace $`\mathrm{\Psi }^{V,\mu }`$ of $`H^V`$.
If $`fL^2(๐ท,\widehat{\mu },H_V)`$, then $`\pi _๐ท^{}f:=f\pi _๐ทL^2(G,\mu ,H_V)`$. This induces an embedding $`\pi _๐ท^{}`$ of $`H^V`$ into $`\mathrm{\Psi }^{V,\mu }`$. Let $`๐ฅ`$ be a filterbase of neighbourhoods $`A`$ of $`K`$ in $`G`$ such that $`A=\pi _๐ท^1(S)`$, where $`S`$ is open in $`๐ท`$, hence $`0<\mu (A)\mu (G)`$ due to quasi-invaraince of $`\mu `$ on $`G`$ relative to $`G^{}`$. Let $`\psi \xi ๐ฃ`$, then $`\psi =Kg_\xi `$, where $`g_\xi G`$, hence $`\psi =\psi (Ng_\xi ^1Kg_\xi )`$. In view of Formula $`(3)`$ for each $`xN^{}`$ and $`\eta =Kx`$ we get $`\rho _{\mu _\xi }^{1/2}(\eta ,\xi )=lim_๐ฅ[_A\rho ^{1/2}(x,zg_\xi )๐\mu (z)/\mu (A)]`$ (see also ยง1.6 ). Therefore, $`(a,T_x(\xi )b)_{H^V}=`$ $`lim_๐ฅ[_A(\pi ^{}a,`$ $`\rho _\mu ^{1/2}(x,zg_\xi )(\pi ^{}b)_x^{zg_\xi })_{\mathrm{\Psi }^{V,\mu }}d\mu (z)/\mu (A)]`$ for each $`xN^{}`$ and $`a,bH^V`$, where $`f_z^h(\zeta ):=f(z^1h\zeta )`$ for a function $`f`$ on $`G`$ and $`h,z,\zeta G`$. In view of the cocycle condition $`\rho _\mu (yx,z)=\rho _\mu (x,y^1z)\rho _\mu (y,z)`$ for each $`x,yG^{}`$ and $`zG`$ we get $`T_{yx}(\xi )=T_y(\xi )T_x(\xi )`$ for each $`x,yN^{}`$ and $`T_x(\xi )`$ are unitary representations of $`N^{}`$. Then $`(a,T_{yx}(\xi )b)_{H^V}=`$ $`lim_๐ฅ[_A(\pi ^{}a,`$ $`V_{g_\xi yg_\xi ^1}[`$ $`\rho _\mu ^{1/2}(x,zg_\xi )(\pi ^{}b)_x^{zg_\xi }])_{\mathrm{\Psi }^{V,\mu }}d\mu (z)/\mu (A)]`$ for each $`yN^{}g_\xi ^1K^{}g_\xi `$. Hence the representation $`T_x(\xi )`$ in the Hilbert space $`H(\xi )`$ is induced by a representation $`(N^{}g_\xi ^1K^{}g_\xi )yV_{g_\xi yg_\xi ^1}.`$
4.5. Let $`V`$ and $`W`$ be two unitary representations of $`K^{}`$ and $`N^{}`$ (see ยง4.4). In addition let $`K`$ and $`N`$ be regularly related in $`G`$ and $`V\widehat{}W`$ denotes an external tensor product of representations for a direct product group $`K\times N`$. In view of ยง4.3 a representation $`T^{V,\mu }\widehat{}T^{W,\mu }`$ of an external product group $`๐ฆ:=G\times G`$ is equvalent with an induced representation $`T^{V\widehat{}W,\mu \mu }`$, where $`\mu \mu `$ is a product measure on $`๐ฆ`$. A restriction of $`T^{V\widehat{}W,\mu \mu }`$ on $`\stackrel{~}{G}:=\{(g,g):`$ $`gG\}`$ is equivalent with an internal tensor product $`T^{V,\mu }T^{W,\mu }`$.
Theorem. There exists a unitary operator $`A`$ on $`\mathrm{\Psi }^{V\widehat{}W,\mu \mu }`$ such that
$$(1)\text{ }A^1T^{V,\mu }T^{W,\mu }A=_๐ฃT(\xi )๐\nu (\xi ),$$
where $`\nu `$ is an admissible measure on a space $`๐ฃ:=NG/K`$ of double cosets.
$`(2).`$ Each representation $`G^{}gT_g(\xi )`$ in Formula $`(1)`$ is defined up to the equivalence of $`\xi `$ in $`๐ฃ`$. Moreover, $`T(\xi )`$ is unitarily equivalent with $`T^{\stackrel{~}{V}\stackrel{~}{W},\mu \mu }`$, where $`\stackrel{~}{V}`$ and $`\stackrel{~}{W}`$ are restrictions of the corresponding representations $`yV_{gyg^1}`$ and $`yW_{\gamma y\gamma ^1}`$ on $`g^1K^{}g\gamma ^1N^{}\gamma `$, $`g,\gamma G^{}`$, $`g\gamma ^1\xi `$.
Proof. In view of ยง18.2 $`P๐ฆ/\stackrel{~}{G}`$ and $`KG/N`$ are isomorphic Borel spaces, where $`P=K\times N`$. In view of Theorem 4.4 there exists a unitary operator $`A`$ on a subspace $`\mathrm{\Psi }^{V\widehat{}W,\mu \mu }`$ of the Hilbert space $`L^2(๐ฆ,\mu \mu ,H_VH_W)`$ such that
$$A^1T^{V\widehat{}W,\mu \mu }|_{\stackrel{~}{G}}A=_๐ฃT_{\stackrel{~}{G}}(\xi )๐\nu (\xi ),$$
where each $`T_{\stackrel{~}{G}}(\xi )`$ is induced by a representation $`(y,y)(V\widehat{}W)_{(g,\gamma )(y,y)(g,\gamma )^1}`$ of a subgroup $`\stackrel{~}{G}^{}(g,\gamma )^1(K\times N)(g,\gamma )`$, the latter group is isomorphic with $`S:=g^1K^{}g\gamma ^1N^{}\gamma ,`$ that gives a representation $`\stackrel{~}{V}\widehat{}\stackrel{~}{W}`$ of a subgroup $`S\times S`$ in $`๐ฆ`$. Therefore, we get a representation $`T^{\stackrel{~}{V}\widehat{}\widehat{W},\mu \mu }`$ equivalent with $`Ind_{(S\times S)๐ฆ^{}}(\stackrel{~}{V}\widehat{}\stackrel{~}{W})|_{\stackrel{~}{G}^{}}`$.
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# Photoproduction of electron-positron pairs on the proton in the resonance region
## I Introduction
Compton scattering (CS) on the proton with real and virtual photons is a fundamental process which provides information on the internal structure of the proton and its excited states. Virtual CS where the initial photon is space-like, i.e. the reaction $`e^{}pe^{}p\gamma `$, has recently attracted considerable attention. Below the pion production threshold it allows, via an interference of the Bethe-Heitler (BH) process with the proton virtual CS, to measure the generalized polarizabilities of the proton. For a review we refer to .
Virtual CS in the time-like region, the reaction $`\gamma pe^{}e^+p`$, is of interest for complementarity reasons. The process is sensitive to the nucleon electromagnetic (e.m.) form factors in the region $`0<k^2<4m^2`$ (where $`m`$ is the nucleon mass, $`k`$ is the photon momentum), which are not accessible in elastic electron-proton scattering or $`e^+e^{}`$ annihilation to $`p\overline{p}`$. This possibility was explored in Ref. . In the present paper the main interest is to investigate dependence of the polarization density matrix of the virtual photon on various contributions to the nuclear matrix element.
In certain parts of phase space the cross section is dominated by the BH process. Only when lepton charges are measured this can be turned to an advantage by measuring an $`e^+e^{}`$ asymmetry which is directly proportional to the virtual CS โ BH interference. This was suggested long ago and more recently elaborated in .
In this paper we study the situation where the electron and positron in the $`\gamma pe^{}e^+p`$ reaction are not distinguished which is the case for experiments which are being done at MAMI (Mainz) . Under such conditions, because of the different charge-conjugation parity of virtual CS and BH amplitudes , the above interference vanishes and one is left with the incoherent sum of virtual CS and BH contributions. We show that there are large kinematical regimes where the more interesting virtual CS on the proton is dominant, mainly at backward angles for the virtual photon. In these conditions the (unpolarized) $`\gamma Ne^{}e^+N`$ cross section can be decomposed in terms of response functions (RF)s, like is usually done for exclusive electron scattering on nuclei (see, e.g. ). In addition to the transverse RF, which can also be measured in unpolarized CS with real photons, there are three more RFs for dilepton production. These are directly related to polarization properties of the virtual photon. To make this link more transparent we apply to the $`\gamma N\gamma ^{}N`$ reaction the density matrix formalism developed for the photoproduction of vector mesons on the proton.
Differential cross sections and RFs for the $`\gamma pe^{}e^+p`$ reaction are calculated in the unitary K-matrix model previously developed for pion-nucleon scattering, pion photoproduction and real-photon CS. Before applying the model to virtual CS we compare its predictions to data for real CS in the energy region up to 1 GeV.
In the calculation of virtual CS we concentrate on the 1st and the 2nd resonance regions which are clearly seen in the cross section for real CS. The cross section and elements of the polarization density matrix $`\rho _{\lambda \lambda ^{}}`$ are calculated for two energies corresponding to excitation of the $`P_{33}(1232)`$ and the $`D_{13}(1520)`$ resonances. We study effects of different reaction mechanisms on these observables. In particular, for the $`\mathrm{\Delta }`$ region it is of interest to investigate the effect of t-channel exchange of the $`\sigma `$ meson.
At photon energies of about 700 MeV photon invariant masses up to $``$ 540 MeV become accessible. In this energy regime several contributions are important, in particular, the $`D_{13}(1520)`$ and $`S_{11}(1535)`$ resonances, and $`\sigma `$ exchange. Due to their different influence on the density matrix elements $`\rho _{\lambda \lambda ^{}}`$ these contributions can be distinguished in an experiment provided RFs are extracted. Cross section and other observables are also sensitive to the $`G_3(k^2)`$ coupling in the $`\gamma ND_{13}(1520)`$ vertex which is specific for virtual photon and does not contribute to real CS.
The paper is organized as follows. In sect. II we specify variables and give the expression for the exclusive cross section. The decomposition of the virtual CS cross section in terms of RFs is presented. Relations between RFs and polarization density matrix elements are established and the limit of โalmostโ real photons is considered. We briefly discuss ingredients of the dynamical model used and compare calculated cross sections and polarization observables with data for real CS. In sect. III kinematical regimes are investigated where the BH contribution can be neglected compared to virtual CS. Results for response $`W_S=W_T+W_L`$ and elements of the photon density matrix are presented. Conclusions are given in sect. IV. In Appendix A expressions for RFs for virtual CS and polarization observables for real CS in terms of helicity amplitudes are collected.
## II Formalism
### A Cross section for $`\gamma pe^{}e^+p`$ reaction
If $`q=(q_0=|\stackrel{}{q}|,\stackrel{}{q})`$ is the momentum of the incoming real photon and $`k=(k_0,\stackrel{}{k})=k_{}+k_+`$ the momentum of the outgoing virtual photon (see Fig. (1)), the fully exclusive cross section in the c.m. frame can be written as <sup>*</sup><sup>*</sup>*We follow notation of Ref.
$`{\displaystyle \frac{d\sigma (e^{}e^+)}{dM_\gamma d\mathrm{\Omega }_\gamma d\mathrm{\Omega }_l}}=๐ฆ_{e^{}e^+}|A_{BH}+A_{VCS}|^2,`$ (1)
where $`M_\gamma =\sqrt{k^2}`$ is the photon invariant mass and $`๐ฆ_{e^{}e^+}`$ is the kinematical factor
$`๐ฆ_{e^{}e^+}={\displaystyle \frac{m^2m_e^2}{2(2\pi )^5s}}{\displaystyle \frac{|\stackrel{}{k}|}{|\stackrel{}{q}|}}{\displaystyle \frac{4|\stackrel{}{l}|^3}{M_\gamma \beta ^2k_0}}.`$ (2)
Here $`m(m_e)`$ is the proton (electron) mass, $`\beta =(14m_e^2/M_\gamma ^2)^{1/2}`$ is the $`e^{}`$ ($`e^+`$) velocity in the virtual-photon rest frame, and $`s`$ is the invariant energy squared. The average over initial and sum over final polarizations of all particles is implied in Eq. (1) as well as in the following.
To describe the $`e^{}e^+`$ pair the relative 4-momentum $`l=\frac{1}{2}(k_{}k_+)`$ has been introduced . The orientation of $`\stackrel{}{l}`$ is determined by the polar angle $`\theta _l`$ and the azimuthal (or out-of-plane) angle $`\varphi _l`$ which are defined in the frame with $`OZ`$ axis along $`\stackrel{}{k}`$ and $`OY`$ axis along $`\stackrel{}{k}\times \stackrel{}{q}`$. The magnitude of $`\stackrel{}{l}`$ is given by
$$|\stackrel{}{l}|=\frac{M_\gamma \beta k_0}{2(M_\gamma ^2+\stackrel{}{k}^2\mathrm{sin}^2\theta _l)^{1/2}}$$
(3)
with $`k_0=(sm^2+M_\gamma ^2)/2\sqrt{s}`$ and $`\stackrel{}{k}^2=k_0^2M_\gamma ^2`$. The solid angle differential $`d\mathrm{\Omega }_l`$ stands for $`d\mathrm{cos}\theta _ld\varphi _l`$, and $`d\mathrm{\Omega }_\gamma =d\mathrm{cos}\theta _\gamma d\varphi _\gamma `$, where $`\theta _\gamma `$ is the angle between vectors $`\stackrel{}{k}`$ and $`\stackrel{}{q}`$. The azimuthal angle $`\varphi _\gamma `$ is superfluous and can be chosen zero. For more details about kinematics we refer to previous papers on $`e^{}e^+`$ production in capture reactions and $`NN`$ bremsstrahlung .
The Bethe-Heitler ($`A_{BH}`$) and the virtual CS ($`A_{VCS}`$) amplitudes are functions of five variables: $`s,M_\gamma ,\theta _\gamma ,\theta _l`$ and $`\varphi _l`$. Before proceeding further one can exploit the different charge-conjugation properties of these amplitudes . Interchanging variables describing $`e^{}`$ and $`e^+`$, which means $`\stackrel{}{l}\stackrel{}{l}`$ and interchange $`e^{}`$ and $`e^+`$ helicities, leads to the relations
$`|A_{BH}(\theta _l,\varphi _l)|^2=|A_{BH}(\pi \theta _l,\pi +\varphi _l)|^2,`$ (4)
$`|A_{VCS}(\theta _l,\varphi _l)|^2=|A_{VCS}(\pi \theta _l,\pi +\varphi _l)|^2,`$ (5)
$`A_{BH}^{}(\theta _l,\varphi _l)A_{VCS}(\theta _l,\varphi _l)=A_{BH}^{}(\pi \theta _l,\pi +\varphi _l)A_{VCS}(\pi \theta _l,\pi +\varphi _l),`$ (6)
where $`\theta _l`$ varies from $`0^{}`$ to $`180^{}`$ and only the dilepton angles are indicated. Therefore, if the electron and positron cannot be distinguished in an experiment, the cross section is the incoherent sum $`d\overline{\sigma }(e^{}e^+)=d\sigma (e^{}e^+)+d\sigma (e^+e^{})`$, which results in
$`{\displaystyle \frac{d\overline{\sigma }(e^{}e^+)}{dM_\gamma d\mathrm{\Omega }_\gamma d\mathrm{\Omega }_l}}=2๐ฆ_{e^{}e^+}(|A_{BH}|^2+|A_{VCS}|^2),`$ (7)
where the interference term drops out.
Another interesting observable, the $`e^{}e^+`$ asymmetry, which is proportional to the virtual CS โ BH interference (see ), will not be addressed here. Measuring this would require detection of the charges of the leptons.
The expression for $`A_{BH}`$ can be read off the diagrams g,h in Fig. (1). After some algebra it takes the form
$`A_{BH}={\displaystyle \frac{e^3}{Q^2}}\overline{u}(k_{})[`$ $`\gamma _\mu ({\displaystyle \frac{k_+^\nu }{k_+q}}{\displaystyle \frac{k_{}^\nu }{k_{}q}})+{\displaystyle \frac{\gamma ^\nu q/\gamma _\mu }{2k_{}q}}{\displaystyle \frac{\gamma _\mu q/\gamma ^\nu }{2k_+q}}]v(k_+)`$ (9)
$`\times \overline{u}(p^{},\mathrm{\Lambda }^{})[F_1(Q^2)\gamma ^\mu +i{\displaystyle \frac{\sigma ^{\mu \rho }Q_\rho }{2m}}F_2(Q^2)]u(p,\mathrm{\Lambda })ฯต_\nu (\lambda ),`$
where $`u(p,\mathrm{\Lambda })`$ ($`\overline{u}(p^{},\mathrm{\Lambda }^{})`$) is the spinor of the initial (final) nucleon with momentum $`p`$ ($`p^{}`$) and helicity $`\mathrm{\Lambda }`$ ($`\mathrm{\Lambda }^{}`$). In Eq. (9) $`e`$ is the proton charge, $`\overline{u}(k_{})`$ and $`v(k_+)`$ are the lepton spinors (omitting spin indices), and $`ฯต(\lambda )`$ is the photon polarization vector for helicity $`\lambda `$. The nucleon e.m. form factors $`F_{1,2}(Q^2)`$ depend on the momentum $`Q=p^{}p`$.
The virtual CS matrix element is
$`A_{VCS}={\displaystyle \frac{e^2}{M_\gamma ^2}}\overline{u}(k_{})\gamma _\mu v(k_+)J^\mu ,`$ (10)
where the e.m. current $`J^\mu `$ is expressed through the CS tensor $`M^{\mu \nu }`$
$`J^\mu =e\overline{u}(p^{},\mathrm{\Lambda }^{})M^{\mu \nu }u(p,\mathrm{\Lambda })ฯต_\nu (\lambda ).`$ (11)
Some of the ingredients in the calculation of $`M^{\mu \nu }`$ are discussed in sect. II C.
Note that the real CS matrix element ($`A_{RCS}`$) can be written in this notation as
$`A_{RCS}=e^2ฯต_\mu ^{{}_{}{}^{}}(\lambda ^{})\overline{u}(p^{},\mathrm{\Lambda }^{})M^{\mu \nu }u(p,\mathrm{\Lambda })ฯต_\nu (\lambda )`$ (12)
with $`ฯต^{}(\lambda ^{})`$ being the transverse polarization vector of the final photon which is real in this case.
### B Response functions and polarization density matrix
In kinematics where virtual CS is the dominant process it is of interest to decompose the cross section in terms of response functions (RF)s, similar to what is common practice in the space-like region. We will not go in much detail because the derivation is similar to $`e^{}e^+`$ production in other reactions .
After summing over lepton polarizations and making use of gauge invariance $`kJ=0`$ one obtains in the c.m. frame
$`{\displaystyle \frac{d\overline{\sigma }(e^{}e^+)}{dM_\gamma d\mathrm{\Omega }_\gamma d\mathrm{\Omega }_l}}={\displaystyle \frac{\alpha ^2m^2|\stackrel{}{l}|^3}{2\pi ^3sM_\gamma ^3\beta ^2k_0}}{\displaystyle \frac{|\stackrel{}{k}|}{|\stackrel{}{q}|}}\mathrm{\hspace{0.17em}2}๐ฎ,`$ (13)
$`๐ฎ=W_Tx_T+W_Lx_L+W_{TT}x_{TT}\mathrm{cos}2\varphi _l+W_{LT}x_{LT}\mathrm{cos}\varphi _l,`$ (14)
where $`\alpha `$ is the fine-structure constant, $`W_iW_i(s,\theta _\gamma ,M_\gamma )`$ are RFs for $`i=T,L,TT`$ and $`LT`$, and the factor $`2`$ in front of $`๐ฎ`$ comes from the definition Eq. (7). Dependence on the polar angle $`\theta _l`$ is contained in the factors $`x_i`$
$`x_T=12{\displaystyle \frac{\stackrel{}{l}^2}{M_\gamma ^2}}\mathrm{sin}^2\theta _l,x_L=14{\displaystyle \frac{\stackrel{}{l}^2}{k_0^2}}\mathrm{cos}^2\theta _l,`$ (15)
$`x_{TT}=2{\displaystyle \frac{\stackrel{}{l}^2}{M_\gamma ^2}}\mathrm{sin}^2\theta _l,x_{LT}=\sqrt{2}{\displaystyle \frac{\stackrel{}{l}^2}{M_\gamma k_0}}\mathrm{sin}2\theta _l,`$ (16)
where $`|\stackrel{}{l}|`$, which also depends on $`\theta _l`$, is defined in Eq. (3).
RFs are defined in terms of the space components $`J^i`$ of the e.m. current as
$`W_T={\displaystyle \frac{1}{4}}{\displaystyle \underset{polar.}{}}|J_x|^2+|J_y|^2,W_L={\displaystyle \frac{1}{4}}{\displaystyle \frac{k^2}{k_0^2}}{\displaystyle \underset{polar.}{}}|J_z|^2,`$ (17)
$`W_{TT}={\displaystyle \frac{1}{4}}{\displaystyle \underset{polar.}{}}|J_y|^2|J_x|^2,W_{LT}={\displaystyle \frac{1}{4}}{\displaystyle \frac{\sqrt{k^2}}{k_0}}{\displaystyle \underset{polar.}{}}2\sqrt{2}\mathrm{}(J_z^{}J_x),`$ (18)
where the sum runs over the proton and initial photon polarizations.
It is interesting to note that certain combinations of the e.m. current vanish due to reflection symmetry ($`OYOY`$) with respect to the scattering plane $`OXZ`$:
$`{\displaystyle \underset{polar.}{}}\mathrm{}(J_x^{}J_y)={\displaystyle \underset{polar.}{}}\mathrm{}(J_x^{}J_y)={\displaystyle \underset{polar.}{}}\mathrm{}(J_z^{}J_y)={\displaystyle \underset{polar.}{}}\mathrm{}(J_z^{}J_y)=0.`$ (19)
These constraints are specific for a two-body final state such as $`N+\gamma ^{}`$ and may be useful for checking consistency of a model.
Experimental separation of RFs can be performed using the different dependencies of the kinematical factors in Eq. (14) on the dilepton angles. In Refs. an example of such a separation for the case of $`NN`$ virtual bremsstrahlung is discussed.
To obtain some further insight we relate the above RFs to elements of the polarization density matrix $`\widehat{\rho }`$ of the virtual photon. The formalism of the polarization density matrix has been used before in production of vector mesons $`\rho ,\omega `$ (see Refs. ). One introduces the $`3\times 3`$ density matrix for a spin-1 particle
$`\widehat{\rho }`$ $`=`$ $`\left(\begin{array}{ccc}\rho _{11}& \rho _{10}& \rho _{11}\\ \rho _{10}^{}& \rho _{00}& \rho _{10}^{}\\ \rho _{11}& \rho _{10}& \rho _{11}\end{array}\right),`$ (23)
in the helicity basis $`\lambda ,\lambda ^{}=0,\pm 1`$. It satisfies the conditions of hermiticity $`\rho _{\lambda \lambda ^{}}=\rho _{\lambda ^{}\lambda }^{}`$, parity conservation $`\rho _{\lambda \lambda ^{}}=(1)^{\lambda \lambda ^{}}\rho _{\lambda \lambda ^{}}`$, and has a unit trace ($`\rho _{11}=\frac{1}{2}(1\rho _{00})`$). $`\rho _{00}`$ and $`\rho _{11}`$ are thus real quantities while the element $`\rho _{10}`$ is, in general, complex.
The form Eq. (23) is valid only for a reaction with a two-body final state (like $`N+\gamma ^{}`$), in which the initial hadron and photon are not polarized and the polarization of the final hadron is not measured. If the initial photon in $`\gamma N\gamma ^{}N`$ is (fully or partially) polarized the general density matrix is more complicated .
From the density matrix and the $`\gamma e^{}e^+`$ vertex, which is well-known from QED, one can obtain the angular distribution $`F(\overline{\theta }_l,\overline{\varphi }_l)`$ of $`\gamma ^{}`$ decay into $`e^{}e^+`$. In the virtual-photon rest frame it takes the form (see Ref. , ch. 4-13 There is a misprint in Eq.(13.14) of this reference: in front of $`a_1`$ there should be an additional factor of 1/2 )
$`F(\overline{\theta }_l,\overline{\varphi }_l)={\displaystyle \frac{1}{4\pi }}\{\mathrm{\hspace{0.17em}1}{\displaystyle \frac{\beta ^2}{3\beta ^2}}[`$ $`{\displaystyle \frac{1}{2}}(3\rho _{00}1)(3\mathrm{cos}^2\overline{\theta }_l1)`$ (25)
$`3\rho _{11}\mathrm{sin}^2\overline{\theta }_l\mathrm{cos}2\overline{\varphi }_l3\sqrt{2}\mathrm{}\rho _{10}\mathrm{sin}2\overline{\theta }_l\mathrm{cos}\overline{\varphi }_l]\},`$
where $`\beta `$ is defined after Eq. (2) and $`(\overline{\theta }_l,\overline{\varphi }_l)`$ denote the dilepton angles.
Expression Eq. (14) in terms of RFs, boosted to the $`\gamma ^{}`$ rest frame, can be cast in the form (details on the angle transformation can be found in Refs. )
$`๐ฎ`$ $`=`$ $`W_T(1{\displaystyle \frac{1}{2}}\beta ^2\mathrm{sin}^2\overline{\theta }_l)+W_L(1\beta ^2\mathrm{cos}^2\overline{\theta }_l)+W_{TT}{\displaystyle \frac{1}{2}}\beta ^2\mathrm{sin}^2\overline{\theta }_l\mathrm{cos}2\overline{\varphi }_l`$ (26)
$`+`$ $`W_{LT}{\displaystyle \frac{1}{2\sqrt{2}}}\beta ^2\mathrm{sin}2\overline{\theta }_l\mathrm{cos}\overline{\varphi }_l`$ (27)
$`=`$ $`(1{\displaystyle \frac{\beta ^2}{3}})W_S\{1{\displaystyle \frac{\beta ^2}{3\beta ^2}}[{\displaystyle \frac{2W_LW_T}{2W_S}}(3\mathrm{cos}^2\overline{\theta }_l1){\displaystyle \frac{3W_{TT}}{2W_S}}\mathrm{sin}^2\overline{\theta }_l\mathrm{cos}2\overline{\varphi }_l`$ (28)
$``$ $`{\displaystyle \frac{3W_{LT}}{2\sqrt{2}W_S}}\mathrm{sin}2\overline{\theta }_l\mathrm{cos}\overline{\varphi }_l]\},`$ (29)
where $`W_SW_T+W_L`$. It is seen that the angle dependent part of $`๐ฎ`$ has the same structure as $`F(\overline{\theta }_l,\overline{\varphi }_l)`$ in Eq. (25). Comparing terms with the same angle factors one obtains
$`\rho _{00}={\displaystyle \frac{W_L}{W_S}},\rho _{11}={\displaystyle \frac{W_{TT}}{2W_S}},\mathrm{}\rho _{10}={\displaystyle \frac{W_{LT}}{4W_S}}.`$ (30)
Note that the imaginary part of $`\rho _{10}`$ does not enter in the $`\gamma ^{}e^{}e^+`$ angular distribution (cf. for $`\gamma N\rho N\pi \pi N`$). For completeness we give an expression for $`\mathrm{}\rho _{10}`$ through an additional (independent) function $`\stackrel{~}{W}_{LT}`$:
$`\mathrm{}\rho _{10}={\displaystyle \frac{\stackrel{~}{W}_{LT}}{4W_S}},\stackrel{~}{W}_{LT}={\displaystyle \frac{1}{4}}{\displaystyle \frac{\sqrt{k^2}}{k_0}}{\displaystyle \underset{polar.}{}}2\sqrt{2}\mathrm{}(J_z^{}J_x).`$ (31)
$`W_{LT}`$ and $`\stackrel{~}{W}_{LT}`$ can be regarded as the real and the imaginary parts of one complex function. Thus only three (out of four independent) components of the photon-polarization density matrix in addition to the cross section can be determined from measuring $`W_T,W_L,W_{TT}`$, and $`W_{LT}`$ in the $`\gamma Ne^{}e^+N`$ reaction with unpolarized leptons.
Since $`|W_{TT}|W_TW_S`$ (see definitions in Eqs. (18)), the following inequalities are in order
$`0\rho _{00}1,|\rho _{11}|{\displaystyle \frac{1}{2}}(1\rho _{00}){\displaystyle \frac{1}{2}}.`$ (32)
The upper bound for $`\rho _{10}`$ was obtained in Ref. using the Schwartz inequality
$`|\rho _{10}|{\displaystyle \frac{1}{2}}\sqrt{\rho _{00}(1\rho _{00}2\rho _{11})}{\displaystyle \frac{1}{\sqrt{2}}}\sqrt{\rho _{00}(1\rho _{00})}{\displaystyle \frac{1}{2\sqrt{2}}}.`$ (33)
Additional constraints have recently been derived in .
Sometimes (see ) the density matrix for the spin-1 particle is expressed in terms of tensor and vector polarizations
$`\widehat{\rho }`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(\begin{array}{ccc}1+\frac{1}{\sqrt{2}}t_{20}& \sqrt{\frac{3}{2}}t_{11}\sqrt{\frac{3}{2}}t_{21}& \sqrt{3}t_{22}\\ \sqrt{\frac{3}{2}}t_{11}\sqrt{\frac{3}{2}}t_{21}& 1\sqrt{2}t_{20}& \sqrt{\frac{3}{2}}t_{11}+\sqrt{\frac{3}{2}}t_{21}\\ \sqrt{3}t_{22}& \sqrt{\frac{3}{2}}t_{11}+\sqrt{\frac{3}{2}}t_{21}& 1+\frac{1}{\sqrt{2}}t_{20}\end{array}\right),`$ (37)
where the tensor polarizations $`t_{20},t_{21}`$ and $`t_{22}`$ are real, and $`t_{11}`$ is purely imaginary and related to the vector polarization $`p_y`$ via $`t_{11}=i\frac{\sqrt{3}}{2}p_y`$. Relations between these polarizations and elements $`\rho _{\lambda \lambda ^{}}`$ follow from Eq. (23) and Eq. (37),
$`\rho _{00}={\displaystyle \frac{1}{3}}(1\sqrt{2}t_{20}),\rho _{11}={\displaystyle \frac{1}{\sqrt{3}}}t_{22},\mathrm{}\rho _{10}={\displaystyle \frac{1}{\sqrt{6}}}t_{21},\mathrm{}\rho _{10}={\displaystyle \frac{i}{\sqrt{6}}}t_{11}.`$ (38)
Using Eqs. (30) and Eqs. (38) one can express the polarizations in terms of RFs
$`t_{20}={\displaystyle \frac{1}{\sqrt{2}}}{\displaystyle \frac{W_T2W_L}{W_S}},t_{22}={\displaystyle \frac{\sqrt{3}}{2}}{\displaystyle \frac{W_{TT}}{W_S}},`$ (39)
$`t_{21}={\displaystyle \frac{\sqrt{3}}{2\sqrt{2}}}{\displaystyle \frac{W_{LT}}{W_S}},t_{11}=i{\displaystyle \frac{\sqrt{3}}{2\sqrt{2}}}{\displaystyle \frac{\stackrel{~}{W}_{LT}}{W_S}}.`$ (40)
As a last point it is interesting to consider the limiting case of small invariant masses $`M_\gamma `$ close to the threshold value $`M_\gamma ^{th}=2m_e`$. In this case the longitudinal component of the e.m. current becomes negligibly small, and elements $`\rho _{00}`$ and $`\rho _{10}`$ vanish. As follows from Eqs. (40), $`t_{20}1/\sqrt{2},t_{21},t_{11}0`$. In this limit Eq. (23) reduces to
$`\widehat{\rho }`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\begin{array}{ccc}1& 0& \frac{W_{TT}}{W_T}\\ 0& 0& 0\\ \frac{W_{TT}}{W_T}& 0& 1\end{array}\right).`$ (44)
From a physical point of view this limit is close to real CS. A real photon is, in general, described by the $`2\times 2`$ density matrix in the helicity basis
$`\widehat{\rho }_\gamma `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\begin{array}{cc}1\pm I_C& I_L\mathrm{exp}(2i\psi )\\ I_L\mathrm{exp}(2i\psi )& 1I_C\end{array}\right),`$ (47)
where $`I_L(I_C)`$ is the degree of linear (circular) polarization, $`\psi `$ is the angle between the direction of linear polarization and the $`OX`$ axis, and $`+`$ ($``$) stands for the right (left) circular polarization. Comparing Eq. (47) with Eq. (44) (dropping there the superfluous line and column with elements equal to zero) one finds
$`I_C`$ $`=`$ $`0,I_L={\displaystyle \frac{|W_{TT}|}{W_T}}<\mathrm{\hspace{0.17em}1},`$ (48)
$`\psi `$ $`=`$ $`\{\begin{array}{cc}0,& \text{ if sign(}W_{TT})=1\text{ },\\ \frac{\pi }{2},& \text{ if sign(}W_{TT})=+1\text{ }.\end{array}`$ (51)
Thus the โquasi-realโ photon has no circular polarization, and may have a linear polarization along the $`OX`$ axis (in the scattering plane), or along the $`OY`$ axis (perpendicular to the scattering plane) depending on the sign of the interference $`W_{TT}`$. Note that this is a particular feature of any reaction with unpolarized particles in coplanar kinematics and can be understood based on reflection symmetry with respect to the scattering plane.
The photon asymmetry , as can be measured in real CS with a linearly-polarized photon beam, is related to $`W_T^r`$ and $`W_{TT}^r`$ (the superscript โrโ denotes taking the real CS limit). If there are no bound states in the energy regime of interest, the RFs for $`e^{}e^+`$ production behave smoothly as functions of $`M_\gamma `$ In principle, kinematical conditions exist when the electron interacts strongly with the proton via the Coulomb attraction and may be captured in a hydrogen atom. However, this happens in a tiny region of the phase space and is neglected in the present model. Likewise the Coulomb interaction between the $`e^{}`$ and the $`e^+`$ and possible formation of positronium is not considered and the threshold values $`W_{T,TT}`$ at $`M_\gamma =2m_e`$ can be used to calculate $`W_{T,TT}^r`$. Making use of Eq. (47) and time-reversal invariance one obtains for the real CS cross section
$`{\displaystyle \frac{d\sigma (\gamma )}{d\mathrm{\Omega }_\gamma }}={\displaystyle \frac{\alpha m^2}{4\pi s}}(W_T^rW_{TT}^rI_L\mathrm{cos}2\psi ),`$ (52)
where the angle $`\psi `$ specifies the direction of the incoming photon polarization and all other particles are not polarized. The cross section for unpolarized photons is expressed via $`W_T^r`$, and the asymmetry is proportional to the interference $`W_{TT}^r`$:
$`\mathrm{\Sigma }_\gamma ={\displaystyle \frac{d\sigma _{}(\gamma )d\sigma _{}(\gamma )}{d\sigma _{}(\gamma )+d\sigma _{}(\gamma )}}={\displaystyle \frac{W_{TT}^r}{W_T^r}}.`$ (53)
Calculations of the cross section and RFs for virtual and real CS are performed in the helicity formalism (see Appendix A where details are presented).
It is of interest to make a link between the representation in Eq. (14) and the longitudinalโtransverse (LโT) decomposition established for electron scattering on nuclei. At invariant masses $`M_\gamma `$ considerably larger than $`2m_e`$ one can rewrite Eq. (14) as
$`๐ฎ=2x_T[({\displaystyle \frac{1}{2}}W_T)\epsilon _+(W_L)`$ $``$ $`\epsilon _+\mathrm{cos}2\varphi _l({\displaystyle \frac{1}{2}}W_{TT})`$ (54)
$`+`$ $`\eta \sqrt{2\epsilon _+(1\epsilon _+)}\mathrm{cos}\varphi _l({\displaystyle \frac{1}{2\sqrt{2}}}W_{LT})],`$ (55)
where $`\eta =\text{sign}(\mathrm{sin}2\theta _l)`$, and $`\epsilon _+=(1x_T)/x_T`$ which satisfies the conditions $`0<\epsilon _+<1`$. Expression Eq. (55) is similar to the $`LT`$ decomposition used in electron scattering (see e.g.,) To obtain exactly the same form one can make in Eq. (55) the formal substitutions $`k^2|k^2|`$ and $`\epsilon _+\epsilon _{}`$. This results in
$`๐ฎ=2x_T[R_T+\epsilon _{}R_L+\epsilon _{}\mathrm{cos}2\varphi _lR_{TT}+\eta \sqrt{2\epsilon _{}(1+\epsilon _{})}\mathrm{cos}\varphi _lR_{LT}],`$ (56)
where RFs for the electron scattering, denoted by $`R_i`$, are related to $`W_i`$ via
$`R_T={\displaystyle \frac{1}{2}}W_T,R_L=W_L,R_{TT}={\displaystyle \frac{1}{2}}W_{TT},R_{LT}={\displaystyle \frac{i}{2\sqrt{2}}}W_{LT}.`$ (57)
Comparison of Eq. (56) with the $`LT`$ decomposition in (Eqs.(22,23)) suggests that $`\epsilon _{}`$ has a meaning of degree of transverse polarization of the space-like photon. The interference $`R_{LT}`$ is of course a real function in this case since the factor $`i`$ merely accounts for $`\sqrt{k^2}i\sqrt{|k^2|}`$ in the definition of Eqs. (18).
### C Description of the model and comparison with data for real Compton scattering
As mentioned in sect. I we employ the K-matrix model which is unitary in the channel space $`\pi N\gamma N`$. The tree-level K-matrix includes the four-star baryon resonances: P<sub>11</sub>(N1440), D<sub>13</sub>(N1520), S<sub>11</sub>(N1535), S<sub>11</sub>(N1650), P<sub>33</sub>($`\mathrm{\Delta }`$1232), S<sub>31</sub>($`\mathrm{\Delta }`$1620) and D<sub>33</sub>($`\mathrm{\Delta }`$1700) in the s- and u-type diagrams. The t-channel contributions come from the exchange of $`\sigma `$ and $`\rho `$ mesons (for $`\pi N`$ scattering), $`\pi `$, $`\rho `$, and $`\omega `$ mesons (for pion photoproduction), and $`\pi ^0`$, $`\eta `$ and $`\sigma `$ mesons (for CS). The amplitude for CS is shown in Fig. (1), diagrams a โ f. For more details about the model we refer to Ref. . In order to calculate the virtual CS the longitudinally polarized photons have also been taken into account.
In this paper we concentrate on the $`P_{33}(1232)`$ and the $`D_{13}(1520)`$ resonance regions. The $`\gamma NR`$ vertex for the e.m. couplings of the spin-3/2 resonances is chosen as follows
$`V_{N\gamma R^\alpha }={\displaystyle \frac{ie}{2m}}[G_1(k^2)\theta _{\alpha \beta }(z_1)\gamma _\delta {\displaystyle \frac{G_2(k^2)}{2m}}\theta _{\alpha \beta }(z_2)p_\delta {\displaystyle \frac{G_3(k^2)}{2m}}\theta _{\alpha \beta }(z_3)k_\delta ]\mathrm{\Gamma }(k^\beta ฯต^\delta k^\delta ฯต^\beta ),`$ (58)
and $`V_{R^\alpha N\gamma }=\gamma _0V_{N\gamma R^\alpha }^{}\gamma _0`$. In Eq. (58) $`p(k)`$ is the nucleon (photon) momentum and $`ฯต`$ is the photon polarization vector. For isospin-1/2 resonances $`G_i(k^2)=[g_i^{(p)}(1+\tau _3)/2+g_i^{(n)}(1\tau _3)/2]F_{VMD}(k^2)`$, while for isospin-3/2 case $`G_i(k^2)=g_iT_3F_{VMD}(k^2)`$, where $`T_3`$ is $`1/23/2`$ isospin-transition operator and $`F_{VMD}(k^2)`$ is the form factor in the extended VMD model . Note that the $`G_3(k^2)`$ term contributes only for virtual photons. Further, $`\mathrm{\Gamma }=(\gamma _5,1)`$ for the resonances (3/2<sup>+</sup>, 3/2<sup>-</sup>), and the tensor $`\theta _{\alpha \beta }(z_i)=g_{\alpha \beta }+a_i\gamma _\alpha \gamma _\beta `$ with $`a_i(1/2+z_i)`$ contains the off-shell parameter $`z_i`$ , where $`i=1,2,3`$. In the present work we show calculations for two parameter sets โAโ and โBโ: A) $`a_i=0`$ for all spin-3/2 resonances, B) $`a_1=0.12`$, $`a_2=0.5`$, $`a_3=0`$ for the $`D_{13}(1520)`$, and $`a_i=0`$ for other resonances. The fitted values of the couplings $`(g_1,g_2)`$ are: (4.9, 5.27) for the $`P_{33}(1232)`$, (7.25, 7.9) for the $`D_{13}(1520)`$ (on the proton), and (1.74, 4.75) for the $`D_{33}(1700)`$.
The cross section for real CS on the proton and polarization observables are presented in Fig. (2) for photon energies up to 1 GeV. The cross section in the $`\mathrm{\Delta }`$-resonance region agrees with the data as well as with other calculations which are based on dispersion relations , and an effective Lagrangian . For comparison we show results of the calculations from Ref. (dotted lines) as they extend to high energies. In Ref. the imaginary part of the Compton amplitude is calculated directly from pion-photoproduction data and the real part is calculated using fixed-$`t`$ unsubtracted dispersion relations. Our model and give the same results for the photon asymmetry $`\mathrm{\Sigma }_\gamma `$ at the $`\mathrm{\Delta }`$ resonance, however they predict a different slope. Similar disagreement was noticed in โ it may point to the importance of analiticity constraints in the calculation of the Compton amplitude. The data for the photon asymmetry at $`\theta _\gamma =90^{}`$ and energy $`E_\gamma ^{lab}500`$ MeV are not reproduced by the calculation with the set โAโ. The description improves with the set โBโ (dashed lines) though both parameter sets give very close results for cross sections (top panels). For the photon angle 120 the difference between solid and dashed lines for $`\mathrm{\Sigma }_\gamma `$ diminishes and the data do not allow to distinguish between the two parameter sets. The recoil-proton polarization $`P_y^{pr}`$ (Fig. (2), bottom) vanishes below the pion-production threshold since the imaginary part of the amplitude due to $`\pi N`$ rescattering is zero <sup>ยง</sup><sup>ยง</sup>ยงContribution to the imaginary part from the $`\gamma N`$ rescattering is of the order $`e^4`$ and thus negligibly small. The behavior of $`P_y^{pr}`$ is in agreement with the present calculation as well as with the model , although the error bars on the data are large.
Above $``$ 900 MeV the present model loses predictive power as tails of the higher resonances (not included in the model) will start to influence the cross section.
## III Results of calculations and discussion
### A Cross sections for virtual Compton scattering
Calculations of the exclusive differential cross sections for $`\gamma pe^{}e^+p`$ at two photon energies are shown in Fig. (3). The energy $`E_\gamma ^{lab}=320`$ MeV corresponds to the $`\mathrm{\Delta }`$ resonance, and $`E_\gamma ^{lab}=700`$ MeV roughly corresponds to the region of the $`D_{13}(1520)`$. At fixed energy the cross section depends on four essential variables. In presenting the results we will therefore fix some of them. The virtual-photon scattering angle $`\theta _\gamma `$ is chosen in the backward hemisphere as our calculations indicate that this provides favorable conditions to suppress the BH contribution.
In Fig. (3) the azimuthal lepton angle was fixed in plane, i.e. $`\varphi _l=0`$ (coplanar kinematics). For the case when $`e^{}`$ and $`e^+`$ are not distinguished the angle combination $`\{\varphi _l=0,\theta _l\}`$ is equivalent to $`\{\varphi _l=\pi ,\pi \theta _l\}`$. The results are shown as function of the polar angle $`\theta _l`$ at several values of the photon invariant mass.
The feature of the BH cross section (dashed lines) in coplanar kinematics is a pronounced peak which develops when either electron or positron moves along the direction of the initial photon. The propagator of the lepton in the BH amplitude in Fig. (1) (diagrams g, h) becomes large in this case. As is seen from Fig. (3), with increasing $`M_\gamma `$ the BH peak is shifted towards larger angles $`\theta _l`$, and for $`M_\gamma =500`$ MeV (Fig. (3), right, bottom) it occurs at the angle $`\theta _{BH}=32^{}`$. The maximal photon invariant mass at a given energy is determined from the relation $`M_\gamma ^{max}=\sqrt{s}m`$ and corresponds to production of leptons with energies $`ฯต_{}=ฯต_+=\frac{1}{2}M_\gamma ^{max}`$ and momenta $`\stackrel{}{k}_{}=\stackrel{}{k}_+`$. At this so-called kinematical limit the position of the peak reaches the maximal angle $`\theta _{BH}^{max}=\pi \theta _\gamma `$ which, for instance, for $`E_\gamma ^{lab}=700`$ MeV and $`\theta _\gamma =135^{}`$ takes the value $`45^{}`$ at $`M_\gamma ^{max}=543`$ MeV.
An example of a calculation in non-coplanar kinematics is shown in Fig. (4). It is seen that the BH peak disappears as the momentum of $`e^{}`$ or $`e^+`$ cannot be collinear to the photon momentum in this case. The $`\varphi _l`$ dependence of the nuclear CS cross section is governed by the interference RFs which stand in front of $`\mathrm{cos}\varphi _l`$ and $`\mathrm{cos}2\varphi _l`$ in Eq. (14). The $`\varphi _l`$ dependence of the BH contribution is more complicated.
At small invariant masses the nuclear CS cross section (Fig. (3), solid lines) shows a distinct peaking at forward and backward angles, while at large invariant masses it tends to flatten. This behavior can be understood from Eq. (13). Assuming that $`(M_\gamma /2m_e)^21`$ one can show that the relative $`e^{}e^+`$ momentum obeys the condition
$`|\stackrel{}{l}|`$ $`=`$ $`\{\begin{array}{cc}\frac{1}{2}M_\gamma (\mathrm{sin}^2\theta _l+M_\gamma ^2/\stackrel{}{k}^2)^{1/2},& \text{if }M_\gamma |\stackrel{}{k}|\text{ },\\ \frac{1}{2}M_\gamma ,& \text{ if }|\stackrel{}{k}|M_\gamma M_\gamma ^{max}\text{ }.\end{array}`$ (61)
Therefore at small $`M_\gamma `$ the phase-space factor $`|\stackrel{}{l}|^3`$ rapidly increases as $`\theta _l`$ approaches 0 or 180. The functions $`W_T`$ and $`W_{TT}`$ become the dominant contributions in Eq. (14) and $`\theta _l`$ dependence of $`๐ฎ`$ is determined by $`x_T`$ and $`x_{TT}`$:
$`x_T={\displaystyle \frac{\mathrm{sin}^2\theta _l+2M_\gamma ^2/\stackrel{}{k}^2}{2(\mathrm{sin}^2\theta _l+M_\gamma ^2/\stackrel{}{k}^2)}},x_{TT}={\displaystyle \frac{\mathrm{sin}^2\theta _l}{2(\mathrm{sin}^2\theta _l+M_\gamma ^2/\stackrel{}{k}^2)}}.`$ (62)
These are also rapidly changing functions, namely, $`x_T`$ increases from 1/2 to 1 and $`x_{TT}`$ decreases from 1/2 to 0 when $`\theta _l`$ approaches 0 or 180. The product $`|\stackrel{}{l}|^3๐ฎ`$ determines the behavior of the the cross section shown in the top panels of Fig. (3). At large invariant masses the phase-space factor is independent of the angle. The $`\theta _l`$ dependence of the cross section then comes only from the factors $`x_i`$ in Eqs. (16) and turns out to be rather flat for this particular kinematics.
Even if one moves away from the BH peak there is still a BH background. With increasing $`M_\gamma `$ its relative importance increases as is seen from Figs. (3,4). Therefore one has to choose a relatively large $`\theta _\gamma `$ to obtain the situation in which the BH contribution can be ignored with respect to virtual CS. There is a relation between $`M_\gamma `$ and the angle $`\theta _\gamma ^{min}`$ which we define as the photon scattering angle, where virtual CS is larger than BH by approximately one order of magnitude. The dependence is shown in Table I for two energies (for (almost) coplanar kinematics $`\theta _l`$ is taken to be larger than $`\theta _{BH}`$ to suppress the BH peak). As follows from Table I favorable conditions in the $`\mathrm{\Delta }`$ region are at invariant masses up to $`200`$ MeV. At larger values of $`M_\gamma `$ the BH background becomes comparable to or larger than virtual CS at all angles $`\theta _\gamma `$. At an energy of 700 MeV larger invariant masses up to $``$ 500 MeV become accessible.
### B Results for response functions in virtual Compton scattering
In Figs. (5-7) the response $`W_S=W_T+W_L`$ and the ratios of RFs (or elements of the density matrix defined in Eqs. (30,31)) are shown. The calculations are presented with the parameter set โBโ, as it gives better description of the photon asymmetry in real CS.
First one notices from the angular distributions that at $`\theta _\gamma =0^{}`$ and 180 the interference terms $`\rho _{11}`$ and $`\rho _{10}`$ vanish, that can be explained from rotation symmetry around the beam axis. This property serves as an additional test of the model.
In the $`\mathrm{\Delta }`$ region (Fig. (5)) the transverse RF is dominant over the whole interval of $`M_\gamma `$. We studied the contribution of the additional coupling $`G_3(k^2)`$ in the $`\gamma N\mathrm{\Delta }`$ vertex in Eq. (58) by varying $`g_3`$ within the limits $`\pm g_2`$. The effect turns out to be extremely small. This is due to small $`k^20.08`$ GeV<sup>2</sup> which can be reached at this energy, and the dominance of the magnetic $`f_{MM}^{1+}`$ transition, which is very weakly dependent on $`G_3(k^2)`$. There is an effect of $`\sigma `$ exchange on the interference RFs, or on $`\rho _{11}`$ and $`\rho _{10}`$ (compare solid and dashed curves in Fig. (5)). This is interesting in view of the very small contribution of sigma exchange to the cross section near the $`\mathrm{\Delta }`$ peak. However, the region of $`M_\gamma `$ above $``$ 150 MeV will be difficult to access due to large BH contribution (see Table I). The angular distribution of $`W_S`$ at fixed $`M_\gamma `$ is similar to real CS cross section $`d\sigma (\gamma )/d\mathrm{\Omega }_\gamma `$, and is determined by the dominant $`M1`$ multipole and its interference with $`E1`$ and $`E2`$ multipoles.
At a higher photon energy, shown in Figs. (6,7), the transverse response is still rather substantial. In Fig. (6) the effects of the important contributions are shown by switching off the corresponding process. The effect of the $`D_{13}(1520)`$ resonance is clearly seen in a pronounced angular distribution while other contributions give rise to a flat background (dotted lines) with $`\mathrm{}\rho _{10}`$ as an exception. This background in $`\rho _{11}`$ and $`\mathrm{}\rho _{10}`$ is also independent of $`M_\gamma `$ as is seen in the left panel. Other important contributions in this energy region are the $`S_{11}(1535)`$ excitation and the $`\sigma `$ exchange. The $`S_{11}`$ resonance contributes 10-20% to the cross section at $`M_\gamma =300`$ MeV, and also to $`\rho _{00}`$ and $`\mathrm{}\rho _{10}`$ at backward angles; its role increases with increasing invariant mass. $`\sigma `$ exchange, as a t-channel contribution, shows up at backward angles with the exception of $`\mathrm{}\rho _{10}`$, where it is seen at forward angles. There is also a small contribution to $`\rho _{11}`$ from the $`D_{33}(1700)`$, however, its effect is not shown separately because the e.m. couplings of this resonance could not be fixed quite accurately from pion photoproduction. We should emphasize that all contributions add coherently in the total amplitude resulting in a strong interference. In particular, the $`P_{33}(1232)`$ resonance, through an interference, affects observables in the 2nd resonance region.
For comparison we also present calculations with the parameter set โAโ (long-dashed lines). In $`W_S`$ large differences between the set โAโ and set โBโ appear at $`\theta _\gamma <90^{}`$ and large invariant masses, on average the differences are about 20%. The most striking effects can be observed in $`\rho _{00}`$, $`\rho _{11}`$ and $`\mathrm{}\rho _{10}`$ (compare solid and long-dashed lines in Fig. (6)). The big difference in $`\rho _{11}`$ at 90 is similar to that for the photon asymmetry in Fig. (2), while at larger angles the difference is reduced. As is seen from Fig. (6) for $`\rho _{00}`$ and $`\mathrm{}\rho _{10}`$, the longitudinal response also proves to be rather sensitive to parameters $`a_{1,2}`$ for the $`D_{13}`$.
In principle one might expect a contribution of the Roper resonance, $`P_{11}(1440)`$, to the longitudinal response. Data on pion electroproduction (see review ) indicate however that the corresponding helicity amplitude $`S_{1/2}`$ is very small, consistent with zero. The longitudinal coupling in the $`\gamma NP_{11}`$ vertex has thus been neglected. The transverse coupling is known to be small from real-photon data.
In Fig. (7) the effect of $`G_3(k^2)`$ in the $`\gamma ND_{13}(1520)`$ vertex is demonstrated. The dashed curves are calculated with $`g_3=3.3`$ which is chosen to reproduce the $`k^2`$ dependence of the ratio of the helicity amplitudes $`A_{1/2}`$ and $`A_{3/2}`$ (or the corresponding multipoles $`E_2^{1/2}`$ and $`M_2^{1/2}`$) for pion electroproduction . As is seen, the $`G_3(k^2)`$ coupling has a considerable effect on $`W_S`$ and thus on the cross section. The reason is that $`G_3(k^2)`$ strongly influences the electric dipole transition $`E1`$ and the latter in turn becomes the dominant term at large positive $`k^2`$. For the following consideration we choose $`\sqrt{s}=M_R`$ ($`M_R`$ is a resonance mass), then the 3-momentum squared of the virtual photon is
$`\stackrel{}{k}^2=k_0^2k^2={\displaystyle \frac{1}{4M_R^2}}[(M_R+m)^2k^2][(M_Rm)^2k^2].`$ (63)
It is seen that $`\stackrel{}{k}^2`$ decreases in the time-like region and vanishes at the kinematical limit, where $`k_0=M_\gamma ^{max}=M_Rm`$.
The behavior of RFs for $`e^{}e^+`$ production can be understood based on general properties of the resonance multipoles at small $`|\stackrel{}{k}|R^1`$, where $`R`$ is a typical interaction radius. According to (ch. 6.2 and 6.3) one has for the e.m. transition with multipolarity $`j`$
$`T(\stackrel{}{k};Mj)|\stackrel{}{k}|^j,T(\stackrel{}{k};Ej)|\stackrel{}{k}|^{j1}k_0,T(\stackrel{}{k};Lj)T(\stackrel{}{k};Ej)\left({\displaystyle \frac{j}{j+1}}\right)^{1/2}.`$ (64)
Therefore for the $`D_{13}`$ resonance magnetic quadrupole ($`M2`$) vanishes, and electric dipole ($`E1`$) and longitudinal dipole ($`L1`$) remain finite at $`k^2=(M_\gamma ^{max})^2`$. At the same time all multipoles for the $`P_{33}(1232)`$ resonance, magnetic dipole ($`M1`$), electric and longitudinal quadrupoles ($`E2`$ and $`L2`$), are proportional to $`|\stackrel{}{k}|`$ and go to zero. To have a more quantitative estimate we can use predictions of the non-relativistic quark model (e.g., Ref. ). In Table II expressions are collected for the e.m. helicity amplitudes and the resonance pion-production multipoles. It follows from Table II that:
i) $`A_{1/2}`$ and $`A_{3/2}`$ for the $`D_{13}`$ are finite at small $`|\stackrel{}{k}|`$, while those for the $`P_{33}`$ vanish;
ii) if $`|\stackrel{}{k}|0`$ the ratio $`A_{1/2}/A_{3/2}`$ for the $`D_{13}`$ takes the value $`1/\sqrt{3}`$ which coincides with the corresponding ratio for the $`P_{33}`$ (in this and other $`SU(6)`$ symmetrical models);
iii) as $`k^2`$ increases towards the maximal value the spin-flip contribution (terms $`\stackrel{}{k}^2`$) diminishes for the $`D_{13}`$, correspondingly $`E_2`$ increases and $`M_2`$ decreases (absolute values).
Since the $`E1`$ transition dominates the $`D_{13}\gamma ^{}N`$ process, the coupling $`G_3(k^2)`$ affects strongly the cross section in Fig. (7). The transverse response $`W_T`$ at the resonance position is roughly proportional to $`|E1|^4`$, while the longitudinal response $`W_L`$ to $`|L1|^2|E1|^2`$. At small $`|\stackrel{}{k}|`$ one can make use of Siegertโs theorem (last relation in Eqs. (64)) which relates $`L1`$ and $`E1`$ amplitudes. From this it can be seen that the ratio $`\rho _{00}=W_L/(W_T+W_L)`$ is equal to $`1/3`$, irrespective of $`G_3(k^2)`$. Other elements of the density matrix on Fig. (7), except $`\mathrm{}\rho _{10}`$, show a dependence on $`G_3(k^2)`$.
It is of interest to compare Figs. (6,7) for the $`D_{13}`$ with Fig. (5) for the $`P_{33}`$ resonance. Due to a decrease of the $`M1`$ intensity as a function of $`M_\gamma `$ the response $`W_S`$ for the $`\mathrm{\Delta }`$ resonance falls off towards the maximal $`M_\gamma `$. The longitudinal response $`W_L`$ contains the small resonance multipole $`L2`$ which also vanishes at $`|\stackrel{}{k}|0`$, while the background receives nonvanishing contributions from $`L1`$ multipoles (such as $`L_{0+}`$ and $`L_2`$ in pion electroproduction). These cause an increase of $`\rho _{00}`$ at large photon masses in Fig. (5). This effect comes as a result of a balance between $`G_1(k^2)`$ and $`G_2(k^2)`$ contributions in the $`\gamma N\mathrm{\Delta }`$ vertex in Eq. (58). Note also that in the quark model in Table II the electric quadrupole is absent, $`E2=L2=0`$, which corresponds to a particular choice of the couplings $`\mathrm{\hspace{0.17em}2}mg_1=M_\mathrm{\Delta }g_2=M_\mathrm{\Delta }g_3`$.
The features of the e.m decay of the resonances in the time-like region are, in general, different from those studied in electron scattering, where $`|\stackrel{}{k}|`$ is always larger than $`k_0`$. For instance, in pion photo- and electroproduction interesting properties of the $`D_{13}(1520)`$ resonance have been observed at $`3`$GeV$`{}_{}{}^{2}<k^2\mathrm{\hspace{0.17em}0}`$ (see, e.g. ). In terms of the multipoles, the ratio $`E1/M21`$ at large negative $`k^2`$, crosses zero at $`k^21`$ GeV<sup>2</sup> and is about +2.1 at the real-photon point. It would be of interest to see if this ratio keeps on increasing at positive $`k^2`$ and becomes very large near $`k^2=(M_{D_{13}}m)^2=0.3364`$ GeV<sup>2</sup>.
Finally we note that the increase of $`W_S`$ in Figs. (6,7) above $`M_\gamma 500`$ MeV is due to the fact that the e.m. form factors contain the $`\rho `$-meson propagator. As $`M_\gamma `$ approaches the $`\rho `$-meson pole (which would be possible at photon energies above 1 GeV), the process $`\gamma pe^{}e^+p`$ proceeds through creation of the $`\rho `$ meson, as assumed in VMD models.
## IV Conclusions
We investigated virtual Compton scattering on the proton in the time-like region ($`\gamma pe^{}e^+p`$). When in an experiment the $`e^{}`$ and $`e^+`$ are not distinguished, the Bethe-Heitler-nuclear interference vanishes and the cross section is the incoherent sum of cross sections for the BH and the nuclear processes. We have shown that, contrary to common preconception, a considerable part of the phase space, mainly at backward angles for the virtual photon, is hardly contaminated by the Bethe-Heitler process. Under these conditions it is possible to decompose the exclusive cross section in terms of response functions. These are directly related to the photon density matrix $`\rho _{\lambda \lambda ^{}}`$ which characterizes polarization properties of the virtual photon. This offers a possibility to analyze $`e^{}e^+`$ production experiments also in terms of matrix elements $`\rho _{\lambda \lambda ^{}}`$ or, equivalently, tensor and vector polarizations of the time-like photon.
Differential cross sections and matrix elements $`\rho _{\lambda \lambda ^{}}`$ are calculated in a unitary K-matrix model which includes nucleon, mesons, and baryon resonances with masses up to 1.7 GeV. The model is tested for real-photon Compton scattering at energies up to 1 GeV. The agreement with data is reasonable and of a comparable quality to recent K-matrix calculation and dispersion-relation analysis .
The dilepton production in the $`\mathrm{\Delta }`$-resonance region is dominated by the transverse response. At the largest $`M_\gamma `$ at this energy certain elements $`\rho _{\lambda \lambda ^{}}`$ show the effect of $`\sigma `$ exchange. The latter could be an approximation to various t-channel scalar-isoscalar exchanges (e.g., two-pion, $`ฯต(760)`$ and $`f_0`$(400โ900)).
Photon energies corresponding to the 2nd resonance region, of about 700 MeV, allow one to explore higher photon masses up to $``$ 500 MeV. Main mechanisms contributing here are the $`D_{13}(1520)`$-resonance excitation and, to a lesser extent, the $`S_{11}(1535)`$ resonance and $`\sigma `$ exchange. The transverse-transverse element $`\rho _{11}`$ strongly depends on the so-called off-shell parameters $`a_1`$ and $`a_2`$ in the e.m. vertex of the $`D_{13}`$. The longitudinal $`\rho _{00}`$ and longitudinal-transverse $`\mathrm{}\rho _{10}`$ elements turn out to be sensitive to all contributions and with increasing photon invariant mass this sensitivity becomes more pronounced. At large $`M_\gamma `$ the cross section and the density matrix become strongly dependent on the part of the e.m. vertex of the $`D_{13}(1520)`$ which contributes only for virtual photons.
Response functions are thus shown to be an important tool to distinguish between different mechanisms in the $`e^{}e^+`$ production in the resonance region. If the resonance contributions can be separated, this will allow for studying their e.m. properties in the time-like region which may give an information supplementary to that obtained from the electron scattering.
## Acknowledgments
This work is supported by the Foundation for Fundamental Research of the Netherlands (NWO). A. Yu. K. acknowledges a special grant from the NWO. The authors thank A. I. Lโvov for sending results of calculations in the dispersion-relation approach. We thank also J. Bacelar for stimulating discussions on the experimental feasibility of virtual Compton scattering and valuable suggestions. Discussions with J. Messchendorp, M. Mostovoy and R. Timmermans are highly appreciated.
## A Response functions in helicity formalism
It is convenient to introduce the following set of polarization vectors for a time-like photon
$`ฯต^{}(0)={\displaystyle \frac{1}{M_\gamma }}(|\stackrel{}{k}|,0,0,k_0),ฯต^{}(\pm 1)={\displaystyle \frac{1}{\sqrt{2}}}(0,1,i,0)`$ (A1)
which satisfy $`ฯต^{}(\lambda )k=0`$ and
$`ฯต^{}(\lambda )ฯต(\lambda ^{})=\delta _{\lambda \lambda ^{}},{\displaystyle \underset{\lambda =0,\pm 1}{}}ฯต^\mu (\lambda )ฯต^\nu (\lambda )=g^{\mu \nu }+{\displaystyle \frac{k^\mu k^\nu }{M_\gamma ^2}}.`$ (A2)
The RFs defined in Eq. (18) can now be written as
$`W_T={\displaystyle \frac{1}{4}}{\displaystyle \underset{polar.}{}}`$ $`|Jฯต^{}(+1)|^2+|Jฯต^{}(1)|^2={\displaystyle \frac{1}{4}}{\displaystyle \underset{\mathrm{\Lambda },\mathrm{\Lambda }^{}=\pm 1/2,\lambda =\pm 1}{}}|f_{+1\mathrm{\Lambda }^{},\lambda \mathrm{\Lambda }}|^2+|f_{1\mathrm{\Lambda }^{},\lambda \mathrm{\Lambda }}|^2,`$ (A3)
$`W_L={\displaystyle \frac{1}{4}}{\displaystyle \underset{polar.}{}}`$ $`|Jฯต^{}(0)|^2={\displaystyle \frac{1}{4}}{\displaystyle \underset{\mathrm{\Lambda },\mathrm{\Lambda }^{}=\pm 1/2,\lambda =\pm 1}{}}|f_{0\mathrm{\Lambda }^{},\lambda \mathrm{\Lambda }}|^2,`$ (A4)
$`W_{TT}={\displaystyle \frac{1}{4}}{\displaystyle \underset{polar.}{}}`$ $`2\mathrm{}Jฯต^{}(+1)[Jฯต^{}(1)]^{}={\displaystyle \frac{1}{4}}{\displaystyle \underset{\mathrm{\Lambda },\mathrm{\Lambda }^{}=\pm 1/2,\lambda =\pm 1}{}}2\mathrm{}f_{+1\mathrm{\Lambda }^{},\lambda \mathrm{\Lambda }}f_{1\mathrm{\Lambda }^{},\lambda \mathrm{\Lambda }}^{},`$ (A5)
$`W_{LT}={\displaystyle \frac{1}{4}}{\displaystyle \underset{polar.}{}}`$ $`2\mathrm{}Jฯต^{}(0)[Jฯต^{}(+1)Jฯต^{}(1)]^{}`$ (A6)
$`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \underset{\mathrm{\Lambda },\mathrm{\Lambda }^{}=\pm 1/2,\lambda =\pm 1}{}}2\mathrm{}f_{0\mathrm{\Lambda }^{},\lambda \mathrm{\Lambda }}^{}[f_{+1\mathrm{\Lambda }^{},\lambda \mathrm{\Lambda }}f_{1\mathrm{\Lambda }^{},\lambda \mathrm{\Lambda }}],`$ (A7)
where we introduced the helicity amplitude
$`f_{\lambda ^{}\mathrm{\Lambda }^{},\lambda \mathrm{\Lambda }}=eฯต_\mu ^{}(\lambda ^{})\overline{u}(p^{},\mathrm{\Lambda }^{})M^{\mu \nu }u(p,\mathrm{\Lambda })ฯต_\nu (\lambda )`$ (A8)
which is a function of $`s,\theta _\gamma `$ and $`M_\gamma `$. The additional RF $`\stackrel{~}{W}_{LT}`$, which defines the vector polarization $`p_y=i\frac{2}{\sqrt{3}}t_{11}`$ of the virtual photon (see Eq. (40)), can be calculated using the last formula in Eq. (A7), where the operation $`\mathrm{}\mathrm{}`$ should be replaced by $`\mathrm{}\mathrm{}`$.
Due to space-reflection invariance there are 8 (4) independent transverse (longitudinal) amplitudes in the sums in Eqs. (A7). They can be chosen according to Table III. The remaining amplitudes are determined from the relation $`f_{\lambda ^{}\mathrm{\Lambda }^{},\lambda \mathrm{\Lambda }}=(1)^{\lambda ^{}\mathrm{\Lambda }^{}(\lambda \mathrm{\Lambda })}f_{\lambda ^{}\mathrm{\Lambda }^{},\lambda \mathrm{\Lambda }}`$ .
In terms of $`f_i`$ of Table III one can rewrite the response functions as
$`W_T`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{8}{}}}|f_i|^2,W_L={\displaystyle \frac{1}{2}}{\displaystyle \underset{i=9}{\overset{12}{}}}|f_i|^2,`$ (A9)
$`W_{TT}`$ $`=`$ $`\mathrm{}(f_1f_3^{}+f_2f_4^{}+f_5f_7^{}+f_6f_8^{}),`$ (A10)
$`W_{LT}`$ $`=`$ $`\mathrm{}[f_9^{}(f_1f_3)f_{10}^{}(f_2f_4)+f_{11}^{}(f_5f_7)f_{12}^{}(f_6f_8)].`$ (A11)
For real photons due to the time reversal one has in addition $`f_7^r=f_3^r`$ and $`f_8^r=f_4^r`$, where the superscript โ$`r`$โ indicates the real CS limit: $`f_{\lambda ^{}\mathrm{\Lambda }^{},\lambda \mathrm{\Lambda }}^r(s,\theta _\gamma )=f_{\lambda ^{}\mathrm{\Lambda }^{},\lambda \mathrm{\Lambda }}(s,\theta _\gamma ,M_\gamma =0)`$. In this case
$`W_T^r={\displaystyle \frac{1}{2}}[|f_1^r|^2+|f_2^r|^2+2|f_3^r|^2+2|f_4^r|^2+|f_5^r|^2+|f_6^r|^2],`$ (A12)
$`W_{TT}^r=\mathrm{}[f_3^r(f_1^r+f_5^r)+f_4^r(f_2^rf_6^r)]`$ (A13)
since $`f_9^r,\mathrm{},f_{12}^r`$ vanish. Eq. (A13) agrees with definitions given in up to a common normalization factor.
In addition to the photon asymmetry in Eq. (53) we will also calculate the polarization of the recoil proton in real CS. It can be expressed through the helicity amplitudes as
$`P_y^{pr}={\displaystyle \frac{1}{4W_T^r}}{\displaystyle \underset{\mathrm{\Lambda }=\pm 1/2,\lambda ,\lambda ^{}=\pm 1}{}}`$ $`2\mathrm{}f_{\lambda ^{}1/2,\lambda \mathrm{\Lambda }}^rf_{\lambda ^{}+1/2,\lambda \mathrm{\Lambda }}^r`$ (A14)
$`=`$ $`{\displaystyle \frac{1}{W_T^r}}\mathrm{}[f_4^r(f_1^r+f_5^r)+f_3^r(f_6^rf_2^r)].`$ (A15)
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# Sum Rule for the Optical Absorption of an Interacting Many-Polaron Gas
## I Introduction
Sum rules have proven to be a powerful tool in the analysis of optical spectra . They provide expressions relating a frequency moment of the optical absorption spectrum to characteristic properties of a material such as its plasma frequency. Sum rules provide useful checks (on the optical properties) both for theory and for experiment.
The goal of this paper is to derive a sum rule for the normalized first frequency moment of the optical absorption of a gas of continuum (Frรถhlich) polarons, including many-body effects between the charge carriers in this many-polaron gas. The normalized first frequency moment of the optical absorption is obtained from the optical conductivity $`Re[\sigma (\omega )]`$ by
$$\omega =\frac{{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}\omega Re[\sigma (\omega )]}{{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}Re[\sigma (\omega )]d\omega }.$$
(1)
This quantity is experimentally accessible: for example Calvani and co-workers have determined $`\omega `$ as a function of doping (density) for the optical absorption bands attributed to polarons in a family of high-temperature cuprate superconductors . As such, the sum rule (1) for $`\omega `$ applied to the polaron gas including many-body effects (such as interaction, screening, occupational effects of Fermi statistics,โฆ) will prove a useful tool for the analysis of infrared spectra of such high-T<sub>c</sub> materials. The study of infrared spectra in the framework of polaron theory can complement other indications of the presence of Frรถhlich polarons and bipolarons in high-T<sub>c</sub> materials, thus providing a more solid ground for hypotheses involving polarons and bipolarons in the mechanism of high-temperature superconductivity .
In the derivation presented here (in Section II), the many-body effects in the system of charge carriers are completely contained in the dynamical structure factor of the charge carrier gas, and they are formally factored out from the charge carrier - phonon interactions, which allows for a great deal of flexibility in treating the many-polaron gas.
We demonstrate how to circumvent two particular difficulties which complicate the practical use of many-polaron sum rules in a comparison with experiment. The first difficulty is related to the presence of a delta function contribution at zero frequency and $`T=0`$ in the theoretical optical absorption spectrum of the polaron gas, at temperature zero . Such a sharp zero-frequency feature can be overlooked by experiment, and we derive a correction factor โwhich turns out to be related to the density dependent effective polaron massโ to compensate for the inability to detect the delta function contribution. This correction factor is the subject of Section III. A second difficulty is that the theoretical many-polaron optical absorption spectrum contains a slowly decaying high-frequency tail which carries a substantial fraction of the spectral weight of the polaron optical absorption. In Section IV we discuss the influence of a high-frequency cutoff on the first frequency moment and propose a formula useful to extrapolate experimental data of the polaron optical absorption band at higher frequencies.
## II First frequency moment of the optical absorption of a many-polaron gas
### A Exact expression
The optical absorption coefficient is proportional to the real part of the optical conductivity, $`Re[\sigma (\omega )]`$. To evaluate expression (1), both the zeroth and the first frequency moment of the real part of the optical conductivity have to be determined. The zeroth moment is easily related to the plasma frequency through the f-sum rule :
$$\underset{0}{\overset{\mathrm{}}{}}Re[\sigma (\omega )]d\omega =\frac{\pi Ne^2}{2m_b}.$$
(2)
In this expression, $`N`$ is the number of polarons per unit volume, $`m_b`$ is the band mass of the constituent electron (or hole) of the polaron, and $`e`$ is the electron charge. To obtain the first frequency moment of $`Re[\sigma (\omega )]`$, the optical conductivity is expressed as a current-current correlation function according to the Kubo formalism of linear response theory (see e.g. ). Integrating twice by parts, the current-current correlation function can be transformed into a force-force correlation function . This leads to:
$$Re[\sigma (\omega )]=\frac{1}{\text{V}\mathrm{}\omega ^3}\frac{e^2}{m_b^2}Re\left\{_0^{\mathrm{}}e^{i\omega t}[F_x(t),F_x(0)]๐t\right\}.$$
(3)
where V is the volume (chosen equal to unity in what follows) and $`F_x`$ is the $`x`$-component of the force operator $`๐
=(i/\mathrm{})[H,_{j=1}^N๐ฉ_j]`$. To formulate the sum rule, the force-force correlation function is rewritten in spectral representation. For this purpose, we introduce a set $`\{\mathrm{\Psi }_n\}`$ of basis states with corresponding energies $`\{E_n\},`$ of which $`\mathrm{\Psi }_0`$ is the ground state with ground state energy $`E_0`$. The spectral representation then becomes:
$`{\displaystyle _0^{\mathrm{}}}e^{i\omega t}[F_x(t),F_x(0)]๐t`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle _0^{\mathrm{}}}e^{i\omega t\delta t}\left[\begin{array}{c}\mathrm{\Psi }_0\left|e^{iHt/\mathrm{}}F_xe^{iHt/\mathrm{}}\right|\mathrm{\Psi }_n\mathrm{\Psi }_n\left|F_x\right|\mathrm{\Psi }_0\\ \mathrm{\Psi }_0\left|F_x\right|\mathrm{\Psi }_n\mathrm{\Psi }_n\left|e^{iHt/\mathrm{}}F_xe^{iHt/\mathrm{}}\right|\mathrm{\Psi }_0\end{array}\right]๐t`$ (6)
$`=`$ $`{\displaystyle \underset{n}{}}i\left|\mathrm{\Psi }_0\left|F_x\right|\mathrm{\Psi }_n\right|^2\left(\begin{array}{c}{\displaystyle \frac{1}{\omega +(E_nE_0)/\mathrm{}+i\delta }}\\ {\displaystyle \frac{1}{\omega (E_nE_0)/\mathrm{}+i\delta }}\end{array}\right).`$ (9)
Denoting $`(E_nE_0)/\mathrm{}`$ as $`\omega _{n0}`$, one arrives at the following expression for the first moment of the optical conductivity:
$`{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}\omega Re[\sigma (\omega )]`$ $`=`$ $`{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}๐\omega {\displaystyle \frac{e^2}{m_b^2\mathrm{}\omega ^2}}Re\left\{{\displaystyle \underset{n}{}}i\left|\mathrm{\Psi }_0\left|F_x\right|\mathrm{\Psi }_n\right|^2\left(\begin{array}{c}{\displaystyle \frac{1}{\omega +(E_nE_0)/\mathrm{}+i\delta }}\\ {\displaystyle \frac{1}{\omega (E_nE_0)/\mathrm{}+i\delta }}\end{array}\right)\right\}`$ (12)
$`=`$ $`{\displaystyle \frac{\pi e^2}{m_b^2\mathrm{}}}{\displaystyle \underset{n}{}}{\displaystyle \frac{\left|\mathrm{\Psi }_0\left|F_x\right|\mathrm{\Psi }_n\right|^2}{\omega _{n0}^2}}.`$ (13)
The result for the normalized first frequency moment of the optical conductivity is found from the expressions (13) and (2):
$$\omega =\frac{{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}\omega Re[\sigma (\omega )]}{{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}Re[\sigma (\omega )]d\omega }=\frac{2}{N\mathrm{}m_b}\underset{n}{}\left|\frac{\mathrm{\Psi }_0\left|F_x\right|\mathrm{\Psi }_n}{\omega _{n0}}\right|^2.$$
(14)
To obtain a useful expression, the resummation over the unspecified set of basis functions $`\{\mathrm{\Psi }_n\}`$ should still be performed. This is done by using the integral representation
$$\frac{1}{\omega _{n0}}=\underset{\delta +0}{lim}\left(i\underset{0}{\overset{\mathrm{}}{}}e^{i\omega _{n0}t\delta t}๐t\right)$$
(15)
such that
$`\omega `$ $`=`$ $`{\displaystyle \frac{2}{N\mathrm{}m_b}}\underset{\delta +0}{lim}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}๐t{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}๐s\text{ }{\displaystyle \underset{n}{}}\mathrm{\Psi }_0\left|F_x(t)\right|\mathrm{\Psi }_n\mathrm{\Psi }_n\left|F_x(s)\right|\mathrm{\Psi }_0e^{\delta (t+s)}`$ (16)
$`=`$ $`{\displaystyle \frac{2}{N\mathrm{}m_b}}\underset{\delta +0}{lim}2Re\left[{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}๐t{\displaystyle \underset{0}{\overset{t}{}}}๐s\mathrm{\Psi }_0\left|F_x(t)F_x(s)\right|\mathrm{\Psi }_0e^{\delta (t+s)}\right],`$ (17)
where the Hermiticity of the force operator was used. If the response is time translational invariant (meaning that the response is only dependent on the time lapse since perturbation), the final result can be written as:
$$\omega =\frac{2}{N\mathrm{}m_b}\underset{\delta +0}{lim}\left[\frac{1}{\delta }\underset{0}{\overset{\mathrm{}}{}}\mathrm{\Psi }_0\left|F_x(t)F_x(0)\right|\mathrm{\Psi }_0e^{\delta t}๐t\right].$$
(18)
Expression (18) is an exact expression, within the assumptions of linear response theory, for the sum rule for the normalized first frequency moment of the optical absorption of the many-polaron gas.
### B The interacting Frรถhlich many-polaron gas
Throughout this paper, we consider polarons in the continuum or Frรถhlich approximation . The system of $`N`$ interacting Frรถhlich polarons is then described by the Hamiltonian
$$H=\underset{j=1}{\overset{N}{}}\frac{p_j^2}{2m_b}+\underset{๐ค}{}\mathrm{}\omega _{\text{LO}}b_๐ค^+b_๐ค+\underset{๐ค}{}\left(V_๐คb_๐ค\rho _๐ค+V_๐ค^{}b_๐ค^+\rho _๐ค^+\right)+\underset{j=1}{\overset{N}{}}\underset{lj=1}{\overset{N}{}}\frac{e^2/\epsilon _{\mathrm{}}}{|๐ซ_j๐ซ_l|},$$
(19)
where $`๐ซ_j,๐ฉ_j`$ are the position and momentum operators of charge carrier $`j`$ with band mass $`m_b`$ and change $`\pm e`$, and $`a_๐ค^+`$,$`a_๐ค`$ are the creation and annihilation operators of a longitudinal optical (LO) phonon with frequency $`\omega _{\text{LO}}`$, $`\rho _๐ค=_{j=1}^N\mathrm{exp}\{i๐ค.๐ซ_j\}`$ is the density operator of the charge carriers, $`V_๐ค`$ is the interaction amplitude matrix element characterizing the interaction between the charge carriers and the LO phonons, and $`\epsilon _{\mathrm{}}`$ is the permittivity of the medium. The total force operator for the many-polaron gas, with both charge carrier - phonon interaction and Coulomb interaction between the charge carriers taken into account, takes the form
$`๐
={\displaystyle \frac{i}{\mathrm{}}}[H,{\displaystyle \underset{j=1}{\overset{N}{}}}๐ฉ_j]=i{\displaystyle \underset{๐ค}{}}๐ค(V_๐คb_๐ค\rho _๐คV_๐ค^{}b_๐ค^+\rho _๐ค^+),`$
so that in the force-force correlation $`F_x(t)F_x(0)`$, a factor $`|V_๐ค|^2\alpha `$ is present and formally factors out of the expression for $`\omega `$ and $`Re[\sigma (\omega )]`$ in equations (18) and (3), respectively. Herein lies an advantage of working with the force-force correlation as compared to the current-current correlation, especially at weak coupling. Thus, to calculate $`\omega `$ (18) to lowest order in the charge carrier - phonon interaction strength $`\alpha `$ it is sufficient to evaluate the ($`\alpha `$-independent) expectation value of the force-force correlation in a product wave function $`|\varphi |\phi _{\text{el}}`$ where $`|\phi _{\text{el}}`$ represents the ground-state wave function for charge carriers and $`|\varphi `$ is the phonon vacuum:
$`\omega `$ $`=`$ $`{\displaystyle \frac{2}{N\mathrm{}m_b}}\underset{\delta +0}{lim}\{{\displaystyle \frac{1}{\delta }}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}dte^{\delta t}{\displaystyle \underset{๐ค,๐ค^{}}{}}k_x.k_x^{}`$ (23)
$`\times \phi _{\text{el}}\left|\varphi \left|\begin{array}{c}\left[V_๐คb_๐ค(t)\rho _๐ค(t)V_๐ค^{}^{}b_๐ค^{}^+(t)\rho _๐ค^{}^+(t)\right]\\ \times \left[V_๐ค^{}b_๐ค^{}(0)\rho _๐ค^{}(0)V_๐ค^{}^{}b_๐ค^{}^+(0)\rho _๐ค^{}^+(0)\right]\end{array}\right|\varphi \right|\phi _{\text{el}}\}.`$
The expectation value with respect to the phonon vacuum can be calculated to order $`\alpha `$ and results in
$$\omega =\frac{2}{N\mathrm{}m_b}\underset{๐ค}{}k_x^2\left|V_๐ค\right|^2\underset{\delta +0}{lim}\left\{\frac{1}{\delta }\underset{0}{\overset{\mathrm{}}{}}๐t\text{ }e^{i\omega _{\text{LO}}t}e^{\delta t}\phi _{\text{el}}\left|\rho _๐ค(t)\rho _๐ค^+(0)\right|\phi _{\text{el}}\right\}.$$
(24)
The remaining expectation value is the density-density Greenโs function $`G(๐ค,t)=i\mathrm{\Theta }(t)\phi _{\text{el}}\left|\rho _๐ค(t)\rho _๐ค^+(0)\right|\phi _{\text{el}}/N`$ so that
$$\omega =\frac{2}{\mathrm{}m_b}\underset{๐ค}{}k_x^2\left|V_๐ค\right|^2\underset{\delta +0}{lim}\left\{\frac{1}{\delta }G(๐ค,\omega _{\text{LO}}+i\delta )\right\}.$$
(25)
Introducing the dynamical structure factor $`S(k,\omega )`$ as the spectral density function of the retarded density-density Greenโs function $`G_\text{R}`$ of the electron (or hole) gas, we arrive at:
$$\omega =\frac{2}{\mathrm{}m_b}\underset{๐ค}{}k_x^2\left|V_๐ค\right|^2\underset{0}{\overset{\mathrm{}}{}}๐\omega \text{ }\frac{S(๐ค,\omega \omega _{\text{LO}})}{\omega ^2}.$$
(26)
The modulus square of the Frรถhlich interaction amplitude is given by
$$|V_๐ค|^2=\{\begin{array}{c}\frac{(\mathrm{}\omega _{\text{LO}})^2}{k^2}\frac{4\pi \alpha }{\text{V}}\sqrt{\frac{\mathrm{}}{2m_b\omega _{\text{LO}}}}\text{ in 3D}\hfill \\ \frac{(\mathrm{}\omega _{\text{LO}})^2}{k}\frac{2\pi \alpha }{\text{A}}\sqrt{\frac{\mathrm{}}{2m_b\omega _{\text{LO}}}}\text{in 2D,}\hfill \end{array}$$
(27)
where V (A) is the volume (surface). This leads to
$$\omega _{\text{3D}}=\alpha \omega _{\text{LO}}\frac{\mathrm{}\omega _{\text{LO}}}{m_b}\sqrt{\frac{\mathrm{}}{m_b\omega _{\text{LO}}}}\frac{2\sqrt{2}}{3\pi }\underset{0}{\overset{\mathrm{}}{}}๐k\underset{0}{\overset{\mathrm{}}{}}๐\omega \text{ }k^2\frac{S_{\text{3D}}(๐ค,\omega \omega _{\text{LO}})}{\omega ^2},$$
(28)
and
$$\omega _{\text{2D}}=\alpha \omega _{\text{LO}}\frac{\mathrm{}\omega _{\text{LO}}}{m_b}\sqrt{\frac{\mathrm{}}{m_b\omega _{\text{LO}}}}\frac{1}{\sqrt{2}}\underset{0}{\overset{\mathrm{}}{}}๐k\underset{0}{\overset{\mathrm{}}{}}๐\omega \text{ }k^2\frac{S_{\text{2D}}(๐ค,\omega \omega _{\text{LO}})}{\omega ^2}.$$
(28)
The 2D and 3D results are related by the scaling relation
$$\omega _{\text{2D}}(\alpha ,S_{\text{2D}})=\omega _{\text{3D}}(3\pi \alpha /4,S_{\text{3D}})$$
(29)
provided the corresponding 2D or 3D dynamical structure factor of the electron (hole) system is used. Taking the low-density limit of (29), the correct one-polaron scaling relation is retrieved. The present analysis shows that the generalization (29) of the one-polaron scaling relation holds in the many-polaron case, provided that the corresponding 2D or 3D dynamical structure factor is used. Both expressions (28) and (28) contain the Frรถhlich electron-phonon (or hole-phonon) coupling constant $`\alpha `$ only as a prefactor: the remaining integrations of (28) and (28) depend only on the details of the electron-electron (or hole-hole) many-body effects.
### C Results and discussion
For one polaron, the normalized first frequency moments are $`\omega _{\text{3D}}=(2/3)\omega _{\text{2D}}`$ and $`\omega _{\text{2D}}=(\pi /2)\alpha \omega _{\text{LO}}`$ . These limits correspond to the low density limit of the expressions (28) and (28), which is taken by letting $`k_\text{F}0`$. In this limit the dynamical structure factor $`S(๐ค,w)`$ becomes strongly peaked along $`w=\mathrm{}k^2/(2m_b)`$. In the case of many polarons, many-body effects such as the electron-electron interaction, screening effects, and the occupational effect due to Fermi statistics will play a role.
Figure 1 shows the result obtained from (28),(28) for the first frequency moment of the optical absorption in 3D and 2D as a function of density, expressed through the Fermi wave vector $`k_\text{F}`$. For the 3D case, the material parameters of ZnO were used ($`\omega _{\text{LO}}=73.27`$ meV, $`\epsilon _{\mathrm{}}=4.0`$, $`m_b=0.24`$ $`m_e`$) and for the 2D case, the material parameters for GaAs were taken ($`\omega _{\text{LO}}=36.77`$ meV, $`\epsilon _{\mathrm{}}=10.9`$, $`m_b=0.0657`$ $`m_e`$) . The limit of low density corresponds to the one polaron-results indicated by arrows starting on the $`y`$-axis.
The dashed curve (for 2D) and the dotted curve (for 3D) were calculated with the Hartree-Fock structure factor of the electron (hole) system. The increase of $`\omega `$ in the region $`k_\text{F}1`$ $`\sqrt{m_b\omega _{\text{LO}}/\mathrm{}}`$ shows an initial shift in spectral density towards higher frequencies. The full curve (for 2D) and the dash-dotted curve (for 3D) are the result obtained by substituting the RPA structure factor of the electron (hole) system in expressions (28),(28). When the many-body effects are taken into account on the level of the RPA, they result in a monotonously decreasing value of the normalized first frequency moment as a function of density.
The results obtained from the sum rule expressions (28),(28) are in agreement with the result obtained by direct integration of the many-polaron optical absorption spectrum calculated with the variational ground state wave function of Lemmens, Brosens and Devreese . Note that the derivation presented in the present paper does not rely on the variational wave function used by LDB. The use of the force-force correlation function introduces already a factor $`\alpha `$ in expression (23), so that it is sufficient to calculate the expectation value in (23) with respect to the phonon vacuum in order to obtain the first frequency moment up to order $`\alpha `$ in the charge carrier - phonon coupling strength.
## III Zeroth frequency moment and many-body effects in the polaron mass
In the polaron optical absorption spectra at zero temperature, a delta-function contribution is present at $`\omega =0`$ . This feature of the polaron spectrum will, at low temperatures, elude experimental detection since all infrared absorption experiments have naturally a lowest measurable frequency. Nevertheless, this delta-function contribution will play a role in the zeroth frequency moment of the optical absorption and hence in all normalized frequency moments. Note that as the temperature is raised, this DC delta-function contribution will substantially widen and become detectable . At temperature zero, we must rely on an adaptation of the f-sum rule for one polaron, derived in :
$$\frac{N\pi e^2}{2m^{}}+\underset{\omega _{\text{LO}}}{\overset{\mathrm{}}{}}Re[\sigma (\omega )]d\omega =\frac{N\pi e^2}{2m_b}.$$
(30)
In this expression, $`m^{}`$ is the polaron effective mass. At very low temperature, the integral in the left-hand-side of (30) can be determined experimentally or used to derive the effective polaron mass from many-polaron optical absorption theories such as refs. . The LO phonon frequency $`\omega _{\text{LO}}`$ is typically a few hundred cm<sup>-1</sup>, obviously within the range of far infrared spectroscopy. Expression (30) allows then to determine the polaron mass from the optical conductivity:
$$1\frac{m_b}{m^{}}=\frac{2m_b}{N\pi e^2}\underset{\omega _{\text{LO}}}{\overset{\mathrm{}}{}}Re[\sigma (\omega )]d\omega .$$
(31)
The evolution of the polaron effective mass as a function of the density of the interacting many-polaron gas is shown in Figure 2. To obtain the polaron effective mass, the sum rule (31) was applied to the many-polaron optical absorption spectrum calculated in :
$$Re[\sigma (\omega )]=\frac{n}{\mathrm{}\omega ^3}\frac{e^2}{m_b^2}\underset{๐ค}{}k_x^2|V_๐ค|^2S(๐ค,\omega \omega _{\text{LO}})$$
(32)
The result for $`(m^{}/m_b1)/\alpha `$ is shown in Figure 2 as a function of density expressed via $`k_\text{F}`$. For low density the effective mass naturally converges to its one-polaron value in the weak and intermediate electron-phonon coupling limit, given by $`m^{}=m_b(1+\alpha /6)`$ in 3D and by $`m^{}=m_b(1+\pi \alpha /8)`$ in 2D . Both dashed curves were calculated using the Hartree-Fock structure factor. The shift of spectral weight towards higher frequencies, due to occupation effects, is reflected here as an initial increase in the effective polaron mass. The full and dash-dotted curves show the result using the RPA structure factor. The resulting effective polaron mass is a monotonously decreasing function of density.
The normalized first frequency moment of the optical absorption, excluding the delta-function contribution, $`\omega _0`$, is accessible to experiment, using:
$$\omega _0=\frac{{\displaystyle \underset{\omega _{\text{LO}}}{\overset{\mathrm{}}{}}}\omega Re[\sigma (\omega )]d\omega }{{\displaystyle \underset{\omega _{\text{LO}}}{\overset{\mathrm{}}{}}}Re[\sigma (\omega )]d\omega }.$$
(33)
The question of the high-frequency cutoff in the experiment will be discussed as a further refinement in the next section. The numerator in expression (33) is still coincident with the numerator in (1) for many-polaron optical conductivity. Based on (31) for the denominator, we obtain
$$\omega =\left(1\frac{m_b}{m^{}}\right)\omega _0.$$
(34)
As a consequence, to obtain the normalized first frequency moment $`\omega `$ of the optical absorption including the delta function contribution, one has to correct the result $`\omega _0`$ obtained without the delta function, by multiplying it with a correction factor $`\left(1{\displaystyle \frac{m_b}{m^{}}}\right)`$.
## IV High frequency tail of the many-polaron optical absorption spectrum
An upper bound $`\omega _{\text{max}}`$ of the integration domain (cutoff frequency) is necessarily present in the experimental determination of the frequency integrals in (33). Thus the experimentally accessible quantity for the experiment is
$$\omega _{\text{exp}}=\frac{{\displaystyle \underset{\omega _{\text{LO}}}{\overset{\omega _{\text{max}}}{}}}\omega Re[\sigma (\omega )]d\omega }{{\displaystyle \underset{\omega _{\text{LO}}}{\overset{\omega _{\text{max}}}{}}}Re[\sigma (\omega )]d\omega },$$
(35)
where $`\omega _{\text{max}}`$ is typically of the order of 10000 cm<sup>-1</sup> . This upper bound will influence the experimental value of the first moment $`\omega `$ since a high-frequency tail ($`\omega >\omega _{\text{max}}`$) is present in the optical absorption spectrum of polarons.
Figure 3 illustrates this cutoff problem. The full curve in Fig. 3 shows the sum rule result for the normalized first frequency moment of the optical absorption of the many-polaron system as a function of the Fermi wave vector. The other curves show the results, obtained by direct integration of the spectrum calculated with the variational ground state wave function of ref. , using different values for the cutoff parameter $`\omega _{\text{max}}`$. Already at $`\omega _{\text{max}}=10`$ $`\omega _{\text{LO}}`$ a considerable difference is found between the result with cutoff and the result without cutoff.
For energy transfers $`\mathrm{}\omega `$ much larger than the Hartree-Fock exchange energy of the many-polaron gas, the optical absorption will not be strongly modified by many-body effects. This property is used in the optical absorption measurements to extrapolate the high-frequency measurements of the reflectance by using a free-electron response (as described e.g. in ref. ). For the many-polaron optical absorption in the high frequency limit (for example in 3D) we find :
$$\underset{\omega \mathrm{}}{lim}Re[\sigma (\omega )]=\frac{Ne^2}{m_b}\text{ }\frac{2}{3}\alpha \frac{\sqrt{\omega 1}}{\omega ^3},$$
(36)
so that
$$\underset{\omega _{\text{max}}\mathrm{}}{lim}\underset{\omega _{\text{max}}}{\overset{\mathrm{}}{}}\omega Re[\sigma (\omega )]=\frac{Ne^2}{m_b}\frac{2}{3}\alpha \left[\frac{\sqrt{\omega _{\text{max}}1}}{\omega _{\text{max}}}+\mathrm{arcsin}\left(\frac{1}{\sqrt{\omega _{\text{max}}}}\right)\right].$$
(37)
For the first frequency moment this leads to
$$\omega =\underset{\omega _{\text{max}}\mathrm{}}{lim}\left\{\omega _{\text{exp}}(\omega _{\text{max}})+\frac{4}{3\pi }\alpha \left[\frac{\sqrt{\omega _{\text{max}}1}}{\omega _{\text{max}}}+\mathrm{arcsin}\left(\frac{1}{\sqrt{\omega _{\text{max}}}}\right)\right]\right\}.$$
(38)
Expression (38) allows one to correct the error made by using a cutoff frequency in determining the experimental value for the first frequency moment of the polaron optical absorption. How large does $`\omega _{\text{max}}`$ have to be for the limit (38) to be accurate ? Naturally, this depends on the density. The dynamical structure factor of the electron (hole) system reduces to the dynamical structure factor of a one-particle system for $`k2k_\text{F}`$, as does the static structure factor . At these values of the wave vector, the only frequency for which the dynamical structure factor $`S(k,\omega \omega _{\text{LO}})`$ differs substantially from zero is for $`\omega \omega _{\text{LO}}=k^2/2`$. Hence, we can estimate that the many-polaron optical absorption will be well approximated by the one-polaron optical absorption only for frequencies $`\omega 2k_F^2+\omega _{\text{LO}}`$. This is also the value of $`\omega _{\text{max}}`$ which should be used as high-frequency cutoff in the experiments determining $`\omega _{\text{exp}}`$. For example, in ZnO ($`\omega _{\text{LO}}=73.27`$ meV, $`\epsilon _{\mathrm{}}=4.0`$, $`m_b=0.24`$ $`m_e`$) with a charge carrier density of $`n=10^{20}`$ cm<sup>-3</sup>, this would correspond to $`\omega _{\text{max}}18.9`$ $`\omega _{\text{LO}}`$ or $`\omega _{\text{max}}11000`$ cm<sup>-1</sup>.
## V Conclusion
Expressing the optical conductivity as a force-force correlation function, a closed expression is obtained for the sum rule of the normalized first moment of a many-polaron system, in such a way that the electron-phonon coupling and the many-body effects of the electron (hole) system formally decouple. This procedure allows one to treat the many-body effects in the system of charge carriers using any desired approximation (Hartree-Fock, RPA, โฆ). The results obtained by the sum rule derived here are valid for a many-polaron system with weak electron-phonon coupling and at temperature zero.
Experimental data are characterized by a cutoff frequency both for low and high frequencies This in general complicates the use of any sum rule, since its evaluation in principle requires a summation over all frequencies, $`\omega =0\mathrm{}\mathrm{}`$. To overcome this problem we introduced formula (38) for many-polaron optical absorption spectra at high frequencies, and discussed up to which frequency experimental data have to be available so that this extrapolation formula is useful. At zero temperature, a delta function contribution is present at $`\omega =0`$ in the many-polaron optical absorption spectrum . The spectral weight of this delta function contribution is related to the polaron mass , which in its turn can be derived from a measurement of the zeroth frequency moment of the many-polaron optical absorption.
## VI Acknowledgments
The authors like to acknowledge S. N. Klimin and V. M. Fomin for helpful discussions and intensive interactions. We thank P. Calvani for fruitful discussions. One of us, J.T., (โPostdoctoraal Onderzoeker van het Fonds voor Wetenschappelijk Onderzoek โ Vlaanderenโ), is supported financially by the Fonds voor Wetenschappelijk Onderzoek โ Vlaanderen (Fund for Scientific Research โ Flanders). Part of this work is performed in the framework of the โInteruniversity Poles of Attraction Program โ Belgian State, Prime Ministerโs Office โ Federal Office for Scientific, Technical and Cultural Affairsโ (โInteruniversitaire Attractiepolen โ Belgische Staat, Diensten van de Eerste Minister โ Wetenschappelijke, Technische en Culturele Aangelegenhedenโ), and in the framework of the FWO projects 1.5.545.98, G.0287.95, 9.0193.97, WO.025.99N and WO.073.94N (Wetenschappelijke Onderzoeksgemeenschap, Scientific Research Community of the FWO on โLow Dimensional Systemsโ), and in the framework of the BOF NOI 1997 and GOA BOF UA 2000 projects of the Universiteit Antwerpen.
## Figure captions
Figure 1: The normalized first frequency moment of the optical absorption of a gas of polarons including many-body effects in the system of constituent charge carriers, as obtained with the present treatment, is shown as a function of density, expressed through the Fermi wave vector $`k_\text{F}`$ in polaron units. The top two curves are for the 2D polaron gas (with parameters corresponding to GaAs: $`\omega _{\text{LO}}=36.77`$ meV, $`\epsilon _{\mathrm{}}=10.9`$, $`m_b=0.0657`$ $`m_e`$), and the bottom two curves are the results for the 3D case (with parameters representative of ZnO: $`\omega _{\text{LO}}=73.27`$ meV, $`\epsilon _{\mathrm{}}=4.0`$, $`m_b=0.24`$ $`m_e`$).
Figure 2: The effective polaron mass in the many-polaron system is shown as a function of density, for the 2D case (GaAs parameters: $`\omega _{\text{LO}}=36.77`$ meV, $`\epsilon _{\mathrm{}}=10.9`$, $`m_b=0.0657`$ $`m_e`$) and the 3D case (ZnO parameters: $`\omega _{\text{LO}}=73.27`$ meV, $`\epsilon _{\mathrm{}}=4.0`$, $`m_b=0.24`$ $`m_e`$), and for different approximations (Hartree-Fock and RPA) to take the many-body effects into account.
Figure 3: The effect of introducing an upper limit (a cutoff, $`\omega _{\text{max}}`$) to the integration domain in the expression for the first frequency moment $`\omega `$ of the optical absorption of the polaron gas is shown in this figure. The different curves show $`\omega /\omega _{k_\text{F}=0}`$ as a function of the Fermi wave vector for the set of cutoff values listed in the legend, obtained from direct integration of the many-polaron spectrum as calculated in . The full curve shows the sum rule result (without cutoff) in the present treatment. In the inset, the absolute value of $`\omega `$ is shown as a function of the Fermi wave vector, for the same set of cutoff values.
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# Coherent and incoherent pumping of electrons in double quantum dots
## I Introduction
In recent years quantum dots have attracted great attention. A quantum dot can be thought of as an artificial atom with adjustable parameters. It is of more than fundamental interest to study its properties under various circumstances, e.g. by transport experiments . By considering a double-quantum-dot system, the analogy with real atoms can be stretched to include artificial molecules. The analogue of the covalent bond is then formed by an electron which coherently tunnels back and forth between the two dots. By applying electromagnetic radiation with a frequency equal to the level detuning in the double-dot system, an electron can undergo so-called spatial Rabi oscillations even when the tunneling matrix element between the dots is small.
Recently, several time-dependent transport measurements on quantum-dot systems have been reported , most of them being of a spectroscopic nature. It has also been suggested to construct devices from quantum dots. Examples of such applications are pumps that transfer electrons one by one at zero bias voltage by using time-dependent voltages to raise and lower tunnel barrier heights , or systems in which coupled quantum dots (or quantum wells) are used for quantum-scale information processing . Several theoretical models for time-dependent transport through a double quantum dot have already been proposed. For instance, in Ref. D. C. transport was considered for arbitrary bias voltage when the signal couples to the gate voltages of the dots. At zero bias voltage the system operates as an electron pump. In Ref. the D. C. current, controlled by external irradiation, was considered for finite bias voltage. These results were recently generalized to include time-dependent gate and bias voltages and tunnel barriers . In all these works a tunneling-Hamiltonian approach was used to incorporate the effects of Coulomb interaction between electrons on the same and on different dots. It is assumed that the barriers separating the leads and the dots are high and therefore the wave functions have only a small overlap. A different approach would be to use scattering states of electrons which extend through the leads and dots which is appropriate for almost transparent barriers (see e.g. ). However, the effects of Coulomb interaction are not easily taken into account in this approach. Because the transport mechanism in the above mentioned double-dot pumps is determined by sequential tunneling, electrons are pumped incoherently i.e. the tunneling of an electron into and out of the device are independent events. Also, in these works the time-dependent signal is taken to be a monochromatic.
In this paper we describe, firstly, an new mode of operation of such an electron pump. In this case, electrons can be transferred coherently through the system by means of a co-tunneling process. Our device has to be designed in such a way that interdot Coulomb repulsion is important. By appropriately adjusting the gate voltages the device can be made to operate in the co-tunneling regime or the sequential tunneling regime. The latter regime is considered here for comparison with previous works and should be distinguished from the coherent one. In the co-tunneling regime the interdot attraction between an extra electron excited by the A. C. field into one dot and the hole it left in the other dot stabilizes the excited state. Electrons are prevented from entering or leaving the device independently and inelastic co-tunneling is the lowest non-vanishing order process for transport. This involves correlated tunneling events through the different junctions connecting the dots weakly to the leads. The system switches coherently from the excited state to the ground state each time an electron is pumped through the dots. Alternatively, this process can be seen as coherent transport through a double-quantum-dot qubit. The second main result of this paper is that we predict the effect of slow modulation of the irradiation amplitude on the pumping current. The timescale of the amplitude modulation is assumed to be much larger than the one set by the frequency of the unmodulated signal.
The paper is organized as follows: in Sec. II we introduce the system. In Sec. III we develop the density matrix approach to describe the system only on a timescale much larger than the period of the applied irradiation. This development is similar to that in quantum-optics for resonance fluorescence e.g. and is central to our treatment of the problems. We apply this approach to the transport through the double-dot in the sequential and the co-tunneling regime. In Sec. IV we consider the case where the amplitude of the applied radiation is modulated on the large timescale. Finally, a summary and conclusions are presented in Sec. V.
## II Double-dot electron pump
The system we consider consists of two coherently coupled quantum dots $`1`$ and $`2`$ connected by tunnel barriers to large reservoirs $`L`$ and $`R,`$ as depicted in Fig. 1. The leads are assumed to have a continuous electronic energy spectrum. The fixed difference between the electro-chemical potentials of the leads $`\mu _L=\mu eV_{L_1}`$ and $`\mu _R=\mu eV_{L_2}`$ ($`e>0`$) and the temperature are the smallest two energy scales of the problem. We can thus take them to be zero. Each quantum dot $`i=1,2`$ contains some number $`N_i`$ electrons and is assumed to be in the ground state. We will concentrate on transitions between the ground states of the individual dots with different numbers of electrons.
Disregarding all tunneling for the moment, let us consider the energy of the double dot within the standard Coulomb blockade model. The capacitive coupling between dot $`i=1,2`$ and the attached electrodes is taken into account by the gate capacitance $`c_{G_i}`$and the lead capacitance $`c_{L_i}`$. The mutual capacitive coupling between the dots is described by the interdot capacitance $`c_{12}`$. The total energy of the double dot system, when dot $`1`$ and dot $`2`$ are respectively in the $`N_1`$ and $`N_2`$ electron ground state, reads (see e.g. Ref. ):
$$E_{N_1,N_2}=\underset{i=1,2}{}\underset{l=1}{\overset{N_i}{}}\epsilon _{il}+\underset{i=1,2}{}\frac{1}{2}u_{ii}N_i\left(N_i1\right)+u_{12}N_1N_2$$
(1)
In the first term, $`\epsilon _{il}`$ is the $`l`$th effective single particle energy, $`l=1,\mathrm{},N_i`$ in dot $`i=1,2`$:
$`\epsilon _{il}(V_{G_1},V_{G_2})=\epsilon _{il}^0+{\displaystyle \frac{1}{2}}u_{ii}e{\displaystyle \underset{j=1,2}{}}\left(\alpha _{iG_j}V_{G_j}+\alpha _{iL_j}V_{L_j}\right)`$
This incorporates the bare single particle energy $`\epsilon _{il}^0`$, a conveniently chosen offset $`u_{ii}/2`$ and the linear shift with the electrode voltages. The coefficients of the voltages $`\alpha _{iG_j}=C_{ij}^1c_{G_j},\alpha _{iL_j}=C_{ij}^1c_{L_j}`$ depend on the dot-electrode capacitances and the inverse capacitance matrix elements
$`C_{ii}^1={\displaystyle \frac{\left(c_1c_2\right)/c_i}{c_1c_2c_{12}^2}},C_{12}^1=C_{21}^1={\displaystyle \frac{c_{12}}{c_1c_2c_{12}^2}},`$
where $`c_i=c_{G_i}+c_{L_i}+c_{12}`$ is the total capacitance of dot $`i=1,2`$. By appropriately changing the gate voltages the effective single particle levels in dot $`1`$ and $`2`$ can be independently be shifted with respect to each other. In the second and third term in equation (1), $`u_{ii}=e^2C_{ii}^1`$ is the intradot charging energy of dot $`i=1,2`$ and $`u_{12}=e^2C_{12}^1<u_{11},u_{22}`$ the interdot charging energy.
Let us now consider the stability of a ground state of the double dot with respect to the tunneling between the individual dots and the leads. Assume that the gate voltages $`V_{G_1},V_{G_2}`$ are such that in the stable state of the double dot there are $`N_1`$ and $`N_2`$ electrons in, respectively, dot $`1`$ and $`2`$ and denote this state by $`|0,0`$. The stability diagram of the double dot near the region were this state is stable is sketched in Fig. 2 for the typical case where interdot charging is important: $`u_{12}u_{11},u_{22}`$. The region of stability for state $`|0,0`$ has a hexagonal shape. The stable states $`|n_1,n_2`$ in the six neighboring regions have $`N_1+n_1`$ and $`N_2+n_2`$ electrons in dot $`1`$ and $`2`$, respectively, where $`n_1n_2=0,\pm 1`$ and $`\left|n_1+n_2\right|1`$. The energies of these states, $`E_{n_1,n_2},n_i=0,1`$, are found from the right-hand-side of (1) by replacing $`N_iN_i+n_i`$. The hexagonal region is bounded by six stability constraints for state $`|0,0`$. The first four constraints follow from the requirement that the energy barrier for injection ($`+`$) or emission ($``$) of an electron to or from either lead,
$`\mathrm{\Delta }_L^+`$ $`=`$ $`E_{1,0}\mu E_{0,0}=\epsilon _{1N_1+1}+u_{11}N_1+u_{12}N_2\mu ,`$
$`\mathrm{\Delta }_R^+`$ $`=`$ $`E_{0,1}\mu E_{0,0}=\epsilon _{2N_2+1}+u_{22}N_2+u_{12}N_1\mu ,`$
$`\mathrm{\Delta }_R^{}`$ $`=`$ $`E_{0,1}+\mu E_{0,0}=\mu \left(\epsilon _{2N_2}+u_{22}\left(N_21\right)+u_{12}N_1\right),`$
$`\mathrm{\Delta }_L^{}`$ $`=`$ $`E_{1,0}+\mu E_{0,0}=\mu \left(\epsilon _{1N_1}+u_{11}\left(N_11\right)+u_{12}N_2\right),`$
should be positive. Sufficiently far away from the four lines $`\mathrm{\Delta }_{L,R}^\pm =0`$ i.e. $`\mathrm{\Delta }_{L,R}^\pm \mathrm{\Gamma }_{L,R}`$ the sequential tunneling of single electrons through the junctions connecting a dot and lead is suppressed, cf. Fig. 2. Here the typical tunnel rate is $`\mathrm{\Gamma }_{L,R}=2\pi v_{L,R}\left|t_{L,R}\right|^2`$ where $`v_{L,R}`$ is the density of states in the left and right lead respectively and $`t_{L,R}`$ is the matrix element between the states in the lead and in the dot, which depends only weakly on the energy. Two of sequential tunneling barriers (II) can be independently tuned by the gate voltages, the other two are related to these by $`\mathrm{\Delta }_L^++\mathrm{\Delta }_L^{}=u_{11}+\delta _1`$ and $`\mathrm{\Delta }_R^++\mathrm{\Delta }_R^{}=u_{22}+\delta _2`$ where $`\delta _i=\epsilon _{iN_i+1}\epsilon _{iN_i}=\epsilon _{iN_i+1}^0\epsilon _{iN_i}^0`$is the spacing between the two โactiveโ single particle levels in dot $`i=1,2`$. It will be convenient from here on to consider $`0<\mathrm{\Delta }_L^{}<u_{11}+\delta _1`$ and $`0<\mathrm{\Delta }_R^+<u_{22}+\delta _2`$ as independent variables instead of the two gate voltages, cf. Fig. 2. Two additional stability constraints follow from the requirement that the energy barriers for polarizing the double dot with respect to state $`|0,0`$,
$`\epsilon _0`$ $`=`$ $`E_{1,1}E_{0,0}=\mathrm{\Delta }_L^{}+\mathrm{\Delta }_R^+u_{12},`$ (4)
$`\epsilon _0^{}`$ $`=`$ $`E_{1,1}E_{0,0}=\mathrm{\Delta }_L^++\mathrm{\Delta }_R^{}u_{12},`$ (5)
should be positive. Here $`\mathrm{\Delta }_L^{},\mathrm{\Delta }_R^\pm `$ are the positive Coulomb energies we must pay to change the number of electrons on each dot from the stable configuration $`|0,0`$, and $`u_{12}`$ is the energy we gain by creating an attracting electron-hole pair with respect to the stable state $`|0,0`$. Note that the former energy also depends on $`u_{12}`$ i.e. it incorporates the interaction between the extra electron or hole and the electrons in both dots. Sufficiently far from the lines $`\epsilon _0=0`$ and $`\epsilon _0^{}=0`$, cf. Fig. 2, the polarization of the double dot by a coherent co-tunneling process is suppressed: $`\epsilon _0,\epsilon _0^{}\mathrm{\Gamma }_{\text{ct}}^{}`$ where $`\mathrm{\Gamma }_{\text{ct}}^{}\mathrm{\Gamma }_{L,R}`$ is some typical rate for this process. In such a second order process an electron is injected into one dot and another electron is emitted from the other dot, effectively transporting one charge across the double dot. From the relation $`\epsilon _0+\epsilon _0^{}=_{i=1,2}\left(u_{ii}u_{12}+\delta _i\right)>0`$ we find that $`\epsilon _0,\epsilon _0^{}>0`$ corresponds to $`u_{12}<\mathrm{\Delta }_L^{}+\mathrm{\Delta }_R^+<_{i=1,2}\left(u_{ii}u_{12}+\delta _i\right)+u_{12}`$ in the stability diagram.
Now consider the coherent tunneling of electrons between the dot $`1`$ and $`2`$. If the co-tunneling barriers are also larger than the matrix element $`T`$ for this process, $`\epsilon _0,\epsilon _0^{}T,`$then the polarization of the double dot by coherent tunneling of an electron between the dots is also suppressed. Under these conditions the D.C. transport through the double dot is blocked at low bias voltage i.e. we have the Coulomb blockade.
This situation is changed, however, if we apply electromagnetic radiation to the system. Assume that a time-dependent oscillating signal is present on the gate electrodes which will shift the energies of single levels without altering the wave functions too much, so that the time-dependent energy difference between states $`|0,0`$ and $`|1,1`$ becomes
$$\epsilon (t)=\epsilon _0+V\mathrm{cos}\omega t,$$
(6)
where $`V`$ is the amplitude and $`\omega `$ the frequency of the externally applied signal. When the frequency of this applied radiation matches the time-independent energy difference $`\epsilon _0`$ between states $`|0,0`$ and $`|1,1`$, it is possible for an electron from the left dot to tunnel to the right one by absorbing one energy quantum $`\omega \epsilon _0`$ from the field. In principle, this electron can now leave the system by tunneling to the right lead, resulting in the state $`|1,0`$. An electron from the left lead can then tunnel to the left dot, thus restoring the ground state. Effectively, an electron has now been transferred from the left electrode to the right one. Alternatively, the electron can coherently tunnel back by emitting an energy quantum resulting in state $`|0,0`$. This transport cycle, $`|0,0|1,1|1,0|0,0`$, is not the only one. Another possible sequence, in which the system passes the intermediate state $`|0,1`$, is given by $`|0,0|1,1|0,1|0,0`$. The tree other states can be disregarded under the following conditions. Firstly, the field should not be resonant with the transition to the other excited state $`|1,1`$$`\left|\epsilon _0\omega \right|\left|\epsilon _0^{}\omega \right|`$. This is the case when the distance between the two excited levels is much larger than the frequency detuning of the frequency, $`\left|\epsilon _0^{}\epsilon _0\right|\left|\delta \omega \right|=\left|\epsilon _0\omega \right|`$, which, in the stability diagram, corresponds to (cf. equations (4), (5))
$$\left|2\left(\mathrm{\Delta }_L^{}+\mathrm{\Delta }_R^+\right)\underset{i=1,2}{}\left(u_{ii}+\delta _i\right)\right|\left|\delta \omega \right|.$$
(7)
Secondly, the states $`|1,0,|0,1`$ should not be resonant with intermediate states of the transport cycle $`|0,1`$ and $`|1,0`$, respectively: $`\left|E_{1,0}E_{0,1}\right|T`$ and $`\left|E_{0,1}E_{1,0}\right|T`$ corresponding to
$`\left|u_{11}+\delta _1\left(\mathrm{\Delta }_L^{}+\mathrm{\Delta }_R^+\right)\right|`$ $``$ $`T,`$ (9)
$`\left|u_{22}+\delta _2\left(\mathrm{\Delta }_L^{}+\mathrm{\Delta }_R^+\right)\right|`$ $``$ $`T.`$ (10)
Thus under these conditions an electron can be excited from the left dot into the right one, but the probability of exciting an electron from the right dot to the left dot can be disregarded.
The details of the transport mechanism of a pumping cycle depend on the energies of the intermediate states $`|1,0`$ and $`|0,1`$ relative to the pumped state $`|1,1`$ as shown in Fig. 3 which are controlled by the gate voltages. The energy barrier for injecting an electron from the left lead into dot $`1`$ and for emitting an electron from the dot $`2`$ dot to the right lead,
$`\stackrel{~}{\mathrm{\Delta }}_L^+`$ $`=`$ $`E_{0,1}\mu E_{1,1}=u_{12}\mathrm{\Delta }_L^{},`$ (12)
$`\stackrel{~}{\mathrm{\Delta }}_R^{}`$ $`=`$ $`E_{1,0}+\mu E_{1,1}=u_{12}\mathrm{\Delta }_R^+,`$ (13)
can be positive or negative, depending on the position in the stable region of $`|0,0`$. Here $`u_{12}`$ is the energy we must pay to break up the attracting electron-hole pair with respect to state $`|0,0`$ and $`\mathrm{\Delta }_L^{},\mathrm{\Delta }_R^+`$ is the Coulomb energy we gain by changing the number of electrons on one of the dots to the value of the stable configuration $`|0,0`$. In this paper we consider two regimes of operation of the double dot electron pump, which are schematically depicted in Fig. 3: (I) both barriers are negative, $`\stackrel{~}{\mathrm{\Delta }}_L^+,\stackrel{~}{\mathrm{\Delta }}_R^{}\mathrm{\Gamma }_L,\mathrm{\Gamma }_R`$: the pumped level can decay through sequential tunneling processes; (II) both barriers are positive, $`\stackrel{~}{\mathrm{\Delta }}_L^+,\stackrel{~}{\mathrm{\Delta }}_R^{}\mathrm{\Gamma }_L,\mathrm{\Gamma }_R`$: the excited state is stable with respect to sequential tunneling but can decay through an inelastic co-tunneling process. We do not consider the more complicated intermediate case $`\left|\stackrel{~}{\mathrm{\Delta }}_L^+\right|,\left|\stackrel{~}{\mathrm{\Delta }}_R^{}\right|\mathrm{\Gamma }_L,\mathrm{\Gamma }_R`$ where resonant processes between leads and dots are important. In the stability diagram in Fig. 2 the two regimes correspond to
$`\text{(I)}\left|\mathrm{\Delta }_L^{}\mathrm{\Delta }_R^+\right|`$ $`<`$ $`\left(\mathrm{\Delta }_L^{}+\mathrm{\Delta }_R^+\right)2u_{12},`$ (15)
$`2u_{12}`$ $`<`$ $`\mathrm{\Delta }_L^{}+\mathrm{\Delta }_R^+<{\displaystyle \underset{i=1,2}{}}\left(u_{ii}u_{12}+\delta _i\right),`$ (16)
$`\text{(II)}\left|\mathrm{\Delta }_L^{}\mathrm{\Delta }_R^+\right|`$ $`<`$ $`2u_{12}\left(\mathrm{\Delta }_L^{}+\mathrm{\Delta }_R^+\right),`$ (17)
$`u_{12}`$ $`<`$ $`\mathrm{\Delta }_L^{}+\mathrm{\Delta }_R^+<2u_{12},`$ (18)
where $`<`$ stands for โseparated by energy large compared with $`\mathrm{\Gamma }_{L,R}`$โ. The narrow strips defined by conditions (7) and (II) should be excluded from these regions.
In regime I ($`\stackrel{~}{\mathrm{\Delta }}_L^+,\stackrel{~}{\mathrm{\Delta }}_R^{}<0`$) the charging of the individual dots dominates the transport. The system relaxes to the ground state via the two sequential (and thus incoherent) tunneling processes described above. As shown in Fig. 3(a), the four tunneling processes are described by the rates $`\mathrm{\Gamma }_L^1,\mathrm{\Gamma }_R^1,\mathrm{\Gamma }_L^0`$, and $`\mathrm{\Gamma }_R^0`$, respectively. The following rate equations describe the density matrix in the sequential tunneling regime:
$`_t\rho _{10,10}`$ $`=`$ $`+\mathrm{\Gamma }_R^0\rho _{11,11}\mathrm{\Gamma }_L^0\rho _{10,10}`$ (20)
$`_t\rho _{00,00}`$ $`=`$ $`\text{i}T(\rho _{11,00}\rho _{00,11})+\mathrm{\Gamma }_L^0\rho _{10,10}+\mathrm{\Gamma }_R^1\rho _{01,01},`$ (21)
$`_t\rho _{11,11}`$ $`=`$ $`+\text{i}T(\rho _{11,00}\rho _{00,11})\left(\mathrm{\Gamma }_R^0+\mathrm{\Gamma }_L^1\right)\rho _{11,11},`$ (22)
$`_t\rho _{01,01}`$ $`=`$ $`+\mathrm{\Gamma }_L^1\rho _{11,11}\mathrm{\Gamma }_R^1\rho _{01,01},`$ (23)
$`_t\rho _{11,00}`$ $`=`$ $`\text{i}T(\rho _{00,00}\rho _{11,11})\text{i}\epsilon \left(t\right)\rho _{11,00}\frac{1}{2}\left(\mathrm{\Gamma }_L^1+\mathrm{\Gamma }_R^0\right)\rho _{11,00},`$ (24)
Here, and throughout this paper, units are used such that $`\mathrm{}=1`$. The diagonal elements give the probabilities for an electron to be in the corresponding states and probability is conserved i.e. at any time $`t`$
$$\rho _{10,10}+\rho _{00,00}+\rho _{11,11}+\rho _{01,01}=1\text{.}$$
(25)
The non-diagonal elements$`\rho _{11,00}=\rho _{00,11}^{}`$ describe the coherence between states $`|1,1`$ and $`|0,0`$. In general the tunnel rates $`\mathrm{\Gamma }_L^{0,1}`$ and $`\mathrm{\Gamma }_R^{0,1}`$ depend on the energy difference between the states of the transition. We can take $`\mathrm{\Gamma }_{L,R}^{0,1}=\mathrm{\Gamma }_{L,R}=2\pi v_{L,R}\left|t_{L,R}\right|^2`$ when the density of states $`v_{L,R}`$ in the left and right lead respectively and the matrix element $`t_{L,R}`$ between the states in the lead and in the dots depends only weakly on the energy. The average current through the system is given by
$$I/e=\mathrm{\Gamma }_R^0\rho _{11,11}+\mathrm{\Gamma }_R^1\rho _{01,01}\text{.}$$
(26)
In regime II ($`\stackrel{~}{\mathrm{\Delta }}_L^+,\stackrel{~}{\mathrm{\Delta }}_R^{}>0`$) the interdot attraction of the electron-hole pair is dominant over the individual (de)charging of the individual dots. The decay of the excited state $`|1,1`$ via sequential tunneling is blocked as shown in Fig. 3(b). However, transport is still possible via inelastic co-tunneling of electrons . When the system is in state $`|1,1`$, two electrons can tunnel simultaneously through different barriers, one going from the left lead to the left dot, and one from the right dot to the right lead. Because in this transport process a state is virtually occupied these two tunneling events cannot be treated independently. The necessary energy is provided by relaxing the system to the ground state $`|0,0`$, thereby releasing an energy $`E\epsilon _0.`$The co-tunneling rate can be calculated with Fermiโs Golden Rule. The relevant matrix element is a sum of matrix elements for the two possible coherent processes which transfer one electron from $`L`$ to $`R`$. The co-tunnel rate is obtained by integrating the partial rates for transitions over the different final states of the leads which are assumed to be uncorrelated:
$`\mathrm{\Gamma }_{\text{ct}}`$ $`=`$ $`2\pi \nu _L\nu _R{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐\epsilon _L{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐\epsilon _Rf\left(\epsilon _L\right)\left(1f\left(\epsilon _R\right)\right)`$ (28)
$`\times \left|{\displaystyle \frac{t_Lt_R}{\stackrel{~}{\mathrm{\Delta }}_L^+\epsilon _L}}+{\displaystyle \frac{t_Lt_R}{\stackrel{~}{\mathrm{\Delta }}_R^{}+\epsilon _R}}\right|^2\delta \left(\epsilon _0+\epsilon _L\epsilon _R\right)`$
Here the matrix elements $`t_{\text{L,R}}`$ for tunneling through the left and right barrier and the densities of states $`\nu _{L,R}`$ in the left and right electrode are assumed to be energy independent. The zero-temperature co-tunnel rate in our electron pump is
$`\mathrm{\Gamma }_{\text{ct}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }_L\mathrm{\Gamma }_R}{2\pi }}[{\displaystyle \frac{\epsilon _0}{\left(\stackrel{~}{\mathrm{\Delta }}_L^++\epsilon _0\right)\stackrel{~}{\mathrm{\Delta }}_L^+}}+{\displaystyle \frac{\epsilon _0}{\stackrel{~}{\mathrm{\Delta }}_R^{}\left(\stackrel{~}{\mathrm{\Delta }}_R^{}+\epsilon _0\right)}}`$ (31)
$`+2{\displaystyle \frac{\mathrm{ln}\left(1+\frac{\epsilon _0}{\stackrel{~}{\mathrm{\Delta }}_L^+}\right)+\mathrm{ln}\left(1+\frac{\epsilon _0}{\stackrel{~}{\mathrm{\Delta }}_R^{}}\right)}{\stackrel{~}{\mathrm{\Delta }}_L^++\stackrel{~}{\mathrm{\Delta }}_R^{}+\epsilon _0}}]`$
$`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }_L\mathrm{\Gamma }_R}{2\pi }}\epsilon _0\left({\displaystyle \frac{1}{\stackrel{~}{\mathrm{\Delta }}_L^+}}+{\displaystyle \frac{1}{\stackrel{~}{\mathrm{\Delta }}_R^{}}}\right)^2+O\left(\epsilon _0^2\right)`$ (32)
Note that from $`\epsilon _0=u_{12}\left(\stackrel{~}{\mathrm{\Delta }}_L^++\stackrel{~}{\mathrm{\Delta }}_R^{}\right)`$ (cf. equations (4) and (II)) we observe that within regime II we can have $`\epsilon _0\stackrel{~}{\mathrm{\Delta }}_L^+,\stackrel{~}{\mathrm{\Delta }}_R^{}`$. The energy denominators in (31) reflect the fact that the tunneling occurs via the virtual occupation of two states. In contrast to the incoherent sequential tunneling mechanism, the only relevant density matrix elements are those between states $`|0,0`$ and $`|1,1`$ since states $`|1,0`$ and $`|0,1`$ are occupied only virtually. Taking the co-tunneling processes into account we obtain the equations of motion for the density matrix elements:
$`_t\rho _{00,00}`$ $`=`$ $`\text{i}T(\rho _{11,00}\rho _{00,11})+\mathrm{\Gamma }_{\text{ct}}\rho _{11,11}`$ (34)
$`_t\rho _{11,11}`$ $`=`$ $`+\text{i}T(\rho _{11,00}\rho _{00,11})\mathrm{\Gamma }_{\text{ct}}\rho _{11,11}`$ (35)
$`_t\rho _{11,00}`$ $`=`$ $`\text{i}T(\rho _{00,00}\rho _{11,11})\text{i}\epsilon \left(t\right)\rho _{11,00}\frac{1}{2}\mathrm{\Gamma }_{\text{ct}}\rho _{00,11},`$ (36)
where $`\rho _{11,00}=\rho _{00,11}^{}`$ and the probability is conserved:
$`\rho _{00,00}+\rho _{11,11}=1`$
The current is
$$I\left(t\right)/e=\mathrm{\Gamma }_{\text{ct}}\rho _{11,11}\left(t\right)\text{.}$$
(37)
In both regimes the irradiation relaxes the constraint of energy conservation during tunneling by allowing an electron to absorb or emit a multiple of the energy quantum $`\omega `$. This gives rise to an enhancement of the zero bias D.C. component of the current and additionally it introduces fast oscillations with small amplitude which do not interest us. In the next section we show how to extract the slowly varying component of the density matrix from the exact equations (II) and (II) respectively. We point out that above we have written expressions for the particle current only. The displacement current can be disregarded here since it does not contribute to the D. C. current.
## III Timescale separation
In this section we consider the dynamics of the two coherently coupled levels $`|a=|0,0,|b=|1,1`$ on timescales much larger than the period of the applied irradiation $`t_\omega =2\pi /\omega `$. The details of the other states in each regime are only important for the incoherent processes which depend only weakly on the time-dependent energy difference between basis states $`|a`$ and $`|b`$
$$\epsilon \left(t\right)=\epsilon _0+V(t)\mathrm{cos}\left(\omega t\right)$$
(38)
Here we also allow the amplitude $`V(t)`$ to be modulated on a timescale which is large relative to $`t_\omega `$. The timescale separation for both regimes can be done in the same way. The coherent part of the dynamics of the state of the system depends only on the time-dependent: $`H\left(t\right)=H_0\left(t\right)+H_T`$ where
$$_0\left(t\right)=\frac{1}{2}\epsilon \left(t\right)\left(|aa||bb|\right)$$
(39)
introduces the energy difference between double dot states with zero extra electrons and $`H_T`$ describes the tunnel coupling between the dots:
$$_T=T\left(|ab|+|ba|\right)$$
(40)
We assume that the tunneling amplitude is much smaller than the time-independent energy difference $`T\epsilon _0`$, whereas $`V\left(t\right)`$ can be of arbitrary magnitude. The tunneling to and from the reservoirs brings the system into a mixed state which can only be described by a density operator $`\widehat{\rho }`$ which obeys the Neumann-Liouville equation with dissipative terms added to the right-hand-side :
$$_t\widehat{\rho }=\text{i}[,\widehat{\rho }]+_{\text{inc}}\widehat{\rho }.$$
(41)
Since the incoherent part in equation (II) and (II) is invariant under a phase transformation of the nondiagonal elements, we can derive from (41) a set of equations that describes the dynamics on large timescales by first performing a standard time-dependent basis transformation on the density matrix. A rapidly varying time-dependent phase factor is absorbed in the nondiagonal elements of $`\widehat{\rho }`$
$$\rho _{ab}=\rho _{ab}^{}e^{i\varphi (t)}$$
(42)
and the diagonal elements are left unchanged. In this new basis the generalized Liouville equation for $`\widehat{\rho }`$ takes the same form as equation (41) with the same incoherent part and a new Hamiltonian $`^{}\left(t\right)=_0^{}+_T^{}\left(t\right)`$ with a renormalized energy difference and a time-dependent tunnel amplitude
$`_0^{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\epsilon (t)_t\varphi (t)\right)\left(|a^{}a^{}||b^{}b^{}|\right),`$ (43)
$`_T^{}\left(t\right)`$ $`=`$ $`Te^{\text{i}\varphi (t)}\left(|a^{}b^{}|+|b^{}a^{}|\right).`$ (44)
We choose the phase to be $`\varphi \left(t\right)=n\omega t+(V(t)/\omega )\mathrm{sin}(\omega t)`$ to obtain time-independent diagonal elements
$$\epsilon (t)_t\varphi (t)=\epsilon _0n\omega $$
(45)
which vanish at the $`n`$-photon resonance $`n\omega =\epsilon _0`$ in which we are interested. Furthermore, on small timescales the new tunnel matrix element is a periodic function of time and can be expanded in a Fourier series:
$`_T^{}\left(t\right)`$ $``$ $`{\displaystyle \underset{m=\mathrm{}}{\overset{+\mathrm{}}{}}}e^{\text{i}\left(m+n\right)\omega t}_{T_m}^{}\left(t\right),`$ (46)
$`_{T_m}^{}\left(t\right)`$ $`=`$ $`J_m\left(\frac{V(t)}{\omega }\right)T\left(|a^{}b^{}|+|b^{}a^{}|\right)\text{.}`$ (47)
Likewise we expand the density operator into rapidly oscillating contributions with amplitudes which vary on large timescales:
$$\widehat{\rho }^{}\left(t\right)=\underset{r=0}{\overset{\mathrm{}}{}}\widehat{\rho }^{\left(r\right)}\left(t\right)e^{\text{i}r\omega t}.$$
(48)
Inserting this into the generalized Liouville equation for $`\widehat{\rho }^{}`$ we obtain an infinite set of coupled equations for the slowly varying coefficients $`\widehat{\rho }^{\left(r\right)}`$. The amplitude of the fast oscillations $`\widehat{\rho }^{\left(1\right)}`$ is of order $`T/\omega T/\epsilon _01`$ and can be disregarded: the โD.C.โ component $`\rho ^{\left(0\right)}\left(t\right)`$ satisfies
$$_t\widehat{\rho }^{\left(0\right)}=\text{i}[_0^{}+_{T_n}^{},\widehat{\rho }^{\left(0\right)}]+_{\text{inc}}\widehat{\rho }^{\left(0\right)}$$
(49)
Thus the nearly isolated states $`|a`$, $`|b`$ irradiated at a resonant frequency $`\omega \epsilon _0/n`$ are equivalent to almost degenerate states $`|a^{}`$, $`|b^{}`$ coupled by a tunneling matrix element
$$\overline{T}\left(t\right)=J_n\left(\frac{V(t)}{\omega }\right)T=\left(1\right)^nJ_n\left(\frac{V(t)}{\omega }\right)T$$
(50)
which only varies on large timescales. In the following we will only consider the $`1`$-photon resonance i.e. $`\omega \epsilon _0`$ and we omit the superscripts used above to distinguish the slowly varying components from $`\widehat{\rho }`$ itself. However, the equations can be generalized to the $`n`$-photon case by replacing $`J_1\left(V/\omega \right)J_n\left(V/\omega \right)`$ and $`\epsilon _0\omega \epsilon _0n\omega `$. Due to the oscillatory behavior of the Bessel function $`J_1`$ the coherent tunneling amplitude can be tuned between $`0\overline{T}`$ $`0.58T`$ by varying the amplitude/frequency ratio of the irradiation over a range $`0V1.84\omega `$. The vanishing of the effective tunnel matrix element, $`\overline{T}=0`$ for non-zero $`V/\omega `$ is one of the features which distinguishes photon-assisted tunneling from adiabatic electron transfer. A similar renormalization of the tunnel coupling to zero is also known from driven double well potentials .
The approach developed above allows us the extract the slowly varying components of the current in both regimes of operation of the electron pump. We point out that we have only changed the coherent part of the dynamics which is the same in both regimes.
### A Sequential tunneling regime
The equations (II) describe the dynamics of the double dot in the sequential tunneling regime on the long timescale when we replace $`\epsilon \left(t\right)\epsilon _0\omega ,T\overline{T}=J_1\left(\frac{V(t)}{\omega }\right)T`$. The solution of these equations tends to a stationary value, which is independent of the initial conditions, on typical timescale $`\mathrm{max}\{(\mathrm{\Gamma }_L^{0,1})^1,(\mathrm{\Gamma }_R^{0,1})^1\}`$. The solution of $`_t\widehat{\rho }\left(t\right)=0`$ gives a Lorentzian lineshape of the current peak as a function of $`\epsilon _0\omega `$
$$I/e=I_{\text{max}}w^2/[w^2+(\epsilon _0\omega )^2],$$
(51)
where the maximum current $`I_{\text{max}}`$ and half-width at half-maximum $`w`$ are given by
$`I_{\text{max}}/e`$ $`=`$ $`1/\left\{\frac{1}{\mathrm{\Gamma }_L^0+\mathrm{\Gamma }_R^1}\left[2+\left(\frac{\mathrm{\Gamma }_R^0}{\mathrm{\Gamma }_L^0}+\frac{\mathrm{\Gamma }_L^1}{\mathrm{\Gamma }_R^1}\right)\right]+\frac{\mathrm{\Gamma }_L^0+\mathrm{\Gamma }_R^1}{4\overline{T}^2}\right\},`$ (52)
$`w`$ $`=`$ $`\sqrt{\left[2+\left(\frac{\mathrm{\Gamma }_R^0}{\mathrm{\Gamma }_L^0}+\frac{\mathrm{\Gamma }_L^1}{\mathrm{\Gamma }_R^1}\right)\right]\overline{T}^2+\frac{(\mathrm{\Gamma }_L^0+\mathrm{\Gamma }_R^1)^2}{4}}`$ (53)
Letโs assume that the tunnel rates for each barrier are the same: $`\mathrm{\Gamma }_{L,R}^{0,1}=\mathrm{\Gamma }_{L,R}`$. If the double dot is weakly coupled to the leads i.e. $`\mathrm{\Gamma }_{L,R}T\epsilon _0\omega `$ then one can access the regime $`\mathrm{\Gamma }_{L,R},\left|\epsilon _0\omega \right|\overline{T}`$ by adjusting the irradiation amplitude to $`V1.84\omega `$, where the coherent state in the double dot dominates the transport properties . The two delocalized states in the double dot are independent channels for transport and the current increases with $`\mathrm{\Gamma }_{L,R}`$:
$$I_{\text{max}}/e=1/\left(\frac{1}{\mathrm{\Gamma }_L}+\frac{1}{\mathrm{\Gamma }_R}\right),w=2\overline{T}$$
(54)
In the opposite regime $`\left|\epsilon _0\omega \right|\overline{T}\mathrm{\Gamma }_{L,R}`$, which can be accessed by tuning $`V1.84\omega `$, the decoherence due to tunneling to and from the reservoir dominates the transport. In this case the height of the current peak is proportional to $`\overline{T}^2`$ and decreases with enhanced tunneling $`\mathrm{\Gamma }_{L,R}`$:
$$I_{\text{max}}/e=4\overline{T}^2/\left(\mathrm{\Gamma }_L+\mathrm{\Gamma }_R\right),w=\left(\mathrm{\Gamma }_L+\mathrm{\Gamma }_R\right)/2$$
(55)
The current peak $`I_{\text{max}}/e`$ reaches a maximum $`\overline{T}/2`$ as a function of $`\mathrm{\Gamma }_{L,R}`$ when $`\mathrm{\Gamma }_L=\mathrm{\Gamma }_R=2\overline{T}`$. This can be understood as the precise matching of tunneling times: the time for half a Rabi oscillation in the double dot is exactly equal to the time for filling the left dot and for emptying the right dot. In Fig. 4(a) we have plotted the maximum current and the width as a function of the tunnel rate $`\mathrm{\Gamma }`$ relative to the tunnel coupling $`T`$. If the double dot is strongly coupled to the leads i.e. $`T\mathrm{\Gamma }_{L,R}\epsilon _0\omega `$ only the regime $`\overline{T},\left|\epsilon _0\omega \right|\mathrm{\Gamma }_{L,R}`$ is accessible.
We point out that in the sequential tunneling the transport on โlargeโ timescales is equivalent to transport of โfreeโ electrons (i.e. negligible interdot repulsion) through a double dot with renormalized static parameters $`\epsilon _0\epsilon _0\omega `$, $`TJ_1\left(V/\omega \right)T`$, $`\mathrm{\Gamma }_{L,R}`$ . Also, the results here are similar to the analytical results obtained for the non-interacting case in , where only sequential tunneling.
### B Co-tunneling regime
In the co-tunneling regime two well-separated timescales are involved, namely the โlongโ time $`t_{\text{ct}}=\mathrm{\Gamma }_{\text{ct}}^1`$ between two co-tunneling processes and the โshortโ time of the process itself $`t_{\text{virt}}=\epsilon _0^1`$ during which the energy is uncertain by an amount $`\epsilon _0`$. Near resonance the applied frequency matches the detuning of the levels so $`t_{\text{virt}}2\pi /\omega =t_\omega `$. The density matrix approach developed above describes the system on the โlargeโ timescale $`t_{\text{ct}}`$. The equations (II) describe the dynamics of the double dot in the sequential tunneling regime on the long timescale when we replace $`\epsilon \left(t\right)\epsilon _0\omega ,T\overline{T}=J_1\left(\frac{V(t)}{\omega }\right)T.`$ The stationary solution of these equations gives a Lorentzian current in $`\epsilon _0\omega `$ with height $`I_{\text{max}}`$ and half-width $`w`$:
$`I_{\text{max}}/e`$ $`=`$ $`1/\left(\frac{2}{\mathrm{\Gamma }_{\text{ct}}}+\frac{\mathrm{\Gamma }_{\text{ct}}}{4\overline{T}^2}\right),`$ (56)
$`w`$ $`=`$ $`\sqrt{2\overline{T}^2+\frac{\mathrm{\Gamma }_{\text{ct}}^2}{4}}.`$ (57)
For weak coupling to the reservoirs $`\mathrm{\Gamma }_{\text{ct}}\overline{T}`$ the peak height is constant and the width increases linearly with the coherent coupling $`\overline{T}`$:
$`I_{\text{max}}/e={\displaystyle \frac{1}{2}}\mathrm{\Gamma }_{\text{ct}},w=\sqrt{2}\overline{T}`$
In the opposite case $`\mathrm{\Gamma }_{\text{ct}}\overline{T}`$ the peak height is small but increases rapidly with $`\overline{T}`$ whereas now the width is constant:
$`I_{\text{max}}/e=4\overline{T}^2/\mathrm{\Gamma }_{\text{ct}},w={\displaystyle \frac{1}{2}}\mathrm{\Gamma }_{\text{ct}}`$
The current peak $`I_{\text{max}}/e`$ reaches a maximum $`\overline{T}/\sqrt{2}`$ as a function of $`\mathrm{\Gamma }_{\text{ct}}`$ when $`\mathrm{\Gamma }_{\text{ct}}=2\sqrt{2}\overline{T}`$. In Fig. 4(b) the scaled pumping current is plotted for different values of $`\mathrm{\Gamma }_{\text{ct}}/\overline{T}`$. In the co-tunneling regime electrons are transferred through strongly correlated transport channels. Therefore the condition for the maximum current cannot be understood as a the precise matching of tunneling times as in the sequential tunneling regime (factor $`\sqrt{2})`$. Equations (II) coincide with those that describe the transport of electrons which are correlated by strong Coulomb repulsion through a double dot at high voltage bias, with renormalized static parameters $`\epsilon _0\epsilon _0\omega `$, $`TJ_1\left(V/\omega \right)T`$, $`\mathrm{\Gamma }_{\text{ct}}\mathrm{\Gamma }_R`$ in the limit where the tunneling to the into the left dot is so fast, $`\mathrm{\Gamma }_L\mathrm{\Gamma }_R,T`$, that the current doesnโt depend on it anymore. In this system the correlation of the conduction channels prevents more than one channel from being occupied and reduces the effective tunnel rate by a factor $`2`$ in (56). This blockade can be obtained formally from the density matrix equations of the โfreeโ electrons (II) by taking $`\mathrm{\Gamma }_{L,R}^10`$ and $`\mathrm{\Gamma }_L^0\mathrm{\Gamma }_R^0=\mathrm{\Gamma }_{\text{ct}}`$.
Comparing the co-tunneling and sequential tunneling regime the main difference is that for fixed $`\mathrm{\Gamma }_{L,R}`$ the co-tunnel rate $`\mathrm{\Gamma }_L\mathrm{\Gamma }_R`$ is much smaller: $`\mathrm{\Gamma }_{\text{ct}}\mathrm{\Gamma }_{L,R}`$. For $`\mathrm{\Gamma }_{L,R}\overline{T}`$ the sequential tunneling current can be near its maximal value $`2\overline{T}`$ , whereas the co-tunneling current will be $`\mathrm{\Gamma }_{\text{ct}}\overline{T}`$. However, for $`\mathrm{\Gamma }_{L,R}\overline{T}`$ the sequential tunneling current is much smaller than $`\overline{T}`$ and it is possible to adjust $`\mathrm{\Gamma }_{\text{ct}}\overline{T}`$ so that the co-tunneling current takes its maximal value $`2\sqrt{2}\overline{T}`$ which is much larger. Thus for fixed $`\overline{T}`$ the maximal co-tunneling current is larger by a factor $`\sqrt{2}`$ than the maximal sequential tunneling current (Fig. 4). The width of the co-tunnel peak is also smaller than in the sequential tunneling regime.
## IV Modulated irradiation of a double dot
In this section we consider the sequential tunneling regime already discussed in section III A and apply our approach for large timescales to the cases of pulsed and slow sinusoidal modulation of the irradiation amplitude.
### A Response to irradiation pulses
By means of irradiation pulses quantum states in the dots can be manipulated. Assuming the double dot to be in the ground state
$$\rho _{00,00}=1,\rho _{10,10}=\rho _{01,01}=\rho _{11,11}=\rho _{11,00}=\rho _{00,11}=0$$
(58)
at $`t=0`$ we solve equations (II) with $`\epsilon \left(t\right)\epsilon _0\omega ,T\overline{T}=J_1\left(\frac{V(t)}{\omega }\right)T`$ for the time-evolution under the influence of the irradiation for the case $`\mathrm{\Gamma }_{L,R}^{0,1}=\mathrm{\Gamma }`$:
$$I\left(t\right)=I\left[1e^{\mathrm{\Gamma }t}\left(\mathrm{cos}\left(\mathrm{\Omega }_\text{R}t\right)+\frac{\mathrm{\Gamma }}{\mathrm{\Omega }_\text{R}}\mathrm{sin}\left(\mathrm{\Omega }_\text{R}t\right)\right)\right]$$
(59)
where $`\mathrm{\Omega }_\text{R}=\sqrt{\left(\epsilon _0\omega \right)^2+4\overline{T}^2}`$ is the Rabi frequency. For $`t\mathrm{\Gamma }^1`$ the solution tends to the stationary current (52) derived before:
$$I/e=1/\left(\frac{1}{\mathrm{\Gamma }}\frac{\mathrm{\Omega }_\text{R}^2}{2\overline{T}^2}+\frac{\mathrm{\Gamma }}{2\overline{T}^2}\right)$$
(60)
When the irradiation is switched off at $`t=\tau _p`$, the current decays exponentially as $`e^{\mathrm{\Gamma }\left(t\tau _p\right)}`$ to zero, as can also be seen by solving the equations for the case $`\omega =\overline{T}=0`$. One can resolve the Rabi oscillations in the D.C.-current by considering the current averaged over a series of identical pulses with delay $`\tau _d`$, as a function of the pulse-length $`\tau _p`$ (see inset of Fig. 5):
$$I_{\text{dc}}\left(\tau _p\right)=\frac{1}{\tau _d}\left(_0^{\tau _p}I\left(t\right)๐t+I\left(\tau _p\right)_{\tau _p}^{\tau _d}e^{\mathrm{\Gamma }\left(t\tau _p\right)}๐t\right)$$
(61)
Here $`\tau _d\tau _p\mathrm{\Gamma }^1`$ to ensure that the system is prepared in the ground state (58) at the beginning of the pulse. In the physically interesting case of weak coupling to the leads $`\mathrm{\Gamma }\mathrm{\Omega }_\text{R}`$ we obtain
$$I_{\text{dc}}\left(\tau _p\right)I\frac{1}{\tau _d}\left[\tau _p+\frac{1e^{\mathrm{\Gamma }\tau _p}\mathrm{cos}\left(\mathrm{\Omega }_\text{R}\tau _p\right)}{\mathrm{\Gamma }}\right]$$
(62)
The oscillations are most clearly resolvable for $`\tau _p\mathrm{\Gamma }^1`$ (Fig. 5). The period of the coherent oscillation at resonance $`\omega =\epsilon _0`$, $`2\pi /\mathrm{\Omega }_\text{R}=\pi /\left(J_1\left(V_0/\omega \right)T\right)`$, can be tuned by varying the irradiation power $`V_0`$.
### B Sinusoidal amplitude modulation
Now consider the case where the amplitude of the irradiation is slowly sinusoidally modulated with small modulation amplitude $`\stackrel{~}{V}V_0`$:
$$V(t)=V_0+\stackrel{~}{V}\mathrm{cos}\left(\mathrm{\Omega }t\right).$$
(63)
The case where the modulation amplitude is of the order of or larger than the irradiation amplitude is physically not very interesting because the system then exhibits trivial Fourier peaks at $`\omega `$, $`\omega +\mathrm{\Omega }`$ and $`\omega \mathrm{\Omega }`$ as a function of $`\epsilon _0`$ in the D.C.-current. To find an analytical solution, we rewrite equations (II) with $`\epsilon \left(t\right)\epsilon _0\omega ,T\overline{T}=J_1\left(\frac{V(t)}{\omega }\right)T`$ in matrix notation:
$$\frac{\stackrel{}{\rho }}{t}=\left(\widehat{\mathrm{\Gamma }}+\widehat{T}\right)\stackrel{}{\rho }+\stackrel{}{c},$$
(64)
where $`\stackrel{}{\rho }=(\rho _{10,10,}\rho _{00,00},\rho _{11,11},\rho _{01,01},\rho _{11,00})^T`$, $`\stackrel{}{c}=(\mathrm{\Gamma }_R^1,0,0,0,0)^T`$and expand the Bessel function $`J_1\left(V\left(t\right)/\omega \right)`$ in a Taylor series to second order in $`\stackrel{~}{V}`$. If we now consider the Fourier coefficients $`\stackrel{}{\rho }_n`$ of $`\stackrel{}{\rho }\left(t\right)`$ and $`T_n`$ of $`J_1\left(V\left(t\right)/\omega \right)T`$, we find the following equations for the D.C.-component and first harmonic, if we disregard higher harmonics
$`0`$ $`=`$ $`\left(\widehat{\mathrm{\Gamma }}+T_0\widehat{T}\right)\stackrel{}{\rho }_0+T_1\widehat{T}\left(\stackrel{}{\rho }_{+1}+\stackrel{}{\rho }_1\right)+\stackrel{}{c},`$ (65)
$`\stackrel{}{\rho }_{\pm 1}`$ $`=`$ $`T_1\left(\widehat{\mathrm{\Gamma }}+T_0\widehat{T}i\mathrm{\Omega }\widehat{I}\right)^1\widehat{T}\stackrel{}{\rho }_0,`$ (66)
from which we can solve for the D.C.-component $`\stackrel{}{\rho }_0.`$ If we furthermore assume that $`\mathrm{\Gamma }_{L,R}^{0,1}=\mathrm{\Gamma }\overline{T}`$, the solution shows additional sidepeaks in the photoresponse of the system, which are in good approximation Lorentzians along the hyperbola $`\epsilon _0\omega =\sqrt{\mathrm{\Omega }^24\overline{T}^2}`$ i.e. $`\mathrm{\Omega }=\mathrm{\Omega }_\text{R}`$ as plotted in Fig. (6). The height of these peaks is
$$\frac{I_{\text{max}}}{e}=\frac{\mathrm{\Gamma }}{2}\frac{\left(\alpha ^24\right)^2\overline{T}^{}_{}{}^{}2\frac{\stackrel{~}{V}^2}{\omega ^2}}{\alpha ^2\left(\alpha ^2\mathrm{\Gamma }^2+\left(\alpha ^24\right)\overline{T}^{}_{}{}^{}2\frac{\stackrel{~}{V}^2}{\omega ^2}\right)},$$
(67)
with $`\alpha =\mathrm{\Omega }/\overline{T},\overline{T}^{^{}}=J_1^{^{}}(V_0/\omega )T`$ and the half-width at half maximum is
$$w=\sqrt{\overline{T}^{}_{}{}^{}2\frac{\stackrel{~}{V}^2}{\omega ^2}+\frac{\alpha ^2}{\alpha ^24}\mathrm{\Gamma }^2}$$
(68)
These sidepeaks thus resolve the Rabi splitting as described in Refs. in terms of quasi-energies. The height of these peaks can be of the order of the first satellite peak and should therefore be experimentally observable. Notice that at $`\epsilon _0=\omega ,\mathrm{\Omega }=2\overline{T}`$ the width diverges; however, the current peak at this point vanishes since the exact matching $`\epsilon _0=\omega `$ gives a resonance to which the modulation cannot add extra current.
Thus by applying a high frequency $`\omega `$ we reduce the energy spacing by a large amount, $`\epsilon _0\epsilon _0\omega `$, and modify the tunneling matrix element with an intensity ($`V`$) dependent factor, $`T\overline{T}`$. The lower frequency $`\mathrm{\Omega }`$ allows one to precisely match the remaining small energy difference $`\epsilon _0\omega `$ without significantly altering the tunneling matrix element $`\overline{T}`$, thereby inducing a photo-current.
## V Conclusions
We have considered an electron pump consisting of an double quantum dot subject to irradiation. An incoherent and a new coherent pumping mechanism were discussed. We have derived equations of motion for the density matrix elements of the double-dot system which are time-averaged over an interval which is long compared to the period of the applied signal. From these equations we calculated the pumping current in both regimes. In both cases the current peak is a Lorentzian. Surprisingly, for fixed effective tunnel coupling the maximal pumping current in the co-tunneling regime is larger by a factor $`\sqrt{2}`$ compared to the value in the sequential tunneling regime, where the maximum occurs at a different value of the tunnel rates for each regime. Experimental realization of this device would allow for a systematic study of coherent transport through a solid-state qubit. Moreover, modulation of the irradiation amplitude exhibits interesting phenomena: a train of short pulses should resolve the Rabi frequency in the time-averaged current as a function of the pulse length, and sinusoidal amplitude modulation should provide a tool to resolve the Rabi splitting.
It is a pleasure to acknowledge useful discussions with Gerrit Bauer, Arne Brataas, Leo Kouwenhoven and Wilfred van der Wiel. This work is part of the research program of the โStichting voor Fundamenteel Onderzoek der Materieโ (FOM), which is financially supported by the โNederlandse Organisatie voor Wetenschappelijk Onderzoekโ (NWO) and the NEDO project NTDP-98.
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# Spintronics and Quantum Dots for Quantum Computing and Quantum Communication
## I Introduction
<sup>*</sup><sup>*</sup>*Prepared for Fortschritte der Physik special issue,
Experimental Proposals for Quantum Computation,
eds. H.-K. Lo and S. Braunstein.
Theoretical research on electronic properties in mesoscopic condensed matter systems has focussed primarily on the charge degrees of freedom of the electron, while its spin degrees of freedom have not yet received the same attention. However, an increasing number of spin-related experiments show that the spin of the electron offers unique possibilities for finding novel mechanisms for information processing and information transmissionโmost notably in quantum-confined nanostructures with unusually long spin dephasing times approaching microseconds, as well as long distances of up to $`100\mu \mathrm{m}`$ over which spins can be transported phase-coherently. Besides the intrinsic interest in spin-related phenomena, there are two main areas which hold promises for future applications: Spin-based devices in conventional as well as in quantum computer hardware . In conventional computers, the electron spin can be expected to enhance the performance of quantum electronic devices, examples being spin-transistors (based on spin-currents and spin injection), non-volatile memories, single spin as the ultimate limit of information storage etc. . On the one hand, none of these devices exist yet, and experimental progress as well as theoretical investigations are needed to provide guidance and support in the search for realizable implementations. On the other hand, the emerging field of quantum computing and quantum communication requires a radically new approach to the design of the necessary hardware. As first pointed out in Ref. , the spin of the electron is a most natural candidate for the qubitโthe fundamental unit of quantum information. We have shown that these spin qubits, when located in quantum-confined structures such as semiconductor quantum dots or atoms or molecules, satisfy all requirements needed for a scalable quantum computer. Moreover, such spin-qubitsโbeing attached to an electron with orbital degrees of freedomโcan be transported along conducting wires between different subunits in a quantum network . In particular, spin-entangled electrons can be created in coupled quantum dots andโas mobile Einstein-Podolsky-Rosen (EPR) pairs โprovide then the necessary resources for quantum communication.
For both spin-related areasโconventional computers and quantum computersโsimilar and sometimes identical physical concepts and tools are needed, the common short-term goal being to find ways to control the coherent dynamics of electron spins in quantum-confined nanostructures. It is this common goal that makes research on the electron spin in nanostructuresโspintronicsโa highly attractive area. While we advance our basic knowledge about spin physics in many-body systems, we gain insights that promise to be useful for future technologies.
We have remarked earlier that there have been almost as many proposals for solid state implementations of quantum computers as all the other proposals put together. A clear reason for this is that solid state physics is a most versatile branch of physics, in that almost any phenomenon possible in physics can be embodied in an appropriately designed condensed matter system. A related reason is that solid state physics, being so closely allied with computer technology, has exhibited great versatility in the creation of artificial structures and devices. This has been exploited to produce ever more capable computational devices. It appears natural to expect that this versatility will extend to the creation of solid state quantum computers as well; the plethora of proposals would indicate that this is indeed true, although only time can tell whether any of these proposals will actually provide a successful route to a quantum computer.
In the following we will review the current status of our theoretical efforts towards the goal of implementing quantum computation and quantum communication with electron spins in quantum-confined nanostructures. Most of the results presented here have been discussed at various places in the literature to which we refer the interested reader for more details.
### A Quantum Computing and Quantum Communication
The long-term goal of our investigations is quantum information processing with electron spins. Thus, a brief description of this emerging research field and its goals are in order. Quantum computing has attracted much interest recently as it opens up the possibility of outperforming classical computation through new and more powerful quantum algorithms such as the ones discovered by Shor and by Grover . There is now a growing list of quantum tasks such as cryptography, error correcting schemes, quantum teleportation, etc. that have indicated even more the desirability of experimental implementations of quantum computing. In a quantum computer each quantum bit (qubit) is allowed to be in any state of a quantum two-level system. All quantum algorithms can be implemented by concatenating one- and two-qubit gates. There is a growing number of proposed physical implementations of qubits and quantum gates. A few examples are: Trapped ions , cavity QED , nuclear spins , superconducting devices , and our qubit proposal based on the spin of the electron in quantum-confined nanostructures.
Coupled quantum dots provide a powerful source of deterministic entanglement between qubits of localized but also of delocalized electrons . E.g., with such quantum gates it is possible to create a singlet state out of two electrons and subsequently separate (by electronic transport) the two electrons spatially with the spins of the two electrons still being entangledโthe prototype of an EPR pair. This opens up the possibility to study a new class of quantum phenomena in electronic nanostructures such as the entanglement and non-locality of electronic EPR pairs, tests of Bell inequalities, quantum teleportation , and quantum cryptography which promises secure information transmission.
### B Quantum Dots
In the present work, quantum dots play a central role and thus we shall make some general remarks about these systems here. Semiconductor quantum dots are structures where charge carriers are confined in all three spatial dimensions, the dot size being of the order of the Fermi wavelength in the host material, typically between $`10\mathrm{nm}`$ and $`1\mu \mathrm{m}`$ . The confinement is usually achieved by electrical gating of a two-dimensional electron gas (2DEG), possibly combined with etching techniques, see Fig. 1. Precise control of the number of electrons in the
conduction band of a quantum dot (starting from zero) has been achieved in GaAs heterostructures . The electronic spectrum of typical quantum dots can vary strongly when an external magnetic field is applied , since the magnetic length corresponding to typical laboratory fields $`B1\mathrm{T}`$ is comparable to typical dot sizes. In coupled quantum dots Coulomb blockade effects , tunneling between neighboring dots , and magnetization have been observed as well as the formation of a delocalized single-particle state .
## II General Considerations for Quantum Computing with Spins
### A Coherence
A fundamental problem in quantum physics is the issue of the decoherence of quantum systems and the transition between quantum and classical behavior. Of course, a lot of attention has been devoted in fundamental mesoscopic research to characterizing and understanding the decoherence of electrons in small structures. We remind the reader, however, that most of what has been probed (say in weak localization studies or the Aharonov-Bohm effect) is the orbital coherence of electron states, that is, the preservation of the relative phase of superpositions of spatial states of the electron (e.g., in the upper and lower arm of an Aharonov-Bohm ring). The coherence times seen in these investigations are almost completely irrelevant to the spin coherence times which are important in our quantum computer proposal. There is some relation between the two if there are strong spin-orbit effects, but our intention is that conditions and materials should be chosen such that these effects are weak.
Under these circumstances the spin coherence times (the time over which the phase of a superposition of spin-up and spin-down states is well-defined) can be completely different from the charge coherence times (a few nanoseconds), and in fact it is known that they can be orders of magnitude longer (see below). This was actually one of our prime motivations for proposing spin rather than charge as the qubit in these structures. The experimental measurement of this kind of coherence (i.e. for spins) is not so familiar in mesoscopic physics, and thus it is worth describing it briefly here.
In recent magneto-optical experiments, based on time-resolved Faraday rotation measurements, long spin coherence times were found in doped GaAs in the bulk and a 2DEG. At vanishing magnetic field and $`T=5\mathrm{K}`$, a transverse spin lifetime (decoherence time) $`T_2^{}`$ exceeding $`100\mathrm{ns}`$ was measured, with experimental indications that this time is a single-spin effect. Since this number still includes inhomogeneous effectsโe.g. g-factor variations in the material, leading to spins rotating with slightly different frequencies and thus reducing the total magnetizationโit represents only a lower bound of the transverse lifetime of a single spin, $`T_2T_2^{}`$, which is relevant for using spins as qubits. Using the same pump-probe technique, spin lifetimes in semiconductor quantum dots have been measured , with at most one spin per dot. The relatively small $`T_2^{}`$ decoherence times (a few ns at vanishing magnetic field), which have been seen in these experiments, probably originate from a large inhomogeneous broadening due to a strong variation of g-factors . Nevertheless, the fact that many coherent oscillations were observed provides strong experimental support to the idea of using electron spin as qubits.
Since none of the experiments have been done on an actual quantum computing structure as we envision it (see below), the existing results cannot be viewed as conclusive. Because of sensitivity to details, theory can only give general guidance about the mechanisms and dependencies to be looked for, but cannot make reliable a priori predictions of the decoherence times.
In fact there are further complications : we know theoretically that decoherence is not actually fully characterized by a single rate; in fact, a whole set of numbers is needed to fully characterize the decoherence process (12 in principle for individual qubits), and no experiment has been set up yet to completely measure this set of parameters, although the theory of these measurements is available. Even worse, decoherence effects will in principle be modified by the act of performing quantum computation (during gate operation, decoherence is occurring in a coupled qubit system). We believe that the full characterization of decoherence will involve ongoing iteration between theory and experiment, and will thus be inseparable from the act of building a reliable quantum computer. Still, we should mention that recent calculations including spin-orbit interaction lead to unusually low phonon-assisted spin-flip rates in quantum dots, which indicates long spin-decoherence times. We will discuss spin-qubit errors due to nuclear spins below in Sec. II G.
### B Upscaling
For the implementation of realistic calculations on a quantum computer, a large number of qubits will be necessary (on the order of $`10^5`$). For this it is essential that the underlying concept can be scaled up to a large number of qubits, which then can be operated in parallel (parallelism is required in known error correction schemes, see Sec. II E). This scaling requirement is well achievable with spin-based qubits confined in quantum dots, since producing arrays of quantum dots is feasible with state-of-the-art techniques of defining nanostructures in semiconductors. Of course, the actual implementation of such arrays including all the needed circuits poses experimental challenges, but at least we are not aware of physical restrictions which would exclude such an upscaling for spin-qubits.
### C Pulsed Switching
As we discuss in Sec. III and IV, quantum gate operations will be controlled through an effective Hamiltonian
$$H(t)=\underset{i<j}{}J_{ij}(t)๐_i๐_j+\underset{i}{}\mu _Bg_i(t)๐_i(t)๐_i,$$
(1)
which is switched via external control fields $`v(t)`$. Note that in the following the exchange coupling is local, i.e. $`J_{ij}`$ is finite only for neighboring qubits. However, in cavity-QED systems, there is also a long-range coupling of qubits as some of us have described in Ref. . But even if the exchange coupling is only local, operations on non-neighboring qubits can still be performed. Since one can swap the state of two qubits with the help of the exchange interaction only, as we will show in Sec. III, the qubits can be moved around in an array of quantum dots. Thus, a qubit can be transported to a place where it can be coupled with a desired second qubit, where single-qubit operations can be performed, or where it can be measured.
The gating mechanisms described in Sec. III and IV do not depend on the shape of $`P(v(t))`$, where $`P`$ stands for the exchange coupling $`J`$ or the Zeeman interaction. Only the time integral $`_0^\tau P(v(t))๐t`$ needs to assume a certain value (modulo $`2\pi `$). The exchange interaction $`J(t)`$ should be switched adiabatically, i.e. such that $`|\dot{v}/v|\delta \epsilon /\mathrm{}`$, where $`\delta \epsilon `$ is the energy scale on which excitations may occur. Here, $`\delta \epsilon `$ should be taken as the energy-level separation of a single dot (if spin is conserved). A rectangular pulse leads to excitation of higher levels, whereas an adiabatic pulse with amplitude $`v_0`$ is e.g. given by $`v(t)=v_0\mathrm{sech}(t/\mathrm{\Delta }t)`$ where $`\mathrm{\Delta }t`$ controls the width of the pulse. We need to use a switching time $`\tau _s>\mathrm{\Delta }t`$, such that $`v(t=\tau _s/2)/v_0`$ becomes vanishingly small. We then have $`|\dot{v}/v|=|\mathrm{tanh}(t/\mathrm{\Delta }t)|/\mathrm{\Delta }t1/\mathrm{\Delta }t`$, so we need $`1/\mathrm{\Delta }t\delta \epsilon /\mathrm{}`$ for adiabatic switching. The Fourier transform $`v(\omega )=\mathrm{\Delta }tv_0\pi \mathrm{sech}(\pi \omega \mathrm{\Delta }t)`$ has the same shape as $`v(t)`$ but width $`2/\pi \mathrm{\Delta }t`$. In particular, $`v(\omega )`$ decays exponentially in the frequency $`\omega `$, whereas it decays only with $`1/\omega `$ for a rectangular pulse.
### D Switching Times
Single qubit operations can be performed for example in g-factor-modulated materials, as proposed in Sec. IV. A spin can be rotated by a relative angle of $`\varphi =\mathrm{\Delta }g_{\mathrm{eff}}\mu _BB\tau /2\mathrm{}`$ through changing the effective g-factor by $`\mathrm{\Delta }g_{\mathrm{eff}}`$ for a time $`\tau `$. Thus, a typical switching time for an angle $`\varphi =\pi /2`$, a field $`B=1\mathrm{T}`$, and $`\mathrm{\Delta }g_{\mathrm{eff}}1`$ is $`\tau _s30\mathrm{ps}`$. If slower operations are required, they are easily implemented by choosing a smaller $`\mathrm{\Delta }g_{\mathrm{eff}}`$, reducing the magnitude of the field $`B`$, or by replacing $`\varphi `$ by $`\varphi +2\pi n`$ with integer $`n`$, thus โoverrotatingโ the spin. Next we consider two exchange-coupled spins, which perform a square-root-of-swap gate for the integrated pulse $`_0^{\tau _s}J(t)๐t/\mathrm{}=\pi /2`$, as described in Sec. III. We apply a pulse (see Sec. II C) $`J(t)=J_0\mathrm{sech}(t/\mathrm{\Delta }t)`$ with $`J_0=80\mu \mathrm{eV}1\mathrm{K}`$ and $`\mathrm{\Delta }t=4\mathrm{ps}`$. Again, we calculate a switching time $`\tau _s30\mathrm{p}\mathrm{s}`$, while the adiabaticity criterion is $`\mathrm{}/\mathrm{\Delta }t150\mu \mathrm{eV}\delta \epsilon `$. Once more, the switching time can be easily increased by adding $`2\pi n`$ with integer $`n`$ to the integrated pulse $`_0^{\tau _s}J(t)/\mathrm{}`$, i.e. by โoverswappingโ the two spins. This increased switching time allows a slower switching of $`J(t)`$ if required.
Further, we note that the total time consumed by an algorithm can be optimized considerably by simultaneously switching different parameters of the Hamiltonian, i.e. producing parallel instead of serial pulses. As an example, we have shown that for an error-correcting algorithm using only three qubits, a speed-up of a factor of two can be achieved . For algorithms handling a larger number of qubits, a more drastic optimization can be expected.
### E Error Correction
One of the main goals in quantum computation is the realization of a reliable error-correction scheme , which requires gate operations with an error rate not larger than one part in $`10^4`$. Taking the ratio of the dephasing time from Sec. II A, $`T_2100\mathrm{ns}`$, and the switching times from Sec. II D, $`\tau _s30\mathrm{ps}`$, we see that the targeted error rate seems not to be out of reach in the near future. From there on, an arbitrary upscaling of a quantum computer becomes feasible and is no further limited by decoherence and lacking gate precision, at least when systems with a scalable number of qubits are considered. We note that a larger number of qubits also requires a larger total number of gate operations to be performed, in order to implement the error-correction schemes. Therefore it is inevitable to perform these operations in parallel; otherwise the pursued gain in computational power is used up for error correction. Hence, one favors concepts where a localized control of the gates can be realized such that operations can be performed in parallel. However, since there are still many milestones to reach before sophisticated error-correction schemes can be applied, one should by no means disregard setups where gate operations are performed in a serial way.
### F Precision Requirements
Quantum computation is not only spoiled by decoherence, but also by a limited precision of the gates, i.e. by the limited precision of the Hamiltonian. In order for error correcting schemes to work, the (time integrated) exchange and Zeeman interaction need to be controlled again in about one part in $`10^4`$. While this requirement is present in all quantum computer proposals, it emphasizes the importance of gates with fine control. After a gate operation was performed on two qubits, one should be able to turn off the coupling between these qubits very efficiently, e.g. exponentially in the external fields, such that errors resulting from the remaining coupling can be reduced efficiently (if there is still a remaining coupling this can easily result in correlated errors; however, such correlated errors would pose new problems since known error correction schemes explicitly exclude them). The exchange coupling between two quantum dots can be indeed suppressed exponentially, as we will describe below in Sec. III. A further possible source of errors are fluctuating charges in the environment (e.g. moving charges in the leads attached to the gates) since they can lead to unknown shifts of the electrostatic potentials raised and lowered for switching. However, it is known from experiments on single quantum dots that such charge fluctuations can be controlled on the scale of hours which is sufficiently long on the time-scale set by the spin decoherence time which can be on the order of $`10^6`$ secs. Still, the ability to suppress 1/f noise will be very important for well-controlled switching in quantum computation. Finally, we note that uncontrolled charge switching is not nearly so great a problem for spin qubits as for charge qubits, since this switching does not couple directly to the spin degree of freedom.
### G Decoherence due to Nuclear Spins
It turns out that a serious source of possible qubit errors using semiconductors such as GaAs is the hyperfine coupling between electron spin (qubit) and nuclear spins in the quantum dot . In GaAs semiconductors, both Ga and As possess a nuclear spin $`I=3/2`$, and no Ga/As isotopes are available with zero nuclear spin. This is in contrast to Si-based structures which would be more advantageous from this aspect. However, in Si the control over nanostructures such as quantum dots is not as advanced as in GaAs yet, but this might be just a question of time. Anyway, we shall now see that such decoherence effects can also be controlled by creating an Overhauser field .
The hyperfine coupling between the electron spin $`๐`$ and the nuclear spins $`๐=_{n=1}^N๐^{(n)}`$, is given by $`A๐๐`$, where $`A`$ is the hyperfine coupling constant. Due to this coupling, a flip of the electron spin with a concomitant change of one nuclear spin may occur, causing an error in the quantum computation. We have analyzed this error in the presence of a magnetic field $`B_z`$ , and find in time-dependent perturbation theory that the total probability for a flip of the electron spin oscillates in time. The amplitude of these oscillations is
$$P_i\frac{1}{N}\left(\frac{B_\mathrm{n}^{}}{B}\right)^2,$$
(2)
where $`B`$ is defined below and $`B_\mathrm{n}^{}=NAI/g\mu _\mathrm{B}`$ is the maximal magnitude of the effective nuclear field (Overhauser field). In typical quantum dots we have $`N10^5`$. If $`B_z=0`$ and with a polarization $`p0`$, $`1p1`$ of the nuclear spins, an effective nuclear field $`B=pB_\mathrm{n}^{}`$ is produced and the transition probability becomes suppressed with $`P_i1/p^2N`$. Such a polarization $`p`$ can be established by dynamically spin-polarizing the nuclear spins, e.g. by optical pumping or by spin-polarized currents at the edge of a 2DEG . For these methods, nuclear Overhauser fields are reported as large as $`pB_\mathrm{n}^{}=4\mathrm{T}`$ in GaAs (corresponding to $`p=0.85`$ and which can have a lifetime on the order of minutes . Alternatively, for unpolarized nuclei, the amplitude of $`P_i`$ can be suppressed by an external field $`B=B_z`$ \[Eq. (2)\]. Thus, the decoherence of an electron spin due to hyperfine interaction can be suppressed drastically, either by dynamically polarizing the nuclear spins in the host material or by applying an external magnetic field. It would be highly desirable to test this prediction by measuring the electron-spin $`T_2`$ time with and without Overhauser field.
### H Initialization
At the beginning of most algorithms for quantum computers as well as an input for error correcting schemes, initialized qubits are required, i.e. qubits in a well defined state such as spin up, $`|`$. Single spins can be polarized by exposing them to a large magnetic field $`g\mu _BBkT`$ and letting them relax to the ground state. Such a magnetic field could be applied locally or realized by forcing the electrons (via external gates) into a magnetized layer, into a layer with a different effective g-factor or into a layer with polarized nuclear spins (Overhauser effect) etc., see also Fig. 1 and Sec. IV. If a spin-polarized current can be produced, such as by spin-polarizing materials or by spin-filtering with the help of another dot (see Sec. V C), polarized electrons can be injected into an empty quantum dot, i.e. the dot is filled with an already initialized spin.
For some algorithms, it is favorable to start with a given initial state, such as $`|0110\mathrm{}`$, instead of a ground state $`|0000\mathrm{}`$. This can be readily implemented with spins as qubits using standard electron spin resonance (ESR) techniques : We start with a ground state $`|0000\mathrm{}`$. Then we produce a Zeeman splitting by applying a static local magnetic field for these spins, which should be initialized into state $`|1`$. An ac magnetic field is then applied perpendicularly to the first field with a resonant frequency that matches the Larmor frequency $`\omega _\mathrm{L}=g\mu _BB/\mathrm{}`$. Due to paramagnetic resonance , this causes spin-flips in the quantum dots with the corresponding Zeeman splitting, thus producing the desired state. We note that since we do not want to affect the other spins (having a different Zeeman splitting) the amplitude of the ac field must be switched adiabatically, see Sec. II C. Of course, spin precession can also be used to perform single-spin rotations (see Sec. IV).
## III Two-Qubit GatesโCoupled Quantum Dots
The main component for every computer concept is a multi-(qu)bit gate, which eventually allows calculations through combination of several (qu)bits. Since two-qubit gates are (in combination with single-qubit operations) sufficient for quantum computation โthey form a universal setโwe now focus on a mechanism that couples pairs of spin-qubits. Such a mechanism exists in coupled quantum dots, resulting from the combined action of the Coulomb interaction and the Pauli exclusion principle. Two coupled electrons in absence of a magnetic field have a spin-singlet ground state, while the first excited state in the presence of strong Coulomb repulsion is a spin triplet. Higher excited states are separated from these two lowest states by an energy gap, given either by the Coulomb repulsion or the single-particle confinement. The low-energy dynamics of such a system can be described by the effective Heisenberg spin Hamiltonian
$$H_\mathrm{s}(t)=J(t)๐_1๐_2,$$
(3)
where $`J(t)`$ denotes the exchange coupling between the two spins $`๐_1`$ and $`๐_2`$, i.e. the energy difference between the triplet and the singlet. After a pulse of $`J(t)`$ with $`_0^{\tau _s}๐tJ(t)/\mathrm{}=J_0\tau _s/\mathrm{}=\pi `$ (mod $`2\pi `$), the time evolution $`U(t)=T\mathrm{exp}(i_0^tH_\mathrm{s}(\tau )๐\tau /\mathrm{})`$ corresponds to the โswapโ operator $`U_{\mathrm{sw}}`$, whose application leads to an interchange of the states in qubit 1 and 2 . While $`U_{\mathrm{sw}}`$ is not sufficient for quantum computation, any of its square roots $`U_{\mathrm{sw}}^{1/2}`$, say $`U_{\mathrm{sw}}^{1/2}|\varphi \chi =(|\varphi \chi +i|\chi \varphi )/(1+i)`$, turns out to be a universal quantum gate. Thus, it can be used, together with single-qubit rotations, to assemble any quantum algorithm. This is shown by constructing the known universal gate xor , through combination of $`U_{\mathrm{sw}}^{1/2}`$ and single-qubit operations $`\mathrm{exp}(i\pi S_i^z/2)`$, applied in the sequence ,
$$U_{\mathrm{XOR}}=e^{i(\pi /2)S_1^z}e^{i(\pi /2)S_2^z}U_{\mathrm{sw}}^{1/2}e^{i\pi S_1^z}U_{\mathrm{sw}}^{1/2}.$$
(4)
With these universal gates at hand, we can reduce the study of general quantum computation to the study of single-spin rotations (see Sec. IV) and the exchange mechanism, in particular how $`J(t)`$ can be controlled experimentally. The central idea is that $`J(t)`$ can be switched by raising or lowering the tunneling barrier between the dots. In the following, we shall review our detailed calculations to describe such a mechanism. We note that the same principles can also be applied to other spin systems in quantum-confined structures, such as coupled atoms in a crystal, supramolecular structures, and overlapping shallow donors in semiconductors etc., using similar methods as explained below. We point out that, beyond the mechanisms described in Sec. III A and Sec. III B, spins in quantum dots can also be coupled on a long distance scale by using a cavity-QED scheme or by using superconducting leads to which the quantum dots are attached , see Sec. VI D.
### A Laterally Coupled Dots
We consider a system of two coupled quantum dots in a two-dimensional electron gas (2DEG), containing one (excess) electron each, as described in Sec. I B. The dots are arranged in a plane, at a sufficiently small distance $`2a`$, such that the electrons can tunnel between the dots (for a lowered barrier) and an exchange interaction $`J`$ between the two spins is produced. We model this system of coupled dots with the Hamiltonian $`H=_{i=1,2}h_i+C+H_\mathrm{Z}=H_{\mathrm{orb}}+H_\mathrm{Z}`$, where the single-electron dynamics in the 2DEG ($`xy`$-plane) is described through
$$h_i=\frac{1}{2m}\left(๐ฉ_i\frac{e}{c}๐(๐ซ_i)\right)^2+V(๐ซ_i),$$
(5)
with $`m`$ being the effective mass and $`V(๐ซ_i)`$ the confinement potential as given below. A magnetic field $`๐=(0,0,B)`$ is applied along the $`z`$-axis, which couples to the electron spin through the Zeeman interaction $`H_\mathrm{Z}`$ and to the charge through the vector potential $`๐(๐ซ)=\frac{B}{2}(y,x,0)`$. In almost depleted regions, like few-electron quantum dots, the screening length $`\lambda `$ can be expected to be much larger than the screening length in bulk 2DEG regions (where it is $`40\mathrm{nm}`$ for GaAs). Thus, for small quantum dots, say $`\lambda 2a40\mathrm{nm}`$, we need to consider the bare Coulomb interaction $`C=e^2/\kappa |๐ซ_1๐ซ_2|`$, where $`\kappa `$ is the static dielectric constant. The confinement and tunnel-coupling in Eq. (5) for laterally aligned dots is modeled by the quartic potential
$$V(x,y)=\frac{m\omega _0^2}{2}\left[\frac{1}{4a^2}\left(x^2a^2\right)^2+y^2\right],$$
(6)
with the inter-dot distance $`2a`$ and $`a_\mathrm{B}=\sqrt{\mathrm{}/m\omega _0}`$ the effective Bohr radius of the dot. Separated dots ($`aa_\mathrm{B}`$) are thus modeled as two harmonic wells with frequency $`\omega _0`$. This is motivated by the experimental evidence that the low-energy spectrum of single dots is well described by a parabolic confinement potential .
Now we consider only the two lowest orbital eigenstates of $`H_{\mathrm{orb}}`$, leaving us with one symmetric (spin-singlet) and one antisymmetric (spin-triplet) orbital state. The spin state for the singlet is $`|S=(||)/\sqrt{2}`$, while the triplet spin states are $`|T_0=(|+|)/\sqrt{2}`$, $`|T_+`$=$`|`$, and $`|T_{}`$=$`|`$. For temperatures with $`kT\mathrm{}\omega _0`$, higher-lying states are frozen out and $`H_{\mathrm{orb}}`$ can be replaced by the effective Heisenberg spin Hamiltonian \[Eq. (3)\]. The exchange energy $`J=ฯต_\mathrm{t}ฯต_\mathrm{s}`$ is given as the difference between the triplet and singlet energy. For calculating these energies, we use the analogy between atoms and quantum dots and make use of variational methods similar to the ones in molecular physics. Using the Heitler-London ansatz with ground-state single-dot orbitals, we find ,
$`J`$ $`=`$ $`{\displaystyle \frac{\mathrm{}\omega _0}{\mathrm{sinh}\left(2d^2\frac{2b1}{b}\right)}}\{{\displaystyle \frac{3}{4b}}(1+bd^2)`$ (8)
$`+c\sqrt{b}[e^{bd^2}I_0\left(bd^2\right)e^{d^2(b1)/b}I_0\left(d^2{\displaystyle \frac{b1}{b}}\right)]\},`$
where we have introduced the dimensionless distance $`d=a/a_\mathrm{B}`$ between the dots and the magnetic compression factor $`b=B/B_0=\sqrt{1+\omega _L^2/\omega _0^2}`$ with the Larmor frequency $`\omega _L=eB/2mc`$. The zeroth order Bessel function is denoted by $`I_0`$. In Eq. (8), the first term comes from the confinement potential, while the terms proportional to the parameter $`c=\sqrt{\pi /2}(e^2/\kappa a_\mathrm{B})/\mathrm{}\omega _0`$ result from the Coulomb interaction $`C`$; the exchange term is recognized by its negative sign. We are mainly interested in the weak coupling limit $`|J/\mathrm{}\omega _0|1`$, where the ground-state Heitler-London ansatz is self-consistent. We plot $`J`$ \[Eq. (8)\] in Fig. 2 as a function of $`B`$ and $`d`$. We note that $`J(B=0)>0`$, which is generally true for a two-particle system with time-reversal invariance. We observe that over a wide range of the parameters $`c`$ and $`a`$, the sign of $`J(B)`$ changes from positive to negative at a finite value of $`B`$ (for the parameters chosen in Fig. 2(a) at $`B1.3\mathrm{T}`$). $`J`$ is suppressed exponentially either by compression of the electron orbitals through large magnetic fields ($`b1`$), or by large distances between the dots ($`d1`$), where in both cases the orbital overlap of the two dots is reduced. This exponential suppression, contained in the $`1/\mathrm{sinh}`$ prefactor in Eq. (8), is partly compensated by the exponentially growing exchange term $`\mathrm{exp}(2d^2(b1/b))`$. In total, $`J`$ decays exponentially as $`\mathrm{exp}(2d^2b)`$ for large $`b`$ or $`d`$. Since the sign reversal of $`J`$โsignalling a singlet-triplet crossingโresults from the long-range Coulomb interaction, it is not contained in the standard Hubbard model which takes only short-range interaction into account. In this latter model one finds $`J=4t^2/U>0`$ in the limit $`t/U1`$ (see Fig. 2). The Heitler-London result \[Eq. (8)\] was refined by taking higher levels and double occupancy of the dots into account (implemented in a Hund-Mullikan approach), which leads to qualitatively similar results , in particular concerning the singlet-triplet crossing.
We remark again that the exponential suppression of $`J`$ is very desirable for minimizing gate errors, see Sec. II F. In the absence of tunneling between the dots we still might have direct Coulomb interaction left between the electrons. However, this has no effect on the spins (qubit) provided the spin-orbit coupling is sufficiently small, which is the case for s-wave electrons in GaAs structures with unbroken inversion symmetry (this would not be so for hole-doped systems since the hole has a much stronger spin-orbit coupling due to its p-wave character). Finally, the vanishing of $`J`$ can be exploited for switching by applying a constant homogeneous magnetic field to an array of quantum dots to tune $`J`$ to zero (or close to some other desirable value). Then, for switching $`J`$ on and off, only a small gate pulse or a small local magnetic field is needed.
### B Vertically Coupled Dots
We have also investigated the case of vertically tunnel-coupled quantum dots . Such a setup of the dots has been produced in multilayer self-assembled quantum dots (SAD) as well as in etched mesa heterostructures . We apply the same methods as described in Sec. III A for laterally coupled dots, but now we extend the Hamiltonian Eq. (5) from two to three dimensions and take a three-dimensional confinement $`V=V_l+V_v`$. We implement the vertical confinement $`V_v`$ as a quartic potential similar to Eq. (6), with curvature $`\omega _z`$ at $`z=\pm a`$ \[see Fig. 3(b)\], implying an effective Bohr radius $`a_\mathrm{B}=\sqrt{\mathrm{}/m\omega _z}`$ and a dimensionless distance $`d=a/a_\mathrm{B}`$. We have modeled a harmonic potential for the lateral confinement, while we have allowed different sizes of the two dots $`a_{\mathrm{B}\pm }=\sqrt{\mathrm{}/m\alpha _{0\pm }\omega _z}`$. This allows additional switching mechanisms as it is explained in the next paragraph.
Since we are considering a three-dimensional setup, the exchange interaction is not only sensitive to the magnitude of the applied fields, but also to their direction. We now give a brief overview of our results for in-plane ($`B_{}`$, $`E_{}`$) and perpendicular ($`B_{}`$, $`E_{}`$) fields; this setup is illustrated in Fig. 3(a): (1) An in-plane magnetic field $`B_{}`$ suppresses $`J`$ exponentially; a perpendicular field in laterally coupled dots has the same effect (Sec. III A). (2) A perpendicular magnetic fields $`B_{}`$ reduces on the one hand the exchange coupling between identically sized dots $`\alpha _{0+}=\alpha _0`$ only slightly. On the other hand, for different dot sizes $`a_{\mathrm{B}+}<a_\mathrm{B}`$, the behavior of $`J(B_{})`$ is no longer monotonic: Increasing $`B_{}`$ from zero amplifies the exchange coupling $`J`$ until both electronic orbitals are magnetically compressed to approximately the same size, i.e. $`B2m\alpha _{0+}\omega _zc/e`$. From this point, $`J`$ decreases weakly, as for identically sized dots. (3) A perpendicular electric field $`E_{}`$ detunes the single-dot levels, and thus reduces the exchange coupling; the very same finding was made for for laterally coupled dots and an in-plane electric field . (4) An in-plane electric field $`E_{}`$ and different dot sizes provide another switching mechanism for $`J`$. The dots are shifted parallel to the field by $`\mathrm{\Delta }x_\pm =E_{}/E_0\alpha _{0\pm }^2`$, where $`E_0=\mathrm{}\omega _z/ea_B`$. Thus, the larger dot is shifted a greater distance $`\mathrm{\Delta }x_{}>\mathrm{\Delta }x_+`$ and so the mean distance between the electrons grows as $`d^{}=\sqrt{d^2+A^2(E_{}/E_0)^2}>d`$, taking $`A=(\alpha _{0+}^2\alpha _0^2)/2\alpha _{0+}^2\alpha _0^2`$. Since the exchange coupling $`J`$ is exponentially sensitive to the inter-dot distance $`d^{}`$, it is suppressed exponentially when an in-plane electric field is applied, $`J\mathrm{exp}[2A^2(E_{}/E_0)^2]`$, which is illustrated in Fig. 3(c). Thereby we have given an exponential switching mechanism for quantum gate operation relying only on a tunable electrical field, in addition to the magnetically driven switching discussed above.
### C Singlet-Triplet Entangling Gate
An operation which encodes a single spin 1/2 state $`|\alpha `$ into a singlet or triplet state can be used for measuring the state of the qubit represented by $`|\alpha `$, when a measurement device capable of distinguishing singlet/triplet states is available (see e.g. Sec. VI C). Further, such an operation acts as an โentanglerโ for electron pairs used in quantum communication (see Sec. VI). Indeed, we can construct such a two-qubit operation explicitly. While quantum dot 1 is in state $`|\alpha `$, we prepare the state of the quantum dot 2 to $`|`$, perform a $`U_{\mathrm{sw}}^{1/2}`$ gate and finally apply a local Zeeman term, generating the time evolution $`\mathrm{exp}\{i(\pi /2)S_1^z\}`$, thus
$`\begin{array}{c}\hfill |\\ \hfill |\end{array}\}\stackrel{e^{i\frac{\pi }{2}S_1^z}U_{\mathrm{sw}}^{1/2}}{โโ-โถ}\{\begin{array}{c}e^{i\frac{\pi }{4}}|,\hfill \\ i(||)/\sqrt{2}.\hfill \end{array}`$ (13)
In other words, this operation maps the triplet $`|`$ (and $`|`$) into itself, while the state $`|`$ is mapped into the singlet (and $`|`$ into the triplet $`(|+|)/\sqrt{2}`$), up to phase factors.
## IV Single-Spin Rotations
A requirement for quantum computing is the possibility to perform one-qubit operations, which translates in the context of spins into single-spin rotations. So it must be possible to expose a specific qubit to a time-varying Zeeman coupling $`(g\mu _B๐๐)(t)`$ , which can be controlled through both the magnetic field $`๐`$ and/or the g-factor $`g`$. Since only phases have a relevance, it is sufficient to rotate all spins of the system at once (e.g. by an external field $`B`$), but with a different Larmor frequency. We have proposed a number of possible implementations for spin-rotations:
The equilibrium position of the electron can be moved around through electrical gating. Thus, if the electron wave function is pushed into a region with a different magnetic field strength or (effective) g-factor, one produces a relative rotation around the direction of $`๐`$ by an angle of $`\varphi =(g^{}B^{}gB)\mu _B\tau /2\mathrm{}`$, see Fig. 1. Regions with an increased magnetic field can be provided by a magnetic (dot) material while an effective magnetic field can be produced e.g. with dynamically polarized nuclear spins (Overhauser effect) .
We shall now explain a concept for using g-factor-modulated materials . In bulk semiconductors the free-electron value of the Landรฉ g-factor $`g_0=2.0023`$ is modified by spin-orbit coupling. Similarly, the g-factor can be drastically enhanced by doping the semiconductor with magnetic impurities . In confined structures such as quantum wells, wires, and dots, the g-factor is further modified and becomes sensitive to an external bias voltage . We have numerically analyzed a system with a layered structure (AlGaAs-GaAs-InAlGaAs-AlGaAs), in which the effective g-factor of electrons is varied by shifting their equilibrium position from one layer to another by electrical gating. We have found that in this structure the effective g-factor can be changed by about $`\mathrm{\Delta }g_{\mathrm{eff}}1`$ .
Alternatively, one can use ESR techniques for switching (as already explained in Sec. II H).
Furthermore, localized magnetic fields can be generated with the magnetic tip of a scanning force microscope, a magnetic disk writing head, by placing the dots above a grid of current-carrying wires, or by placing a small wire coil above the dot etc.
## V Measuring a Single Spin (Read-Out)
### A Spin Measurements through Spontaneous Magnetization
One scheme for reading out the spin of an electron on a quantum dot is implemented by tunneling of this electron into a supercooled paramagnetic dot . There the spin induces a magnetization nucleation from the paramagnetic metastable phase into a ferromagnetic domain, whose magnetization direction $`(\theta ,\varphi )`$ is along the measured spin direction and which can be measured by conventional means. Since this direction is continuous rather than only one of two values, we describe this generalized measurement in the formalism of positive-operator-valued (POV) measurements as projection into the overcomplete set of spin-$`1/2`$ coherent states $`|\theta ,\varphi =\mathrm{cos}(\theta /2)|+e^{i\varphi }\mathrm{sin}(\theta /2)|`$. Thus if we interpret a magnetization direction in the upper hemisphere as $`|`$, we have a $`75`$%-reliable measurement, since $`(1/2\pi )_{\theta \pi /2}d\mathrm{\Omega }||\theta ,\varphi |^2=3/4`$, using the normalization constant $`2\pi `$ for the coherent spin states.
### B Spin Measurements via the Charge
While spins have the intrinsic advantage of long decoherence times, it is very hard to measure a single spin directly via its magnetic moment. However, measuring the charge of single electrons is state of the art. Thus it is desirable to have a mechanism for detecting the spin of an electron via measuring charge, i.e. voltage or current .
A straightforward concept yielding a potentially 100% reliable measurement requires a switchable โspin-filterโ tunnel barrier which allows only, say, spin-up but no spin-down electrons to tunnel. When the measurement of a spin in a quantum dot is to be performed, tunneling between this dot and a second dot, connected to an electrometer, is switched on, but only spin-up electrons are allowed to pass (spin-filtering). Thus if the spin had been up, a charge would be detected in the second dot by the electrometer , and no charge otherwise. Again, this is a POV type of measurement (see above). It is known how to build electrometers with single-charge detection capabilities; resolutions down to $`10^8`$ of one electron charge have been reported . Spin filtering and also spin-state measurements can be achieved by tunneling through a quantum dot as we shall discuss next.
### C Quantum Dot as Spin Filter and Read-Out/Memory Device
We discuss now a setupโquantum dot attached to in- and outgoing current leads $`l=1,\mathrm{\hspace{0.17em}2}`$โwhich can be operated as a spin filter, or as a read-out device, or as a spin-memory where a single spin stores the information .
A new feature of this proposal is that the spin-degeneracy is lifted with different Zeeman splittings in the dot and in the leads, e.g. by using materials with different effective g-factors for leads and dot . This results in Coulomb blockade peaks and spin-polarized currents which are uniquely associated with the spin state on the dot.
The setup is described by a standard tunneling Hamiltonian $`H_0+H_T`$ , where $`H_0=H_L+H_D`$ describes the leads and the dot. $`H_D`$ includes the charging and interaction energies of the electrons in the dot as well as their Zeeman energy $`\pm g\mu _BB/2`$ in an external magnetic field $`๐`$. The tunneling between leads and the dot is described by $`H_T=_{l,k,p,s}t_{lp}c_{lks}^{}d_{ps}+\mathrm{h}.\mathrm{c}.`$, where $`c_{lks}`$ annihilates electrons with spin $`s`$ and momentum $`k`$ in lead $`l`$ and $`d_{ps}`$ annihilates electrons in the dot. We consider the Coulomb blockade regime where the charge on the dot is quantized. Then we apply a standard master-equation approach with a reduced density matrix of the dot and calculate the transition rates in a โgolden-ruleโ approach up to 2nd order in $`H_T`$. The first-order contribution to the current is the sequential tunneling current $`I_s`$ , where the number of electrons on the dot fluctuates and thus the processes of an electron tunneling from the lead onto the dot and vice versa are allowed by energy conservation. The second-order contribution is the cotunneling current $`I_c`$ , involving a virtual intermediate state with a different number of electrons on the dot (see also Sec. VI C).
We now consider a system, where the Zeeman splitting in the leads is negligible (i.e. much smaller than the Fermi energy) while on the dot it is given as $`\mathrm{\Delta }_z=\mu _B|gB|`$. We assume a small bias $`\mathrm{\Delta }\mu =\mu _1\mu _2>0`$ between the leads at chemical potential $`\mu _{1,\mathrm{\hspace{0.17em}2}}`$ and low temperatures so that $`\mathrm{\Delta }\mu ,kT<\delta `$, where $`\delta `$ is the characteristic energy-level distance on the dot. First we consider a quantum dot in the ground state, filled with an odd number of electrons with total spin $`1/2`$, which we assume to be $`|`$ and to have energy $`E_{}=0`$. If an electron tunnels from the lead onto the dot, a spin singlet is formed with energy $`E_S`$, while the spin triplets are (usually) excited states with energies $`E_{T_\pm }`$ and $`E_{T_0}`$. At the sequential tunneling resonance, $`\mu _1>E_S>\mu _2`$, where the number of electrons on the dot fluctuates between $`N`$ and $`N+1`$, and in the regime $`E_{T_+}E_S,\mathrm{\Delta }_z>\mathrm{\Delta }\mu ,kT`$, energy conservation only allows ground state transitions. Thus, spin-up electrons are not allowed to tunnel from lead $`1`$ via the dot into lead $`2`$, since this would involve virtual states $`|T_+`$ and $`|`$, and so we have $`I_s()=0`$ for sequential tunneling. However, spin down electrons may pass through the dot in the process <sub>i</sub> $``$ <sub>f</sub>, followed by <sub>i</sub> $``$ $`_f`$. Here the state of the quantum dot is drawn inside the circle, while the states in the leads are drawn to the left and right, resp., of the circle. This leads to a spin-polarized sequential tunneling current $`I_s=I_s()`$, which we have calculated as
$`I_s()/I_0=\theta (\mu _1E_S)\theta (\mu _2E_S),k_BT<\mathrm{\Delta }\mu ,`$ (14)
$`I_s()/I_0={\displaystyle \frac{\mathrm{\Delta }\mu }{4k_BT}}\mathrm{cosh}^2\left[{\displaystyle \frac{E_S\mu }{2k_BT}}\right],k_BT>\mathrm{\Delta }\mu ,`$ (15)
where $`\mu =(\mu _1+\mu _2)/2`$ and $`I_0=e\gamma _1\gamma _2/(\gamma _1+\gamma _2)`$. Here $`\gamma _l=2\pi \nu |A_{lnn^{}}|^2`$ is the tunneling rate between lead $`l`$ and the dot and we have introduced the matrix elements $`A_{ln^{}n}=_{ps}t_{lp}n^{}|d_{ps}|n`$. Similarly, for $`N`$ even we find $`I_s()=0`$ while for $`I_s()`$ a similar result holds as in Eqs. (14), (15).
Even though $`I_s`$ is completely spin-polarized, a leakage of current with opposite polarization arises through cotunneling processes ; still the leakage is small, and the efficiency for $`\mathrm{\Delta }_z<|E_{T_+}E_S|`$ for spin filtering in the sequential regime becomes
$$I_s()/I_c()\frac{\mathrm{\Delta }_z^2}{(\gamma _1+\gamma _2)\mathrm{max}\{k_BT,\mathrm{\Delta }\mu \}},$$
(16)
and equivalently for $`I_s()/I_c()`$ at the even-to-odd transition. In the sequential regime we have $`\gamma _i<k_BT,\mathrm{\Delta }\mu `$, thus, for $`k_BT,\mathrm{\Delta }\mu <\mathrm{\Delta }_z`$, we see that the spin-filtering is very efficient.
We discuss now the opposite case where the leads are fully spin polarized with a much smaller Zeeman splitting on the dot . Such a situation can be realized with magnetic semiconductors (with effective g-factors reaching 100 ) where spin-injection into GaAs has recently been demonstrated for the first time. Another possibility would be to work in the quantum Hall regime where spin-polarized edge states are coupled to a quantum dot. In this setup the device can be used as read-out for the spin state on the dot. Assume now that the spin polarization in both leads is up, and the ground state of the dot contains an odd number of electrons with total spin $`1/2`$. Now the leads can provide and absorb only spin-up electrons. Thus, a sequential tunneling current will only be possible if the dot state is $`|`$ (to form a singlet with the incoming electron, whereas the triplet is excluded by energy conservation). Hence, the current is much larger for the spin on the dot being in $`|`$ than it is for $`|`$. Again, there is a small cotunneling leakage current for the dot-state $`|`$, with a ratio of the two currents given by Eq. (16). Thus, we can probe (read out) the spin-state on the quantum dot by measuring the current which passes through the dot. Given that the sequential tunneling current is typically on the order of $`0.11`$ nA , we can estimate the read-out frequency $`I/2\pi e`$ to be on the order of $`0.11`$ GHz. Combining this with the initialization and read-in techniques from Sec. II H, i.e. ESR pulses to switch the spin state, we have a spin memory at the ultimate single-spin limit, whose relaxation time is just the spin relaxation time. This relaxation time can be expected to be on the order of $`100`$โs of nanoseconds , and can be directly measured via the currents when they switch from high to low due to a spin flip on the dot .
### D Optical Measurements
Measurements of the Faraday rotation originating from a pair of coupled electrons would allow us to distinguish between spin singlet and triplet : In the singlet state ($`S=0`$, no magnetic moment) there is no Faraday rotation, whereas in the triplet state ($`S=1`$) the polarization of linearly polarized light is rotated slightly due to the presence of the magnetic moment. A single spin $`|\alpha `$ can be measured either directly via Faraday rotation or by first entangling it with another spin $`|`$ and then applying the singlet/triplet-measurement. This entanglement is achieved by applying the gate defined in Sec. III C, resulting in either a triplet or singlet, depending on whether $`|\alpha `$ was $`|`$ or $`|`$. However, much more work is required to analyze the Faraday rotation (in particular to calculate the oscillator strength for such processes) in order to assess its efficiency for spin measurements.
## VI Quantum Communication with Entangled Electrons
A (pure) state of two particles (qubits) is called entangled, if it cannot be expressed as a tensor product of two single-particle states. Many tasks in quantum communication require maximally entangled states of two qubits (EPR pairs) such as the spin singlet . Note that also the triplet $`|T_0`$ is an entangled state, while the other two triplets $`|T_\pm `$ are not. The quantum gate mechanism described in Sec. III C is one possibility for producing such entangled states (we call in general such a device an entangler, for which a number of realizations are conceivable). Here we discuss three experimental setups by which the entanglement of electrons can be detected via their charge in transport and noise measurements in mesoscopic nanostructures . This investigation touches on fundamental issues such as the non-locality of quantum mechanics, especially for massive particles, and genuine two-particle Aharonov-Bohm effects which are fascinating topics in their own right. The main idea here is to exploit the unique relation between the symmetry of the orbital state and the spin state (for two electrons) which makes it possible to detect the spin state again via the charge (orbital) degrees of freedom of the electrons.
We should emphasize here that entanglement per se is rather the rule than the exception in condensed matter systems. For instance every ground state of a many-electron system is entangled simply by the antisymmetry requirement for the wave function. However, the key here is to have separate control over each specified particle which belongs to an entangled many-particle state.
In quantum optics, violations of Bell inequalities and quantum teleportation with photons have been investigated , while so far no corresponding experiments for electrons in a solid-state environment are reported.
### A Adding Entangled Electrons to the Fermi Sea
When we consider the injection of entangled electrons into a Fermi sea, we must keep in mind that there is always Coulomb interaction present with all the other electrons in the leads. So we need to analyze its effect on the entanglement . Specifically, when we add an electron in state $`q`$ to a Fermi sea (lead), the quasiparticle weight of that state will be renormalized by $`0z_q1`$ (see below), i.e. some weight $`1z_q`$ to find the electron in the original state $`q`$ will be distributed among all the other electrons . This rearrangement of the Fermi system due to the Coulomb interaction happens very quickly, on a timescale given by the inverse plasmon frequency. So, the question now is: how big is this renormalization? More precisely, when a triplet/singlet electron pair ($`t`$ and $`s`$ for short) is injected from an entangler into two leads $`1`$ and $`2`$, we obtain the state
$$|\psi _{\mathrm{๐ง๐ง}^{}}^{t/s}=\frac{1}{\sqrt{2}}(a_๐ง^{}a_๐ง^{}^{}\pm a_๐ง^{}a_๐ง^{}^{})|\psi _0,$$
(17)
with the filled Fermi sea $`|\psi _0`$, $`๐ง=(๐ช,l)`$, $`๐ช`$ the momentum of an electron, and $`l`$ the lead number. The operator $`a_{๐ง\sigma }^{}`$ creates an electron in state $`๐ง`$ with spin $`\sigma `$. The propagation of the triplet or singlet, interacting with all other electrons in the Fermi sea, can be described by the 2-particle Greenโs function $`G^{t/s}(\mathrm{๐๐},\mathrm{๐๐};t)=\psi _{\mathrm{๐๐}}^{t/s},t|\psi _{\mathrm{๐๐}}^{t/s}`$. If we prepare a triplet (singlet), $`G^{t/s}(\mathrm{๐๐},\mathrm{๐๐};t)`$ is the amplitude of finding a triplet (singlet) after time $`t`$. Assuming sufficiently separated leads with negligible mutual interaction, we find $`|G^{t/s}(\mathrm{๐๐},\mathrm{๐๐};t)|=z_F^2`$. For a spin-independent Hamiltonian with bare Coulomb interaction only and within RPA , the quasiparticle weight for a 2DEG is given by $`z_F=1r_s\left(1/2+1/\pi \right)`$, in leading order of the interaction parameter $`r_s=1/k_Fa_B`$, where $`a_B=ฯต_0\mathrm{}^2/me^2`$ is the Bohr radius and $`k_F`$ the Fermi wavevector. In a GaAs 2DEG we have $`a_B=10.3`$ nm and $`r_s=0.614`$, and thus we obtain $`z_F=0.665`$. Therefore, we conclude that the entanglement of a pair of electrons injected into a Fermi liquid will be reduced but there is still a finite probability left to preserve the entangled state. This holds provided the spin-scattering effects are small. That this is indeed the case in GaAs 2DEGs is supported by experiments where the electron spin has been transported phase-coherently over distances of up to 100 $`\mu m`$ .
### B Noise of Entangled Electrons
It has been known for quite some time that bosons such as photons show โbunchingโ behavior when measuring the correlations between particles (โnoiseโ) in an incoming particle current. More recently, the opposite behavior for fermions, โantibunchingโ, was expected theoretically and found experimentally , in particular for electrons. However, as we have pointed out recently the noise of electrons in current-carrying wires is not sensitive to the symmetry of the total wave function but only to the symmetry of the orbital part of it, at least if no spin-scattering processes are present. Thus, if we now consider a two-electron state, we expect antibunching for the triplet states, since they have an antisymmetric orbital wave function, whereas the orbital wave function associated with the spin singlet state is symmetric, and so we expect a bunching behavior. This leads to an observable decrease or increase in noise for electrons, depending on their common spin state, as we shall discuss next .
We assume that an entangler generates pairs of entangled electrons which are then injected into lead 1 and 2, one electron each, as shown in Fig. 4. A beam splitter is inserted in order to create two-particle interference effects in the sense that there is an equal probability amplitude for incoming electrons (from lead 1 or 2) to leave into lead 3 or 4 (note that the electrons in a Fermi liquid wire hardly interact which each other; the role of the beam splitter is thus to simulate direct and exchange Coulomb processes). The quantity of interest is then the noise, i.e. the current-current correlations, measured in leads $`3`$ and/or $`4`$.
The amplitude of recovering a singlet or triplet state after injecting it into an interacting Fermi sea is reduced by a factor of $`z_F^22`$ (see Sec. VI A). Except for this renormalization, the entanglement of the singlet or triplet state is not affected by the interacting electrons in the filled Fermi sea. Thus we can now calculate transport quantities using the standard scattering theory for non-interacting quasiparticles in a Fermi liquid. We consider the entangled incident states $`|\pm |\psi _{\mathrm{๐๐}}^{t/s}`$ with one electron per lead and the quantum numbers $`๐ง=(\epsilon _n,n)`$, where $`\epsilon _n`$ is the energy of the electron. Considering a multiterminal conductor with density of states $`\nu `$, we assume that the leads consist of only one quantum channel; the generalization to several channels is straightforward. The (unpolarized) current operator for lead $`\alpha `$ can be written as
$$I_\alpha (t)=\frac{e}{h\nu }\underset{\sigma \epsilon \epsilon ^{}}{}\left[a_{\alpha \sigma }^{}(\epsilon )a_{\alpha \sigma }(\epsilon ^{})b_{\alpha \sigma }^{}(\epsilon )b_{\alpha \sigma }(\epsilon ^{})\right]e^{i(\epsilon \epsilon ^{})t/\mathrm{}},$$
(18)
where $`a_{\alpha \sigma }^{}(\epsilon )`$ creates an incoming electron with spin $`\sigma `$ and energy $`\epsilon `$ in the lead $`\alpha `$. The operators $`b_{\alpha \sigma }(\epsilon )`$ for the outgoing electrons are given by $`b_{\alpha \sigma }(\epsilon )=_\beta s_{\alpha \beta }a_{\beta \sigma }(\epsilon )`$ with the scattering matrix $`s_{\alpha \beta }`$, which is assumed to be spin- and energy-independent. The average currents in the leads, $`\left|I_\alpha \right|=e/h\nu `$, are not sensitive to the orbital symmetry of the wavefunction. The spectral densities of the fluctuations $`\delta I_\alpha =I_\alpha I_\alpha `$ between the leads $`\alpha `$ and $`\beta `$ are
$$S_{\alpha \beta }(\omega )=\underset{T\mathrm{}}{lim}\frac{h\nu }{T}_0^T๐te^{i\omega t}\mathrm{Re}\pm |\delta I_\alpha (t)\delta I_\beta (0)|\pm ,$$
(19)
which are now evaluated with the scattering matrix for the beamsplitter (Fig. 4) with the reflection and transmission amplitudes $`r`$ and $`t`$, thus $`s_{31}=s_{42}=r`$, and $`s_{41}=s_{32}=t`$ and no backscattering, so $`s_{12}=s_{34}=s_{\alpha \alpha }=0`$. We obtain for the noise at zero frequency
$$S_{33}=S_{44}=S_{34}=2\frac{e^2}{h\nu }T\left(1T\right)\left(1\delta _{\epsilon _1\epsilon _2}\right).$$
(20)
Here, the minus (plus) sign refers to the spin triplet (singlet) and $`T=|t|^2`$ is the transmission coefficient of the beam splitter. If two electrons with the same energies, $`\epsilon _1=\epsilon _2`$, in the singlet state are injected into the leads $`1`$ and $`2`$, the shot noise is enhanced by a factor of two compared to the value for uncorrelated particles , $`2e^2T(1T)/h\nu `$. This amplification of the noise arises from bunching of the electrons due to their symmetric orbital wavefunction, such that the electrons preferably appear in the same outgoing leads. If the electron pairs are injected as a triplet, an antibunching effect appears, completely suppressing the noise, i.e. $`S(\omega =0)=0`$. We stress that the sign of cross-correlations does not carry any signature of statistics, e.g. here the different signs of $`S_{34}`$ and $`S_{33}=S_{44}`$ \[Eq. (20)\] merely reflect current conservation and absence of backscattering. Since the bunching effect appears only for a state with a symmetric orbital wave function, which is not the case for unentangled electron states, measuring noise enhancement in the outgoing arms of the beamsplitter provides unique evidence for entanglement .
### C Spin-dependent Current through a Double DotโProbing Entanglement
We turn now to a setup by which the entanglement of two electrons in a double-dot can be measured through current and noise . For this we consider a double-dot which is weakly coupled, with tunneling amplitude $`\mathrm{\Gamma }`$, to in-and outgoing leads at chemical potentials $`\mu _{1,\mathrm{\hspace{0.17em}2}}`$. As shown in Fig. 5, the dots are put in parallel in contrast to the standard series connection. We work in the Coulomb blockade regime where the charge on the dots is quantized and in the cotunneling regime , with $`U>|\mu _1\pm \mu _2|>J>k_BT,2\pi \nu \mathrm{\Gamma }^2`$, where $`U`$ is the single-dot charging energy, $`\nu `$ the lead density of states, and $`J`$ the exchange coupling (see Sec. III). The cotunneling current involves a coherent virtual process where an electron tunnels from a dot to, say, lead 2 and then a second electron tunnels from lead 1 to this dot. Assuming $`|\mu _1\mu _2|>J`$, elastic as well as inelastic cotunneling occurs. Further, $`\mathrm{\Gamma }`$ is assumed to be sufficiently weak so that the double-dot will return to its equilibrium state before the next electron passes through. Since an electron can either pass through the upper or lower dot, a closed loop is formed by these two paths, and in the presence of a magnetic flux the upper and the lower paths collect a phase difference given by the Aharonov-Bohm phase $`\varphi =ABe/\mathrm{}`$ (with $`A`$ being the loop area), thus leading to interference effects. If the two electrons on the double-dot are in the singlet state, then the tunneling current acquires an additional phase of $`\pi `$ (see below and Fig. 5) leading to a sign reversal of the coherent contribution compared to that for triplets. Explicitly, we find for the cotunneling current
$$I=e\pi \nu ^2\mathrm{\Gamma }^4\frac{\mu _1\mu _2}{\mu _1\mu _2}\left(2\pm \mathrm{cos}\varphi \right),$$
(21)
and for the shot noise power $`S(0)=e|I|`$, where the upper sign refers to the triplet states in the double-dot and the lower sign to the singlet state.
Eq. (21) can be reproduced, up to a prefactor, by the following heuristic argument. Consider the two spins on the double dot to be in the singlet state $`|S=(||)/\sqrt{2}`$ or in a triplet state, say, $`|T_0=(|+|)/\sqrt{2}`$. These superpositions are illustrated in Fig. 5 by drawing the first term in black in the left part of the dots and the second term in gray on the right. We consider the contribution $`I_{T_+}`$ to the current, where we start with one spin-up electron in the left lead and end with a spin-down electron in the right lead and the triplet state $`|T_+`$ on the double dot (see inset of Fig. 5). For this process, either a spin-down electron tunnels first $`(1)`$ from the lower dot into the right lead and then $`(2)`$ the spin-up electron from the left lead tunnels into the lower dot. Or the upper dot participates via $`(1^{})`$ and $`(2^{})`$, but now the state $`|`$ is involved, thus if the initial state on the double dot is a singlet, the transition amplitudes for upper and lower path acquire opposite signs, whereas there is no sign change if we started out from a triplet (as shown for $`|T_0`$ in Fig. 5). Therefore, we can write the transition amplitudes $`A_{21}=|A_{21}|e^{i\varphi /2}\mathrm{\Gamma }^2`$ for the lower path and $`A_{2^{}1^{}}=\pm |A_{21}|e^{i\varphi /2}`$ for the upper path, where the upper/lower sign stands for a triplet/singlet initial state on the double-dot. This leads to a total transition amplitude of $`A_{fi}=A_{21}+A_{2^{}1^{}}`$, and a current $`I_{T_+}e|A_{fi}|^2=2e|A_{21}|^2(1\pm \mathrm{cos}\varphi )`$. Note that the transition $`|S|T_+`$ is inelastic whereas $`|T_0|T_+`$ is not. For an initial singlet state on the double-dot, the other inelastic processes $`|S|T_0,|T_{}`$ also yield a current proportional to $`1\mathrm{cos}\varphi `$, while the current from the elastic process $`|S|S`$ is proportional to $`1+\mathrm{cos}\varphi `$. Similarly, starting with a triplet, the sign of the $`\mathrm{cos}\varphi `$ term is negative for an inelastic process, while it is positive for an elastic one. Note that there is only one inelastic process $`|T|S`$, whereas there are more elastic processes allowed for $`|T|T`$. The total current is obtained by summing over all terms, yielding $`I=_fI_fe\mathrm{\Gamma }^4(2\pm \mathrm{cos}\varphi )`$, where the upper sign stands for an initial triplet state and the lower sign for a singlet, in agreement with Eq. (21). We finally emphasize that for the singlet $`|S`$ and for the triplet $`|T_0`$ the double-dot state is entangled, i.e. a correlated two-particle state, and thus the proposed setup probes a genuine two-particle interference effect via the Aharonov-Bohm oscillations in the current (noise). Note also that we can continuously transmute the statistics from fermionic to bosonic (like for anyons): the symmetric orbital part of $`|S`$ goes into an antisymmetric one at half a flux quantum, and vice versa for $`|T_0`$.
We have evaluated the noise also for finite frequencies , and found that again $`S(\omega )(2\pm \mathrm{cos}\varphi )`$, and, moreover, that the odd part of $`S(\omega )`$ leads to slowly decaying oscillations of the noise in real time, $`S(t)\mathrm{sin}(\mu t)/\mu t`$, $`\mu =(\mu _1+\mu _2)/2`$, which can be ascribed to a charge imbalance on the double dot during an uncertainty time $`\mu ^1`$.
We finally note that the three triplets can be further distinguished by an orientationally inhomogeneous magnetic field which results in a spin-Berry phase that leads to left, right or no phase-shift in the Aharonov-Bohm oscillations of the current (noise).
### D Double Dot with Superconducting Leads
We have considered a further scenario of double-dots , where the dots are aligned in parallel between the leads, as in Sec. VI C, but now no direct coupling is assumed between them. However, they are coupled with a tunneling amplitude $`\mathrm{\Gamma }`$ to two superconducting leads. The s-wave superconductor favors an entangled singlet-state on the dots (like in a Cooper pair) and further provides a mechanism for detecting the spin state via the Josephson current. It turns out that in leading order $`\mathrm{\Gamma }^4`$ the spin coupling is again described by a Heisenberg Hamiltonian
$$H_{\mathrm{eff}}J(1+\mathrm{cos}\phi )\left(๐_a๐_b\frac{1}{4}\right),$$
(22)
where $`J2\mathrm{\Gamma }^2/ฯต`$, and the energy of the dot is $`ฯต`$ below the lead Fermi energy. Here, $`\phi `$ is the average phase difference across the superconductorโdouble-dotโsuperconductor (S-DD-S) junction. We can modify the exchange coupling between the spins by tuning the external control parameters $`\mathrm{\Gamma }`$ and $`\phi `$. Thus, we have presented here another implementation of a two-qubit quantum gate (see Sec. III) or an โentanglerโ for EPR transport (see Sec. VI B). Furthermore, the spin state on the dot can be probed if the superconducting leads are joined with one additional (ordinary) Josephson junction with coupling $`J^{}`$ and phase difference $`\theta `$ into a SQUID-ring. The supercurrent $`I_S`$ through this ring is given by
$$I_S/I_J=\{\begin{array}{cc}\mathrm{sin}(\theta 2\pi f)+(J^{}/J)\mathrm{sin}\theta ,\hfill & \text{singlet},\hfill \\ (J^{}/J)\mathrm{sin}\theta ,\hfill & \text{triplets},\hfill \end{array}$$
(23)
where $`I_J=2eJ/\mathrm{}`$. Measurement of the spin- and flux-dependent critical current $`I_c=\mathrm{max}_\theta \{|I_S|\}`$ probes the spin state of the double dot. This is realized by biasing the system with a dc current $`I`$ until a finite voltage $`V`$ appears for $`|I|>I_c`$ .
## VII Conclusions
We have described a concept for a quantum computer based on electron spins in quantum-confined nanostructures, in particular quantum dots, and presented theoretical proposals for manipulation, coupling and detection of spins in such structures. We have discussed the requirements for initialization, read-in, gate operations, read-out, coherence, switching times and precision and their actual realization. By putting it all together, we have illustrated how a scalable, all-electronically controlled quantum computer can be envisioned.
We have shown that there is a fruitful link between mesoscopic transport phenomena and quantum communication that is based on production, detection and transport of electronic EPR pairs. We have proposed and analyzed a variety of experimental setups which would probe novel spin-based phenomena in open and closed mesoscopic nanostructures. The involved physics, which is based on strong correlations and spin phase-coherence of electrons, is of fundamental interest in its own rightโquite apart from future applications.
Finally, by implementing the ideas proposed here, experimental evidence could be gained to demonstrate controlled entanglement and coherence of electron spins in nanostructures. This would be a first step in showing that the proposed scheme of spin-based qubits is indeed suitable for quantum computing and quantum communication.
## ACKNOWLEDGMENTS
We would like to thank K. Ensslin, E.V. Sukhorukov, and P. Recher for many discussions. This work has been supported by the Swiss National Science Foundation.
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# Weak antiferromagnetism due to Dzyaloshinskii-Moriya interaction in Ba3Cu2O4Cl2
## I Introduction
Electronic, superconducting and magnetic properties of the fast growing family of copper oxides and oxychlorides have attracted much attention last years. The undoped parent materials in the cuprate family are insulators showing a variety of low-dimensional magnetic properties. This variety extends from the quasi two-dimensional (2D) antiferromagnetic (AFM) behavior with possible admixture of a weak ferromagnetism in the planar compounds to quasi-1D magnetic properties, observable in the chain-like and spin-ladder systems. The superexchange theory provides the necessary basis which allows to derive and to estimate the main interactions, including anisotropic ones, responsible for the magnetic coupling of the copper spins. The form, and especially the magnitude of several interaction constants of the resulting spin Hamiltonian, however, strongly depend on pecularities of the Cu-O-Cu bond configuration in different cuprates (see Ref. and references therein). One interesting class of magnetic cuprates contains competing magnetic subsystems, like for instance tetragonal Ba<sub>2</sub>Cu<sub>3</sub>O<sub>4</sub>Cl<sub>2</sub> built up of Cu<sub>3</sub>O<sub>4</sub> planes with two types of copper sites (CuI, CuII). It is well known that in Ba<sub>2</sub>Cu<sub>3</sub>O<sub>4</sub>Cl<sub>2</sub> (as well as in Sr<sub>2</sub>Cu<sub>3</sub>O<sub>4</sub>Cl<sub>2</sub>) the moments of the CuI and CuII atoms order antiferromagnetically at different temperatures $`T_{N,I}`$ $``$ 330 $`\mathrm{}`$ 380 K and $`T_{N,II}`$ $``$ 30 $`\mathrm{}`$ 40 K, respectively. Below $`T_{N,I}`$ a small spontaneous magnetization, M<sub>0</sub>, within the basal plane of the tetragonal lattice has been reported. The corresponding magnetic structure has been analysed in Refs. .
The aim of this paper is to develop the superexchange theory for the orthorhombic compound Ba<sub>3</sub>Cu<sub>2</sub>O<sub>4</sub>Cl<sub>2</sub> (space group Pmma) with a Cu-O-Cu bond geometry rather unusual in the cuprate family, but having also two crystallographically different types of Cu sites. Actually, in this compound the edge-sharing CuO<sub>4</sub> plaquettes are not aligned in the same plane, but form folded chains. The chain axis is parallel to the orthorhombic $`a`$โaxis. The unit cell with two sorts, A and B, of crystallographically non-equivalent Cu sites is depicted in Fig. 1. Due to the typical Cu<sup>2+</sup> (3$`d^9`$) states the compound is an insulator. It was found to behave like a classical antiferromagnet with a Nรฉel temperature $`T_N`$ of about 20 K. Below $`T_N`$ and for applied magnetic fields H<sub>a</sub> parallel to the $`a`$โaxis this compound shows a spin-flop transition at $`\mu _0`$H<sub>a</sub> $``$ 2.6T. Thus, the โeasy axisโ of the antiferromagnetically ordered moments turns out to be the $`a`$โaxis. Above $`T_N`$ the susceptibility follows a normal Curie-like behavior. From the Curie constant an effective paramagnetic moment of about 2 $`\mu _B`$ is derived, which is typical for Cu<sup>2+</sup> in the 3$`d^9`$ state. No weak ferromagnetism has been observed. Preliminary group theoretical analysis showed that in Ba<sub>3</sub>Cu<sub>2</sub>O<sub>4</sub>Cl<sub>2</sub> weak ferromagnetism is forbidden while weak antiferromagnetism cannot be excluded. This symmetry analysis is extended below in close relation with the microscopical consideration based on the superexchange theory which yields Dzyaloshinskii-Moriya type interactions.
The organisation of the paper is the following. In the next Section the results of the bandstructure calculation in the local density approximation (LDA) for Ba<sub>3</sub>Cu<sub>2</sub>O<sub>4</sub>Cl<sub>2</sub> will be briefly presented. The basic set of copper and oxygen orbitals responsible for superexchange processes will be fixed together with the estimates for the corresponding electronic transfer integrals and the orbital crystal field splitting parameters. At the next step, to provide a background for the superexchange theory the underlying multiorbital Hubbard model is formulated with spin-orbit coupling on copper ions involved. The perturbation expansion of the multi-orbital Hubbard model is used in Section III to derive an effective spin Hamiltonian for the nearest-neighbour Cu-Cu magnetic interactions. A mean-field analysis of the model derived is also presented and a prediction on the ground-state magnetic structure in Ba<sub>2</sub>Cu<sub>2</sub>O<sub>4</sub>Cl<sub>2</sub> is formulated. A complementary group theoretical analysis is presented in Section IV. Concluding remarks can be found in Section V.
## II Band structure and the underlying multi-orbital Hubbard model
The bandstructure of Ba<sub>3</sub>Cu<sub>2</sub>O<sub>4</sub>Cl<sub>2</sub> was calculated within the local density approximation (LDA) using a recently developed full-potential nonorthogonal local-orbital minimum-basis scheme (FPLO). Here, the Cu(3$`d`$, 4$`s`$, 4$`p`$), Ba(5$`s`$, 5$`p`$, 5$`d`$, 6$`s`$, 6$`p`$), Cl(3$`s`$, 3$`p`$, 3$`d`$), and O(2$`s`$, 2$`p`$, 3$`d`$) states were treated as valence states and the lower lying states as core states. For our purpose to extract tight-binding parameters it is sufficient to perform a non-spinpolarized calculation. The non-magnetic solution shows metallic behavior with four bands crossing the Fermi surface, corresponding to the four copper atoms per unit cell. Hereafter the notations $`B_1`$, $`A_1`$, $`B_2`$ and $`A_2`$ will be used to specify the different Cu sites in a unit cell.
Due to the folding of the CuO<sub>2</sub> chains by nearly 90 degrees the bandwidth of the half-filled antibonding bands is relatively narrow ($``$ 0.5 eV) and only half as large as in the planar (unfolded) edge-shared chains such as in Li<sub>2</sub>CuO<sub>2</sub> or CuGeO<sub>3</sub>. The orbital analysis for the four bands at Fermi level shows that these bands are built up mainly from the Cu<sub>A</sub>โ3$`d_{yz}`$ and the Cu<sub>B</sub>โ3$`d_{x^2y^2}`$ orbitals, respectively, with an admixture of all three Oโ2$`p_x`$, โ2$`p_y`$, โ2$`p_z`$ orbitals (the global axes $`x`$, $`y`$, and $`z`$ are parallel to the crystallographic $`a`$โ, $`b`$โ and $`c`$โaxes, respectively). The other Cuโ3$`d`$ orbitals give rise to a band structure (16 bands altogether) which spans the range of binding energies from 2 eV up to 4 eV below the Fermi level. The band states of predominantly O 2$`p_x`$, 2$`p_y`$, 2$`p_z`$ character fall into the range of binding energies from $``$ 2 eV up to $``$ 6 eV.
The indirect coupling of the Cuโ3$`d`$ orbitals via the intermediate Oโ2$`p`$ orbitals can be described by a set of effective hopping matrix elements. Considering first the top-most four bands formed by the active, i.e. spin carrying, Cu<sub>A</sub>โ3$`d_{yz}`$ and Cu<sub>B</sub>โ3$`d_{x^2y^2}`$ orbitals we obtained the following results by fitting those bands to a four-band tight-binding (TB) model. The intra-chain hopping between the neighboring Cu<sub>A</sub> and Cu<sub>B</sub> sites, $`t_{AB}^x`$ 65 meV, is of the same order as the inter-chain diagonal Cu$`_{B_1}`$โCu$`_{B_1}`$ hopping, $`t_{BB}^{2xy}`$ โ 60 meV. Considering the hierarchy of transfer processes, the next terms were found to be $`t_{AA}^yt_{BB}^y`$ 30 meV which correspond to the inter-chain nearest neighbor hoppings along the $`y`$โdirection. The inter-layer hopping parameters along $`z`$โdirection are very weak. Therefore, the seemingly quasi-one dimensional compound Ba<sub>3</sub>Cu<sub>2</sub>O<sub>4</sub>Cl<sub>2</sub> has to be classified, in a first approximation, as a two dimensional compound with spatially anisotropic interactions within a layer and weak couplings between the layers (which are necessary to explain the 3D magnetism and the experimentally found finite Nรฉel temperature). That is true also for the exchange couplings of the spins related to the Cu<sub>A</sub>โ3$`d_{xz}`$ and Cu<sub>B</sub>โ3$`d_{x^2y^2}`$ basic orbitals. Below we will consider in great detail the microscopic origin of the dominant intra-chain nearest neighbor interactions that involve rather strong magnetic anisotropies due to the non-trivial geometry of a particular chain. The remaining inter-chain couplings are expected to influence only the spin isotropic part of the exchange interaction since they occur in a more simple geometry.
To develop the theory of superexchange, in the following the appropriate underlying Hubbard model is formulated for Ba<sub>3</sub>Cu<sub>2</sub>O<sub>4</sub>Cl<sub>2</sub>. Due to the $`S=1/2`$ nature of the spins on the Cu<sup>+2</sup> sites, a single-ion anisotropy cannot occur. A magnetic anisotropy can only be obtained by taking into account simultaneously both, the spin-orbit coupling and the splitting of the orbitals by crystalline fields. The spin-orbit coupling of the copper ions is described by the $`H_{\text{LS}}`$ term in the underlying electronic Hamiltonian. This term and the kinetic one, $`H_t`$, are considered as the perturbation while the zero-order Hamiltonian $`H_0=H_0^{(d)}+H_0^{(p)}`$ is a sum of the on-site interactions at copper and oxygen atoms, respectively. Thus, the complete Hamiltonian is specified as follows
$`H_0^{(d)}`$ $`=`$ $`{\displaystyle \underset{j}{}}\left\{{\displaystyle \underset{m}{}}{\displaystyle \underset{\alpha }{}}\epsilon _{jm}^dd_{jm,\alpha }^{}d_{jm,\alpha }+{\displaystyle \underset{mm^{}}{}}{\displaystyle \underset{\alpha \alpha ^{}}{}}U_d^{mm^{}}n_{jm\alpha }^dn_{jm^{}\alpha ^{}}^d\right\},`$ (1)
$`H_0^{(p)}`$ $`=`$ $`{\displaystyle \underset{l}{}}\left\{{\displaystyle \underset{k}{}}{\displaystyle \underset{\beta }{}}\epsilon _{lk}^pp_{lk,\beta }^{}p_{lk,\beta }+{\displaystyle \underset{kk^{}}{}}{\displaystyle \underset{\beta \beta ^{}}{}}U_p^{kk^{}}n_{lk\beta }^pn_{lk^{}\beta ^{}}^p\right\},`$ (2)
$`H_t`$ $`=`$ $`{\displaystyle \underset{j,m,\alpha }{}}{\displaystyle \underset{lj,k}{}}(t_{jm,lk}d_{jm,\alpha }^{}p_{lk,\alpha }+h.c.\},`$ (3)
$`H_{\text{LS}}`$ $`=`$ $`\lambda {\displaystyle \underset{j}{}}\stackrel{}{L}_j\stackrel{}{S}_j,`$ (4)
where the hole representation and the standard notation for cuprates are used. Here $`j`$, which is a composite index, denotes a cell number and the sort of the Cu site in the cell; $`lj`$ is used to denote an O site neighboring to the $`j`$โsite. The term $`\epsilon _{jm}^d`$ is the crystal field level for the $`m`$โth copper $`d`$โorbital at the $`j`$โth site. The results of the band structure calculations allow to estimate the crystal field splitting between the lowest $`\epsilon _{j0}^d`$ ($`=\epsilon _0^d`$) and the excited ($`m0`$) levels $`\epsilon _{jm}^d`$ ($`\epsilon _m^d`$) as $`\epsilon _m^d\epsilon _0^d2`$eV $`\epsilon _d`$. We neglect the difference of this splitting between the different excited $`m`$โstates as well as between the nonequivalent Cu $`j`$โsites, which is of minor importance for the present purposes. For the further calculations only the copper on-site Coulomb integral, $`U_d^{mm^{}}`$, with $`m^{}=m`$ is required, which is assumed in analogy with other cuprates to be $`U_d^{mm}=U_d8รท10`$eV. The crystal field splitting between the different oxygen $`|p_{lk}`$โorbitals ($`k=x,y,z`$) located on a lattice site $`l`$ is not taken into account in the present consideration. The estimate for the โbareโ charge transfer gap $`\mathrm{\Delta }_p=\epsilon ^p\epsilon _0^d4`$eV is deduced from the band structure calculations and a complementary finite cluster analysis. For the oxygen on-site Coulomb integrals $`U_p^{kk}=U_p`$ and $`U_p^{kk^{}}=U_p2J_p`$ (for $`kk^{}`$), the following estimates, $`U_p4`$eV and $`J_p0.2รท0.4`$eV, standard for the cuprates (see Ref. and references therein), are assumed.
Next, we consider the kinetic part, $`H_t`$. According to Slater and Koster (see Ref. ) one can express the hopping amplitudes $`t_{jm,lk}`$ between the nearest neighbor copper $`|d_{jm}`$โ and oxygen $`|p_{lk}`$โorbitals as linear combinations of the two parameters, $`(pd\sigma )`$ and $`(pd\pi )`$. By using the approximation $`(pd\pi )1/2(pd\sigma )=t_{pd}^{\text{eff}}/\sqrt{3}`$ which is valid for transition metal oxides, one may write $`t_{jm,lk}=\chi _{mk}t_{pd}^{\text{eff}}`$. In this expression, for given $`|d_{jm}`$ and $`|p_{lk}`$, the factor $`\chi _{mk}`$ is a function of direction cosines of the $`(\stackrel{}{j}\stackrel{}{l})`$ vector. All these factors, of order unity, are calculated by using the routine procedure. The only parameter remaining, $`t_{pd}^{\text{eff}}`$, is estimated from the bandstructure calculations. For the special composition of CuO<sub>4</sub> plaquettes in Ba<sub>3</sub>Cu<sub>2</sub>O<sub>4</sub>Cl<sub>2</sub> with only nearest neighbor Cu-O hopping we obtained the following estimate $`t_{pd}^{\text{eff}}0.5`$ eV by using the formula $`t_{AB}^x=(t_{pd}^{\text{eff}})^2/\mathrm{\Delta }_p`$. That value is smaller than the corresponding nearest neighbor Cu-O hopping terms in other cuprates since the effects of the different geometry, the neglect of direct O-O transfer and of the crystal field splitting at oxygen sites are all condensed into one effective parameter. The value $`\lambda =0.1`$ eV of the spin-orbit coupling, characteristic for other cuprates, is taken in the calculation.
## III Spin Hamiltonian and the mean-field ground-state spin configuration
The derivation of the effective superexchange interactions using perturbation theory in the multi-band Hubbard model, has been presented already many times for planar cuprates. Some peculiarities of the present derivation are due to the fact that the CuO<sub>2</sub>-chains in Ba<sub>3</sub>Cu<sub>2</sub>O<sub>4</sub>Cl<sub>2</sub> are folded. The unit cell of this structure contains four different Cu ions which are denoted in Fig. 2 as B<sub>1</sub>, A<sub>1</sub>, B<sub>2</sub> and A<sub>2</sub>. Therefore, there is a sequence of four different magnetic bonds $`(ij)`$ = $`(B_1,A_1)`$, $`(A_1,B_2)`$, $`(B_2,A_2)`$ and $`(A_2,B_1^{})`$, where the site $`B_1^{}`$ belongs to the neighboring unit cell. We start by deriving the spin Hamiltonian for a particular (AB)โ or (BA)โbond of this sequence, and then extend the consideration to the entire structure. Two oxygen ions, $`(l=L,R)`$, which are common neighbors of Cu<sub>A</sub> and Cu<sub>B</sub>, mediate the superexchange interaction between Cu<sub>A</sub> and Cu<sub>B</sub>. By applying an appropriate unitary transformation one can define molecular-type basic functions for the oxygen single-hole states in the form $`|p_n=(|p_{Lk}\pm |p_{Rk})/\sqrt{2}`$, with $`(n=1,\mathrm{}6`$ for $`k=x,y,z)`$, that are used below.
At the first step of the expansion procedure the excited $`|d_{jm}`$โorbitals ($`m0`$) are taken into account by additional vector hybrydization terms $`\stackrel{}{C}_{j,n}\stackrel{}{\sigma }_{\alpha \beta }`$ connecting the ground state $`|d_{j0}`$โorbitals with different $`|p_n`$โorbitals. Then, the original hopping processes $`t_{j0,n}`$ and the additional new ones can be dealed simultaneously within the same approximation. The corresponding effective kinetic term is
$`H_1^{(AB)}={\displaystyle \underset{j=A,B}{}}{\displaystyle \underset{n}{}}{\displaystyle \underset{\alpha \beta }{}}\left[t_{j0,n}\delta _{\alpha \beta }+\stackrel{}{C}_{j,n}\stackrel{}{\sigma }_{\alpha \beta }\right]d_{j0,\alpha }^{}p_{n,\beta }+h.c.`$ (5)
where $`\stackrel{}{\sigma }_{\alpha \beta }`$ represent the Pauli matrices and
$`\stackrel{}{C}_{j,n}={\displaystyle \frac{\lambda }{2\epsilon _d}}{\displaystyle \underset{m}{}}\stackrel{}{L}_{j,0m}t_{jm,n};\stackrel{}{C}_{n,j}^{}=\stackrel{}{C}_{j,n}.`$ (6)
Here, $`\stackrel{}{L}_{j,0m}`$ are matrix elements of the orbital angular momentum operator and $`t_{jm,n}`$ are the original amplitudes for the hopping process between the excited $`m`$โth crystal-field $`d`$โstate and the $`n`$โth oxygen $`p`$โstate.
Finally, the $`|p_n`$โorbital states can be eliminated in the perturbation procedure and the corresponding fourth-order processes are summed up into the following spin Hamiltonian referring to one Cu<sub>A</sub>-(O-O)-Cu<sub>B</sub> magnetic bond
$`H^{(AB)}=J_{AB}\stackrel{}{S}_A\stackrel{}{S}_B+\stackrel{}{D}_{AB}\left[\stackrel{}{S}_A\times \stackrel{}{S}_B\right]+\stackrel{}{S}_A\underset{AB}{\overset{}{\mathrm{\Omega }}}\stackrel{}{S}_B`$ (7)
with the interaction constants
$`J_{AB}`$ $`=`$ $`4{\displaystyle \underset{nn^{}}{}}g_{nn^{}}\left[t_{A0,n}t_{n,B0}+\stackrel{}{C}_{A,n}\stackrel{}{C}_{n,B}\right]\left[t_{B0,n^{}}t_{n^{},A0}+\stackrel{}{C}_{B,n^{}}\stackrel{}{C}_{n^{},A}\right],`$ (8)
$`\stackrel{}{D}_{AB}`$ $`=`$ $`8ฤฑ{\displaystyle \underset{nn^{}}{}}g_{nn^{}}t_{A0,n}t_{n,B0}\left[\stackrel{}{C}_{B,n^{}}t_{n^{},A0}+t_{B0,n^{}}\stackrel{}{C}_{n^{},A}\right],`$ (9)
$`\mathrm{\Omega }_{AB}^{\mu \nu }`$ $`=`$ $`\mathrm{\Gamma }_{AB}^{\mu \nu }+\mathrm{\Gamma }_{AB}^{\nu \mu }\delta _{\mu \nu }\left({\displaystyle \underset{\xi }{}}\mathrm{\Gamma }_{AB}^{\xi \xi }\right),`$ (10)
$`\mathrm{\Gamma }_{AB}^{\mu \nu }`$ $`=`$ $`4{\displaystyle \underset{nn^{}}{}}g_{nn^{}}\left[C_{A,n}^\mu t_{n,B0}+t_{A0,n}C_{n,B}^\mu \right]\left[C_{B,n^{}}^\nu t_{n^{},A0}+t_{B0,n^{}}C_{n^{},A}^\nu \right].`$ (11)
Here $`g_{nn^{}}`$ is given by
$`g_{nn^{}}={\displaystyle \frac{1}{\mathrm{\Delta }_p^2}}\left[{\displaystyle \frac{1}{U_d}}+{\displaystyle \frac{1}{2\mathrm{\Delta }_p}}+{\displaystyle \frac{1}{2\mathrm{\Delta }_p+U_p^{nn^{}}}}\right]`$ (12)
where $`U_p^{nn}=U_p`$ and $`U_p^{nn^{}}=U_p2J_p(n^{}n)`$. Further on the notation $`g_{nn}=g`$ will be used. One may note a weak difference between $`g_{nn}`$ ($`n^{}=n`$) and $`g_{nn^{}}`$ ($`n^{}n`$). Taking into account the particular form of the $`t_{j0,n}`$ ($`=t_{n,j0}`$) and $`\stackrel{}{C}_{j,n}`$ ($`=\stackrel{}{C}_{n,j}^{}`$) transfer parameters, we find the final expressions for the non-zero interaction constants:
$`J_{AB}`$ $`=`$ $`4gb_{AB}^2\delta J_{AB},`$ (13)
$`D_{AB}^y`$ $`=`$ $`8gb_{AB}c_{AB},`$ (14)
$`\mathrm{\Gamma }_{AB}^{yy}`$ $`=`$ $`4gc_{AB}^2\delta \mathrm{\Gamma }_{AB}^{yy},`$ (15)
where
$`b_{AB}`$ $`=`$ $`\left(t_{pd}^{\text{eff}}\right)^2\left(1\mathrm{cos}\varphi _{AB}\right),`$ (16)
$`c_{AB}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}\left({\displaystyle \frac{\lambda }{\epsilon _d}}\right)\left(t_{pd}^{\text{eff}}\right)^2\mathrm{sin}\varphi _{AB},`$ (17)
$`\delta J_{AB}`$ $``$ $`\left({\displaystyle \frac{\lambda }{\epsilon _d}}\right)^24gb_{AB}^2,`$ (18)
$`\delta \mathrm{\Gamma }_{AB}^{yy}`$ $``$ $`\left({\displaystyle \frac{J_p}{2\mathrm{\Delta }_p+U_p}}\right)4gc_{AB}^2.`$ (19)
It is worth emphasizing at this stage that the vector $`\stackrel{}{D}_{AB}`$ of the Dzyaloshinskii-Moriya interaction is directed along $`\stackrel{}{y}`$โaxis (i.e. $`D_{AB}^x=D_{AB}^z=0`$) and the symmetric anisotropy is described by only one non-zero parameter $`\mathrm{\Gamma }_{AB}^{yy}`$. Note, that the direction of $`\stackrel{}{D}_{AB}`$ is in agreement with the rules given by Moriya. The parameter $`\varphi _{AB}`$ is characteristic for the directed $`(AB)`$โbond. More generally, a particular parameter $`\varphi _{ij}`$ has to be assigned to each bond in the entire chain-like structure in the following way. Let us ascribe to the center of each $`j`$-th plaquette a local $`\stackrel{}{z_j}`$โaxis perpendicular to the plane of the plaquette. For instance, in Fig. 2 the $`\stackrel{}{z}(=\stackrel{}{z_i})`$ and $`\stackrel{}{z^{}}(=\stackrel{}{z_j})`$ are related to $`i=B_1`$ and $`j=A_1`$, respectively. Then, $`\varphi _{ij}`$ is the angle of the rotation which transforms the local $`\stackrel{}{z_i}`$โaxis into the $`\stackrel{}{z_j}`$โaxis. Therefore, one has
$`\varphi _{BA}^{11}=\varphi _{AB}^{12}=\varphi _{BA}^{22}=\varphi _{AB^{}}^{21}84^{},`$ (20)
where the left (right) indices refer to the left (right) atom in the directed bond. It can be directly checked that each magnetic bond is described by the same form of the spin Hamiltonian (7)โ(18). By using the relations (1420) it can be easily seen that the parameters $`J`$ and $`\mathrm{\Gamma }^{yy}`$ are bond-independent while the component $`D_{ij}^y`$ changes the sign in accordance with (20). The spin Hamiltonian for the entire chain-like magnetic system can be written in the following form
$``$ $`=`$ $`{\displaystyle \underset{ij}{}}^{(ij)},^{(ij)}=_0^{(ij)}+\delta ^{(ij)},`$ (21)
$`_0^{(ij)}`$ $`=`$ $`4g\left(b^2\stackrel{}{S}_i\stackrel{}{S}_j+2bc\xi _{ij}\stackrel{}{d}\left[\stackrel{}{S}_i\times \stackrel{}{S}_j\right]+c^2\left\{2(\stackrel{}{d}\stackrel{}{S}_i)(\stackrel{}{d}\stackrel{}{S}_j)\stackrel{}{S}_i\stackrel{}{S}_j\right\}\right),`$ (22)
$`\delta ^{(ij)}`$ $`=`$ $`\delta J\stackrel{}{S}_i\stackrel{}{S}_j\delta \mathrm{\Gamma }^{yy}\left\{2(\stackrel{}{d}\stackrel{}{S}_i)(\stackrel{}{d}\stackrel{}{S}_j)\stackrel{}{S}_i\stackrel{}{S}_j\right\},`$ (23)
where $`\stackrel{}{d}`$ is the unit vector along the global $`\stackrel{}{b}`$โaxis. $`\xi _{ij}=\text{sgn}\varphi _{ij}`$ determines the space pattern of the Dzyaloshinskii-Moriya vectors for the chain-like structure (see Eq. (9)).
Below the arguments given by Shekhtman, Entin-Wohlman and Aharony for the single-bond superexchange interactions are extended to the chain-like magnetic system with this special pattern of the $`\stackrel{}{D}_{ij}`$ vectors. Actually, the spins in the lattice can be subdivided into two subsystems in such a way that the first (second) subsystem is formed by the spins in $`B`$ ($`A`$) positions only. Let us now introduce the following redefinition of the spin variables
$`\stackrel{~}{\stackrel{}{S}}_{B_1}`$ $`=`$ $`\stackrel{}{S}_{B_1},\stackrel{~}{\stackrel{}{S}}_{B_2}=\stackrel{}{S}_{B_2},`$ (24)
$`\stackrel{~}{\stackrel{}{S}}_{A_1}`$ $`=`$ $`\left(\stackrel{}{d}\stackrel{}{S}_{A_1}\right)\stackrel{}{d}+\mathrm{cos}\theta \left[\stackrel{}{S}_{A_1}\left(\stackrel{}{d}\stackrel{}{S}_{A_1}\right)\stackrel{}{d}\right]k\mathrm{sin}\theta \left[\stackrel{}{S}_{A_1}\times \stackrel{}{d}\right],`$ (25)
$`\stackrel{~}{\stackrel{}{S}}_{A_2}`$ $`=`$ $`\left(\stackrel{}{d}\stackrel{}{S}_{A_2}\right)\stackrel{}{d}+\mathrm{cos}\theta \left[\stackrel{}{S}_{A_2}\left(\stackrel{}{d}\stackrel{}{S}_{A_2}\right)\stackrel{}{d}\right]+k\mathrm{sin}\theta \left[\stackrel{}{S}_{A_2}\times \stackrel{}{d}\right],`$ (26)
where $`k=\pm 1`$ and $`k\mathrm{tan}\theta =2bc/(b^2c^2)`$. It should be noted, that the transformation (25) corresponds to a rotation of the spins $`\stackrel{}{S}_{A_1}`$ ($`\stackrel{}{S}_{A_2}`$) by an angle $`\theta `$ ($`\theta `$) with $`\stackrel{}{d}`$ as the rotation axis. The Hamiltonian $`_0^{(ij)}`$ is strictly transformed into an isotropic form while concerning the remaining $`\delta ^{(ij)}`$ an additional justification should be made. Actually, no terms higher than of second order in $`(\lambda /\epsilon _d)`$ have been kept up to now. By noting that $`\delta J,\delta \mathrm{\Gamma }(\lambda /\epsilon _d)^2`$ and in (25) the angle $`\theta (\lambda /\epsilon _d)`$, the consistent way is to keep the form of $`\delta ^{(ij)}`$ but using the transformed spin variables. Finally the transformed Hamiltonian $`\stackrel{~}{}=\stackrel{~}{}^{(ij)}`$ takes the form
$`\stackrel{~}{}^{(ij)}=\overline{J}\stackrel{~}{\stackrel{}{S}_i}\stackrel{~}{\stackrel{}{S}_j}\overline{\mathrm{\Gamma }}\left\{2(\stackrel{}{d}\stackrel{~}{\stackrel{}{S}_i})(\stackrel{}{d}\stackrel{~}{\stackrel{}{S}_j})\left(\stackrel{~}{\stackrel{}{S}_i}\stackrel{~}{\stackrel{}{S}_j}\right)\right\}`$ (27)
with the renormalized constants $`\overline{J}=4g(b^2+c^2)\delta J`$, and $`\overline{\mathrm{\Gamma }}=\delta \mathrm{\Gamma }^{yy}>0`$.
A mean field analysis of this Hamiltonian shows that the expected classical ground-state configuration is a collinear antiferromagnetic array of the transformed spins (25) in the magnetically easy $`xz`$โplane, $`\overline{\mathrm{\Gamma }}>0`$. We emphasize that according to (27) the staggered moment is not confined to a particular direction in the easy $`xz`$โplane. This โresidualโ symmetry of the derived superexchange can be broken by additional interaction terms not included into the consideration up to now. Postponing a discussion of possible sources for additional anisotropies let us now assume that the โresidualโ symmetry is broken in such a way that the staggered magnetization is parallel to the $`\stackrel{}{x}`$โaxis (i.e. crystallographic $`a`$โdirection). It means that in the ground state the spins $`\stackrel{~}{\stackrel{}{S}}_{B_1}`$ ($`=\stackrel{}{S}_{B_1}`$) and $`\stackrel{~}{\stackrel{}{S}}_{B_2}`$ ($`=\stackrel{}{S}_{B_2}`$) are aligned in the $`\stackrel{}{x}`$โdirection. In the mean-field approximation one may immediately write
$`\stackrel{~}{\stackrel{}{S}}_{B_1}=\stackrel{~}{\stackrel{}{S}}_{A_1}=\stackrel{~}{\stackrel{}{S}}_{B_2}=\stackrel{~}{\stackrel{}{S}}_{A_2}=S\stackrel{}{e}_x`$ (28)
and performing the inverse transformation one obtains for the original spins
$`\stackrel{}{S}_{B_1}`$ $`=`$ $`\stackrel{}{S}_{B_2}=S\stackrel{}{e}_x,`$ (29)
$`\stackrel{}{S}_{A_1}`$ $`=`$ $`S\left[\mathrm{cos}\theta \stackrel{}{e}_x+k\mathrm{sin}\theta \stackrel{}{e}_z\right],`$ (30)
$`\stackrel{}{S}_{A_2}`$ $`=`$ $`S\left[\mathrm{cos}\theta \stackrel{}{e}_xk\mathrm{sin}\theta \stackrel{}{e}_z\right].`$ (31)
The corresponding picture for the double degenerate classical ground-state spin configuration is given in Fig. 3. A weak transverse (along $`\stackrel{}{z}`$โaxis) modulation in the second sublattice is imposed on the strong antiferromagnetic correlations between the spins belonging to different sublattices. This weak antiferromagnetic modulation is entirely due to the Dzyaloshinskii-Moriya interaction. The angle $`\theta `$ for this modulation is estimated to be
$`\theta {\displaystyle \frac{|\stackrel{}{D}_{ij}|}{J}}{\displaystyle \frac{2c}{b}}={\displaystyle \frac{2}{\sqrt{3}}}\left({\displaystyle \frac{\lambda }{\epsilon _d}}\right)\left|\mathrm{sin}\varphi _{ij}\right|3^{}.`$ (32)
with an absolute value of $`|\stackrel{}{D}_{ij}|`$ $``$ 0.25 meV corresponding to $`J`$ $``$ 5 meV. It is worth mentioning that the magnetization measurements for Ba<sub>3</sub>Cu<sub>2</sub>O<sub>4</sub>Cl<sub>2</sub> have clearly shown that the crystallographic $`a`$โdirection ($`\stackrel{}{x}`$โaxis in our notations) is the preferred direction for the staggered moment below $`T_N`$, where $`T_N20`$K is the temperature of the three dimensional antiferromagnetic ordering in Ba<sub>3</sub>Cu<sub>2</sub>O<sub>4</sub>Cl<sub>2</sub>. According to this analysis it is expected that the ground state in this compound is not a simple collinear antiferromagnetic configuration, but involves also a weak antiferromagnetic superstructure due to the Dzyaloshinskii-Moriya interaction.
To our knowledge, in cuprates only weak ferromagnetism (WFM) was reported up to now. The corresponding spin canting angle, which measures the deviation from collinearity, is rather small, $`\theta _{\text{WFM}}0.05^{}`$ (compare for instance Refs. ). In the present case the spin canting angle (32), i.e. $`\theta 3^{}`$, is more than an order of magnitude larger. The reason for this difference is the following. Although the spin-orbit coupling $`(\lambda /\epsilon _d)0.1`$ is nearly the same in both cases, the geometrical factor is much larger in the present case as $`\left|\mathrm{sin}\varphi _{ij}\right|1`$ due to the strong folding of the chains ($`\left|\varphi _{ij}\right|84^{}`$).
It is necessary to discuss the possible influence of transverse inter-chain magnetic interactions to show the validity of the derived spin anisotropy. We assume that the dominant interaction between two neighboring spins belonging to different chains in a layer is the isotropic superexchange with an AFM interaction constant $`J_{}`$. By using the results of the bandstructure calculations (Section II) we found the estimate $`J_{}/J0.25`$, where $`J`$ is the intra-chain exchange constant. Due to the presence of the center of inversion for the transverse Cu-Cu magnetic bond a Dzyaloshinskii-Moriya term cannot occur and the symmetric anisotropy is expected to be very weak. The bandstructure results indicate also a weak inter-layer exchange $`J_zJ_{},J`$ and more distant inter-chain Cu-Cu exchange interactions (for instance to third neighbors in the plane of Cu<sub>B</sub>). However, the spin anisotropy of the latter interaction is expected to be small due to the planar geometry of the corresponding exchange path.
## IV Symmetry and Spatial Ordering of the Dzyaloshinskii-Moriya Vectors
In order to derive the spatial order of the Dzyaloshinskii-Moriya vectors by symmetry considerations, at first the symmetry analysis of the antiferromagnetic states in Ba<sub>3</sub>Cu<sub>2</sub>O<sub>4</sub>Cl<sub>2</sub> (following Refs. ), presented elsewhere , will be summarized. It is assumed that the lattice constant $`a`$ of the magnetic unit cell and that of the crystallographic unit cell are identical. As has been pointed out in Ref. it is sufficient to consider the independent symmetry operations. For the space group Pmma besides the identity there are only three independent symmetry elements.
A very convenient choice for these elements is: rotation axis C<sub>2y</sub> through the point (x<sub>0</sub>=0,z<sub>0</sub>=1/2), rotation axis C<sub>2z</sub> through the point (x<sub>0</sub>=1/4,y<sub>0</sub>=0) and inversion I located at (x<sub>0</sub>=0,y<sub>0</sub>=0,z<sub>0</sub>=1/2). As these elements map a given chain onto itself no assumptions concerning the relative orientation of moments in different chains are necessary. The magnetic moments reside on the 2cโsites Cu<sub>A1</sub>, Cu<sub>A2</sub> and Cu$`_{A^{}1}`$, and on the 2eโsites Cu<sub>B1</sub>, Cu<sub>B2</sub> and Cu$`_{B^{}1}`$ (see Fig. 4, in which also the mentioned symmetry elements are sketched). Obviously the ion Cu<sub>A1</sub> (Cu<sub>B1</sub>) is equivalent to Cu$`_{A^{}1}`$ (Cu$`_{B^{}1}`$). Because the sites of the 2cโ and 2eโsublattices are crystallographically not equivalent, the magnetic order has to be characterized by two antiferromagnetic (AFM) vectors
$`\stackrel{}{L}_A=\stackrel{}{M}_{A1}\stackrel{}{M}_{A2}\stackrel{}{L}_B=\stackrel{}{M}_{B1}\stackrel{}{M}_{B2}`$ (33)
and two sublattice magnetizations
$`\stackrel{}{m}_A=(\stackrel{}{M}_{A1}+\stackrel{}{M}_{A2})/2\stackrel{}{m}_B=(\stackrel{}{M}_{B1}+\stackrel{}{M}_{B2})/2`$ (34)
where $`\stackrel{}{M}_{Ai}`$ ($`\stackrel{}{M}_{Bj}`$) are the magnetic moments of the Cu<sub>Ai</sub> (Cu<sub>Bj</sub>) ions at the sites A<sub>i</sub> (B<sub>j</sub>). The interchange of the moments $`\stackrel{}{M}_i`$ $``$ $`\stackrel{}{M}_j`$ generated by the symmetry operations is given in the second and third column of Table I. As only one ordering temperature is found, both AFM vectors have to transform according to the same magnetic group, compatible with the crystallographic space group Pmma. The transformation behavior for each component $`L_{A,x}`$, $`L_{A,y}`$ etc. and for the sublattice magnetizations $`\stackrel{}{m}_A`$ and $`\stackrel{}{m}_B`$ is described in Table I by two numbers characterizing two steps of the corresponding transformation: the transformation of $`\stackrel{}{L}_A`$, $`\stackrel{}{L}_B`$ etc. due to $`\stackrel{}{M}_i`$ $``$ $`\stackrel{}{M}_j`$ (first number) and the remaining part of the transformation (rotation, inversion; second). The entry +1 means no change of the considered vector component, -1 means a change of sign. In the line below the resulting magnetic symmetry element is given. As I$`\stackrel{}{L}_A`$ = $`\stackrel{}{L}_A`$, but RI$`\stackrel{}{L}_B`$ = $`\stackrel{}{L}_B`$ the AFM vectors $`\stackrel{}{L}_{2c}`$ and $`\stackrel{}{L}_{2e}`$ cannot simultaneously become different from zero. As each component of $`\stackrel{}{m}_A`$ and $`\stackrel{}{m}_B`$ transforms according to the same magnetic group, the only possibility for antiferromagnetic ordering is $`L_x`$ = $`m_{A,x}`$ \- $`m_{B,x}`$ $``$ 0, $`L_y`$ = $`m_{A,y}`$ \- $`m_{B,y}`$ $``$ 0 or $`L_z`$ = $`m_{A,z}`$ \- $`m_{B,z}`$ $``$ 0. This means, ferromagnetic order is predicted for each of the two crystallographic Cu sublattices. The moments of the crystallographically different sublattices are antiparallel to each other. As different components of $`\stackrel{}{m}_A`$ and $`\stackrel{}{m}_B`$ belong to different magnetic groups (Table I) (i) only one component of the AFM vector $`\stackrel{}{L}`$ may be different from zero, i.e. $`\stackrel{}{L}`$ is parallel to one of the crystallographic axes, and (ii) weak ferromagnetism is excluded, contrary to the case of Ba<sub>2</sub>Cu<sub>3</sub>O<sub>4</sub>Cl<sub>2</sub>. This is in agreement with the experiments. The symmetry analysis cannot predict the direction of the AFM vector. Experiments show $`L_x`$ $``$ 0. For that case, independent magnetic symmetry elements are E, RC<sub>2z</sub>, RC<sub>2y</sub> and I. Interestingly, Table I shows, that for that case a small $`L_{A,z}`$ $``$ 0 i.e. weak antiferromagnetism can additionally occur.
As shown in Sect. III, within the unit cell this weak antiferromagnetism is described by a sum of Dzyaloshinskii-Moriya terms
$`H_{WAFM}`$ $`=`$ $`D_{BA}^{11}(M_{B1,x}M_{A1,z}M_{B1,z}M_{A1,x})`$ (35)
$`+`$ $`D_{AB}^{12}(M_{A1,x}M_{B2,z}M_{A1,z}M_{B2,x})`$ (36)
$`+`$ $`D_{BA}^{22}(M_{B2,x}M_{A2,z}M_{B2,z}M_{A2,x})`$ (37)
$`+`$ $`D_{AB^{}}^{21}(M_{A2,x}M_{B^{}1,z}M_{A2,z}M_{B^{}1,x}).`$ (38)
This interaction has to be invariant with respect to the symmetry operations RC<sub>2z</sub>, RC<sub>2y</sub> and I. Using the transformation properties of the moments according to Table I, the equivalence of sites differing by a lattice translation along the $`a`$โaxis, results in
$`D_{BA}^{11}=D_{AB}^{12}=D_{BA}^{22}=D_{AB^{}}^{21}.`$ (39)
As to be expected, the spatial order of the local Dzyaloshinskii-Moriya vectors determined from the symmetry of the magnetic unit cell is the same as that derived by analyzing the relations between the different bonds in the previous Section. Moreover the symmetry analysis together with the experimental results shows, that in the transformation described in Sect. III (canting of the moments) the Cu<sub>Bi</sub> moments have to be fixed, as $`L_B`$ has to remain zero for an AFM state with moments parallel to the $`a`$โaxis.
## V Conclusions
The superexchange interaction between two neighboring but crystallographically non-equivalent Cu ions in Ba<sub>3</sub>Cu<sub>2</sub>O<sub>4</sub>Cl<sub>2</sub> was analyzed within a multi-orbital Hubbard model. This superexchange interaction was expressed by an effective spin-spin Hamiltonian. As there is no center of inversion for the considered Cu-(O-O)-Cu entity, this interaction involves the Dzyaloshinskii-Moriya term, which refers to the corresponding bond. By means of an analysis of the geometric relations between neighboring bonds (plaquettes) the spatial order of these locally defined Dzyaloshinskii-Moriya vectors was determined. This spatial order was also derived by a symmetry analysis taking into account the experimentally found โeasy axisโ of the staggered magnetization. These considerations revealed, that spin canting occurs in the subsystem of the Cu<sub>A</sub> magnetic moments only. Within the presented microscopic model, for the magnetic moments all directions within the $`a`$-$`c`$โplane are equivalent. The anisotropy, leading to the experimentally observed spin-flop transition for applied fields parallel to the $`a`$โaxis could not yet be explained. Further investigations have to be done to find the microscopic origin for additional anisotropies, which break the easy-plane symmetry of the superexchange model and explain the experimentally observed easy-axis behavior. With this respect, two main contributions have been ignored in the considered Hamiltonian (4). First of all, the theory of superexchange can be developed at a more sophisticated level by adopting more details of the electronic structure of the real compound. For instance, the form of the symmetric anisotropy tensor is rather sensitive to an actual crystal-field splitting of $`p`$โorbitals on oxygen ions. This splitting should be taken into account into the theoretical scheme. A second reason leading to a breakdown of the easy-plane symmetry involves the direct-exchange contribution to the symmetric anisotropy term. This is due to the exchange part of the two-site Coulomb multi-orbital $`dd`$ correlations which should be also incorporated into the Hamiltonian (4). However, for such calculations reliable quantitative estimates for the parameters are required (i.e. the crystal-field states of the Oโions and the two-site exchange Coulomb integrals of Cuโions). Since the direct exchange contribution can be hardly obtained within the LDA band structure analysis, we have to leave this problem for future investigations. From an experimentally point of view, the detection of the discussed weak antiferromagnetism is a challenging task.
Acknowledgement
The authors thank the INTAS organization (INTAS-97-11066) and the Graduiertenkolleg at the TU Dresden (DFG) for support. We are grateful to M. Lรถwenhaupt and A. Kreyรig for fruitful discussions.
| E | | $`\stackrel{}{M}_{A1}`$ | $`\stackrel{}{M}_{B1}`$ | | $`L_{A,x}`$ | $`L_{A,y}`$ | $`L_{A,z}`$ | | $`L_{B,x}`$ | $`L_{B,y}`$ | $`L_{B,z}`$ | | $`m_{A,x}`$ | $`m_{A,y}`$ | $`m_{A,z}`$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| | | (2c-site) | (2e-site) | | | | | | | | | | $`m_{B,x}`$ | $`m_{B,y}`$ | $`m_{B,z}`$ |
| C<sub>2z</sub> | | $`\stackrel{}{M}_{A2}`$ | $`\stackrel{}{M}_{B1}`$ | | -1,-1 | -1,-1 | -1,1 | | 1,-1 | 1,-1 | 1,1 | | 1,-1 | 1,-1 | 1,1 |
| | | | | | C<sub>2z</sub> | C<sub>2z</sub> | RC<sub>2z</sub> | | RC<sub>2z</sub> | RC<sub>2z</sub> | C<sub>2z</sub> | | RC<sub>2z</sub> | RC<sub>2z</sub> | C<sub>2z</sub> |
| C<sub>2y</sub> | | $`\stackrel{}{M}_{A1}`$ | $`\stackrel{}{M}_{B2}`$ | | 1,-1 | 1,1 | 1,-1 | | -1,-1 | -1,1 | -1,-1 | | 1,-1 | 1,1 | 1,-1 |
| | | | | | RC<sub>2y</sub> | C<sub>2y</sub> | RC<sub>2y</sub> | | C<sub>2y</sub> | RC<sub>2y</sub> | C<sub>2y</sub> | | RC<sub>2y</sub> | C<sub>2y</sub> | RC<sub>2y</sub> |
| I | | $`\stackrel{}{M}_{A1}`$ | $`\stackrel{}{M}_{B2}`$ | | 1,1 | 1,1 | 1,1 | | -1,1 | -1,1 | -1,1 | | 1,1 | 1,1 | 1,1 |
| | | | | | I | I | I | | RI | RI | RI | | I | I | I |
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# Stretched Strings in Noncommutative Field Theory
## 1 Introduction
Noncommutative field theory has recently received a lot of attention from string theorists. The appearance of noncommutative geometry in string theory was first made clear in (for earlier work see ). Subsequently, it was shown in that noncommutative gauge theories will generically arise from open string theory in the presence of a constant Neveu-Schwarz $`B`$-field. More recently, it has been shown that perturbative noncommutative field theories exhibit an intriguing IR/UV mixing.
The mixing of IR and UV degrees of freedom may be seen in many different ways. By thinking of field theory quanta as pairs of dipoles moving in a magnetic field , one understands that the relative position of the dipole is proportional to the center of mass momentum. Alternatively, the mixing follows simply from the nature of the star product<sup>1</sup><sup>1</sup>1$`f(x)g(x)\mathrm{exp}\left[\frac{i}{2}\mathrm{\Theta }^{\mu \nu }\frac{}{x^\mu }\frac{}{x_{}^{}{}_{}{}^{\nu }}\right]f(x)g(x^{})|_{x^{}=x}`$, where $`\mathrm{\Theta }^{\mu \nu }`$ is a constant antisymmetric matrix. ; e.g.
$$\delta (x)\delta (x)=\text{const}.$$
(1)
The UV/IR mixing also allows for interesting soliton solutions that would otherwise be prohibited by Derrickโs theorem .
Perhaps one of the most interesting manifestations of the IR/UV mixing is the behaviour, first uncovered at one loop level in , of non-planar loop integrals in scalar field theories, which has since been generalized to higher loops and to many other theories . One of the key elements in all these theories is the emergence of a factor
$`\mathrm{exp}[{\displaystyle \frac{pp}{t}}];`$ $`ppp_\mu \left(\mathrm{\Theta }^2\right)^{\mu \nu }p_\nu ,`$ (2)
in the integral over the Schwinger parameter $`t`$, after the loop momentum integration. With non-zero external non-planar momentum $`p`$, this factor regularizes otherwise divergent integrals. For this reason, it has been suspected that non-planar diagrams (not including planar sub-diagrams which can be renormalized) are finite; then the whole theory would be renormalizable. However, in it was found that there are actually infrared singularities, associated with the factor (2) at $`p=0`$, in the diagrams that were UV divergent for $`\mathrm{\Theta }=0`$. This is easily understood by thinking of $`pp`$ as a short distance cutoff of the theory; taking $`p=0`$ corresponds to removing the cutoff. If we introduce a UV cutoff $`\mathrm{\Lambda }`$ in the theory, then the $`p0`$ and $`\mathrm{\Lambda }\mathrm{}`$ limits do not commute and the theory does not appear to have a consistent Wilsonian description.
It has been suggested in that the IR singularity may be associated with missing new light degrees of freedom in the theory. There it was shown that by adding new fields to the action with appropriate form, the IR singularities in the 1-loop effective action of certain scalar field theories can indeed be reproduced and might result in a consistent Wilsonian action. It was further suggested, with the observation that $`\mathrm{\Theta }^2`$ looks like the closed string metric in the decoupling limit, that this procedure is an analog of the open string theory factorization into closed string particles.
The purpose of this paper is two-fold. Since noncommutative field theory can generally be reduced from string theory on a D-brane with a background $`B`$-field we try to identify the string theory origin of the IR/UV behavior. In particular, we examine whether the above-mentioned effect can be attributed to closed string modes, or the non-decoupling of other massive open string modes. Our other motivation is that we would like to provide another intriguing example of IR/UV mixing at the string theory level. We point out that in the presence of a $`B`$-field the open string generically has a finite winding mode proportional to its momentum. We argue that this effect persists at the field theory level,<sup>2</sup><sup>2</sup>2This is rather similar to the dipole picture , and presumably is important for the existence of T-duality in noncommutative theories. See also for discussions of non-local behaviors of noncommutative gauge theories via twisted large-$`N`$ matrix models and lattice formulations. and offers a simple explanation of the IR singularities of the non-planar diagrams.
More explicitly, by examining the one-loop string amplitude and its reduction to field theory, we will show that the occurrence of (2) and its associated IR singularities is an open string phenomenon, and does not involve closed strings.<sup>3</sup><sup>3</sup>3As this work was nearing completion, refs. appeared which also discussed one-loop string amplitudes and their reduction to noncommutative field theories. In particular we will see that the $`\mathrm{\Theta }^2`$ appearing in (2) does not originate from the closed string metric at the string theory level. Rather, if we write $`x^\mu =\mathrm{\Theta }^{\mu \nu }p_\nu `$, then $`pp=x^\mu G_{\mu \nu }x^\nu `$, where $`G_{\mu \nu }`$ is the open string metric. We will argue in section 3 that it is natural to interpret $`x^\mu `$ as a spacetime distance of a stretched string and that therefore the factor (2) is just $`e^{x^2/t}`$, corresponding to a specific type of short-distance regularization of the field theory.
This paper is organized as follows. In section 2, we introduce our notation, and write down the one-loop amplitude for scattering of open string tachyons in a background $`B`$-field. To further illustrate the structure of the amplitude, in section 2.1, we discuss the open string factorization in the short cylinder limit. In section 2.2, we discuss the closed string factorization in the long cylinder limit. Having understood the structure of the amplitude, we are then able to able to derive our understanding of the IR/UV mixing of , in section 3. Section 4 contains our discussion and conclusions.
## 2 The One-Loop Amplitude
In this section we compute the one-loop scattering amplitudes for $`M`$ tachyons in the presence of a background $`B`$-field in the open bosonic string theory. We focus on the tachyons without Chan-Paton factors for simplicity; however, since our arguments and results can be traced to general properties of the Green function and conformal field theory, we expect our conclusions to hold more generally. We will mostly focus on the non-planar amplitudes, although the planar amplitudes can also be read from our results. It is also easy to insert Chan-Paton factors.
The open string action is (in conformal gauge)
$$S=\frac{1}{4\pi \alpha ^{}}d^2z\left\{g_{\mu \nu }_aX^\mu ^aX^\nu i\epsilon ^{ab}B_{\mu \nu }_aX^\mu _bX^\nu \right\}+\frac{i}{2\pi \alpha ^{}}๐\tau A_\mu _\tau X^\mu .$$
(3)
We effectively set $`F=dA`$ to zero, by absorbing $`F`$ into $`B`$โthis can be considered either a notational convenience or the result of a gauge transformation. The action (3) is exact in $`\alpha ^{}`$, because we consider only constant background fields. This action leads to the boundary condition
$$g_{\mu \nu }_nX^\nu iB_{\mu \nu }_\tau X^\nu |_{\text{bdy}}=0,$$
(4)
where $`_n`$ and $`_\tau `$ are respectively normal and tangential derivatives.
The Green function for the bosonic open string on the annulus, in the presence of a $`B`$-field, was originally given in . In the coordinate system in which the world-sheet is a flat annulus with inner radius $`a`$ and unit outer radius (figure 1), it can be written as
$$๐ข^{\mu \nu }(z,z^{})=X^\mu (z)X^\nu (z^{})=\frac{\alpha ^{}}{2}[g^{\mu \nu }\mathrm{ln}\left|Z\right|^2+\left(\frac{gB}{g+B}\right)^{\mu \nu }\mathrm{ln}Y+\left(\frac{g+B}{gB}\right)^{\mu \nu }\mathrm{ln}\overline{Y}]$$
(5)
where
$`Z`$ $`={\displaystyle \frac{ia^{\frac{1}{6}}}{\eta (\tau )}}\sqrt{zz^{}}\vartheta _{11}(\nu ,\tau ),`$ $`Y`$ $`={\displaystyle \frac{ia^{\frac{1}{6}}}{\eta (\tau )}}\sqrt{z\overline{z}^{}}\vartheta _{11}(\mu ,\tau ),`$ (6a)
with
$`a^2`$ $`=e^{2\pi i\tau },`$ $`e^{2\pi i\nu }`$ $`={\displaystyle \frac{z^{}}{z}},`$ $`e^{2\pi i\mu }`$ $`=z\overline{z}^{}.`$ (6b)
Note in (5) the indices are raised and lowered by $`g_{\mu \nu }`$. We closely follow the conventions of for the definitions of the Jacobi-$`\vartheta `$ and Dedekind-$`\eta `$ functions.
The Green function satisfies
$$\overline{}๐ข_{\mu \nu }(z,z^{})=\pi \alpha ^{}g_{\mu \nu }\delta ^{(2)}(zz^{}),$$
(7a)
and
$$\left[_n๐ข_{\mu \nu }(z,z^{})iB_\mu {}_{}{}^{\lambda }_{\tau }^{}๐ข_{\lambda \nu }(z,z^{})\right]_{\left|z\right|=a,1}=\{\begin{array}{cc}0,\hfill & \left|z\right|=a\hfill \\ \alpha ^{}g_{\mu \nu },\hfill & \left|z\right|=1\hfill \end{array}.$$
(7b)
Equation (7b) is almost a consequence of equation (4); it differs from it on one boundary as a result of Gaussโ law, for otherwise equation (7a) would be incompatible with equation (7b). We could follow and subtract a background charge from the Green function instead of modifying the boundary condition; however, this will not affect amplitudes. Indeed, we will often in the following, drop, with neither warning nor explanation, terms in the Green function of the form $`f_{\mu \nu }(z,\overline{z})+h_{\mu \nu }(z^{},\overline{z}^{})`$, as momentum conservation prevents such terms from contributing to on-shell amplitudes.
It will often be more convenient to use other coordinate systems. The cylindrical coordinate (figure 2) is
$$\begin{array}{cc}\hfill w& =\sigma +i\tau \hfill \end{array};\begin{array}{cc}\hfill \sigma & [0,\pi ]\hfill \\ \hfill \tau & [0,2\pi t)\hfill \end{array};\begin{array}{c}\hfill ww+2\pi it,\end{array}$$
(8)
where $`t>0`$ is the modulus. The relation between the cylinder and the annulus is
$`z`$ $`=e^{\frac{w}{t}},`$ $`a`$ $`=e^{\frac{\pi }{t}}.`$ (9)
The coordinate on the upper half-plane is
$$\lambda =i\mathrm{tan}\frac{wi\pi t}{2}.$$
(10)
$`\lambda `$ maps the cylinder to the upper half plane with two identified semi-circles removed, each being bounded by a segment of the real axisโsee figure 3. As $`t\mathrm{}`$, the semi-circles become infinitely small, and centred at $`\lambda =\pm 1`$.
When restricting to the boundary of the cylinder, the propagator becomes (in cylindrical coordinates),
$`๐ข^{\mu \nu }(i\tau _1,i\tau _2)=\alpha ^{}G^{\mu \nu }\mathrm{ln}\left|\vartheta _{11}({\displaystyle \frac{\tau _{12}}{2\pi t}},{\displaystyle \frac{i}{t}})\right|^2+{\displaystyle \frac{i}{2}}\mathrm{\Theta }^{\mu \nu }[{\displaystyle \frac{\tau _{12}}{\pi t}}ฯต(\tau _{12})],`$ (11a)
$`๐ข^{\mu \nu }(\pi +i\tau _1,\pi +i\tau _2)=\alpha ^{}g^{\mu \nu }{\displaystyle \frac{\pi }{t}}\alpha ^{}G^{\mu \nu }\mathrm{ln}\left|\vartheta _{11}({\displaystyle \frac{\tau _{12}}{2\pi t}},{\displaystyle \frac{i}{t}})\right|^2{\displaystyle \frac{i}{2}}\mathrm{\Theta }^{\mu \nu }[{\displaystyle \frac{\tau _{12}}{\pi t}}ฯต(\tau _{12})],`$ (11b)
$`๐ข^{\mu \nu }(\pi +i\tau _1,i\tau _2)=\alpha ^{}G^{\mu \nu }\mathrm{ln}|e^{\frac{\pi }{4t}}\vartheta _{01}({\displaystyle \frac{\tau _1\tau _2}{2\pi t}},{\displaystyle \frac{i}{t}}\left)\right|^2,`$ (11c)
where $`\tau _{12}=\tau _1\tau _2`$ and we have defined, following ,
$`G^{\mu \nu }`$ $`=\left({\displaystyle \frac{1}{g+B}}g{\displaystyle \frac{1}{gB}}\right)^{\mu \nu }=\left({\displaystyle \frac{1}{g+B}}\right)_S^{\mu \nu },`$ (12a)
$`G_{\mu \nu }`$ $`=g_{\mu \nu }(Bg^1B)_{\mu \nu },`$ (12b)
$`\mathrm{\Theta }^{\mu \nu }`$ $`=(2\pi \alpha ^{})\left({\displaystyle \frac{1}{g+B}}B{\displaystyle \frac{1}{gB}}\right)^{\mu \nu }=2\pi \alpha ^{}\left({\displaystyle \frac{1}{g+B}}\right)_A^{\mu \nu },`$ (12c)
where the subscript $`S`$ ($`A`$) denotes the (anti)symmetric part of the matrix. Also, $`ฯต(\tau )=\tau /\left|\tau \right|`$ is the sign of $`\tau `$, and we recall from e.g. that $`g_{\mu \nu }`$ is the closed string metric and $`G_{\mu \nu }`$ is the open string metric (with inverse $`G^{\mu \nu }`$). $`\mathrm{\Theta }^{\mu \nu }`$ is an open string noncommutativity parameter. Conversely, the closed string parameters $`g,B`$ may be expressed in terms of the open string parameters $`G,\mathrm{\Theta }`$ as
$$g+B=\left(\frac{1}{G^1+\frac{1}{2\pi \alpha ^{}}\mathrm{\Theta }}\right)_{\mu \nu }.$$
(13)
In particular,
$$g^{\mu \nu }=G^{\mu \nu }\left(\frac{1}{2\pi \alpha ^{}}\right)^2(\mathrm{\Theta }G\mathrm{\Theta })^{\mu \nu }.$$
(14)
We notice that the boundary Green functions on the cylinder have some interesting new features compared to those of the disk and those in the well-known case of $`B=0`$. In (11b)<sup>4</sup><sup>4</sup>4The asymmetry of the Green function at the two boundaries is due to our choice of asymmetric boundary conditions in (7b), but the net effect is independent of our choice. the dependence on the closed string metric does not drop out completely. We shall see later that this is essential for the non-planar amplitudes to factorize into the closed string channel in the long cylinder limit ($`t0`$). There is an additional dependence on $`\mathrm{\Theta }`$ proportional to the distance between the two points. These linear terms will drop out in the planar amplitudes due to momentum conservation but will be important in non-planar amplitudes. It is easy to see that planar amplitudes will mimic those of $`B=0`$ except for additional phase factors associated with external momenta.
Using the boundary Green functions (11a)โ(11c), we now write down the non-planar amplitude for $`M`$ tachyons with $`N`$ attached to the $`\sigma =0`$ boundary and $`MN`$ to the $`\sigma =\pi `$ boundary. The vertex operators on the $`\sigma =0`$ boundary will be labeled by $`i,j,\mathrm{}=1,\mathrm{},N`$ and those on the $`\sigma =\pi `$ boundary by $`r,s,\mathrm{}=N+1,\mathrm{},M`$. $`p,q`$ go from $`1`$ to $`M`$. The normalized open string tachyon vertex operator is $`๐ฑ_i=g_oe^{ik_{i\mu }X^\mu }`$, where $`g_o`$ is the open string coupling. We also define
$`k_ik_j`$ $`=k_{i\mu }G^{\mu \nu }k_{j\nu },`$ $`k_i\times k_j`$ $`=k_{i\mu }\mathrm{\Theta }^{\mu \nu }k_{j\nu }.`$ (15)
The non-planar momentumโi.e. the momentum that flows between the two boundariesโis
$$k=\underset{i=1}{\overset{N}{}}k_i=\underset{r=N+1}{\overset{M}{}}k_r.$$
(16)
In terms of the open string modular parameter $`t`$, the amplitude is
$$\begin{array}{cc}& S_{C^2}(1,\mathrm{},N;N+1,\mathrm{},M)=_0^{\mathrm{}}\frac{dt}{2t}b(0)c(0)\underset{i=1}{\overset{N}{}}๐ฑ_i(i\tau _i)\underset{r=N+1}{\overset{M}{}}๐ฑ_r(\pi +i\tau _r)_{C^2}\hfill \\ & =i\sqrt{detG}g_o^M(2\pi )^d\delta ^{(d)}\left(_{p=1}^Mk_p\right)_0^{\mathrm{}}\frac{dt}{2t}(8\pi ^2\alpha ^{}t)^{\frac{d}{2}}\eta (it)^{24}\left[\underset{p=1}{\overset{M}{}}_0^{2\pi t}๐\tau _p\right]\mathrm{\Psi }_1\mathrm{\Psi }_2\mathrm{\Psi }_{12}\hfill \\ & \times \mathrm{exp}\left[\frac{\pi }{2t}\alpha ^{}k_\mu (g^1G^1)^{\mu \nu }k_\nu \right]e^{\frac{i}{2}_{i<j}(k_i\times k_j)[\frac{\tau _{ij}}{\pi t}ฯต(\tau _{ij})]+\frac{i}{2}_{r<s}(k_r\times k_s)[\frac{\tau _{rs}}{\pi t}ฯต(\tau _{rs})]},\hfill \end{array}$$
(17)
where we consider $`d=26`$, but equation (LABEL:ampop) would hold on a D$`(p=d1)`$-brane with no transverse momentum, for general $`d`$, corresponding to a $`d`$-dimensional field theory,
$$\begin{array}{cccccc}\hfill \mathrm{\Psi }_1& =\underset{i<j}{}\left|\psi _{ij}\right|^{2\alpha ^{}k_ik_j},\hfill & \hfill \mathrm{\Psi }_2& =\underset{r<s}{}\left|\psi _{rs}\right|^{2\alpha ^{}k_rk_s},\hfill & \hfill \mathrm{\Psi }_{12}& =\underset{i,r}{}(\psi _{ir}^T)^{2\alpha ^{}k_rk_i},\hfill \end{array}$$
(18a)
$$\begin{array}{cccc}\hfill \psi _{ij}& =2\pi i\mathrm{exp}\left(\frac{\tau _{ij}^2}{4\pi t}\right)\frac{\vartheta _{11}(i\frac{\tau _{ij}}{2\pi },it)}{\vartheta _{11}^{}(0,it)},\hfill & \hfill \psi _{ir}^T& =2\pi \mathrm{exp}\left(\frac{\tau _{ir}^2}{4\pi t}\right)\frac{\vartheta _{10}(i\frac{\tau _{ir}}{2\pi },it)}{\vartheta _{11}^{}(0,it)}.\hfill \end{array}$$
(18b)
By a modular transformation of the $`\vartheta `$-functions we can also express the above amplitude in terms of the closed string modular parameter $`s=\frac{\pi }{t}`$. This gives
$$\begin{array}{cc}& S_{C^2}(1,\mathrm{},N;N+1,\mathrm{},M)=i\sqrt{detG}g_o^M(8\pi ^2\alpha ^{})^{\frac{d}{2}}(2\pi )^d\delta ^{(d)}\left(_{p=1}^Mk_p\right)\hfill \\ & \times _0^{\mathrm{}}\frac{ds}{2}\left(\frac{\pi }{s}\right)^{13\frac{d}{2}}\eta (\frac{is}{\pi })^{24}\mathrm{exp}[\frac{\alpha ^{}}{2}sk_\mu g^{\mu \nu }k_\nu ]\left[\underset{p=1}{\overset{M}{}}_0^1d\nu _p\right]\stackrel{~}{\mathrm{\Psi }}_1\stackrel{~}{\mathrm{\Psi }}_2\stackrel{~}{\mathrm{\Psi }}_{12}\hfill \\ & \times \mathrm{exp}\left[\frac{i}{2}\underset{i<j}{}(k_i\times k_j)[2\nu _{ij}ฯต(\nu _{ij})]+\frac{i}{2}\underset{r<s}{}(k_r\times k_s)[2\nu _{rs}ฯต(\nu _{rs})]\right],\hfill \end{array}$$
(19)
with
$$\begin{array}{cccccc}\hfill \stackrel{~}{\mathrm{\Psi }}_1& =\underset{i<j}{}\left|\stackrel{~}{\psi }_{ij}\right|^{2\alpha ^{}k_ik_j},\hfill & \hfill \stackrel{~}{\mathrm{\Psi }}_2& =\underset{r<s}{}\left|\stackrel{~}{\psi }_{rs}\right|^{2\alpha ^{}k_rk_s},\hfill & \hfill \stackrel{~}{\mathrm{\Psi }}_{12}& =\underset{i,r}{}(\stackrel{~}{\psi }_{ir}^T)^{2\alpha ^{}k_rk_i},\hfill \end{array}$$
(20a)
$$\begin{array}{cccc}\hfill \stackrel{~}{\psi }_{ij}& =\frac{\vartheta _{11}(\nu _{ij},\frac{is}{\pi })}{\vartheta _{11}^{}(0,\frac{is}{\pi })},\hfill & \hfill \stackrel{~}{\psi }_{ir}^T& =e^{\frac{s}{4}}\frac{\vartheta _{01}(\nu _{ir},\frac{is}{\pi })}{\vartheta _{11}^{}(0,\frac{is}{\pi })},\hfill \end{array}$$
(20b)
where for convenience we have defined $`\nu _i=\frac{\tau _i}{2\pi t}`$.
We make several remarks:
1. $`\psi `$ and $`\stackrel{~}{\psi }`$ have been defined to not contain any factors of $`\mathrm{exp}\left(\frac{\pi }{t}\right)`$. They do include $`\vartheta `$-functions, which encode the contributions of intermediate oscillation modes running in the loop, and do not depend on the $`B`$-field.
2. The $`k_i\times k_j`$ contribution to the amplitude comes directly from the $`\mathrm{\Theta }`$ term in the propagators.
3. The structural differences of both (LABEL:ampop) and (19) with those in the $`B=0`$ case indicate that the introduction of non-zero $`B`$ affects only the zero (i.e. non-oscillator) modes of the intermediate state running in the loop. This can also be deduced from the fact that in the mode expansion of $`X^\mu `$ on the disk, $`B`$ does not affect commutators involving the oscillation modes.
4. In equation (LABEL:ampop) there is an exponential factor
$$\mathrm{exp}\left[\frac{\pi }{2t}\alpha ^{}k_\mu \left(g^1G^1\right)^{\mu \nu }k_\nu \right]=\mathrm{exp}\left[\frac{1}{8\pi \alpha ^{}t}k_\mu (\mathrm{\Theta }G\mathrm{\Theta })^{\mu \nu }k_\nu \right],$$
(21)
using equation (14). The field theory limit of equation (LABEL:ampop) is obtained by taking
$`\alpha ^{}`$ $`0,`$ $`t`$ $`\mathrm{},`$ $`\alpha ^{}t`$ $`=\text{finite},`$ $`\alpha ^{}\tau _p`$ $`=\text{finite}.`$ (22)
In this limit the contributions from oscillators in (LABEL:ampop) drop out. The open string modulus $`\alpha ^{}t`$ and vertex coordinates $`\alpha ^{}\tau _p`$ become the Schwinger parameters of the corresponding $`\mathrm{\Phi }^3`$ field theory with coupling constant $`\frac{g_o}{\alpha ^{}}`$.<sup>5</sup><sup>5</sup>5See e.g. for general discussions of calculating field theory amplitudes from string theory. The factor (21) does not arise in the $`B=0`$ case. But precisely this factor carries over to noncommutative field theory, where it regularizes otherwise divergent diagrams while introducing IR/UV mixing. We emphasize that this is a very general phenomenon, not restricted to the $`\mathrm{\Phi }^3`$ amplitudes explicitly considered here. For example, precisely the same factor appears if we replace the external legs by vector vertex operators relevant to gauge theory amplitudes, or if we reduce (LABEL:ampop) to $`\mathrm{\Phi }^4`$ amplitudes using a slightly different scaling . The tensor with which the non-planar momenta are contracted,
$$\stackrel{~}{g}^{\mu \nu }=(\mathrm{\Theta }G\mathrm{\Theta })^{\mu \nu },$$
(23)
was generally interpreted in noncommutative field theory discussions as the closed string metric in the $`\alpha ^{}0`$ limit. However, we see here that at the string theory level (finite $`\alpha ^{}`$) this is not the closed string metric, and it arises from open string modes. In section 3 we shall give an explanation of its origin.
5. In terms of the closed string modulus, we have an exponential factor
$$\mathrm{exp}\left[\frac{\alpha ^{}}{2}sk_\mu g^{\mu \nu }k_\nu \right],$$
(24)
in equation (19), which indeed uses the closed string metric, in contradistinction to the open string modulus expression (21). This is essential for the factorization into disk amplitudes with a closed string insertion, in the $`s\mathrm{}`$ limit.
To have a precise understanding of the structure of the amplitudes (LABEL:ampop) and (19) versus those in $`B=0`$ case, we now look at in detail $`t\mathrm{}`$ and $`s\mathrm{}`$ limits. We shall see that the $`\mathrm{\Theta }`$-dependent parts of (LABEL:ampop) and (19) are completely determined by the factorization into open strings and closed strings respectively.
### 2.1 Open String Factorization
We shall expand equation (LABEL:ampop) about $`t=\mathrm{}`$, and verify that it can be rewritten in terms of a sum of disk amplitudes with two (additional) intermediate open string insertions. Historically, the one-loop amplitudes were constructed in this way to ensure unitarity (see e.g. ). Since, as we argued in remarks 1 and 3, $`\mathrm{\Theta }`$-dependent terms arise solely from the zero mode part of the intermediate operators, it is enough to verify factorization to leading order, i.e. for tachyon insertions.
We start by rewriting the amplitude (LABEL:ampop) in terms of coordinates on the upper half-plane \[equation (10) and fig. 3\], for which the coordinate dependent part of (LABEL:ampop) becomes
$$\begin{array}{cc}& (1\lambda _1^2)\left(\underset{i=2}{\overset{N}{}}_{\lambda _0}^{\lambda _0}๐\lambda _i\right)\left(\underset{r=N+1}{\overset{M}{}}_{\frac{1}{\lambda _0}}^{\frac{1}{\lambda _0}}๐\lambda _r\right)\underset{p<q=1}{\overset{M}{}}\left|(\lambda _p\lambda _q)\right|^{2\alpha ^{}k_pk_q}\hfill \\ & \times \mathrm{exp}\left[\frac{\alpha ^{}}{2\pi t}\left(_{p=1}^Mk_p\tau _p\right)^2\right]\mathrm{exp}[\frac{i}{2}_{r<s}(k_r\times k_s)[\frac{\tau _{rs}}{\pi t}ฯต(\tau _{rs})]\frac{i}{2}_{i<j}(k_i\times k_j)[\frac{\tau _{ij}}{\pi t}ฯต(\tau _{ij})]]\hfill \end{array}$$
(25)
where $`\tau _p=\mathrm{ln}\left|\frac{\lambda _p+1}{\lambda _p1}\right|+\pi t`$ and $`\lambda _0=\mathrm{tanh}\frac{\pi t}{2}`$. We have kept only the lowest order terms in the $`t=\mathrm{}`$ limit. Note that in this form, aside from the $`\mathrm{\Theta }`$-dependent terms, the amplitude is symmetric with respect to the external states on the two boundaries.
The factorization formula can be obtained by inserting the full set of open string operators (including ghosts) at $`\lambda =1`$ and $`1`$ of the complex $`\lambda `$-plane (see fig. 4); to lowest order (i.e. for a tachyon insertion) it is given by ($`q=e^{2\pi t}`$)
$$\begin{array}{cc}\hfill S& =\frac{1}{K_o}g_o^M_0^1\frac{dq}{q}\frac{d^dk}{(2\pi )^d}q^{\alpha ^{}(k^2+m^2)}\left[\underset{p=2}{\overset{M}{}}๐\lambda _p\right]\hfill \\ & \times c^1e^{ikX}(1)c^1e^{ik_1X}(\lambda _1)\left[\underset{i=2}{\overset{N}{}}e^{ik_iX}(\lambda _i)\right]b_0c^1e^{ikX}(1)\left[\underset{r=N+1}{\overset{M}{}}e^{ik_rX}(\lambda _r)\right]_{D_2}\hfill \end{array}$$
(26)
where $`K_o=1/(g_o^2\alpha ^{})`$ normalizes the tachyon two-point function on the disk, and the measure of $`q`$ integration comes from the sewing of the two half circles in figure 4.
Recall that the disk Green function on the upper half-plane is given by
$$๐ข^{\mu \nu }(\lambda _i,\lambda _j)=\alpha ^{}G^{\mu \nu }\mathrm{ln}|\lambda _i\lambda _j|^2+\frac{i}{2}\mathrm{\Theta }^{\mu \nu }ฯต(\lambda _i\lambda _j);$$
(27)
then the result of (26) can be easily written down. To keep our formula from becoming too long we will omit the modulus and coordinate integrations and unimportant prefactors, and write
$$S=(1\lambda _1^2)\left[\underset{p<q=1}{\overset{M}{}}\left|\lambda _p\lambda _q\right|^{2\alpha ^{}k_pk_q}\right]e^{\frac{i}{2}_{i<j=1}^N(k_i\times k_j)ฯต(\tau _{ij})\frac{i}{2}_{r<s=N+1}^M(k_r\times k_s)ฯต(\tau _{rs})}\times I$$
(28)
with
$$\begin{array}{cc}\hfill I& =\frac{d^dk}{(2\pi )^d}e^{2\pi t\alpha ^{}k^2}\mathrm{exp}\left[_{p=1}^M2\alpha ^{}k(k_p\tau _p)+i_{i=1}^Nk_\mu \mathrm{\Theta }^{\mu \nu }k_{i\nu }\right]\hfill \\ & =\sqrt{detG}(8\pi ^2\alpha ^{}t)^{\frac{d}{2}}\mathrm{exp}\left[\frac{1}{8\pi \alpha ^{}t}\left(\underset{i=1}{\overset{N}{}}k_{i\mu }\right)(\mathrm{\Theta }G\mathrm{\Theta })^{\mu \nu }\left(\underset{j=1}{\overset{N}{}}k_{j\nu }\right)\right]\hfill \\ & \times \mathrm{exp}\left[\frac{\alpha ^{}}{2\pi t}\left(\underset{p=1}{\overset{M}{}}k_p\tau _p\right)^2\right]e^{\frac{i}{2\pi t}_{i<j=1}^N(k_i\times k_j)\tau _{ij}+\frac{i}{2\pi t}_{r<s=N+1}^M(k_r\times k_s)\tau _{rs}}\hfill \end{array}$$
(29)
It is can be checked that by combining equations (29) and (28) and restoring the prefactors in (28) we precisely recover (25). Since the oscillator parts of higher order operators always involve derivatives of the $`X`$, their contraction with external states will not result in any additional dependence on $`\mathrm{\Theta }`$. So the contributions from oscillator modes follow exactly as in the $`B=0`$ case, while the new factors, (21) and the last exponential in (29), come from the open string zero modes.
### 2.2 Closed String Factorization
We examine the amplitude (19) in the closed string limit $`t0`$, or $`s\mathrm{}`$. It is easy to see that (19) factorizes to closed string insertions on the disk in precisely the same manner as in the $`B=0`$ case. This follows since the $`\mathrm{\Theta }`$-dependent factors are already factorized with respect to the two boundaries. Thanks to the factor (24), the closed string poles are indeed located according to the mass-shell condition in terms of the closed string metric. Here we shall demonstrate that the $`\mathrm{\Theta }`$-dependent factors in the third line of (19) arise from the zero mode part of the closed string insertion. For this purpose it is again enough to look at the (closed string) tachyon insertion. The disk Green function on the unit circle in figure 1 is given by,
$$๐ข^{\mu \nu }(\theta _i,\theta _j)=\alpha ^{}G^{\mu \nu }\mathrm{ln}\left|2\mathrm{sin}\left(\frac{\theta _{ij}}{2}\right)\right|^2+\frac{i}{2}\mathrm{\Theta }^{\mu \nu }[\frac{\theta _{ij}}{\pi }ฯต(\theta _{ij})].$$
(30)
For pure open string amplitudes, the terms linear in $`\theta _{ij}\theta _i\theta _j`$ in (30) cancel by momentum conservation. However when there is a closed string insertion the momentum conservation no longer causes it to vanish, but gives a contribution precisely as in the third line of (19).
Closed string factorization also gives an alternative derivation of the relation between closed and open string couplings. The relation was first derived in by arguing the equivalence of the Born-Infeld actions expressed in terms of closed and open string parameters. Since numerical factors follow precisely as in $`B=0`$ case, here we shall only focus on the metric dependence. For tachyon insertion the factorization takes the form, (for convenience we take $`d=26`$)
$$S_{\text{annulus}}=\frac{1}{K_c}S_{D_2}(1,\mathrm{},N,k)\frac{1}{k_\mu g^{\mu \nu }k_\nu 4}S_{D_2}(N+1,\mathrm{},M,k),$$
(31)
where $`S_{D_2}`$ is the disk amplitude with an extra tachyon insertion, and $`K_c`$ is the normalization of the tachyon two-point function on the sphere. Since
$`S_{\text{annulus}}`$ $`\sqrt{detG},`$ $`S_{\text{disk}}`$ $`{\displaystyle \frac{1}{g_o^2}}\sqrt{detG},`$ $`K_c`$ $`{\displaystyle \frac{1}{g_c^2}}\sqrt{detg},`$ (32)
from (31) and (32) we find that
$$g_c=2^{18}\pi ^{25/2}\alpha _{}^{}{}_{}{}^{6}g_o^2\left(\frac{detg}{detG}\right)^{\frac{1}{4}}=2^{18}\pi ^{25/2}\alpha _{}^{}{}_{}{}^{6}g_o^2\left(\frac{detg}{det(g+B)}\right)^{\frac{1}{2}}.$$
(33)
where the numerical factors are the same as in the $`B=0`$ case .
## 3 IR/UV and Stretched Strings
In the above we have shown that at the one-loop string theory level, the IR/UV factor (21) is a pure open string effect. It has a very different origin from the seemingly similar factor (24) in the closed string channel, which arises only after summing over an infinite number of open string oscillation modes. As we emphasized above, equation (21) is due solely to the zero modes. Thus we conclude, at least in bosonic open string theory, that the IR/UV factor (21) is not related to the appearance of the closed string modes of the string theory in which the noncommutative field theory is embedded.
Since we observed (21) occurring at the perturbative string theory level in precisely the same manner as it does in noncommutative field theories we might imagine that there is a simple explanation of (21) from string theory. After all, constant $`B`$ is a rather mild background from the string theory point of view, and we are supposed to know it very well. Indeed in the following we will present a very simple explanation.
If we denote
$$(\mathrm{\Delta }x)^\mu =\mathrm{\Theta }^{\mu \nu }p_\nu $$
(34)
and interpret it as a distance, then
$$(\mathrm{\Delta }x)^2=p_\mu (\mathrm{\Theta }G\mathrm{\Theta })^{\mu \nu }p_\nu =G_{\mu \nu }(\mathrm{\Delta }x)^\mu (\mathrm{\Delta }x)^\nu $$
(35)
has the interpretation of a proper distance in terms of the open string metric, which indicates that there might be a stretched string interpretation of (21). This is supported by the fact that in the background $`B`$ field, $`X`$ has the following mode expansion:
$$X^\mu (\tau ,\sigma )=x_0^\mu +2i\alpha ^{}p^\mu \tau +\frac{1}{\pi }\mathrm{\Theta }^{\mu \nu }p_\nu \sigma +(\alpha ^{})^{\frac{1}{2}}(\text{oscillators}).$$
(36)
Notice that with non-zero momentum there is an additional winding term proportional to $`\mathrm{\Theta }^{\mu \nu }p_\nu `$. This has the consequence that, in addition to the standard oscillator piece the open string now has a finite constant stretched length,
$$X^\mu (\tau ,\sigma =\pi )X^\mu (\tau ,\sigma =0)=\mathrm{\Theta }^{\mu \nu }p_\nu +(\alpha ^{})^{\frac{1}{2}}(\mathrm{oscillators}).$$
(37)
Equation (37) is a beautiful manifestation of the UV/IR behavior of the system. When there is non-zero momentum flow between the two boundaries of the string, as is the case for non-planar diagrams, there is an induced stretched string. As an example, if we increase momentum in the $`x^1`$ direction by $`\delta p_1`$, the string grows longer in the $`x^2`$ direction by an amount $`\left|\mathrm{\Theta }^{21}\delta p_1\right|`$. As we increase the momentum further the string stretches longer and longer. Since the first term in (37) has no $`\alpha ^{}`$ dependence, the stretched length $`\mathrm{\Theta }^{\mu \nu }p_\nu `$ persists in the field theory limit. It will act as an effective short-distance cutoff. As $`p0`$, the stretched string length decreases to zero and we start seeing the standard short-distance divergence again.
To understand the above picture more precisely, let us carefully go over the procedure of taking the $`\alpha ^{}0`$ limit. Figure 2 represents a string world sheet with a coordinate width $`\pi `$ (and a space-time width in (37)) propagating through a proper time $`2\pi t`$. When $`B=0`$, as we take the field theory limit (22), the oscillation modes decouple and non-local effects caused by them in (37) also disappear and the worldsheet reduces to a circle of radius $`\alpha ^{}t`$โsee figure 6a. The circle is the worldline of a finite number of loop particles in the first quantized picture. The $`\alpha ^{}t0`$ limit amounts to shrinking the circle further to a point and is the usual short distance limit in field theory. In the second quantized picture $`2\pi \alpha ^{}t`$ may be identified as the Schwinger parameter $`\tau `$
$$\frac{1}{k^2+m^2}=_0^{\mathrm{}}๐\tau e^{\tau (k^2+m^2)}$$
(38)
โand $`\tau 0`$ corresponds to the limit of high momentum. Now turn on the $`B`$-field and allow a non-zero momentum to flow through the worldsheet as for non-planar scattering. Due to the presence of the first term in (37), the limit (22) no longer shrinks the world sheet to a circle, but instead to an arc of width $`\left|\mathrm{\Theta }^{\mu \nu }p_\nu \right|`$โsee figure 6b. After taking $`\alpha ^{}t0`$, we are still left with a finite short-distance cutoff of $`\left|\mathrm{\Theta }^{\mu \nu }p_\nu \right|`$. Note that the above interpretation fits very well with the way that (21) enters into the scattering amplitude (LABEL:ampop) ($`\tau =2\pi \alpha ^{}t)`$,
$$S=๐\tau \tau ^{\frac{d}{2}1}e^{\frac{\mathrm{\Delta }x^2}{4\tau }}\times (\mathrm{})๐tt^{\frac{d}{2}1}\mathrm{exp}\left[\frac{1}{8\pi \alpha ^{}t}p_\mu (\mathrm{\Theta }G\mathrm{\Theta })^{\mu \nu }p_\nu \right]\times (\mathrm{})$$
(39)
The structure in equation (39) is the usual structure for a one-loop amplitude like figure 6b in the first-quantized approach to field theory; see e.g. ref. .
In the above discussion, the stretched strings appear to be rigid and non-dynamical; they merely cut open an otherwise closed particle loop. It is natural to ask whether this is due to our looking only at the one-loop level, for, after all, equation (36) is a tree-level expansion. The situation might change at higher genus; in particular, at the two-loop level, we will have vertices that are contracted only with internal lines. It is an interesting question whether the stretched string here is related to the โnoncommutative QCD stringโ discussed in . In it was observed that the behaviour of higher genus diagrams suggests a string coupling of $`g_s1/(E^2\mathrm{\Theta })`$ which seems to be consistent with supergravity solutions . Similarly, we observe that equation (34) is reminiscent of the high energy proportionality between $`x`$ and $`p`$ and thus suggests $`\alpha _{\text{eff}}^{}\left|\mathrm{\Theta }\right|`$ (see also ).
## 4 Discussion and Conclusions
In this paper we have examined in detail the one-loop non-planar string amplitude for $`M`$ tachyons in bosonic open string theory with a $`B`$-field. We showed that the IR/UV mixing behavior of can be understood as a pure open string effect in terms of the stretched strings. The mechanism is rather simple and general; in particular it simultaneously explains the various singularities (quadratic, logarithmic, etc.) of all operators (two-point, four-point, etc.).
In our approach, the IR singularities observed in are not attributed to missing light degrees of freedom in the theory. They are rather a disguised reflection of the UV behaviour of the theory. The non-locality of the theory introduces a dynamical short-distance cutoff which is proportional to the external non-planar momentum $`p`$. The $`p0`$ limit simply removes this cutoff and recovers the UV divergences.
This raises the question as to whether (bosonic) noncommutative theories are consistent.<sup>6</sup><sup>6</sup>6Here we mean whether the theory has a consistent Wilsonian description at all momenta. As already pointed out in , if we impose a cutoff $`\mathrm{\Lambda }=1/ฯต`$ into the theory then for $`(\mathrm{\Delta }x\mathrm{\Theta }p)<ฯต`$ the limit of taking $`\mathrm{\Lambda }\mathrm{}`$ is not well-defined since there is a crossover between $`\mathrm{\Delta }x`$ and $`ฯต`$. For example, if we consider a noncommutative scalar $`\mathrm{\Phi }^3`$ theory in six dimensions, or any other theory that is renormalizable for $`\mathrm{\Theta }=0`$, embedded in a string theory, then the natural cutoff of the theory is $`ฯต=(\alpha ^{})^{1/2}`$. Let us first assume $`\mathrm{\Theta }>\alpha ^{}`$, where here and in the following, by $`\mathrm{\Theta }`$ we mean, roughly, the magnitude of a typical eigenvalue. There are now two ways of โdetectingโ the effects of the massive string modes. One is obvious; they are excited at high energies of order $`(\alpha ^{})^{1/2}`$. The other is to go to very low energies of order $`(\alpha ^{})^{1/2}/\mathrm{\Theta }`$. More explicitly, inside the energy region
$$(\alpha ^{})^{1/2}/\mathrm{\Theta }<p<(\alpha ^{})^{1/2},$$
(region I)
the one-loop effective action has the heuristic form
$$\mathrm{\Gamma }(k)=\mathrm{\Gamma }_{\text{planar}}(k,(\alpha ^{})^{1/2})+\mathrm{\Gamma }_{\text{non-planar}}(k,\mathrm{\Theta }p)$$
(40)
where $`k`$ denotes generic external momenta, $`p`$ non-planar momenta, and the second variable denotes the cutoff. The non-planar amplitudes are finite; planar diagrams can be renormalized in the usual sense; and the $`\alpha ^{}0`$ limit can be consistently defined. However as we reach the region of small momenta,
$$p<(\alpha ^{})^{1/2}/\mathrm{\Theta },$$
(region II)
the effective action becomes
$$\mathrm{\Gamma }(k)=\mathrm{\Gamma }_{\text{planar}}(k,(\alpha ^{})^{1/2})+\mathrm{\Gamma }_{\text{non-planar}}(k,(\alpha ^{})^{1/2})$$
(41)
i.e. $`\alpha ^{}`$ effects will take over below energy scales of order $`(\alpha ^{})^{1/2}/\mathrm{\Theta }`$. This crossover can be seen explicitly in equation (36); below this scale the oscillator terms become important compared to the $`\mathrm{\Theta }^{\mu \nu }p_\nu \sigma `$ term. Now, unlike for ordinary field theories, it is no longer consistent to take the $`\alpha ^{}0`$ limit since the behaviour of the full theory, when $`(\alpha ^{})^{1/2}`$ becomes smaller than $`\mathrm{\Theta }p`$, is such that the effective theory of equation (41) is no longer valid, but rather we go over to the region I behaviour (40). We should caution that this discussion is only at the one-loop level. At the two-loop level the loop integration over $`p`$ will result in divergent diagrams, a reflection of the one-loop IR singularities.
Thus it appears that although naรฏvelyโas we have seen in section 2โthe massive modes seem to decouple in the amplitude in the limit (22), in fact the oscillators are quite important. What is surprising is that they preclude a proper Wilsonian description at low non-planar momentum! Only if we keep $`\mathrm{\Theta }<\alpha ^{}`$ as $`\alpha ^{}0`$ do we recover Wilsonian field theory, but it is then a commutative field theory. Thus, for a noncommutative theory, we see here an intricate interplay between two scales $`\mathrm{\Theta }`$ and $`\alpha ^{}`$.
This is not to suggest that we cannot add new fields, along the lines of , to reinterprete the IR singularities. Rather, we point out that this interpretation of the singularities is not one that arises naturally out of bosonic string theory.
###### Acknowledgments.
We had useful conversations with O. Aharony, I. Brunner, M. Douglas, K. Intriligator, G. Moore, B. Pioline, M. Rozali, C. Zhou, and especially A. Rajaraman and J. Shapiro. H.L. also wants to thank A. Tseytlin for emphasizing, very early on, the importance of understanding the one-loop amplitude. This work was supported by DOE grant #DE-FG02-96ER40559 and an NSERC PDF fellowship.
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# Untitled Document
Renormalization group, hidden symmetries and
approximate Ward identities in the XYZ model, II.
G. Benfatto, V. Mastropietro Supported by MURST, Italy, and EC HCM contract number CHRX-CT94-0460. e-mail: benfatto@mat.uniroma2.it, mastropi@mat.uniroma2.it.
Dipartimento di Matematica, Universitร di Roma โTor Vergataโ
Via della Ricerca Scientifica, I-00133, Roma
Abstract. An expansion based on renormalization group methods for the spin correlation function in the $`z`$ direction of the Heisenberg-Ising $`XYZ`$ chain with an external magnetic field directed as the $`z`$ axis is derived. Moreover, by using the hidden symmetries of the model, we show that the running coupling constants are small, if the coupling in the $`z`$ direction is small enough, that a critical index appearing in the correlation function is exactly vanishing (because of an approximate Ward identity) and other properties, so obtaining a rather detailed description of the $`XYZ`$ correlation function.
1. Introduction
1.1 In a preceding paper \[BeM1\] we have derived an expansion, based on renormalization group methods, for the ground state energy and the effective potential of the Heisenberg-Ising $`XYZ`$ chain, whose hamiltonian is written in terms of fermionic operators. The expansion is in terms of a set of running coupling constants and two renormalization constants, related with the spectral gap and the wave function renormalization; the running coupling constants have to be small enough to have convergence of the expansion.
In this paper we continue our analysis of the $`XYZ`$ model by writing an expansion for the spin correlation function in the direction of the magnetic field, see ยง$`\mathrm{}`$6. With respect to the ground state energy or the effective potential expansion, two new renormalization constants appear, related with the (fermionic) density renormalization.
In order to study the asymptotic behaviour of the spin correlation function, one has to face two main problems. The first one is to show that the running coupling constants indeed remain small if the coupling $`J_3`$ between spins in the direction of the magnetic field is small enough. The second problem is to prove that one of the renormalization constants corresponding to the density renormalization is almost equal to the square of the wave function renormalization. This last property is crucial to obtain the correct asymptotic behaviour of the correlation function, since it is related to the vanishing of a critical index.
Such properties are proved by writing the beta function governing the flow of the renormalization constants or their ratio as the sum of several terms. One has to prove that one of such terms is exactly vanishing at any order; once that this is proved, the above properties follow if the magnetic field is chosen properly, see ยง$`\mathrm{}`$5. One recognizes that such contribution to the Beta function of the $`XYZ`$ model is coinciding with the Beta function obtained by applying the same renormalization group analysis to the Luttinger model. For such model many symmetry properties are true, and in this sense we can speak of โhidden symmetriesโ for the $`XYZ`$ model; they are not enjoyed by the $`XYZ`$ hamiltonian, but the model is close, in a renormalization group sense, to a model enjoying them.
A crucial role is played in our analysis by the local Gauge invariance, see ยง$`\mathrm{}`$8; note however that, despite the fact that the Luttinger model Hamiltonian is formally gauge invariant, the ultraviolet and infrared cutoffs introduced to perform our renormalization group analysis have the effect that gauge invariance is broken. Nevertheless we can derive an approximate Ward identity (approximate as the gauge invariance is only approximately true), which tells us that the ratio between the density renormalization and the square of the wave function renormalization in the Luttinger model is approximately one. Note that, if one uses the Ward identity formally obtained by neglecting the cutoffs, one obtains a ratio exactly equal to one. This means that the corresponding Luttinger model beta function is vanishing (but the $`XYZ`$ beta function is not vanishing) and we can prove that the related critical index appearing in the correlation function asymptotic behaviour of the $`XYZ`$ model is exactly vanishing.
We could proceed in a similar way and derive a suitable Ward identity to prove that the Beta function for the running coupling constants appearing in the Luttinger model is vanishing; this was done formally in \[MD\]. However we find simpler to prove this property by using the explicit expression of the Luttinger model correlation functions \[BGM\] based on the exact solution \[ML\]; this was done in \[GS\], \[BGPS\], \[BM1\].
Finally, in ยง$`\mathrm{}`$7 other hidden symmetries are exploited in order to prove many properties about the correlation function.
The paper is not self-consistent; we use heavily the notations and the results of \[BeM1\], to which we refer also for the general introduction on the $`XYZ`$ model. We will denote equation (x.y) of \[BeM1\] by (Ix.y.).
2. The flow of the running coupling constants
2.1 The convergence of the expansion for the effective potential is proved by theorems I3.12, I3.17 under the hypothesis that, uniformly in $`hh^{}`$, the running coupling constants are small enough and the bounds (I2.98) and (I3.88) are satisfied. In this section we prove that, if $`|\lambda |`$ is small enough and $`\nu `$ is properly chosen, the above conditions are indeed verified.
Let us consider first the bounds in (I2.98). They immediately follow from (I3.91) and (I3.92), by a simple inductive argument, if the bounds (I3.88) are verified and
$$\epsilon _h\overline{\epsilon }_0\overline{\epsilon },\text{for }h>h^{},$$
$`(2.1)`$
with $`\overline{\epsilon }_0`$ small enough.
Let us now consider the bounds (I3.88). By (I2.83), (I2.84), the first of (I2.89) and the third of (I2.98), we get
$$\begin{array}{ccc}\hfill \frac{Z_{h1}}{Z_h}& =1+z_h,\hfill & (2.2)\hfill \\ \hfill \frac{\sigma _{h1}}{\sigma _h}& =1+\frac{s_h/\sigma _hz_h}{1+z_h}.\hfill & (2.3)\hfill \end{array}$$
By explicit calculation of the lower order non zero terms contributing to $`z_h`$ and $`s_h/\sigma _h`$, one can prove that
$$\begin{array}{cc}\hfill z_h& =b_1\lambda _h^2+O(\epsilon _h^3),b_1>0,\hfill \\ \hfill s_h/\sigma _h& =b_2\lambda _h+O(\epsilon _h^2),b_2>0,\hfill \end{array}$$
$`(2.4)`$
which imply (I3.88), if $`\overline{\epsilon }_0`$ is small enough, with a suitable constant $`c_1`$ depending on the constant $`c_0`$ appearing in Theorem I3.12, since the value of $`c_0`$ is independent of $`c_1`$.
The equation (2.2) and the definitions (I2.109) allow to get the following representation of the Beta function in terms of the tree expansions (I3.71):
$$\begin{array}{ccc}\hfill \lambda _h& =\lambda _{h+1}+\left(\frac{1}{1+z_h}\right)^2\left[\lambda _{h+1}(z_h^2+2z_h)+\underset{n=2}{\overset{\mathrm{}}{}}\underset{\tau ๐ฏ_{h,n}}{}l_h(\tau )\right],\hfill & (2.5)\hfill \\ \hfill \delta _h& =\delta _{h+1}+\frac{1}{1+z_h}\left[\delta _{h+1}z_h+c_0^\delta \lambda _1\delta _{h,0}+\underset{n=2}{\overset{\mathrm{}}{}}\underset{\tau ๐ฏ_{h,n}}{}\left(a_h(\tau )z_h(\tau )\right)\right],\hfill & (2.6)\hfill \\ \hfill \nu _h& =\gamma \nu _{h+1}+\frac{1}{1+z_h}\left[\gamma \nu _{h+1}z_h+c_h^\nu \gamma ^h\lambda _{h+1}+\underset{n=2}{\overset{\mathrm{}}{}}\underset{\tau ๐ฏ_{h,n}}{}n_h(\tau )\right],\hfill & (2.7)\hfill \end{array}$$
where we have extracted the terms of first order in the running couplings and we have extended to $`h=+1`$ the definition of $`\lambda _h`$ and $`\delta _h`$, so that, see (I2.81),
$$\lambda _1=4\lambda \mathrm{sin}^2(p_F+\pi /L),\delta _1=v_0\delta ^{}.$$
$`(2.8)`$
Note that the first order term proportional to $`\lambda _{h+1}`$ in the equation for $`\nu _h`$ is of size $`\gamma ^h`$, while the similar term in the equation for $`\delta _h`$ is equal to zero, if $`h<0`$; moreover the constants $`c_0^\nu `$ and $`c_h^\lambda `$ are bounded uniformly in $`L,\beta `$.
Hence, if we put $`\stackrel{}{a}_h=(\delta _h,\lambda _h)`$, the Beta function can be written, if condition (2.1) is satisfied, with $`\overline{\epsilon }_0`$ small enough, in the form
$$\begin{array}{ccc}\hfill \lambda _{h1}& =\lambda _h+\beta _h^\lambda (\stackrel{}{a}_h,\nu _h;\mathrm{};\stackrel{}{a}_1,\nu _1;u,\delta ^{}),\hfill & (2.9)\hfill \\ \hfill \delta _{h1}& =\delta _h+\beta _h^\delta (\stackrel{}{a}_h,\nu _h;\mathrm{};\stackrel{}{a}_1,\nu _1;u,\delta ^{}),\hfill & (2.10)\hfill \\ \hfill \nu _{h1}& =\gamma \nu _h+\beta _h^\nu (\stackrel{}{a}_h,\nu _h;\mathrm{};\stackrel{}{a}_1,\nu _1;u,\delta ^{}),\hfill & (2.11)\hfill \end{array}$$
where $`\beta _h^\lambda `$, $`\beta _h^\delta `$ and $`\beta _h^\nu `$ are functions of $`\stackrel{}{a}_h,\nu _h,\mathrm{},\stackrel{}{a}_1,\nu _1,u`$, which can be easily bounded, by using Theorem I3.12, if the condition (2.1) is verified. Note that these functions depend on $`\stackrel{}{a}_h,\nu _h,\mathrm{},\stackrel{}{a}_1,\nu _1,u`$, directly trough the endpoints of the trees, indirectly trough $`z_h`$ and the quantities $`Z_h^{}/Z_{h^{}1}`$ and $`\sigma _{h^{}1}(๐ค^{})`$, $`h<h^{}0`$, appearing in the tree expansions.
Let us define
$$\mu _h=\underset{kh}{sup}\mathrm{max}\{|\lambda _k|,|\delta _k|\},\overline{\lambda }_h=\underset{kh}{sup}|\lambda _k|.$$
$`(2.12)`$
We want to prove the following Lemma.
2.2 Lemma. Suppose that $`u`$ satisfies the condition (I2.117) and let us consider the equation (2.11) for fixed values of $`\stackrel{}{a}_h`$, $`Z_{h1}`$ and $`\sigma _{h1}(๐ค^{})`$, $`\stackrel{~}{h}h1`$, satisfying the conditions
$$\begin{array}{ccc}\hfill \mu _h& \overline{\epsilon }_1\overline{\epsilon }_0,\hfill & (2.13)\hfill \\ \hfill a_0\gamma ^{h1}& 4|\sigma _h|,\hfill & (2.14)\hfill \\ \hfill \gamma ^{c_0\mu _h}& \frac{\sigma _{h1}}{\sigma _h}\gamma ^{+c_0\mu _h},\hfill & (2.15)\hfill \\ \hfill \gamma ^{c_0\mu _h^2}& \frac{Z_{h1}}{Z_h}\gamma ^{+c_0\mu _h^2},\hfill & (2.16)\hfill \end{array}$$
for some constant $`c_0`$.
Then, if $`\overline{\epsilon }_0`$ is small enough, there exist some constants $`\overline{\epsilon }_1`$, $`\eta `$, $`\gamma ^{}`$, $`c_1`$, $`B`$, and a family of intervals $`I^{(\overline{h})}`$, $`\stackrel{~}{h}\overline{h}0`$, such that $`\overline{\epsilon }_1\overline{\epsilon }_0`$, $`0<\eta <1`$, $`1<\gamma ^{}<\gamma `$, $`I^{(\overline{h})}I^{(\overline{h}+1)}`$, $`|I^{(\overline{h})}|c_1\overline{\epsilon }_1(\gamma ^{})^{\overline{h}}`$ and, if $`\nu =\nu _1I^{(\overline{h})}`$,
$$|\nu _h|B\overline{\epsilon }_1\left[\gamma ^{\frac{1}{2}(h\overline{h})}+\gamma ^{\eta h}\right]\overline{\epsilon }_0,\overline{h}h1.$$
$`(2.17)`$
2.3 Proof. Let us consider (2.11), for fixed values of $`\stackrel{}{a}_h`$, $`Z_h/Z_{h1}`$ (hence of $`z_h`$) and $`\sigma _{h1}(๐ค^{})`$, $`\stackrel{~}{h}h1`$, satisfying (2.13)-(2.16).
Note that, if $`|\nu _h|\overline{\epsilon }_0`$ for $`\overline{h}h1`$ and $`\overline{\epsilon }_0`$ is small enough, the r.h.s. of (2.11) is well defined for $`h=\overline{h}`$ and we can write, by using (2.7),
$$\nu _{\overline{h}1}=\gamma \nu _{\overline{h}}+b_{\overline{h}}+r_{\overline{h}},$$
$`(2.18)`$
where $`b_{\overline{h}}=c_{\overline{h}1}^\nu \gamma ^{\overline{h}1}\lambda _{\overline{h}}`$ and $`r_{\overline{h}}`$ collects all terms of second or higher order in $`\overline{\epsilon }_0`$.
Note also that, in the tree expansion of $`n_h(\tau )`$, the dependence on $`\nu _h,\mathrm{},\nu _1`$ appears only in the endpoints of the trees and there is no contribution from the trees with $`n2`$ endpoints, which are only of type $`\nu `$ or $`\delta `$, because of the support properties of the single scale propagators. It follows, by using (I3.91) and (2.14)-(2.16), that
$$|r_{\overline{h}}|c_2\mu _{\overline{h}}\overline{\epsilon }_0.$$
$`(2.19)`$
Let us now fix a positive constant $`c`$, consider the intervals
$$J^{(h)}=[\frac{b_h}{\gamma 1}c\overline{\epsilon }_1,\frac{b_h}{\gamma 1}+c\overline{\epsilon }_1].$$
$`(2.20)`$
and suppose that there is an interval $`I^{(\overline{h})}`$ such that, if $`\nu _1`$ spans $`I^{(\overline{h})}`$, then $`\nu _{\overline{h}}`$ spans the interval $`J^{(\overline{h}+1)}`$ and $`|\nu _h|\overline{\epsilon }_0`$ for $`\overline{h}h1`$. Let us call $`\stackrel{~}{J}^{(\overline{h})}`$ the interval spanned by $`\nu _{\overline{h}1}`$ when $`\nu _1`$ spans $`I^{(\overline{h})}`$. Equation (2.18) can be written in the form
$$\nu _{\overline{h}1}+\frac{b_{\overline{h}}}{\gamma 1}=\gamma \left(\nu _{\overline{h}}+\frac{b_{\overline{h}}}{\gamma 1}\right)+r_{\overline{h}}.$$
$`(2.21)`$
Hence, by using also the definition of $`b_h`$ and (2.19), we see that
$$\begin{array}{cc}& \underset{\nu _1I^{(\overline{h})}}{\mathrm{min}}\left[\nu _{\overline{h}1}+\frac{b_{\overline{h}}}{\gamma 1}\right]=\hfill \\ & =\gamma \underset{\nu _{\overline{h}}J^{(\overline{h}+1)}}{\mathrm{min}}\left[\nu _{\overline{h}}+\frac{b_{\overline{h}+1}}{\gamma 1}\right]+\underset{\nu _1I^{(\overline{h})}}{\mathrm{min}}\left[r_{\overline{h}}+\frac{\gamma }{\gamma 1}(b_{\overline{h}}b_{\overline{h}+1})\right]\hfill \\ & \gamma c\overline{\epsilon }_1+c_2\overline{\epsilon }_1\overline{\epsilon }_0+c_3\gamma ^{\overline{h}}\overline{\epsilon }_1,\hfill \end{array}$$
$`(2.22)`$
for some constant $`c_3`$. In a similar way we can show that
$$\underset{\nu _1I^{(\overline{h})}}{\mathrm{max}}\left[\nu _{\overline{h}1}+\frac{b_{\overline{h}}}{\gamma 1}\right]\gamma c\overline{\epsilon }_1c_2\overline{\epsilon }_1\overline{\epsilon }_0c_3\gamma ^{\overline{h}}\overline{\epsilon }_1.$$
$`(2.23)`$
It follows that, if $`c`$ is large enough and $`\overline{\epsilon }_0`$ is small enough, $`J^{(\overline{h})}`$ is strictly contained in $`\stackrel{~}{J}^{(\overline{h})}`$. On the other hand, it is obvious that there is a one to one correspondence between $`\nu _1`$ and the sequence $`\nu _h`$, $`\overline{h}1h1`$. Hence there is an interval $`I^{(\overline{h}1)}I^{(\overline{h})}`$, such that, if $`\nu _1`$ spans $`I^{(\overline{h}1)}`$, then $`\nu _{\overline{h}1}`$ spans the interval $`J^{(\overline{h})}`$ and, if $`\overline{\epsilon }_1`$ is small enough, $`|\nu _h|\overline{\epsilon }_0`$ for $`\overline{h}1h1`$.
The previous calculations also imply that the inductive hypothesis is verified for $`\overline{h}=0`$, so that we have proved that there exists a decreasing family of intervals $`I^{(\overline{h})}`$, $`\stackrel{~}{h}\overline{h}0`$, such that, if $`\nu =\nu _1I^{(\overline{h})}`$, then the sequence $`\nu _h`$ is well defined for $`h\overline{h}`$ and satisfies the bound $`|\nu _h|\overline{\epsilon }_0`$.
The bound on the size of $`I^{(\overline{h})}`$ easily follows (2.18) and (2.19). Let us denote by $`\nu _h`$ and $`\nu _h^{}`$, $`\overline{h}h1`$, the sequences corresponding to $`\nu _1,\nu _1^{}I^{(\overline{h})}`$. We have
$$\nu _{h1}\nu _{h1}^{}=\gamma (\nu _h\nu _h^{})+r_hr_h^{},$$
$`(2.24)`$
where $`r_h^{}`$ is a shorthand for the value taken from $`r_h`$ in correspondence of the sequence $`\nu _h^{}`$. Let us now observe that $`r_hr_h^{}`$ is equal to $`\gamma z_{h1}(1+z_{h1})^1(\nu _h^{}\nu _h)`$ plus a sum of terms, associated with trees, containing at least one endpoint of type $`\nu `$, with a difference $`\nu _k\nu _k^{}`$, $`kh`$, in place of the corresponding running coupling, and one endpoint of type $`\lambda `$. Then, if $`|\nu _k\nu _k^{}||\nu _h\nu _h^{}|`$, $`kh`$, we have
$$|\nu _h\nu _h^{}|\frac{|\nu _{h1}\nu _{h1}^{}|}{\gamma }+C\overline{\epsilon }_1|\nu _h\nu _h^{}|.$$
$`(2.25)`$
On the other hand, if $`h=1`$, this bound implies that $`|\nu _1\nu _1^{}||\nu _0\nu _0^{}|`$, if $`\overline{\epsilon }_1`$ is small enough; hence it allows to show inductively that, given any $`\gamma ^{}`$, such that $`1<\gamma ^{}<\gamma `$, if $`\overline{\epsilon }_1`$ is small enough, then
$$|\nu _1\nu _1^{}|\gamma ^{(\overline{h}1)}|\nu _{\overline{h}}\nu _{\overline{h}}^{}|.$$
$`(2.26)`$
Since, by definition, if $`\nu _1`$ spans $`I^{(\overline{h})}`$, then $`\nu _{\overline{h}}`$ spans the interval $`J^{(\overline{h}+1)}`$, of size $`2c\overline{\epsilon }_1`$, the size of $`I^{(\overline{h})}`$ is bounded by $`2c\overline{\epsilon }_1\gamma ^{(\overline{h}1)}`$.
In order to complete the proof of Lemma 2.2, we have still to prove the bound (2.17). Note that, if we iterate (2.11), we can write, if $`\overline{h}h0`$ and $`\nu _1I^{(\overline{h})}`$,
$$\nu _h=\gamma ^{h+1}\left[\nu _1+\underset{k=h+1}{\overset{1}{}}\gamma ^{k2}\beta _k^\nu (\nu _k,\mathrm{},\nu _1)\right],$$
$`(2.27)`$
where now the functions $`\beta _\nu ^k`$ are thought as functions of $`\nu _k,\mathrm{},\nu _1`$ only.
If we put $`h=\overline{h}`$ in (2.27), we get the following identity:
$$\nu _1=\underset{k=\overline{h}+1}{\overset{1}{}}\gamma ^{k2}\beta _k^\nu (\nu _k,\mathrm{},\nu _1)+\gamma ^{\overline{h}1}\nu _{\overline{h}}.$$
$`(2.28)`$
(2.27) and (2.28) are equivalent to
$$\nu _h=\gamma ^h\underset{k=\overline{h}+1}{\overset{h}{}}\gamma ^{k1}\beta _k^\nu (\nu _k,\mathrm{},\nu _1)+\gamma ^{(h\overline{h})}\nu _{\overline{h}},\overline{h}<h1.$$
$`(2.29)`$
The discussion following (2.18) implies that
$$|\beta _k^\nu (\nu _k,\mathrm{},\nu _1)|C\mu _k,$$
$`(2.30)`$
if $`\overline{\epsilon }_0`$ is small enough. However this bound it is not sufficient and we have to analyze in more detail the structure of the functions $`\beta _h^\nu `$, by looking in particular to the trees in the expansion of $`n_h(\tau )`$, which have no endpoint of type $`\nu `$. Let us suppose that, given a tree with this property, we decompose the propagators by using (I2.99); we get a family of $`C^n`$ different contributions, which can be bounded as before, by using an argument similar to that used in ยงI3.13. However, the terms containing only the propagators $`g_{L,\omega }^{(h^{})}`$ cancel out, for simple parity properties. On the other hand, the terms containing at least one propagator $`r_2^{(h_v)}`$ or two propagators $`g_{\omega ,\omega }^{(h_v)}`$ (the number of such propagators has to be even) can be bounded by $`(C\epsilon _h)^n(|\sigma _h|/\gamma ^h)^2`$, by using (I2.101) and (I3.106). Analogously the terms with at least one propagator $`r_1^{(h_v)}`$ can be bounded by $`(C\epsilon _h)^n\gamma ^{\eta h}`$, with some positive $`\eta <1`$. In fact, for these terms, by using (I2.101), the bound can be improved by a factor $`\gamma ^{h_v}\gamma ^{\eta h}\gamma ^{\eta (h_vh)}`$, for any positive $`\eta 1`$, and the bad factor $`\gamma ^{\eta (h_vh)}`$ can be controlled by the sum over the scales, if $`\eta `$ is small enough, thanks to (I3.111). Finally, the parity properties of the propagators imply that the only term linear in the running couplings, which contributes to $`\nu _h`$, is of order $`\gamma ^h`$. Hence, we can write
$$\beta _h^\nu =\mu _h\underset{k=h}{\overset{1}{}}\nu _k\stackrel{~}{\beta }_{h,k}^\nu \gamma ^{2\eta (kh)}+\mu _h\epsilon _h\left(\frac{|\sigma _h|}{\gamma ^h}\right)^2\widehat{\beta }_h^\nu +\gamma ^{\eta h}\mu _hR_h^\nu ,$$
$`(2.31)`$
where $`|R_h^\nu |,|\widehat{\beta }_h^\nu |,|\stackrel{~}{\beta }_{h,k}^\nu |C`$.
The factor $`\gamma ^{2\eta (kh)}`$ in the r.h.s. of (2.31) follows from the simple remark that the bound over all the trees contributing to $`\nu _h`$, which have at least one endpoint of fixed scale $`k>h`$, can be improved by a factor $`\gamma ^{\eta ^{}(kh)}`$, with $`\eta ^{}`$ positive but small enough. It is sufficient to use again (I3.111), which allows to extract such factor from the r.h.s. before performing the sum over the scale indices, and to choose $`\eta ^{}=2\eta `$, which is possible if $`\eta `$ is small enough.
Let us now observe that the sequence $`\nu _h`$, $`\overline{h}<h1`$, satisfying (2.29) can be obtained as the limit as $`n\mathrm{}`$ of the sequence $`\{\nu _h^{(n)}\}`$, $`\overline{h}<h1`$, $`n0`$, parameterized by $`\nu _{\overline{h}}J^{(\overline{h}+1)}`$ and defined recursively in the following way:
$$\begin{array}{cc}\hfill \nu _h^{(0)}& =0,\hfill \\ \hfill \nu _h^{(n)}& =\gamma ^h\underset{k=\overline{h}+1}{\overset{h}{}}\gamma ^{k1}\beta _k^\nu (\nu _k^{(n1)},\mathrm{},\nu _1^{(n1)})+\gamma ^{(h\overline{h})}\nu _{\overline{h}},n1.\hfill \end{array}$$
$`(2.32)`$
In fact, it is easy to show inductively, by using (2.30), that, if $`\overline{\epsilon }_1`$ is small enough, $`|\nu _h^{(n)}|C\overline{\epsilon }_1\overline{\epsilon }_0`$, so that (2.32) is meaningful, and
$$\underset{h^{}<h1}{\mathrm{max}}|\nu _h^{(n)}\nu _h^{(n1)}|(C\overline{\epsilon }_1)^n.$$
$`(2.33)`$
In fact this is true for $`n=1`$ by (2.30) and the fact that $`\nu _h^{(0)}=0`$; for $`n>1`$ it follows trivially by the fact that $`\beta _k^\nu (\nu _k^{(n1)},\mathrm{},\nu _1^{(n1)})\beta _k^\nu (\nu _k^{(n2)},\mathrm{},\nu _1^{(n2)})`$ can be written as a sum of terms in which there are at least one endpoint of type $`\nu `$, with a difference $`\nu _h^{}^{n1}\nu _h^{}^{n2}`$, $`h^{}k`$, in place of the corresponding running coupling, and one endpoint of type $`\lambda `$. Then $`\nu _h^{(n)}`$ converges as $`n\mathrm{}`$, for $`\overline{h}<h1`$, to a limit $`\nu _h`$, satisfying (2.29) and the bound $`|\nu _h|\overline{\epsilon }_0`$, if $`\overline{\epsilon }_1`$ is small enough. Since the solution of the equations (2.29) is unique, it must coincide with the previous one.
Conditions (2.14) and (2.15) imply that
$$\frac{|\sigma _h|}{\gamma ^h}=\frac{|\sigma _{\overline{h}}|}{\gamma ^{\overline{h}}}\frac{|\sigma _h|}{|\sigma _{\overline{h}}|}\gamma ^{\overline{h}h}C\gamma ^{(h\overline{h})(1c_0\overline{\epsilon }_1)}.$$
$`(2.34)`$
Hence, if $`\overline{\epsilon }_1`$ is small enough, by (2.31),
$$|\beta _k^\nu |C\overline{\epsilon }_1\left[\underset{m=k}{\overset{1}{}}|\nu _m|\gamma ^{2\eta (mk)}+\overline{\epsilon }_0\gamma ^{\frac{1}{2}(h\overline{h})}+\gamma ^{\eta k}\right].$$
$`(2.35)`$
Hence, it is easy to show that there exists a constant $`\overline{c}`$ such that
$$\begin{array}{cc}\hfill |\nu _h^{(n)}|& \overline{c}\overline{\epsilon }_1[\underset{m=\overline{h}+1}{\overset{h}{}}|\nu _m^{(n1)}|\gamma ^{(hm)}+\underset{m=h+1}{\overset{1}{}}|\nu _m^{(n1)}|\gamma ^{2\eta (mh)}+\hfill \\ & +\overline{\epsilon }_0\gamma ^{\frac{1}{2}(h\overline{h})}+\gamma ^{\eta h}+\gamma ^{(h\overline{h})}].\hfill \end{array}$$
$`(2.36)`$
Let us now suppose that, for some constant $`c_{n1}`$,
$$|\nu _m^{(n1)}|c_{n1}\overline{\epsilon }_1\left[\gamma ^{\frac{1}{2}(h\overline{h})}+\gamma ^{\eta h}\right]\overline{\epsilon }_0,$$
$`(2.37)`$
which is true for $`n=1`$, since $`\nu _m^{(0)}=0`$, if $`\overline{\epsilon }_1`$ is small enough. Then, it is easy to verify that the same bound is verified by $`\nu _m^{(n)}`$, if $`c_{n1}`$ is substituted with
$$c_n=\overline{c}(1+c_4c_{n1}\overline{\epsilon }_1),$$
$`(2.38)`$
where $`c_4`$ is a suitable constant. Hence, we can easily prove the bound (2.17) for $`\nu _h=lim_n\mathrm{}\nu _h^{(n)}`$, for $`\overline{\epsilon }_1`$ small enough.
2.4 Let us now consider the equations (2.9) and (2.10), for a fixed, arbitrary, sequence $`\nu _h`$, $`\overline{h}h1`$, satisfying the bound (2.17). In order to study the corresponding flow, we compare our model with an approximate model, obtained by putting $`u=\nu =0`$ and by substituting all the propagators with the Luttinger propagator $`g_{L,\omega }^{(k)}(๐ฑ;๐ฒ)`$, see (I2.100). It is easy to see that, in this model, $`\sigma _h(๐ค^{})=\nu _h=0`$, for any $`h1`$, so that the flow of the running couplings is described only by the equations
$$\begin{array}{cc}\hfill \lambda _{h1}^{(L)}& =\lambda _h^{(L)}+\beta _h^{\lambda ,L}(\stackrel{}{a}_h^{(L)},\mathrm{},\stackrel{}{a}_1^{(L)};\delta ^{}),\hfill \\ \hfill \delta _{h1}^{(L)}& =\delta _h^{(L)}+\beta _h^{\delta ,L}(\stackrel{}{a}_h^{(L)},\mathrm{},\stackrel{}{a}_1^{(L)};\delta ^{}),\hfill \end{array}$$
$`(2.39)`$
where the functions $`\beta _h^{\lambda ,L}`$ and $`\beta _h^{\delta ,L}`$ can be represented as in (2.5) and (2.6), by suitably changing the definition of the trees and of the related quantities $`l_h(\tau )`$, $`a_h(\tau )`$, $`z_h(\tau )`$, which we shall distinguish by a superscript $`L`$. Of course Theorem I3.12 applies also to the new model, which differs from the well known Luttinger model only because the space variables are restricted to the unit lattice, instead of the real axis.
Let us define, for $`\alpha =\lambda ,\delta `$,
$$r_h^\alpha (\stackrel{}{a}_h,\nu _h;\mathrm{};\stackrel{}{a}_1,\nu _1;u,\delta ^{})=\beta _h^\alpha (\stackrel{}{a}_h,\nu _h;\mathrm{};\stackrel{}{a}_1,\nu _1;u,\delta ^{})\beta _h^{\alpha ,L}(\stackrel{}{a}_h,\mathrm{},\stackrel{}{a}_1;\delta ^{}).$$
$`(2.40)`$
Note that, in the r.h.s. of (2.40), the function $`\beta _h^{\alpha ,L}`$ is calculated at the values of $`\stackrel{}{a}_h^{}`$, $`hh^{}1`$, which are the solutions of the equations (2.9) and (2.10); these values are of course different from those satisfying the equations (2.39). We shall prove the following Lemma.
2.5 Lemma. Suppose that $`u`$ satisfies the condition (I2.117), the sequence $`\nu _h`$, $`\overline{h}h1`$, satisfies the bound (2.17) and $`\delta ^{}`$ satisfies the condition
$$|\delta ^{}v_0+c_0^\delta \lambda _1||\lambda _1|,$$
$`(2.41)`$
$`c_0^\delta `$ being the constant appearing in the r.h.s. of (2.6),
Then, if $`\eta `$ is defined as in Lemma 2.2 and $`\mu _h\overline{\epsilon }_0`$ (hence (2.1) is satisfied) and $`\overline{\epsilon }_0`$ is small enough,
$$|r_h^\lambda |+|r_h^\delta |C\overline{\lambda }_h^2[\gamma ^{\frac{1}{2}(h\overline{h})}+\gamma ^{\eta h}],\overline{h}h0;$$
$`(2.42)`$
$$|r_1^\lambda |C\lambda _1^2,|r_1^\delta |C|\lambda _1|.$$
$`(2.43)`$
2.6 Sketch of the proof. Note that all trees with $`n2`$ endpoints, contributing to the expansions in the r.h.s. of the equations (2.5)-(2.7), may have an endpoint of type $`\nu `$ or $`\delta `$ only if there are at least two endpoints of type $`\lambda `$; this claim follows from the definition of localization and the support properties of the single scale propagators. The bound (2.43) is an easy consequence of this remark, equations (2.5), (2.6), condition (2.41) and Theorem I3.12.
We then consider $`h0`$ and we define
$$\mathrm{\Delta }z_h=z_hz_h^L=\frac{Z_{h1}}{Z_h}\frac{Z_{h1}^L}{Z_h^L}.$$
$`(2.44)`$
Remember that all quantities in (2.44) have to be considered as functions of the same running couplings. Suppose now that
$$|\mathrm{\Delta }z_k|c_0\mu _k^2[\gamma ^{\frac{1}{2}(k\overline{h})}+\gamma ^{\eta k}],h<k0.$$
$`(2.45)`$
We want to prove that this bound is verified also for $`k=h`$, together with (2.42). Since the proof will also imply that (2.45) is verified for $`k=0`$, we shall achieve the proof of Lemma 2.5.
By using the decomposition (I2.99) of the propagator, it is easy to see that
$$r_h^\alpha =\underset{i=1}{\overset{3}{}}r_h^{\alpha ,i},$$
$`(2.46)`$
where the quantities $`r_h^{\alpha ,i}`$ are defined in the following way.
1) $`r_h^{\alpha ,1}`$ is obtained from $`\beta _h^\alpha `$ by restricting the sum over the trees in the r.h.s. of (2.5) and (2.6) to those containing at least one endpoint of type $`\nu `$.
2) $`r_h^{\alpha ,2}`$ is obtained from $`\beta _h^\alpha `$ by restricting the sum over the trees to those containing no endpoint of type $`\nu `$, and by substituting, in each term contributing to the expansions appearing in the r.h.s. of (2.5) and (2.6), at least one propagator with a propagator of type $`r_1^{(h^{})}`$ or $`r_2^{(h^{})}`$ (see (I2.99)), $`hh^{}1`$. Note that $`z_h`$ and all the ratios $`Z_k/Z_{k1}`$, $`k>h`$, appearing in the expansions are left unchanged.
3) $`r_h^{\alpha ,3}`$ is obtained by subtracting $`\beta _h^{\alpha ,L}`$ from the expression we get, if we substitute all propagators appearing in the expansions contributing to $`\beta _h^\alpha `$ with Luttinger propagators and if we eliminate all trees containing endpoints of type $`\nu `$.
By using (2.17), (I2.101) and (2.34), it is easy to prove that $`r_h^{\alpha ,1}`$ and $`r_h^{\alpha ,2}`$ satisfy a bound like (2.42). The main point is the remark, already used in the proof of Lemma 2.2, that there is an improvement of order $`\gamma ^{\eta ^{}(kh)}`$, $`0<\eta ^{}<1`$, in the bound of the sum over the trees with a vertex of fixed scale $`k>h`$. One has also to use a trick similar to that of ยงI3.13, in order to keep the bound (I3.94) on the determinants, after the decomposition of the propagators. Finally, one has to use the remark made at the beginning of this section in order to justify the presence of $`\overline{\lambda }_h^2`$, instead of $`\epsilon _h^2`$, in the r.h.s. of (2.42).
In order to prove that a bound like (2.42) is satisfied also by $`r_h^{\alpha ,3}`$, one must first prove that the bound in (2.45) is valid for $`k=h`$, with the same constant $`c_0`$. This result can be achieved by decomposing $`\mathrm{\Delta }z_h`$ in a way similar to that used for $`r_h^\alpha `$; let us call $`\mathrm{\Delta }_iz_h`$ the three corresponding terms. By proceeding as before, we can show that
$$|\mathrm{\Delta }_1z_h|+|\mathrm{\Delta }_2z_h|C\overline{\lambda }_h^2[\gamma ^{\frac{1}{2}(h\overline{h})}+\gamma ^{\eta h}].$$
$`(2.47)`$
Let us now consider $`\mathrm{\Delta }_3z_h`$; we can write $`\mathrm{\Delta }_3z_h=_{n=2}^{\mathrm{}}_{\tau ๐ฏ_{h,n}}\mathrm{\Delta }_3z_h(\tau )`$, with $`\mathrm{\Delta }_3z_h(\tau )=0`$, if $`\tau `$ contains endpoints of type $`\nu `$, and $`\mathrm{\Delta }_3z_h(\tau )=_{v\tau }\overline{z}_h(\tau ,v)`$, where $`\overline{z}_h(\tau ,v)=0`$, if $`v`$ is an endpoint, otherwise $`\overline{z}_h(\tau ,v)`$ is obtained from $`z_h(\tau )`$ by selecting a family $`V`$ vertices, which are not endpoints, containing $`v`$, and by substituting, for each $`v^{}V`$, the factor $`Z_{h_v^{}}/Z_{h_v^{}1}`$ with $`Z_{h_v^{}}/Z_{h_v^{}1}Z_{h_v^{}}^L/Z_{h_v^{}1}^L`$. By using (2.2), we have
$$|Z_{h_v}/Z_{h_v1}Z_{h_v}^L/Z_{h_v1}^L|C|\mathrm{\Delta }z_{h_v}|^2;$$
$`(2.48)`$
hence it is easy to show that $`\mathrm{\Delta }_3z_h`$ can be bounded as in the proof of Theorem I3.12, by adding a sum over the non trivial vertices (whose number is proportional to $`n`$) and, for each term of this sum, a factor
$$Cc_0\overline{\lambda }_h^2[\gamma ^{\frac{1}{2}(h\overline{h})}+\gamma ^{\eta h}]\gamma ^{\eta (h_{\stackrel{~}{v}}h)}(h_{\stackrel{~}{v}}h_{\stackrel{~}{v}^{}}),$$
$`(2.49)`$
where $`\stackrel{~}{v}`$ is the non trivial vertex corresponding to the selected term and $`\stackrel{~}{v}^{}`$ is the non trivial vertex immediately preceding $`\stackrel{~}{v}`$ or the root. Hence, we get
$$|\mathrm{\Delta }_3z_h|Cc_0\epsilon _h^2\overline{\lambda }_h^2[\gamma ^{\frac{1}{2}(h\overline{h})}+\gamma ^{\eta h}],$$
$`(2.50)`$
implying, together with (2.47), the bound (2.45) for $`k=h`$, if $`\overline{\epsilon }_0`$ is small enough and $`c_0`$ is large enough.
Given this result, it is possible to prove in the same manner that $`r_h^{\alpha ,3}`$ satisfies a bound like (2.42). This completes the proof of Lemma 2.5.
2.7 Lemma 2.5 allows to reduce the study of running couplings flow to the same problem for the flow (2.39). This one, in its turn, can be reduced to the study of the beta function for the Luttinger model, see \[BGM\]. This model is exactly solvable, see \[ML\], and the Schwinger functions can be exactly computed, see \[BGM\]. It is then possible to show, see \[BGM\], \[BGPS\], \[GS\], \[BM1\], that there exists $`\overline{\epsilon }>0`$, such that, if $`|\stackrel{}{a}_h|\overline{\epsilon }`$,
$$|\overline{\beta }_h^{\alpha ,L}(\stackrel{}{a}_h,\mathrm{},\stackrel{}{a}_h)|C\mu _h^2\gamma ^{\eta ^{}h},$$
$`(2.51)`$
where $`\overline{\beta }_h^{\alpha ,L}(\stackrel{}{a}_h,\mathrm{},\stackrel{}{a}_1)`$, $`\alpha =\lambda ,\delta `$, denote the analogous of the functions $`\beta _h^{\alpha ,L}(\stackrel{}{a}_h,\mathrm{},\stackrel{}{a}_1)`$ for this model and $`0<\eta ^{}<1`$. Note that in the l.h.s. of (2.51) all running couplings $`\stackrel{}{a}_k`$, $`hk1`$, are put equal to $`\stackrel{}{a}_h`$ and that $`\stackrel{}{a}_h`$ can take any value such that $`|\stackrel{}{a}_h|\overline{\epsilon }`$, since $`\stackrel{}{a}_h`$ is a continuous function of $`\stackrel{}{a}_0`$ and $`\stackrel{}{a}_h=\stackrel{}{a}_0+O(\mu _h^2)`$, see \[BGPS\].
We argue now that a bound like (2.51) is valid also for the functions $`\beta _h^{\alpha ,L}`$. In fact the Luttinger model differs from our approximate model only because the space coordinates take values on the real axis, instead of the unit lattice. This implies, in particular, that we have to introduce a scale decomposition with a scale index $`h`$ going up to $`+\mathrm{}`$. However, as it has been shown in \[GS\], the effective potential on scale $`h=0`$ is well defined; on the other hand, it differs from the effective potential on scale $`h=0`$ of our approximate model only for the non local part of the interaction. In terms of the representation (I2.61) of $`๐ฑ^{(0)}(\psi ^{(0)})`$, this difference is the same we would get, by changing the kernels of the non local terms (without qualitatively affecting their bounds) and the delta function, which in the Luttinger model is defined as $`L\beta \delta _{k,0}\delta _{k_0,0}`$, instead of as in (I2.62).
Note that the difference of the two delta functions has no effect on the local part of $`๐ฑ^{(0)}(\psi ^{(0)})`$, because of the support properties of $`\widehat{\psi }^{(0)}`$, but it slightly affects the non local terms on any scale, hence it affects the beta function; however, it is easy to show that this is a negligible phenomenon. Let us consider in fact a particular tree $`\tau `$ and a vertex $`v\tau `$ of scale $`h_v`$ with $`2n`$ external fields of space momenta $`k_r^{}`$, $`r=1,\mathrm{},2n`$; the conservation of momentum implies that $`_{r=1}^{2n}\sigma _rk_r^{}=2\pi m`$, with $`m=0`$ in the continuous model, but $`m`$ arbitrary integer for the lattice model. On the other hand, $`k_r^{}`$ is of order $`\gamma ^{h_v}`$ for any $`r`$, hence $`m`$ can be different from $`0`$ only if $`n`$ is of order $`\gamma ^{h_v}`$. Since the number of endpoints following a vertex with $`2n`$ external fields is greater or equal to $`n1`$ and there is a small factor (of order $`\mu _h`$) associated with each endpoint, we get an improvement, in the bound of the terms with $`|m|>0`$, with respect to the others, of a factor $`\mathrm{exp}(C\gamma ^{h_v})`$. Hence, by using the usual arguments, it is easy to show that the difference between the two beta functions is of order $`\mu _h^2\gamma ^{\eta h}`$.
The previous considerations prove the following, very important, Lemma.
2.8 Lemma. There are $`\overline{\epsilon }_0`$ and $`\eta ^{}>0`$, such that, if $`|\mu _h|\overline{\epsilon }_0`$, $`\alpha =\lambda ,\delta `$ and $`h0`$,
$$|\beta _h^{\alpha ,L}(\stackrel{}{a}_h,\mathrm{},\stackrel{}{a}_h)|C\overline{\lambda }_h^2\gamma ^{\eta ^{}h}.$$
$`(2.52)`$
We are now ready to prove the following main Theorem on the running couplings flow.
2.9 Theorem. If $`u0`$ satisfies the condition (I2.117) and $`\delta ^{}`$ satisfies the condition (2.41), there exist $`\overline{\epsilon }_3`$ and a finite integer $`h^{}0`$, such that, if $`|\lambda _1|\overline{\epsilon }_3`$ and $`\nu `$ belongs to a suitable interval $`I^{(h^{})}`$, of size smaller than $`c|\lambda _1|\gamma ^h^{}`$ for some constants $`c`$ and $`\gamma ^{}`$, $`1<\gamma ^{}<\gamma `$, then the running coupling constants are well defined for $`h^{}1h0`$ and $`h^{}`$ satisfies the definition (I2.116). Moreover, there exist positive constants $`c_i`$, $`i=1,\mathrm{},5`$, such that
$$|\lambda _h\lambda _1|c_1|\lambda _1|^{3/2},|\delta _h|c_1|\lambda _1|,$$
$`(2.53)`$
$$\gamma ^{\lambda _1c_2h}<\frac{\sigma _h}{\sigma _0}<\gamma ^{\lambda _1c_3h},$$
$`(2.54)`$
$$\gamma ^{c_4\lambda _1^2h}<Z_h<\gamma ^{c_5\lambda _1^2h},$$
$`(2.55)`$
$$\mathrm{max}\{h_{L,\beta },\frac{\mathrm{log}_\gamma \left(\frac{4\gamma a_0^1}{1+\delta ^{}}|\sigma _0|\right)}{1\lambda _1c_2}\}h^{}\mathrm{max}\{h_{L,\beta },\frac{\mathrm{log}_\gamma \left(\frac{4\gamma a_0^1}{1+\delta ^{}}|\sigma _0|\right)+1\lambda _1c_3}{1\lambda _1c_3}\}.$$
$`(2.56)`$
Finally, it is possible to choose $`\delta ^{}`$ so that, for a suitable $`\eta >0`$,
$$|\delta _h|C|\lambda _1|^{3/2}[\gamma ^{\eta (hh^{})}+\gamma ^{\eta h}].$$
$`(2.57)`$
2.10 Proof. We shall proceed by induction. Equations (2.5), (2.6) and Lemma 2.2 imply that, if $`\lambda _1`$ is small enough, there exists an interval $`I^{(0)}`$, whose size is of order $`\lambda _1`$, such that, if $`\nu I^{(0)}`$, then the bound (2.17) is satisfied, together with
$$|\lambda _0\lambda _1|C|\lambda _1|^2,|\delta _0\delta _1|=|\delta _0|C|\lambda _1|.$$
$`(2.58)`$
Let us now suppose that the solution of (2.9)-(2.11) is well defined for $`\overline{h}h0`$ and satisfies the conditions (2.14)-(2.17), for any $`\nu `$ belonging to an interval $`I^{(\overline{h})}`$, defined as in Lemma 2.2. This implies, in particular, that $`h^{}\overline{h}`$, see (2.14) and (I2.116). Suppose also that there exists a constant $`c_0`$, such that
$$\overline{\lambda }_{\overline{h}}2|\lambda _1|.$$
$`(2.59)`$
We want to prove that all these conditions are verified also if $`\overline{h}`$ is substituted with $`\overline{h}1`$, if $`\lambda _1`$ is small enough. The induction will be stopped as soon as the condition (2.14) is violated for some $`\nu I^{(\overline{h})}`$. We shall put $`\nu `$ equal to one of these values, so defining $`h^{}`$ as equal to $`\overline{h}+1`$.
The fact that the condition on $`\nu _1`$ and the bound (2.17) are verified also if $`\overline{h}1`$ takes the place of $`\overline{h}`$, follows from Lemma 2.2, since the condition (2.13) follows from (2.59), if $`\lambda _1`$ is small enough. There is apparently a problem in using this Lemma, since in its proof we used the hypothesis that the values of $`\stackrel{}{a}_h`$, $`Z_{h1}`$ and $`\sigma _{h1}(๐ค^{})`$, $`\overline{h}h1`$, are independent of $`\nu _1`$. This is not true for the full flow, but the proof of Lemma 2.5 can be easily extended to cover this case. In fact, the only part of the proof, where we use the fact that $`\stackrel{}{a}_h`$ is constant, is the identity (2.24), which should be corrected by adding to the r.h.s. the difference $`b_hb_h^{}`$. However, since $`\lambda _1`$ is independent of $`\nu _1`$, it is not hard to prove that $`|b_hb_h^{}|C|\nu _h\nu _h^{}|`$ and that the bound on $`r_hr_h^{}`$ does not change (qualitatively), if we take into account also the dependence on $`\nu _1`$ of the various quantities, before considered as constant. Hence, the bound (2.25) is left unchanged.
The conditions (2.15) and (2.16) follow immediately from (2.59) and (2.2)-(2.4). Hence, we still have to show only that (2.59) is verified also if $`\overline{h}`$ is substituted with $`\overline{h}1`$, if $`\lambda _1`$ is small enough.
By using (2.39) and (2.40), we have, if $`\alpha =\lambda ,\delta `$,
$$\alpha _{\overline{h}1}=\alpha _{\overline{h}}+\beta _{\overline{h}}^{\alpha ,L}(\stackrel{}{a}_{\overline{h}},\mathrm{},\stackrel{}{a}_{\overline{h}})+\underset{k=\overline{h}+1}{\overset{1}{}}D_{\overline{h},k}^\alpha +r_{\overline{h}}^\alpha (\stackrel{}{a}_{\overline{h}},\nu _{\overline{h}};\mathrm{};\stackrel{}{a}_1,\nu _1;u),$$
$`(2.60)`$
where
$$D_{h,k}^\alpha =\beta _h^{\alpha ,L}(\stackrel{}{a}_h,\mathrm{},\stackrel{}{a}_h,\stackrel{}{a}_k,\stackrel{}{a}_{k+1},\mathrm{},\stackrel{}{a}_1)\beta _h^{\alpha ,L}(\stackrel{}{a}_h,\mathrm{},\stackrel{}{a}_h,\stackrel{}{a}_h,\stackrel{}{a}_{k+1},\mathrm{},\stackrel{}{a}_1).$$
$`(2.61)`$
On the other hand, it is easy to see that $`D_{h,k}^\alpha `$ admits a tree expansion similar to that of $`\beta _h^{\alpha ,L}(\stackrel{}{a}_h,\mathrm{},\stackrel{}{a}_1)`$, with the property that all trees giving a non zero contribution must have an endpoint of scale $`h`$, associated with a difference $`\lambda _k\lambda _h`$ or $`\delta _k\delta _h`$. Hence, if $`\eta `$ is the same constant of Lemma 2.2 and Lemma 2.5 and $`h0`$,
$$|D_{h,k}^\alpha |C|\overline{\lambda }_h|\gamma ^{\eta (kh)}|\stackrel{}{a}_k\stackrel{}{a}_h|.$$
$`(2.62)`$
Let us now suppose that $`\overline{h}h0`$ and that there exists a constant $`c_0`$, such that
$$|\stackrel{}{a}_{k1}\stackrel{}{a}_k|c_0|\lambda _1|^{3/2}[\gamma ^{\frac{1}{2}(k\overline{h})}+\gamma ^{\vartheta k}],h<k0.$$
$`(2.63)`$
where $`\vartheta =\mathrm{min}\{\eta /2,\eta ^{}\}`$, $`\eta ^{}`$ being defined as in Lemma 2.8. (2.63) is certainly verified for $`k=0`$, thanks to (2.5), (2.6); we want to show that it is verified also if $`h`$ is substituted with $`h1`$, if $`\lambda _1`$ is small enough.
By using (2.60), (2.62), (2.42), (2.52) and (2.63), we get
$$\begin{array}{cc}\hfill |\stackrel{}{a}_{h1}\stackrel{}{a}_h|& C\overline{\lambda }_h^2\gamma ^{\eta ^{}h}+C|\overline{\lambda }_h|^2[\gamma ^{\frac{1}{2}(h\overline{h})}+\gamma ^{\eta h}]+\hfill \\ & +Cc_0|\overline{\lambda }_h|^{5/2}\underset{k=h+1}{\overset{1}{}}\gamma ^{\eta (kh)}\underset{h^{}=h+1}{\overset{k}{}}[\gamma ^{\frac{1}{2}(h^{}h^{})}+\gamma ^{\vartheta h^{}}],\hfill \end{array}$$
$`(2.64)`$
which immediately implies (2.63) with $`hh1`$ and (2.59) with $`\overline{h}\overline{h}1`$.
The bound (2.64) implies also (2.53), while the bounds (2.54) and (2.55) are an immediate consequence of (2.15), (2.16) and an explicit calculation of the leading terms; (2.56) easily follows from (2.54) and the definition (I2.116) of $`h^{}`$.
All previous results can be obtained uniformly in the value of $`\delta ^{}`$, under the condition (2.41). However, by using (2.63) with $`\overline{h}=h^{}`$, it is not hard to prove, by an implicit function theorem argument (we omit the details, which are of the same type of those used many times before), that one can choose $`\delta ^{}`$ so that
$$|\delta _0|C|\lambda _1|^2,\delta _{h^{}/2}=0,$$
$`(2.65)`$
which easily implies (2.57), for a suitable value of $`\eta `$.
3. The Correlation function
3.1 The correlation function $`\mathrm{\Omega }_{L,\beta ,๐ฑ}^3`$, in terms of fermionic operators, is given by
$$\mathrm{\Omega }_{L,\beta ,๐ฑ}^3=<a_๐ฑ^+a_๐ฑ^{}a_0^+a_0^{}>_{L,\beta }<a_๐ฑ^+a_๐ฑ^{}>_{L,\beta }<a_0^+a_0^{}>_{L,\beta }=\frac{^2๐ฎ(\varphi )}{\varphi (๐ฑ)\varphi (\mathrm{๐})}|_{\varphi =0},$$
$`(3.1)`$
where $`\varphi (๐ฑ)`$ is a bosonic external field, periodic in $`x`$ and $`x_0`$, of period $`L`$ and $`\beta `$, respectively, and
$$e^{๐ฎ(\varphi )}=P(d\psi ^{(1)})e^{๐ฑ^{(1)}(\psi ^{(1)})+{\scriptscriptstyle ๐๐ฑ\varphi (๐ฑ)\psi _๐ฑ^{\left(1\right)+}\psi _๐ฑ^{\left(1\right)}}}.$$
$`(3.2)`$
Note that, because of the discontinuity at $`x_0=0`$ of the scale $`1`$ free measure propagator $`\stackrel{~}{g}_{\omega ,\omega }^{(1)}`$ in the limit $`M\mathrm{}`$ (see ยงI2.3), the product $`\psi _๐ฑ^{(1)+}\psi _๐ฑ^{(1)}`$ has to be understood as $`\psi _๐ฑ^{(0)+}\psi _๐ฑ^{(0)}+lim_{\epsilon 0^+}\psi _{(x,x_0+\epsilon )}^{(1)+}\psi _{(x,x_0)}^{(1)}`$. Since this remark is important only in the explicit calculation of some physical quantities, but does not produce any problem in the analysis of this section, we shall in general forget it in the notation.
We shall evaluate the integral in the r.h.s. of (3.2) in a way which is very close to that used for the integration in (I2.13). We introduce the scale decomposition described in ยงI2.3 and we perform iteratively the integration of the single scale fields, starting from the field of scale $`1`$. The main difference is of course the presence in the interaction of a new term, that we shall call $`^{(1)}(\psi ^{(1)},\varphi )`$; in terms of the fields $`\psi _{๐ฑ,\omega }^{(1)\sigma }`$, it can be written as
$$^{(1)}(\psi ^{(1)},\varphi )=\underset{\sigma _1,\sigma _2}{}๐๐ฑe^{i๐ฉ_F๐ฑ(\sigma _1+\sigma _2)}\varphi (๐ฑ)\psi _{๐ฑ,\sigma _1}^{(1)\sigma _1}\psi _{๐ฑ,\sigma _2}^{(1)\sigma _2}.$$
$`(3.3)`$
After integrating the fields $`\psi ^{(1)},\mathrm{}\psi ^{(h+1)}`$, $`0hh^{}`$, we find
$$e^{๐ฎ(\varphi )}=e^{L\beta E_h+S^{(h+1)}(\varphi )}P_{Z_h,\sigma _h,C_h}(d\psi ^h)e^{๐ฑ^{(h)}(\sqrt{Z_h}\psi ^{(h)})+^{(h)}(\sqrt{Z_h}\psi ^{(h)},\varphi )},$$
$`(3.4)`$
where $`P_{Z_h,\sigma _h,C_h}(d\psi ^{(h)})`$ and $`๐ฑ^h`$ are given by (I2.66) and (I3.3), respectively, while $`S^{(h+1)}`$ $`(\varphi )`$, which denotes the sum over all the terms dependent on $`\varphi `$ but independent of the $`\psi `$ field, and $`^{(h)}(\psi ^{(h)},\varphi )`$, which denotes the sum over all the terms containing at least one $`\varphi `$ field and two $`\psi `$ fields, can be represented in the form
$$S^{(h+1)}(\varphi )=\underset{m=1}{\overset{\mathrm{}}{}}๐๐ฑ_1\mathrm{}๐๐ฑ_mS_m^{(h+1)}(๐ฑ_1,\mathrm{},๐ฑ_m)\left[\underset{i=1}{\overset{m}{}}\varphi (๐ฑ_i)\right]$$
$`(3.5)`$
$$\begin{array}{cc}& ^{(h)}(\psi ^{(h)},\varphi )=\underset{m=1}{\overset{\mathrm{}}{}}\underset{n=1}{\overset{\mathrm{}}{}}\underset{\underset{ยฏ}{\sigma },\underset{ยฏ}{\omega }}{}d๐ฑ_1\mathrm{}d๐ฑ_md๐ฒ_1\mathrm{}d๐ฒ_{2n}\hfill \\ & B_{m,2n,\underset{ยฏ}{\sigma },\underset{ยฏ}{\omega }}^{(h)}(๐ฑ_1,\mathrm{},๐ฑ_m;๐ฒ_1,\mathrm{},๐ฒ_{2n})\left[\underset{i=1}{\overset{m}{}}\varphi (๐ฑ_i)\right]\left[\underset{i=1}{\overset{2n}{}}\psi _{๐ฒ_i,\omega _i}^{(h)\sigma _i}\right].\hfill \end{array}$$
$`(3.6)`$
Since the field $`\varphi `$ is equivalent, from the point of view of dimensional considerations, to two $`\psi `$ fields, the only terms in the r.h.s. of (3.6) which are not irrelevant are those with $`m=1`$ and $`n=1`$, which are marginal. However, if $`_{i=1}^2\sigma _i\omega _i0`$, also these terms are indeed irrelevant, since the dimensional bounds are improved by the presence of a non diagonal propagator, as for the analogous terms with no $`\varphi `$ field and two $`\psi `$ fields, see ยงI3.14. Hence we extend the definition of the localization operator $``$, so that its action on $`^{(h)}(\psi ^{(h)},\varphi )`$ in described in the following way, by its action on the kernels $`B_{m,2n,\underset{ยฏ}{\sigma },\underset{ยฏ}{\omega }}^{(h)}(๐ฑ_1,\mathrm{},๐ฑ_m;๐ฒ_1,\mathrm{},๐ฒ_{2n})`$:
1) if $`m=1`$, $`n=1`$ and $`_{i=1}^2\sigma _i\omega _i=0`$, then
$$\begin{array}{cc}& B_{1,2,\underset{ยฏ}{\sigma },\underset{ยฏ}{\omega }}^{(h)}(๐ฑ_1;๐ฒ_1,๐ฒ_2)=\sigma _1\omega _1\delta (๐ฒ_1๐ฑ_1)\delta (๐ฒ_2๐ฑ_1)\hfill \\ & d๐ณ_1d๐ณ_2c_\beta (2x_0z_{10}z_{20})c_L(z_1z_2)B_{1,2,\underset{ยฏ}{\sigma },\underset{ยฏ}{\omega }}^{(h)}(๐ฑ_1;๐ณ_1,๐ณ_2);\hfill \end{array}$$
$`(3.7)`$
2) in all the other cases
$$B_{m,2n,\underset{ยฏ}{\sigma },\underset{ยฏ}{\omega }}^{(h)}(๐ฑ_1,\mathrm{}๐ฑ_m;๐ฒ_1,\mathrm{},๐ฒ_{2n})=0.$$
$`(3.8)`$
Let us define, in analogy to definition (I3.2), the Fourier transform of $`B_{1,2,\underset{ยฏ}{\sigma },\underset{ยฏ}{\omega }}^{(h)}(๐ฑ_1;๐ฒ_1,๐ฒ_2)`$ by the equation
$$\begin{array}{cc}& B_{1,2,\underset{ยฏ}{\sigma },\underset{ยฏ}{\omega }}^{(h)}(๐ฑ_1;๐ฒ_1,๐ฒ_2)=\hfill \\ & =\frac{1}{(L\beta )^3}\underset{๐ฉ,๐ค_1^{},๐ค_2^{}}{}e^{i\mathrm{๐ฉ๐ฑ}i_{r=1}^2\sigma _r๐ค_r^{}๐ฒ_r}\widehat{B}_{1,2,\underset{ยฏ}{\sigma },\underset{ยฏ}{\omega }}^{(h)}(๐ฉ,๐ค_1^{})\delta (\underset{r=1}{\overset{2}{}}\sigma _r(๐ค_r^{}+๐ฉ_F)๐ฉ),\hfill \end{array}$$
$`(3.9)`$
where $`๐ฉ=(p,p_0)`$ is summed over momenta of the form $`(2\pi n/L,2\pi m/\beta )`$, with $`n,m`$ integers. Hence (3.7) can be written in the form
$$\begin{array}{cc}\hfill B_{1,2,\underset{ยฏ}{\sigma },\underset{ยฏ}{\omega }}^{(h)}(๐ฑ_1;๐ฒ_1,๐ฒ_2)& =\sigma _1\omega _1\delta (๐ฒ_1๐ฑ_1)\delta (๐ฒ_2๐ฑ_1)e^{i๐ฉ_F๐ฑ(\sigma _1+\sigma _2)}\hfill \\ & \frac{1}{4}\underset{\eta ,\eta ^{}=\pm 1}{}\widehat{B}_{1,2,\underset{ยฏ}{\sigma },\underset{ยฏ}{\omega }}^{(h)}(\overline{๐ฉ}_\eta ^{}+2๐ฉ_F(\sigma _1+\sigma _2),\overline{๐ค}_{\eta ,\eta ^{}}),\hfill \end{array}$$
$`(3.10)`$
where $`\overline{๐ค}_{\eta ,\eta ^{}}`$ is defined as in (I2.73) and
$$\overline{๐ฉ}_\eta ^{}=(0,\eta ^{}\frac{2\pi }{\beta }).$$
$`(3.11)`$
By using the symmetries of the interaction, as in ยงI2.4, it is easy to show that
$$^{(h)}(\psi ^{(h)},\varphi )=\frac{Z_h^{(1)}}{Z_h}F_1^{(h)}+\frac{Z_h^{(2)}}{Z_h}F_2^{(h)},$$
$`(3.12)`$
where $`Z_h^{(1)}`$ and $`Z_h^{(2)}`$ are real numbers, such that $`Z_1^{(1)}=Z_1^{(2)}=1`$ and
$$F_1^{(h)}=\underset{\sigma =\pm 1}{}๐๐ฑ\varphi (๐ฑ)e^{2i\sigma ๐ฉ_F๐ฑ}\psi _{๐ฑ,\sigma }^{(h)\sigma }\psi _{๐ฑ,\sigma }^{(h)\sigma },$$
$`(3.13)`$
$$F_2^{(h)}=\underset{\sigma =\pm 1}{}๐๐ฑ\varphi (x)\psi _{๐ฑ,\sigma }^{(h)\sigma }\psi _{๐ฑ,\sigma }^{(h)\sigma }.$$
$`(3.14)`$
By using the notation of ยงI2.5, we can write the integral in the r.h.s. of (3.4) as
$$\begin{array}{cc}& e^{L\beta t_h}P_{\stackrel{~}{Z}_{h1},\sigma _{h1},C_h}(d\psi ^{(h)})e^{\stackrel{~}{๐ฑ}^{(h)}(\sqrt{Z_h}\psi ^{(h)})+^{(h)}(\sqrt{Z_h}\psi ^{(h)},\varphi )}=\hfill \\ & =e^{L\beta t_h}P_{Z_{h1},\sigma _{h1},C_{h1}}(d\psi ^{(h1)})\hfill \\ & P_{Z_{h1},\sigma _{h1},\stackrel{~}{f}_h^1}(d\psi ^{(h)})e^{\widehat{๐ฑ}^{(h)}(\sqrt{Z_{h1}}\psi ^{(h)})+\widehat{}^{(h)}(\sqrt{Z_{h1}}\psi ^{(h)},\varphi )},\hfill \end{array}$$
$`(3.15)`$
where $`\widehat{๐ฑ}^{(h)}(\sqrt{Z_{h1}}\psi ^{(h)})`$ is defined as in (I2.107) and
$$\widehat{}^{(h)}(\sqrt{Z_{h1}}\psi ^{(h)},\varphi )=^{(h)}(\sqrt{Z_h}\psi ^{(h)},\varphi ).$$
$`(3.16)`$
$`^{(h1)}(\sqrt{Z_{h1}}\psi ^{(h1)},\varphi )`$ and $`S^{(h)}(\varphi )`$ are then defined through the analogous of (I2.110), that is
$$\begin{array}{cc}& e^{๐ฑ^{(h1)}(\sqrt{Z_{h1}}\psi ^{(h1)})+^{(h1)}(\sqrt{Z_{h1}}\psi ^{(h1)},\varphi )L\beta \stackrel{~}{E}_h+\stackrel{~}{S}^{(h)}(\varphi )}=\hfill \\ & =P_{Z_{h1},\sigma _{h1},\stackrel{~}{f}_h^1}(d\psi ^{(h)})e^{\widehat{๐ฑ}^{(h)}(\sqrt{Z_{h1}}\psi ^{(h)})+\widehat{}^{(h)}(\sqrt{Z_{h1}}\psi ^{(h)},\varphi )}.\hfill \end{array}$$
$`(3.17)`$
The definitions (3.16) and (3.12) easily imply that
$$\frac{Z_{h1}^{(i)}}{Z_h^{(i)}}=1+z_h^{(i)},i=1,2,$$
$`(3.18)`$
where $`z_h^{(1)}`$ and $`z_h^{(2)}`$ are some quantities of order $`\epsilon _h`$, which can be written in terms of a tree expansion similar to that described in ยงI3, as we shall explain below.
As in ยงI3, the fields of scale between $`h^{}`$ and $`h_{L,\beta }`$ are integrated in a single step, so we define, in analogy to (I3.125),
$$\begin{array}{cc}& e^{\stackrel{~}{S}^{(h^{})}(\varphi )L\beta \stackrel{~}{E}_h^{}}=\hfill \\ & P_{Z_{h^{}1},\sigma _{h^{}1},C_h^{}}(d\psi ^{(h^{})})e^{\widehat{๐ฑ}^{(h^{})}(\sqrt{Z_{h^{}1}}\psi ^{(h^{})})+\widehat{}^{(h^{})}(\sqrt{Z_{h^{}1}}\psi ^{(h^{})},\varphi )}.\hfill \end{array}$$
$`(3.19)`$
It follows, by using (I3.126), that
$$S(\varphi )=L\beta E_{L,\beta }+S^{(h)}(\varphi )=L\beta E_{L,\beta }+\underset{h=h^{}}{\overset{1}{}}\stackrel{~}{S}^{(h)}(\varphi );$$
$`(3.20)`$
hence, by (3.1)
$$\mathrm{\Omega }_{L,\beta ,๐ฑ}^3=S_2^{(h)}(๐ฑ,0)=\underset{h=h^{}}{\overset{1}{}}\stackrel{~}{S}_2^{(h)}(๐ฑ,0).$$
$`(3.21)`$
3.2 The functionals $`^{(h)}(\sqrt{Z_h}\psi ^{(h)},\varphi )`$ and $`S^{(h)}(\varphi )`$ can be written in terms of a tree expansion similar to the one described in ยง(3.2). We introduce, for each $`n0`$ and each $`m1`$, a family $`๐ฏ_{h,n}^m`$ of trees, which are defined as in ยง(3.2), with some differences, that we shall explain.
1) First of all, if $`\tau ๐ฏ_{h,n}^m`$, the tree has $`n+m`$ (instead of $`n`$) endpoints. Moreover, among the $`n+m`$ endpoints, there are $`n`$ endpoints, which we call normal endpoints, which are associated with a contribution to the effective potential on scale $`h_v1`$. The $`m`$ remaining endpoints, which we call special endpoints, are associated with a local term of the form (3.13) or (3.14); we shall say that they are of type $`Z^{(1)}`$ or $`Z^{(2)}`$, respectively.
2) We associate with each vertex $`v`$ a new integer $`l_v[0,m]`$, which denotes the number of special endpoints following $`v`$, i.e. contained in $`L_v`$.
3) We introduce an external field label $`f^\varphi `$ to distinguish the different $`\varphi `$ fields appearing in the special endpoints. $`I_v^\varphi `$ will denote the set of external field labels associated with the endpoints following the vertex $`v`$; of course $`l_v=|I_v^\varphi |`$ and $`m=|I_{v_0}^\varphi |`$.
These definitions allow to represent $`^{(h)}(\sqrt{Z_h}\psi ^{(h)},\varphi )+S^{(h+1)}(\varphi )`$ in a way similar to that described in detail in ยงI3.3-3.11. It is sufficient to extend in an obvious way some notations and some procedures, in order to take into account the presence of the new terms depending on the external field and the corresponding localization operation.
In particular, if $`l_v0`$, the $``$ operation associated with the vertex $`v`$ can be deduced from (3.7) and (3.8) and can be represented as acting on the kernels or on the fields in a way similar to what we did in ยงI3.1. We will not write it in detail; we only remark that such definition is chosen so that, when $``$ is represented as acting on the fields, no derivative is applied to the $`\varphi `$ field.
All the considerations in ยงI3.2, up to the modifications listed above, can be trivially repeated. The same is true for the definition of the labels $`r_v(f)`$, described in ยงI3.3. One has only to consider, in addition to the cases listed there, the case in which $`|P_v|=2`$ and $`l_v=1`$; in such a case, if there is no non trivial vertex $`v^{}`$ such that $`v_0v^{}<v`$, we make an arbitrary choice, otherwise we put $`r_v(f)=1`$ for the $`\psi `$ field which is an internal field in the nearest non trivial vertex preceding $`v`$. As in ยงI3.2, this is sufficient to avoid the proliferation of $`r_v`$ indices.
Also the considerations in ยงI3.4-I3.7 can be adjusted without any difficulty. It is sufficient to add to the three items listed after (I3.69) the case $`l_{v_0}=1`$, $`P_{v_0}=(f_1,f_2)`$, by noting that in this case the action of $``$ consists in replacing one external $`\psi `$ field with a $`D_{๐ฒ,๐ฑ}^{11}`$ field.
3.3 Let us consider in more detail the representation we get for the constants $`z_h^{(l)}`$, $`l=1,2`$, defined in (3.18). We have
$$z_h^{(l)}=\underset{n=1}{\overset{\mathrm{}}{}}\underset{\genfrac{}{}{0pt}{}{\tau ๐ฏ_{h,n}^1,๐๐ซ_\tau ,๐ซ:P_{v_0}=(f_1,f_2),}{\sigma _1=\omega _1=(1)^{l1}\sigma _2=(1)^l\omega _2=+1}}{}\underset{T๐}{}\underset{\genfrac{}{}{0pt}{}{\alpha A_T}{q_\alpha (P_{v_0})=0}}{}z_h^{(l)}(\tau ,๐,๐ซ,T,\alpha ),$$
$`(3.22)`$
where, if $`๐ฑ`$ is the space time point associated with the special endpoint,
$$\begin{array}{cc}& z_h^{(l)}(\tau ,๐,๐ซ,T,\alpha )=\left[\underset{v\text{not e.p.}}{}(Z_{h_v}/Z_{h_v1})^{|P_v|/2}\right]\hfill \\ & d(๐ฑ_{v_0}\backslash ๐ฑ)h_\alpha (๐ฑ_{v_0})\left[\underset{i=1}{\overset{n}{}}d_{j_\alpha (v_i^{})}^{b_\alpha (v_i^{})}(๐ฑ_i,๐ฒ_i)K_{v_i^{}}^{h_i}(๐ฑ_{v_i^{}})\right]\{\underset{v\text{not e.p.}}{}\frac{1}{s_v!}dP_{T_v}(๐ญ_v)\hfill \\ & detG_\alpha ^{h_v,T_v}(๐ญ_v)\left[\underset{lT_v}{}\widehat{}_{j_\alpha (f_l^{})}^{q_\alpha (f_l^{})}\widehat{}_{j_\alpha (f_l^+)}^{q_\alpha (f_l^+)}[d_{j_\alpha (l)}^{b_\alpha (l)}(๐ฑ_l,๐ฒ_l)\overline{}_1^{m_l}g_{\omega _l^{},\omega _l^+}^{(h_v)}(๐ฑ_l๐ฒ_l)]\right]\}.\hfill \end{array}$$
$`(3.23)`$
The notations are the same as in ยงI3.10 and we can derive for $`z_h^{(l)}(\tau ,๐,๐ซ,T,\alpha )`$ a bound similar to (I3.110), without the volume factor $`L\beta `$ (the integration over $`x_{v_0}`$ is done keeping $`๐ฑ`$ fixed). The only relevant difference is that the bounds (I3.83) and (I3.107) have to be modified, in order to take into account the properties of the extended localization operation, by substituting $`z(P_v)`$ and $`\stackrel{~}{z}(P_v)`$ with $`z(P_v,l_v)`$ and $`\stackrel{~}{z}(P_v,l_v)`$, respectively, with
$$z(P_v,l_v)=\{\begin{array}{cc}1\hfill & \text{if }|P_v|=4\text{}l_v=0\hfill \\ 1\hfill & \text{if }|P_v|=2\text{}l_v=0\text{ and }_{fP_v}\omega (f)0,\hfill \\ 2\hfill & \text{if }|P_v|=2\text{}l_v=0\text{ and }_{fP_v}\omega (f)=0,\hfill \\ 1\hfill & \text{if }|P_v|=2\text{}l_v=1\text{ and }_{fP_v}\sigma (f)\omega (f)=0,\hfill \\ 0\hfill & \text{otherwise.}\hfill \end{array}$$
$`(3.24)`$
$$\stackrel{~}{z}(P_v,l_v)=\{\begin{array}{cc}1\hfill & \text{if }|P_v|=2\text{}l_v=0\text{ and }_{fP_v}\omega (f)0,\hfill \\ 1\hfill & \text{if }|P_v|=2\text{}l_v=1\text{ and }_{fP_v}\sigma (f)\omega (f)0,\hfill \\ 0\hfill & \text{otherwise.}\hfill \end{array}$$
$`(3.25)`$
It follows that
$$\begin{array}{cc}& |z_h^{(l)}(\tau ,๐,๐ซ,T,\alpha )|C^n\epsilon _h^n\gamma ^{h[D_0(P_{v_0})+l_{v_0}]}\underset{v\text{not e.p.}}{}\{C^{_{i=1}^{s_v}|P_{v_i}||P_v|}\hfill \\ & \frac{1}{s_v!}(Z_{h_v}/Z_{h_v1})^{|P_v|/2}\gamma ^{[2+\frac{|P_v|}{2}+l_v+z(P_v,l_v)+\frac{\stackrel{~}{z}(P_v,l_v)}{2}]}\},\hfill \end{array}$$
$`(3.26)`$
with
$$2+\frac{|P_v|}{2}+l_v+z(P_v,l_v)+\frac{\stackrel{~}{z}(P_v,l_v)}{2}\frac{1}{2},v\text{not e.p.}.$$
$`(3.27)`$
Hence, we can proceed as in ยงI3.14 and, since $`D_0(P_{v_0})+l_{v_0}=0`$, we can easily prove the following Theorem.
3.4 Theorem. Suppose that $`u0`$ satisfies the condition (I2.117), $`\delta ^{}`$ satisfies the condition (2.41), $`\overline{\epsilon }_3`$ is defined as in Theorem 2.9 and $`\nu I^{(h^{})}`$. Then, there exist two constants $`\overline{\epsilon }_4\overline{\epsilon }_3`$ and $`c`$, independent of $`u`$, $`L`$, $`\beta `$, such that, if $`|\lambda _1|\overline{\epsilon }_4`$, then
$$|z_h^{(l)}|c|\lambda _1|,0hh^{}.$$
$`(3.28)`$
3.5 Theorem 3.4, the bound (2.55) on $`Z_h`$, the definition (3.18) and an explicit first order calculation of $`z_h^{(1)}`$ imply that there exist two positive constants $`c_1`$ and $`c_2`$, such that
$$\gamma ^{c_2\lambda _1h}\frac{Z_h^{(1)}}{Z_h}\gamma ^{c_1\lambda _1h}.$$
$`(3.29)`$
A similar bound is in principle valid also for $`Z_h^{(2)}/Z_h`$, but we shall prove that a much stronger bound is verified, by comparing our model with the Luttinger model. First of all, we consider an approximated Luttinger model, which is similar to that introduced in ยง2.4. It is obtained from the original model by substituting the free measure and the potential with the following expressions, where we use the notation of ยงI2:
$$\begin{array}{cc}& P^{(L)}(d\psi ^{(0)})=\underset{๐ค^{}:C_0^1(๐ค^{})>0}{}\underset{\omega =\pm 1}{}\frac{d\widehat{\psi }_{๐ค^{},\omega }^{(0)+}d\widehat{\psi }_{๐ค^{},\omega }^{(0)}}{๐ฉ_L(๐ค^{})}\hfill \\ & \mathrm{exp}\left\{\frac{1}{L\beta }\underset{\omega =\pm 1}{}\underset{๐ค^{}:C_0^1(๐ค^{})>0}{}C_0(๐ค^{})\left(ik_0+\omega v_0^{}k^{}\right)\widehat{\psi }_{๐ค^{},\omega }^{(0)+}\widehat{\psi }_{๐ค^{},\omega }^{(0)}\right\},\hfill \end{array}$$
$`(3.30)`$
$$\begin{array}{cc}\hfill V^{(L)}(\psi ^{(0)})& =\lambda _0^{(L)}_{\text{๐}_{L,\beta }}๐๐ฑ\psi _{๐ฑ,+1}^{(0)+}\psi _{๐ฑ,1}^{(0)}\psi _{๐ฑ,1}^{(0)+}\psi _{๐ฑ,+1}^{(0)}+\hfill \\ & +\delta _0^{(L)}\underset{\omega =\pm 1}{}i\omega _{\text{๐}_{L,\beta }}๐๐ฑ\psi _{๐ฑ,\omega }^{(h)+}_x\psi _{๐ฑ,\omega }^{(h)},\hfill \end{array}$$
$`(3.31)`$
where $`๐ฉ_L(๐ค^{})=C_0(๐ค^{})(L\beta )^1[k_0^2+(v_0^{}k^{})^2]^{1/2}`$, $`\lambda _0^{(L)}`$ and $`\delta _0^{(L)}`$ have the role of the running couplings on scale $`0`$ of the original model, but are not necessarily equal to them, $`\text{๐}_{L,\beta }`$ is the (continuous, as in ยงI3.15) torus $`[0,L]\times [0,\beta ]`$ and $`\psi ^{(0)}`$ is the (continuous) Grassmanian field on $`\text{๐}_{L,\beta }`$ with antiperiodic boundary conditions. Moreover, the interaction with the external field $`^{(1)}(\psi ^{(1)},\varphi )`$ is substituted with the corresponding expression on scale $`0`$, deprived of the irrelevant terms, that is
$$^{(0)}(\psi ^{(0)},\varphi )=\underset{\sigma =\pm 1}{}๐๐ฑ\varphi (๐ฑ)\left(e^{2i\sigma ๐ฉ_F๐ฑ}\psi _{๐ฑ,\sigma }^{(h)\sigma }\psi _{๐ฑ,\sigma }^{(h)\sigma }+\psi _{๐ฑ,\sigma }^{(h)\sigma }\psi _{๐ฑ,\sigma }^{(h)\sigma }\right).$$
$`(3.32)`$
We shall call $`Z_h^{(2,L)}`$, $`z_h^{(2,L)}`$, $`Z_h^{(L)}`$ and $`z_h^{(L)}`$ the analogous of $`Z_h^{(2)}`$, $`z_h^{(2)}`$, $`Z_h`$ and $`z_h`$ for this approximate Luttinger model.
We want to compare the flow of $`Z_h^{(2,L)}/Z_h^{(L)}`$ with the flow of $`Z_h^{(2)}/Z_h`$; hence we write
$$\frac{Z_{h1}^{(2)}}{Z_{h1}}=\frac{Z_h^{(2)}}{Z_h}\left[1+\beta ^{(2)}(\stackrel{}{a}_h,\nu _h;\mathrm{};\stackrel{}{a}_1,\nu _1;u,\delta ^{})\right],$$
$`(3.33)`$
$$\frac{Z_{h1}^{(2,L)}}{Z_{h1}^{(L)}}=\frac{Z_h^{(2,L)}}{Z_h^{(L)}}\left[1+\beta ^{(2,L)}(\stackrel{}{a}_h^{(L)},\mathrm{};\stackrel{}{a}_0^{(L)},\delta ^{})\right],$$
$`(3.34)`$
where $`a_h^{(L)}`$ are the running couplings in the approximated Luttinger model (by symmetry $`\nu _h^{(L)}=0`$, since $`\nu =0`$, see ยง2.4), $`1+\beta ^{(2)}=(1+z_h^{(2)})/(1+z_h)`$ and $`1+\beta ^{(2,L)}=(1+z_h^{(2,L)})/(1+z_h^{(L)})`$.
The Luttinger model has a special symmetry, the local gauge invariance, which allows to prove many Ward identities. As we shall prove in ยง$`\mathrm{}`$8, the approximate Luttinger model satisfies some approximate version of these identities and one of them implies that, if $`|\delta _{}+(\delta _0^{(L)}/v_0)|1/2`$,
$$\gamma ^{C|\lambda _0^{(L)}|}\frac{Z_h^{(2,L)}}{Z_h^{(L)}}\gamma ^{C|\lambda _0^{(L)}|}.$$
$`(3.35)`$
By proceeding as in the proof of (2.51) (see \[BGPS\], ยง7), one can show that (3.35) implies that there exists $`\overline{\epsilon }>0`$ and $`\eta ^{}<1`$, such that, if $`|\stackrel{}{a}_h|\overline{\epsilon }`$,
$$|\beta _h^{(2,L)}(\stackrel{}{a}_h,\mathrm{},\stackrel{}{a}_h,\delta ^{})|C\mu _h^2\gamma ^{\eta ^{}h}.$$
$`(3.36)`$
Remark - The analogous bound (2.51) was obtained in \[BGPS\] by a comparison with the exact solution of the Luttinger model; this was possible, thanks to the proof given in \[GS\] that the effective potential on scale $`0`$ is well defined also in the Luttinger model, a non trivial result because of the ultraviolet problem. This procedure would be much harder in the case of the bound (3.36), because the density is not well defined in the Luttinger model, see ยงI1.3. In any case, the bound (3.35), whose proof is relatively simple, allows to get very easily the same result.
One can also show, as in the proof of Lemma 2.5, that
$$|\beta ^{(2)}(\stackrel{}{a}_h,\nu _h;\mathrm{};\stackrel{}{a}_1,\nu _1;u,\delta ^{})\beta ^{(2,L)}(\stackrel{}{a}_h,,\mathrm{};\stackrel{}{a}_0,\delta ^{})|C\overline{\lambda }_h^2[\gamma ^{\frac{1}{2}(hh^{})}+\gamma ^{\eta h}],$$
$`(3.37)`$
for any $`hh^{}`$ and for some $`\eta <1`$.
Note that, in (3.37), $`\beta ^{(2,L)}`$ is evaluated at the values of the running couplings $`\stackrel{}{a}_h`$ of the original model; this is meaningful, since in (3.36) $`\stackrel{}{a}_h`$ can take any value such that $`|\stackrel{}{a}_h|\overline{\epsilon }`$; this follows from the remark, already used in ยง2.7, that $`\stackrel{}{a}_h^{(L)}`$ is a continuous function of $`\stackrel{}{a}_0^{(L)}`$ and $`\stackrel{}{a}_h^{(L)}=\stackrel{}{a}_0^{(L)}+O(\mu _h^2)`$, see also \[BGPS\].
By using (3.36) and (3.37) and proceeding as in the proof of Theorem 2.9, one can easily prove the following Theorem.
3.6 Theorem. If the hypotheses of Theorem 3.4 are verified, there exists a positive constant $`c_1`$, independent of $`u`$, $`L`$, $`\beta `$, such that
$$\gamma ^{c_1|\lambda _1|}\frac{Z_h^{(2)}}{Z_h}\gamma ^{c_1|\lambda _1|}.$$
$`(3.38)`$
3.7 We are now ready to study the expansion of the correlation function $`\mathrm{\Omega }_{L,\beta }^3(๐ฑ)`$, which follows from (3.21) and the considerations of ยง3.2. We have to consider the trees with two special endpoints, whose space-points we shall denote $`๐ฑ`$ and $`๐ฒ=\mathrm{๐}`$; moreover, we shall denote by $`h_๐ฑ`$ and $`h_๐ฒ`$ the scales of the two special endpoints and by $`h_{๐ฑ,๐ฒ}`$ the scale of the smallest cluster containing both special endpoints. Finally $`๐ฏ_{h,n,l}^2`$ will denote the family of all trees belonging to $`๐ฏ_{h,n}^2`$, such that the two special endpoints are both of type $`Z^{(1)}`$, if $`l=1`$, both of type $`Z^{(2)}`$, if $`l=2`$, one of type $`Z^{(1)}`$ and the other of type $`Z^{(2)}`$, if $`l=3`$.
If we extract from the expansion the contribution of the trees with one special endpoint and no normal endpoints, we can write
$$\begin{array}{cc}& \mathrm{\Omega }_{L,\beta }^3(๐ฑ)=\underset{h,h^{}=h^{}}{\overset{1}{}}\underset{\sigma =\pm 1}{}\{e^{2i\sigma p_Fx}\hfill \\ & \frac{(Z_{hh^{}}^{(1)})^2}{Z_{h1}Z_{h^{}1}}[g_{\sigma ,\sigma }^{(h)}(\sigma ๐ฑ)g_{\sigma ,\sigma }^{(h^{})}(\sigma ๐ฑ)g_{+1,1}^{(h)}(\sigma ๐ฑ)g_{1,+1}^{(h^{})}(\sigma ๐ฑ)]+\hfill \\ & +\frac{(Z_{hh^{}}^{(2)})^2}{Z_{h1}Z_{h^{}1}}[g_{\sigma ,\sigma }^{(h)}(\sigma ๐ฑ)g_{\sigma ,\sigma }^{(h^{})}(\sigma ๐ฑ)+g_{1,+1}^{(h)}(\sigma ๐ฑ)g_{+1,1}^{(h^{})}(\sigma ๐ฑ)]\}+\hfill \\ & +\underset{h=h^{}}{\overset{1}{}}\left\{\left(\frac{Z_h^{(1)}}{Z_h}\right)^2G_{1,L,\beta }^{(h)}(๐ฑ)+\left(\frac{Z_h^{(2)}}{Z_h}\right)^2G_{2,L,\beta }^{(h)}(๐ฑ)+\frac{Z_h^{(1)}Z_h^{(2)}}{Z_h^2}G_{3,L,\beta }^{(h)}(๐ฑ)\right\},\hfill \end{array}$$
$`(3.39)`$
where $`hh^{}=\mathrm{max}\{h,h^{}\}`$ and $`g_{\omega _1,\omega _2}^{(h^{})}(๐ฑ)`$ has to be understood as $`g_{\omega _1,\omega _2}^{(h^{})}(๐ฑ)`$; moreover,
$$G_{l,L,\beta }^{(h)}(๐ฑ)=\underset{n=1}{\overset{\mathrm{}}{}}\underset{h_r=h^{}1}{\overset{h1}{}}\underset{\genfrac{}{}{0pt}{}{\tau ๐ฏ_{h_r,n,l}^2}{h_{๐ฑ,๐ฒ}=h}}{}\underset{\genfrac{}{}{0pt}{}{๐๐ซ_\tau ,๐ซ}{P_{v_0}=\mathrm{}}}{}\underset{T๐}{}\underset{\alpha A_T}{}G_{l,L,\beta }^{(h,h_r)}(๐ฑ,\tau ,๐,๐ซ,T,\alpha ),$$
$`(3.40)`$
where, if $`\widehat{๐ฑ}_{v_0}`$ denotes the set of space-time points associated with the normal endpoints and $`i_๐ฑ=i`$, if the corresponding special endpoint is of type $`Z^{(i)}`$,
$$\begin{array}{cc}& G_{l,L,\beta }^{(h,h_r)}(๐ฑ,\tau ,๐,๐ซ,T,\alpha )=\hfill \\ & =\left(\frac{Z_{h_๐ฑ}^{(i_๐ฑ)}Z_h}{Z_{h_๐ฑ1}Z_h^{(i_๐ฑ)}}\right)\left(\frac{Z_{h_๐ฒ}^{(i_๐ฒ)}Z_h}{Z_{h_๐ฒ1}Z_h^{(i_๐ฒ)}}\right)\left[\underset{v\text{not e.p.}}{}(Z_{h_v}/Z_{h_v1})^{|P_v|/2}\right]\hfill \\ & d\widehat{๐ฑ}_{v_0}h_\alpha (\widehat{๐ฑ}_{v_0})\left[\underset{i=1}{\overset{n}{}}d_{j_\alpha (v_i^{})}^{b_\alpha (v_i^{})}(๐ฑ_i,๐ฒ_i)K_{v_i^{}}^{(h_i)}(๐ฑ_{v_i^{}})\right]\{\underset{v\text{not e.p.}}{}\frac{1}{s_v!}dP_{T_v}(๐ญ_v)\hfill \\ & detG_\alpha ^{h_v,T_v}(๐ญ_v)\left[\underset{lT_v}{}\widehat{}_{j_\alpha (f_l^{})}^{q_\alpha (f_l^{})}\widehat{}_{j_\alpha (f_l^+)}^{q_\alpha (f_l^+)}[d_{j_\alpha (l)}^{b_\alpha (l)}(๐ฑ_l,๐ฒ_l)\overline{}_1^{m_l}g_{\omega _l^{},\omega _l^+}^{(h_v)}(๐ฑ_l๐ฒ_l)]\right]\}.\hfill \end{array}$$
$`(3.41)`$
In the r.h.s. of (3.41) all quantities are defined as in ยงI3, except the kernels $`K_{v_i^{}}^{(h_i)}(๐ฑ_{v_i^{}})`$ associated with the special endpoints. If $`v`$ is one of these endpoints, $`๐ฑ_v`$ is always a single point and
$$K_v^{(h_v)}(๐ฑ_v)=e^{i๐ฉ_F๐ฑ_v_{fI_v}\sigma (f)}.$$
$`(3.42)`$
We want to prove the following Theorem.
3.8 Theorem. Suppose that the conditions of Theorem 3.4 are verified, that $`\overline{\epsilon }_4`$ is defined as in that theorem and that $`\delta ^{}`$ is chosen so that condition (2.57) is satisfied. Then, there exist positive constants $`\vartheta <1`$ and $`\overline{\epsilon }_5\overline{\epsilon }_4`$, independent of $`u`$, $`L`$, $`\beta `$, such that, if $`|\lambda _1|\overline{\epsilon }_5`$ and $`\gamma 1+\sqrt{2}`$, given any integer $`N0`$,
$$|G_{1,L,\beta }^{(h)}(๐ฑ)|+|G_{2,L,\beta }^{(h)}(๐ฑ)|+\gamma ^{\vartheta h}|G_{3,L,\beta }^{(h)}(๐ฑ)|C_N|\lambda _1|\frac{\gamma ^{2h}}{1+[\gamma ^h|๐(๐ฑ)|]^N},$$
$`(3.43)`$
for a suitable constant $`C_N`$.
Moreover, if $`h0`$, we can write
$$\begin{array}{cc}\hfill G_{1,L,\beta }^{(h)}(๐ฑ)& =\mathrm{cos}(2p_Fx)\overline{G}_{1,L,\beta }^{(h)}(๐ฑ)+\underset{\sigma =\pm 1}{}e^{ip_F\sigma x}s_{1,\sigma ,L,\beta }^{(h)}(๐ฑ)+r_{1,L,\beta }^{(h)}(๐ฑ),\hfill \\ \hfill G_{2,L,\beta }^{(h)}(๐ฑ)& =\overline{G}_{2,L,\beta }^{(h)}(๐ฑ)+s_{2,L,\beta }^{(h)}(๐ฑ)+r_{2,L,\beta }^{(h)}(๐ฑ),\hfill \end{array}$$
$`(3.44)`$
so that
$$\overline{G}_{l,L,\beta }^{(h)}(๐ฑ)=\overline{G}_{l,L,\beta }^{(h)}(๐ฑ),l=1,2,$$
$`(3.45)`$
$$|r_{1,L,\beta }^{(h)}(๐ฑ)|+|r_{2,L,\beta }^{(h)}(๐ฑ)|C_N|\lambda _1|\gamma ^{2h}\frac{\gamma ^{\vartheta h}}{1+[\gamma ^h|๐(๐ฑ)|]^N},$$
$`(3.46)`$
and, if we define $`D_{m_0,m_1}=_0^{m_0}\overline{}_1^{m_1}`$, given any integers $`m_0,m_10`$, there exists a constant $`C_{N,m_0,m_1}`$, such that
$$\underset{l=1,2}{}|D_{m_0,m_1}\overline{G}_{l,L,\beta }^{(h)}(๐ฑ)|C_{N,m_0,m_1}|\lambda _1|\frac{\gamma ^{2h}\gamma ^{h(m_0+m_1)}}{1+[\gamma ^h|๐(๐ฑ)|]^N},$$
$`(3.47)`$
$$\begin{array}{cc}& \underset{\sigma =\pm 1}{}|D_{m_0,m_1}s_{1,\sigma ,L,\beta }^{(h)}(๐ฑ)|+|D_{m_0,m_1}s_{2,L,\beta }^{(h)}(๐ฑ)|\hfill \\ & C_{N,m_0,m_1}|\lambda _1|\frac{\gamma ^{2h}\gamma ^{h(m_0+m_1)}}{1+[\gamma ^h|๐(๐ฑ)|]^N}[\gamma ^{\vartheta (hh^{})}+\gamma ^{\vartheta h}].\hfill \end{array}$$
$`(3.48)`$
$`\mathrm{\Omega }_{L,\beta }^3(๐ฑ)`$, as well as the functions $`\overline{G}_{l,L,\beta }^{(h)}(๐ฑ)`$, $`r_{l,L,\beta }^{(h)}(๐ฑ)`$, $`s_{1,\sigma ,L,\beta }^{(h)}(๐ฑ)`$ and $`s_{2,L,\beta }^{(h)}(๐ฑ)`$ converge, as $`L,\beta \mathrm{}`$, to continuous bounded functions on $`\text{}\times \text{}`$, that we shall denote $`\mathrm{\Omega }^3(๐ฑ)`$, $`\overline{G}_l^{(h)}(๐ฑ)`$, $`r_l^{(h)}(๐ฑ)`$, $`s_{1,\sigma }^{(h)}(๐ฑ)`$ and $`s_2^{(h)}(๐ฑ)`$, respectively. $`\overline{G}_1^{(h)}(๐ฑ)`$ and $`\overline{G}_2^{(h)}(๐ฑ)`$ are the restrictions to $`\text{}\times \text{}`$ of two even functions on $`\text{}^2`$ satisfying the bound (3.47) with the continuous derivative $`_1`$ in place of the discrete one and $`|๐ฑ|`$ in place of $`|๐(๐ฑ)|`$.
Finally, $`\overline{G}_1^{(h)}(๐ฑ)`$, as a function on $`\text{}^2`$, satisfies the symmetry relation
$$\overline{G}_1^{(h)}(x,x_0)=\overline{G}_1^{(h)}(x_0v_0^{},\frac{x}{v_0^{}}).$$
$`(3.49)`$
3.9 Proof. As in the proof of Theorem 3.4, we shall try to mimic as much as possible the proof of the bound (I3.110), by only remarking the relevant differences. Since $`D_0(P_{v_0})+l_{v_0}=0`$, if the integral in the r.h.s. of (3.41) were over the set of variables $`x_{v_0}\backslash ๐ฑ`$, we should get for $`G_{l,L,\beta }^{(h,h_r)}(๐ฑ,\tau ,๐,๐ซ,T,\alpha )`$ the same bound we derived in ยง3.3 for $`z_h^{(l)}(\tau ,๐,๐ซ,T,\alpha )`$. However, in this case, we have to perform the integration over the set $`x_{v_0}`$ by keeping fixed two points ($`๐ฑ`$ and $`๐ฒ`$), instead of one; hence we have to modify the bound (I3.102) in a way different from what we did in the proof of Theorem 3.4.
Let us call $`\overline{v}_0`$ the higher vertex $`v\tau `$, such that both $`๐ฑ`$ and $`๐ฒ`$ belong to $`๐ฑ_v`$; by the definition of $`h`$, it is a non trivial vertex and its scale is equal to $`h`$. Moreover, given the tree graph $`T`$ on $`x_{v_0}`$, let us call $`T_{๐ฑ,๐ฒ}`$ its subtree connecting the points of $`๐ฑ_{\overline{v}_0}`$ and $`\stackrel{~}{T}_{๐ฑ,๐ฒ}=_{v\overline{v}_0}\stackrel{~}{T}_v`$, $`\stackrel{~}{T}_v`$ being defined as ยงI3.15, after (I3.118). We want to bound $`๐(๐ฑ๐ฒ)`$ in terms of the distances between the points connected by the lines $`l\stackrel{~}{T}_{๐ฑ,๐ฒ}`$.
Let us call $`\overline{v}^{(i)}`$, $`i=1,\mathrm{},s_{\overline{v}_0}`$ the non trivial vertices or endpoints following $`\overline{v}_0`$. The definition of $`\overline{v}_0`$ implies that $`s_{\overline{v}_0}>1`$ and that $`๐ฑ`$ and $`๐ฒ`$ belong to two different sets $`๐ฑ_{\overline{v}^{(i)}}`$; note also that $`\stackrel{~}{T}_{\overline{v}_0}`$ is an anchored tree graph between the sets of points $`๐ฑ_{\overline{v}^{(i)}}`$. Hence there is an integer $`r`$, a family $`l_1,\mathrm{},l_r`$ of lines belonging to $`\stackrel{~}{T}_{\overline{v}_0}`$ and a family $`v^{(1)},\mathrm{},v^{(r+1)}`$ of vertices to be chosen among $`\overline{v}^{(1)},\mathrm{},\overline{v}^{(s_{\overline{v}_0})}`$, such that $`1rs_{\overline{v}_0}1`$ and
$$\begin{array}{cc}\hfill |๐(๐ฑ๐ฒ)|& \underset{j=1}{\overset{r}{}}|๐(๐ฑ_{l_j}^{}๐ฒ_{l_j}^{})|+\underset{j=1}{\overset{r+1}{}}|๐(๐ฑ^{(j)}๐ฒ^{(j)})|\hfill \\ & \underset{l\stackrel{~}{T}_{\overline{v}_0}}{}|๐(๐ฑ_l^{}๐ฒ_l^{})|+\underset{j=1}{\overset{r+1}{}}|๐(๐ฑ^{(j)}๐ฒ^{(j)})|,\hfill \end{array}$$
$`(3.50)`$
where $`๐ฑ^{(1)}=๐ฑ`$, $`๐ฒ^{(r+1)}=๐ฒ`$, $`๐ฑ_{l_j}^{}`$ and $`๐ฒ_{l_j}^{}`$ are defined as in (I3.114) and, finally, the couple of points $`(๐ฑ_{l_j}^{},๐ฒ_{l_j}^{})`$ coincide, up to the order, with the couple $`(๐ฒ^{(j)},๐ฑ^{j+1})`$.
If no propagator associated with a line $`l\stackrel{~}{T}_{๐ฑ,๐ฒ}`$ is affected by the regularization, we can iterate in an obvious way the previous considerations, so getting the bound
$$|๐(๐ฑ๐ฒ)|\underset{l\stackrel{~}{T}_{๐ฑ,๐ฒ}}{}|๐(๐ฑ_l^{}๐ฒ_l^{})|.$$
$`(3.51)`$
However, this is not in general true and we have to consider in more detail the subsequent steps of the iteration.
Let us consider one of the vertices $`๐ฑ_{v^{(j)}}`$; if $`๐ฑ^{(j)}=๐ฒ^{(j)}`$, there is nothing to do. Hence we shall suppose that $`๐ฑ^{(j)}๐ฒ^{(j)}`$ and we shall say that the propagators associated with the lines $`l_j`$, if $`1jr`$, and $`l_{j1}`$, if $`2jr+1`$, are linked to $`v^{(j)}`$. There are two different cases to consider.
1) $`๐ฑ^{(j)}`$ and $`๐ฒ^{(j)}`$ belong to two different non trivial vertices or endpoints following $`v^{(j)}`$ and the propagators linked to $`v^{(j)}`$ are not affected by action of $``$ on the vertex $`v^{(j)}`$ or some trivial vertex $`v`$, such that $`\overline{v}_0<v<v^{(j)}`$. In this case, we iterate the previous procedure without any change.
2) One of the propagators linked to $`v^{(j)}`$ is affected by action of $``$ on the vertex $`v^{(j)}`$ or some trivial vertex $`v`$, such that $`\overline{v}_0<v<v^{(j)}`$; note that, if there are two linked propagators, only one may have this property, as a consequence of the regularization procedure described in ยงI3. This means that $`๐ฑ^{(j)}`$ or $`๐ฒ^{(j)}`$, let us say $`๐ฑ^{(j)}`$, is of the form (I3.115), with $`t_l1`$, that is there are two points $`\stackrel{~}{๐ฑ}_l,๐ฑ_l๐ฑ_{v^{(j)}}`$ and a point $`\overline{๐ฑ}_l\text{}^2`$, coinciding with $`๐ฑ_l`$ modulo $`(L,\beta )`$, such that
$$๐ฑ^{(j)}=\stackrel{~}{๐ฑ}_l+t_l(\overline{๐ฑ}_l\stackrel{~}{๐ฑ}_l),|\overline{x}_lx_l|3L/4,|\overline{x}_{l,0}x_{l,0}|3\beta /4.$$
$`(3.52)`$
By using (I2.96), (3.52), the fact that $`0|t_l|1`$ and the remark that $`๐(\overline{๐ฑ}_l\stackrel{~}{๐ฑ}_l)=๐(๐ฑ_l\stackrel{~}{๐ฑ}_l)`$, we get
$$|๐(๐ฑ^{(j)}๐ฒ^{(j)})||๐(\stackrel{~}{๐ฑ}_l๐ฒ^{(j)})|+\sqrt{2}|๐(๐ฑ_l\stackrel{~}{๐ฑ}_l)|.$$
$`(3.53)`$
We can now bound $`|๐(\stackrel{~}{๐ฑ}_l๐ฒ^{(j)})|`$ and $`|๐(๐ฑ_l\stackrel{~}{๐ฑ}_l)|`$, by proceeding as in the proof of (3.50), since the points $`\stackrel{~}{๐ฑ}_l`$, $`๐ฑ_l`$ and $`๐ฒ^{(j)}`$ all belong to $`v^{(j)}`$. We get
$$|๐(๐ฑ^{(j)}๐ฒ^{(j)})|(1+\sqrt{2})\left[\underset{l\stackrel{~}{T}_{v^{(j)}}}{}|๐(๐ฑ_l^{}๐ฒ_l^{})|+\underset{m=1}{\overset{r_j}{}}|๐(๐ฑ^{{}_{}{}^{}(m)}๐ฒ^{{}_{}{}^{}(m)})|\right],$$
$`(3.54)`$
where $`2r_js_{v^{(j)}}`$ and the points $`๐ฑ^{{}_{}{}^{}(m)}`$, $`๐ฒ^{{}_{}{}^{}(m)}`$ are endpoints of propagators linked to some non trivial vertex or endpoint following $`v^{(j)}`$.
By iterating the previous procedure we get, instead of (3.51), the bound
$$|๐(๐ฑ๐ฒ)|\underset{l\stackrel{~}{T}_{๐ฑ,๐ฒ}}{}(1+\sqrt{2})^{p_l}|๐(๐ฑ_l^{}๐ฒ_l^{})|,$$
$`(3.55)`$
where, if $`lT_{v_l}`$, $`p_l`$ is an integer less or equal to the number of non trivial vertices $`v`$ such that $`\overline{v}_0v<v_l`$; note that
$$p_lh_{v_l}h.$$
$`(3.56)`$
Let us now suppose that
$$\gamma 1+\sqrt{2}.$$
$`(3.57)`$
Since there are at most $`2n+1`$ lines in $`T`$, (3.55), (3.56) and (3.57) imply that there exists at least one line $`lT_{๐ฑ,๐ฒ}`$, such that
$$\gamma ^{h_{v_l}}|๐(๐ฑ_l^{}๐ฒ_l^{})|\frac{\gamma ^h|๐(๐ฑ๐ฒ)|}{2n+1}.$$
$`(3.58)`$
It follows that, given any $`N0`$, for the corresponding propagator we can use, instead of the bound (I3.116), the following one:
$$\begin{array}{cc}& \left|\stackrel{~}{}_{j_\alpha (f_l^{})}^{q_\alpha (f_l^{})}\stackrel{~}{}_{j_\alpha (f_l^+)}^{q_\alpha (f_l^+)}[d_{j_\alpha (l)}^{b_\alpha (l)}(๐ฑ_l^{}(t_l),๐ฒ_l^{}(s_l))\overline{}_1^{m_l}g_{\omega _l^{},\omega _l^+}^{(h_v)}(๐ฑ_l^{}(t_l)๐ฒ_l^{}(s_l))]\right|\hfill \\ & \frac{\gamma ^{h_v[1+q_\alpha (f_l^+)+q_\alpha (f_l^{})+m(f_l^{})+m(f_l^+)b_\alpha (l)]}}{1+[\gamma ^{h_v}|๐(๐ฑ_l^{}(t_l)๐ฒ_l^{}(s_l))|]^3}\left(\frac{|\sigma _{h_v}|}{\gamma ^{h_v}}\right)^{\rho _l}\frac{C_N(2n+1)^N}{1+[\gamma ^h|๐(๐ฑ๐ฒ)|]^N}.\hfill \end{array}$$
$`(3.59)`$
For all others propagators we use again the bound (I3.116) with $`N=3`$ and we proceed as in ยงI3.15, recalling that we have to substitute in (I3.118) $`d(๐ฑ_{v_0}\backslash \overline{๐ฑ})`$ with $`d\widehat{๐ฑ}_{v_0}`$. This implies that, in the r.h.s. of (I3.119), one has to eliminate one $`d๐ซ_l`$ factor and, of course, this can be done in an arbitrary way. We choose to eliminate the integration over the $`๐ซ_l`$ corresponding to a propagator of scale $`h`$ (there is at least one of them), so that the bound (I3.118) is improved by a factor $`\gamma ^{2h}`$.
At the end, we get
$$\begin{array}{cc}& |G_{l,L,\beta }^{(h,h_r)}(๐ฑ,\tau ,๐,๐ซ,T,\alpha )|(C\epsilon _h)^nC_N(2n+1)^N\frac{\gamma ^{2h}}{1+[\gamma ^h๐(๐ฑ)]^N}\hfill \\ & \left(\frac{Z_{h_๐ฑ}^{(i_๐ฑ)}Z_h}{Z_{h_๐ฑ1}Z_h^{(i_๐ฑ)}}\right)\left(\frac{Z_{h_๐ฒ}^{(i_๐ฒ)}Z_h}{Z_{h_๐ฒ1}Z_h^{(i_๐ฒ)}}\right)\underset{v\text{not e.p.}}{}\{\frac{1}{s_v!}C^{_{i=1}^{s_v}|P_{v_i}||P_v|}\hfill \\ & (Z_{h_v}/Z_{h_v1})^{|P_v|/2}\gamma ^{[2+\frac{|P_v|}{2}+l_v+z(P_v,l_v)+\frac{\stackrel{~}{z}(P_v,l_v)}{2}]}.\}\hfill \end{array}$$
$`(3.60)`$
We can now perform as in ยงI3.14 the various sums in the r.h.s. of (3.40). There are some differences in the sum over the scale labels, but they can be easily treated. First of all, one has to take care of the factors $`(Z_{h_๐ฑ}^{(i_๐ฑ)}Z_h)/(Z_{h_๐ฑ1}Z_h^{(i_๐ฑ)})`$ and $`(Z_{h_๐ฒ}^{(i_๐ฒ)}Z_h)/(Z_{h_๐ฒ1}Z_h^{(i_๐ฒ)})`$. However, by using (3.29) and (3.38), it is easy to see that these factors have the only effect to add to the final bound a factor $`\gamma ^{C|\lambda _1|(h_vh_v^{})}`$ for each non trivial vertex $`v`$ containing one of the special endpoints and strictly following the vertex $`v_{๐ฑ,๐ฒ}`$; this has a negligible effect, thanks to analogous of the bound (I3.111), valid in this case. The other difference is in the fact that, instead of fixing the scale of the root, we have now to fix the scale of $`v_{๐ฑ,๐ฒ}`$. However, this has no effect, since we bound the sum over the scales with the sum over the the differences $`h_vh_v^{}`$.
The previous considerations are sufficient to get the bound (3.43) for $`G_{1,L,\beta }^{(h)}(๐ฑ)`$ and $`G_{2,L,\beta }^{(h)}(๐ฑ)`$. In order to explain the factor $`\gamma ^{\vartheta h}`$ multiplying $`G_{3,L,\beta }^{(h)}(๐ฑ)`$, one has to note that the trees whose normal endpoints are all of scale lower than $`2`$ give no contribution to $`G_{3,L,\beta }^{(h)}(๐ฑ)`$. In fact, these endpoints have the property that $`_{fP_v}\sigma (f)=0`$, while this condition is satisfied from one of the special endpoints but not from the other, in any tree contributing to $`G_{3,L,\beta }^{(h)}(๐ฑ)`$. It follows, since any propagator couples two fields with different $`\sigma `$ indices, that it is possible to produce a non zero contribution to $`G_{3,L,\beta }^{(h)}(๐ฑ)`$, only if there is at least one endpoint of scale $`2`$; this allows to extract from the bound a factor $`\gamma ^{\vartheta h}`$, with $`0<\vartheta <1`$, as remarked many times before.
We now want to show that $`G_{1,L,\beta }^{(h)}(๐ฑ)`$ and $`G_{2,L,\beta }^{(h)}(๐ฑ)`$ can be decomposed as in (3.44), so that the bounds (3.46), (3.47) and (3.45) are satisfied. To begin with, we define $`r_{i,L,\beta }^{(h)}(๐ฑ)`$, $`i=1,2`$, by using the definition (3.40) of $`G_{i,L,\beta }^{(h)}(๐ฑ)`$, with the constraint that the sum is restricted to the trees, which contain at least one endpoint of scale $`h_v=2`$; this implies, in particular, that $`G_{i,L,\beta }^{(+1)}(๐ฑ)r_{i,L,\beta }^{(+1)}(๐ฑ)=0`$. Moreover, in the remaining trees, we decompose the propagators in the following way:
$$g_{\omega ,\omega ^{}}^{(h)}(๐ฑ)=\overline{g}_{\omega ,\omega ^{}}^{(h)}(๐ฑ)+\delta g_{\omega ,\omega ^{}}^{(h)}(๐ฑ),$$
$`(3.61)`$
where $`\overline{g}_{\omega ,\omega ^{}}^{(h)}(๐ฑ)`$ is defined by putting, in the r.h.s. of (I2.94), $`(v_0^{}k^{})`$ in place of $`E(k^{})`$, and we absorb in $`r_{i,L,\beta }^{(h)}(๐ฑ)`$ the terms containing at least one propagator $`\delta g_{\omega ,\omega ^{}}^{(h)}(๐ฑ)`$, which is of size $`\gamma ^{2h}`$. The substitution of $`(v_0^{}k^{})`$ in place of $`E(k^{})`$ is done also in the definition of the $``$ operator, so producing other โcorrectionsโ, to be added to $`r_{i,L,\beta }^{(h)}(๐ฑ)`$. An argument similar to that used for $`G_{3,L,\beta }^{(h)}(๐ฑ)`$ easily allows to prove the bound (3.46).
$`_{\sigma =\pm 1}\mathrm{exp}(i\sigma p_Fx)s_{1,\sigma ,L,\beta }^{(h)}(๐ฑ)`$ and $`s_{2,L,\beta }^{(h)}(๐ฑ)`$ will denote the sum of the trees contributing to $`G_{1,L,\beta }^{(h)}(๐ฑ)`$ $`r_{1,L,\beta }^{(h)}(๐ฑ)`$ and $`G_{2,L,\beta }^{(h)}(๐ฑ)`$ $`r_{2,L,\beta }^{(h)}(๐ฑ)`$, respectively, which have at least one endpoint of type $`\nu `$ or $`\delta `$.
Let us now consider the โleadingโ contribution to $`G_{2,L,\beta }^{(h)}(๐ฑ)`$, which is defined by the second of the equations (3.44) as $`\overline{G}_{2,L,\beta }^{(h)}(๐ฑ)`$ and is obtained by using again (3.40), but with the constraint that the sum over the trees is restricted to those having only endpoints with scale $`h_v1`$ and only normal endpoints of type $`\lambda `$. Moreover we have to use everywhere the propagator $`\overline{g}_{\omega ,\omega ^{}}^{(h)}(๐ฑ)`$, which has well defined parity properties in the $`๐ฑ`$ variables; it is odd, if $`\omega =\omega ^{}`$, and even, if $`\omega =\omega ^{}`$.
Note that all the normal endpoints with $`h_v1`$ are such that $`_{fI_v}\sigma (f)=0`$ and that this property is true also for the special endpoints, which have to be of type $`Z^{(2)}`$; hence there is no oscillating factor in the kernels associated with the endpoints, which are suitable constants (the associated effective potential terms are local). It follows that any graph contributing to $`\overline{G}_{2,L,\beta }^{(h)}(๐ฑ)`$ is given, up to a constant, by an integral over the product of an even number of propagators (we are using here the fact that there is no endpoint of type $`\nu `$ or $`\delta `$). Moreover, since all the endpoints satisfy also the condition $`_{fI_v}\sigma (f)\omega (f)=0`$, which is violated by the set of two lines connected by a non diagonal propagator, the number of non diagonal propagators has to be even. These remarks immediately imply that $`\overline{G}_{2,L,\beta }^{(h)}(๐ฑ)=\overline{G}_{2,L,\beta }^{(h)}(๐ฑ)`$.
In order to prove the bound (3.47) for $`\overline{G}_{2,L,\beta }^{(h)}(๐ฑ)`$, we observe that, since the propagators only couple fields with different $`\sigma `$ indices and $`_{fI_v}\sigma (f)=0`$, given any tree $`\tau `$ contributing to $`\overline{G}_{2,L,\beta }^{(h)}(๐ฑ)`$ and any $`v\tau `$, we must have
$$\underset{fP_v}{}\sigma (f)=0.$$
$`(3.62)`$
Let us now consider the vertex $`\overline{v}_0`$, defined as in ยง3.9, that is the higher vertex $`v\tau `$, such that both $`๐ฑ`$ and $`๐ฒ=\mathrm{๐}`$ belong to $`๐ฑ_v`$, and let $`v_๐ฑ`$ be the vertex immediately following $`\overline{v}_0`$, such that $`๐ฑv_๐ฑ`$. We can associate with $`v_๐ฑ`$ a contribution to $`^h(\psi ^{(h)},\varphi )`$ (recall that $`h`$ is the scale of $`\overline{v}_0`$ and hence the scale of the external fields of $`v_๐ฑ`$), with $`m=1`$ and $`2n=P_{v_๐ฑ}`$ (see (3.6)), whose kernel is of the form, thanks to (3.62)
$$\begin{array}{cc}& B(๐ฑ;๐ฒ_1,\mathrm{},๐ฒ_{2n})=\frac{1}{(L\beta )^{2n+1}}\underset{๐ฉ,๐ค_1^{},\mathrm{},๐ค_{2n}^{}}{}e^{i\mathrm{๐ฉ๐ฑ}i_{r=1}^{2n}\sigma _r๐ค_r^{}๐ฒ_r}\hfill \\ & \widehat{B}(๐ฉ;๐ค_1^{},\mathrm{},๐ค_{2n1}^{})\delta (\underset{r=1}{\overset{2n}{}}\sigma _r๐ค_r^{}๐ฉ).\hfill \end{array}$$
$`(3.63)`$
If we apply the differential operator $`_0^{m_0}`$ to $`\overline{G}_{2,L,\beta }^{(h)}(๐ฑ)`$, this operator acts on $`B(๐ฑ;๐ฒ_1,\mathrm{},๐ฒ_{2n})`$, so that its Fourier transform is multiplied by $`(ip_0)^{m_0}`$; since $`p_0=_{r=1}^{2n}\sigma _rk_{r0}`$ and the external fields of $`v_๐ฑ`$ are contracted on a scale smaller or equal to $`h`$, it is easy to see that there is an improvement on the bound of $`_0\overline{G}_{2,L,\beta }^{(h)}(๐ฑ)`$, with respect to the bound of $`\overline{G}_{2,L,\beta }^{(h)}(๐ฑ)`$, of a factor $`c_{m_0}\gamma ^{hm_0}`$, for a suitable constant $`c_{m_0}`$. We are using here the fact that $`\overline{G}_{i,L,\beta }^{(+1)}(๐ฑ)=0`$, so that we can suppose $`h0`$, otherwise we would be involved with the singularity of the scale $`1`$ propagator $`g_{\omega _l^{},\omega _l^+}^{(1)}(๐ฑ_l๐ฒ_l)`$ at $`x_ly_l=0`$, which allows to get uniform bounds on the derivatives only for $`|x_ly_l|`$ bounded below, a condition not verified in general.
Let us now consider $`\overline{}_1^{m_1}\overline{G}_{2,L,\beta }^{(h)}(๐ฑ)`$ (see (I3.6) for the definition of $`\overline{}_1`$). By using (I2.62) and the conservation of the spatial momentum, we find that $`\overline{}_1^{m_1}`$ acts on $`B(๐ฑ;๐ฒ_1,\mathrm{},๐ฒ_{2n})`$, so that its Fourier transform is multiplied by $`\mathrm{sin}(px)^{m_1}`$, with $`p=_{r=1}^{2n}\sigma _rk_r^{}`$ $`+2\pi m`$, where $`m`$ is an arbitrary integer and $`p`$ is chosen so that $`|p|\pi `$. If $`m=0`$, we proceed as in the case of the time derivative, otherwise we note that the support properties of the external fields, see ยงI2.2, implies that $`|_{r=1}^{2n}\sigma _rk_r^{}|2na_0\gamma ^h`$; hence, if $`|m|>0`$, $`2n(\pi /a_0)\gamma ^h`$. Since the number of endpoints following $`v_๐ฑ`$ is proportional to $`2n`$ and each endpoint carries a small factor of order $`\lambda _1`$, it is clear that, if $`\lambda _1`$ is small enough, we get an improvement in the bound of the terms with $`|m|>0`$, with respect to the corresponding contributions to $`\overline{G}_{2,L,\beta }^{(h)}(๐ฑ)`$, of a factor $`\mathrm{exp}(C\gamma ^h)c_{m_1}\gamma ^{hm_1}`$, for some constant $`c_{m_1}`$. In the same manner, we can treat the operator $`D_{m_0,m_1}`$, so proving the bound (3.47) for $`D_{m_0,m_1}\overline{G}_{2,L,\beta }^{(h)}(๐ฑ)`$.
Let us now consider $`G_{1,L,\beta }^{(h)}(๐ฑ๐ฒ)r_{1,L,\beta }^{(h)}(๐ฑ๐ฒ)`$. In this case the kernels of the two special endpoints $`๐ฑ`$ and $`๐ฒ`$ are equal to $`\mathrm{exp}(2i\sigma _๐ฑp_Fx)`$ and $`\mathrm{exp}(2i\sigma _๐ฒp_Fy)`$, respectively. However, since the propagators couple fields with different $`\sigma `$ indices and all the other endpoints satisfy the condition $`_{fI_v}\sigma (f)=0`$, $`\sigma _๐ฑ=\sigma _๐ฒ`$ and we can write
$$G_{1,L,\beta }^{(h)}(๐ฑ๐ฒ)r_{1,L,\beta }^{(h)}(๐ฑ๐ฒ)=\frac{1}{2}\underset{\sigma =\pm 1}{}e^{2i\sigma p_F(xy)}\left[\overline{G}_{1,\sigma }^{(h)}(๐ฑ๐ฒ)+2s_{1,\sigma ,L,\beta }^{(h)}(๐ฑ๐ฒ)\right],$$
$`(3.64)`$
with $`\overline{G}_{1,\sigma }^{(h)}(๐ฑ)`$ having the same properties as $`\overline{G}_2^{(h)}(๐ฑ)`$; in particular it is an even function of $`๐ฑ`$ and satisfies the bound (3.47). Moreover, it is easy to see that $`\overline{G}_{1,+}^{(h)}(๐ฑ๐ฒ)`$ is equal to $`\overline{G}_{1,}^{(h)}(๐ฒ๐ฑ)=\overline{G}_{1,}^{(h)}(๐ฑ๐ฒ)`$, hence $`\overline{G}_{1,\sigma }^{(h)}(๐ฒ๐ฑ)`$ is independent of $`\sigma `$ and we get the decomposition in the first line of (3.44), with $`\overline{G}_1^{(h)}(๐ฑ๐ฒ)`$ satisfying (3.47) and (3.45).
The bound (3.48) is proved in the same way as the bound (3.47). The factor $`[\gamma ^{\vartheta (hh^{})}+\gamma ^{\vartheta h}]`$ in the r.h.s. comes from the fact that the trees contributing to $`s_{1,\sigma ,L,\beta }^{(h)}(๐ฑ)`$ and $`s_{2,L,\beta }^{(h)}(๐ฑ)`$ have at least one vertex of type $`\nu `$ or $`\delta `$, whose running constants satisfy (2.17) and (2.57).
Note that $`s_{1,\sigma ,L,\beta }^{(h)}(๐ฑ)`$ and $`s_{2,L,\beta }^{(h)}(๐ฑ)`$ are not even functions of $`๐ฑ`$ and that $`s_{1,\sigma ,L,\beta }^{(h)}(๐ฑ)`$ is not independent of $`\sigma `$.
In order to complete the proof of Theorem 3.8, we observe that all the functions appearing in the r.h.s. of (3.39), as well as those defined in (3.44), clearly converge, as $`L,\beta \mathrm{}`$, and that their limits can be represented in the same way as the finite $`L`$ and $`\beta `$ quantities, by substituting all the propagators with the corresponding limits. This follows from the tree structure of our expansions and some straightforward but lengthy standard arguments; we shall omit the details.
Let us consider, in particular, the limits $`G_i^{(h)}(๐ฑ)`$ of the functions $`G_{i,L,\beta }^{(h)}(๐ฑ)`$. Their tree expansions contain only trees with endpoints of scale $`h_v1`$, which are associated with local terms of type $`\lambda `$ or of the form (3.13) and (3.14), whose $`\psi `$ fields are of scale less or equal to $`0`$. The support properties of the field Fourier transform imply that the local terms of type $`\lambda `$ can be rewritten by substituting the sum over the corresponding lattice space point with a continuous integral over $`\text{}^1`$. We can of course use these new expressions to build the expansions, since the propagators of scale $`h0`$, in the limit $`L,\beta \mathrm{}`$, are well defined smooth functions on $`\text{}^2`$. For the same reason, the tree expansions are well defined also if the space points associated with the special endpoints vary over $`\text{}^1`$, instead of $`\text{}^1`$; therefore there is a natural way to extend to $`\text{}^2`$ the functions $`G_i^{(h)}(๐ฑ)`$, which of course satisfy the bound (3.47), with the continuous derivative $`_1`$ in place of the discrete one and $`|๐ฑ|`$ in place of $`|๐(๐ฑ)|`$, as well as the analogous of identity (3.45).
The function $`G_{1,L,\beta }^{(h)}(๐ฑ)`$ satisfies also another symmetry relation, related with a remarkable property of the propagators $`\overline{g}_{\omega ,\omega ^{}}^{(h)}`$, see (3.61), appearing in its expansion, that is
$$\begin{array}{cc}\hfill \overline{g}_{\omega ,\omega }^{(h)}(x,x_0)& =i\omega \overline{g}_{\omega ,\omega }^{(h)}(v_0^{}x_0,\frac{x}{v_0^{}}),\hfill \\ \hfill \overline{g}_{\omega ,\omega }^{(h)}(x,x_0)& =\overline{g}_{\omega ,+\omega }^{(h)}(v_0^{}x_0,\frac{x}{v_0^{}}).\hfill \end{array}$$
$`(3.65)`$
On the other hand, each tree contributing to $`G_{1,L,\beta }^{(h)}(๐ฑ)`$ with $`n`$ normal endpoints (which are all of type $`\lambda `$) can be written as a sum of Feynman graphs (if we use the representation of the regularization operator as acting on the kernels, see ยงI3), built by using $`4n+4`$ $`\psi `$ fields, $`2n+2`$ with $`\omega =+1`$ and $`2n+2`$ with $`\omega =1`$, hence containing the same number of propagators $`\overline{g}_{+1,+1}^{(h)}`$ and $`\overline{g}_{1,1}^{(h)}`$ and, by the argument used in the proof of (3.45), an even number of non diagonal propagators. Then, by using (3.65), we can easily show that the value of any graph, calculated at $`(x,x_0)`$, is equal to the value at $`(v_0^{}x_0,x/v_0^{})`$ of the graph with the same structure but opposite values for the $`\omega `$-indices of all propagators, which implies (3.49).
4. Proof of Theorem I1.5
4.1 Theorem I3.12 and the analysis performed in ยง2 and ยง3 imply immediately the statements in item a) of Theorem I1.5, except the continuity of $`\mathrm{\Omega }_{L,\beta }^3(๐ฑ)`$ in $`x_0=0`$, which will be briefly discussed below. Hence, from now on we shall suppose that all parameters are chosen as in item a).
Let us define
$$\eta =\mathrm{log}_\gamma (1+z^{}),z^{}=z_{[h^{}/2]},$$
$`(4.1)`$
$`z_h`$ being defined as in (2.2). The analysis performed in ยง2 allows to show (we omit the details) that there exists a positive $`\vartheta <1`$, such that
$$|z_hz_{h+1}|C\lambda _1^2[\gamma ^{\vartheta (hh^{})}+\gamma ^{\vartheta h}],h^{}h0.$$
$`(4.2)`$
We can write
$$\mathrm{log}_\gamma Z_h=\underset{h^{}=h+1}{\overset{0}{}}\mathrm{log}_\gamma [1+z^{}+(z_h^{}z^{})]=\eta h+\underset{h^{}=h+1}{\overset{0}{}}r_h^{}.$$
$`(4.3)`$
On the other hand, if $`h>[h^{}/2]`$, thanks to (4.2), $`|r_h|C_{h^{}=[h^{}/2]}^{h1}|z_h^{}z_{h^{}+1}|C\lambda _1^2\gamma ^{\vartheta h}`$ and, if $`h[h^{}/2]`$, $`|r_h|C\lambda _1^2\gamma ^{\vartheta (hh^{})}`$; it follows that
$$|r_h|C\lambda _1^2[\gamma ^{\vartheta (hh^{})}+\gamma ^{\vartheta h}].$$
$`(4.4)`$
Hence, if we define
$$c_h=\frac{\gamma ^{\eta h}}{Z_{h1}},$$
$`(4.5)`$
we get immediately the bound
$$|c_h1|C\lambda _1^2.$$
$`(4.6)`$
In a similar way, if we define
$$\stackrel{~}{\eta }_1=\mathrm{log}_\gamma (1+z_{[h^{}/2]}^{(1)}),c_h^{(1)}=\frac{\gamma ^{\stackrel{~}{\eta }_1h}}{Z_h^{(1)}},$$
$`(4.7)`$
$`z_h^{(1)}`$ being defined by (3.18), we get the bound
$$|c_h^{(1)}1|C|\lambda _1|.$$
$`(4.8)`$
Bounds similar to (4.7) and (4.8) are valid also for the constants $`Z_h^{(2)}`$, but in this case Theorem 3.6 implies a stronger result; if we define
$$c_h^{(2)}=\frac{Z_h^{(2)}}{Z_{h1}},$$
$`(4.9)`$
then
$$|c_h^{(2)}1|C|\lambda _1|.$$
$`(4.10)`$
Let us now consider the terms in the first three lines of the r.h.s. of (3.39) and let us call $`\mathrm{\Omega }_{L,\beta }^{3,0}`$ their sum; we can write
$$\mathrm{\Omega }_{L,\beta }^{3,0}(๐ฑ)=\overline{\mathrm{\Omega }}_{L,\beta }^{3,0}(๐ฑ)+\delta \mathrm{\Omega }_{L,\beta }^{3,0}(๐ฑ),$$
$`(4.11)`$
where $`\overline{\mathrm{\Omega }}_{L,\beta }^{3,0}`$ is obtained from $`\mathrm{\Omega }_{L,\beta }^{3,0}`$ by restricting the sums over $`h`$ and $`h^{}`$ to the values $`0`$ and by substituting the propagators $`g_{\omega ,\omega ^{}}^{(h)}`$ with the propagators $`\overline{g}_{\omega ,\omega ^{}}^{(h)}`$, defined in (3.61). By using the symmetry relations
$$\begin{array}{cc}\hfill \overline{g}_{\omega ,\omega }^{(h)}(x,x_0)& =\overline{g}_{\omega ,\omega }^{(h)}(x,x_0)=\overline{g}_{+,+}^{(h)}(\omega x,x_0),\hfill \\ \hfill \overline{g}_{\omega ,\omega }^{(h)}(๐ฑ)& =\overline{g}_{\omega ,\omega }^{(h)}(๐ฑ)=\omega \overline{g}_{+,}^{(h)}(๐ฑ),\hfill \end{array}$$
$`(4.12)`$
it is easy to show that we can write
$$\overline{\mathrm{\Omega }}_{L,\beta }^{3,0}(๐ฑ)=\mathrm{cos}(2p_Fx)\overline{\mathrm{\Omega }}_{1,L,\beta }(๐ฑ)+\overline{\mathrm{\Omega }}_{2,L,\beta }(๐ฑ),$$
$`(4.13)`$
$$\begin{array}{cc}\hfill \overline{\mathrm{\Omega }}_{1,L,\beta }(๐ฑ)=2\underset{h^{}h,h^{}0}{}\frac{(Z_{hh^{}}^{(1)})^2}{Z_{h1}Z_{h^{}1}}[& \overline{g}_{+,+}^{(h)}(x,x_0)\overline{g}_{+,+}^{(h^{})}(x,x_0)+\hfill \\ & +\overline{g}_{+,}^{(h)}(x,x_0)\overline{g}_{+,}^{(h^{})}(x,x_0)],\hfill \end{array}$$
$`(4.14)`$
$$\begin{array}{cc}\hfill \overline{\mathrm{\Omega }}_{2,L,\beta }(๐ฑ)=\underset{h,h^{}0}{}\frac{(Z_{hh^{}}^{(2)})^2}{Z_{h1}Z_{h^{}1}}[& \underset{\omega }{}\overline{g}_{+,+}^{(h)}(\omega x,x_0)\overline{g}_{+,+}^{(h^{})}(\omega x,x_0)\hfill \\ & 2\overline{g}_{+,}^{(h)}(x,x_0)\overline{g}_{+,}^{(h^{})}(x,x_0)].\hfill \end{array}$$
$`(4.15)`$
By using (3.39), (3.44), (4.13) and the fact that $`G_{i,L,\beta }^{(+1)}(๐ฑ)r_{i,L,\beta }^{(+1)}(๐ฑ)=0`$ for $`i=1,2`$, we can decompose $`\mathrm{\Omega }_{L,\beta }^3`$ as in (I1.13), by defining
$$\mathrm{\Omega }_{L,\beta }^{3,a}(๐ฑ)=\overline{\mathrm{\Omega }}_{1,L,\beta }(๐ฑ)+\underset{h=h^{}}{\overset{0}{}}\left(\frac{Z_h^{(1)}}{Z_h}\right)^2\overline{G}_{1,L,\beta }^{(h)}(๐ฑ),$$
$`(4.16)`$
$$\mathrm{\Omega }_{L,\beta }^{3,b}(๐ฑ)=\overline{\mathrm{\Omega }}_{2,L,\beta }(๐ฑ)+\underset{h=h^{}}{\overset{0}{}}\left(\frac{Z_h^{(2)}}{Z_h}\right)^2\overline{G}_{2,L,\beta }^{(h)}(๐ฑ),$$
$`(4.17)`$
$$\begin{array}{cc}\hfill \mathrm{\Omega }_{L,\beta }^{3,c}(๐ฑ)=\delta \mathrm{\Omega }_{L,\beta }^{3,0}(๐ฑ)+\underset{h=h^{}}{\overset{1}{}}& \{\left(\frac{Z_h^{(1)}}{Z_h}\right)^2r_{1,L,\beta }^{(h)}(๐ฑ)+\left(\frac{Z_h^{(2)}}{Z_h}\right)^2r_{2,L,\beta }^{(h)}(๐ฑ)+\hfill \\ & +\frac{Z_h^{(1)}Z_h^{(2)}}{Z_h^2}G_{3,L,\beta }^{(h)}(๐ฑ)\}+s_{L,\beta }(๐ฑ),\hfill \end{array}$$
$`(4.18)`$
$$s_{L,\beta }(๐ฑ)=\underset{h=h^{}}{\overset{0}{}}\left\{\underset{\sigma =\pm 1}{}e^{2i\sigma p_Fx}\left(\frac{Z_h^{(1)}}{Z_h}\right)^2s_{1,\sigma ,L,\beta }^{(h)}(๐ฑ)+\left(\frac{Z_h^{(2)}}{Z_h}\right)^2s_{2,L,\beta }^{(h)}(๐ฑ)\right\}.$$
$`(4.19)`$
Theorem 3.8 implies that $`\mathrm{\Omega }_{L,\beta }^{3,a}(๐ฑ)`$, $`\mathrm{\Omega }_{L,\beta }^{3,b}(๐ฑ)`$ and $`s_{L,\beta }(๐ฑ)`$ are smooth functions of $`x_0`$, essentially because their expansions do not contain any graph with a propagator of scale $`+1`$ (this propagator has a discontinuity at $`x_0=0`$). The function $`\mathrm{\Omega }_{L,\beta }^{3,c}(๐ฑ)`$ is not differentiable at $`x_0=0`$, but it is in any case continuous, since all graphs contributing to it have a Fourier transform decaying at least as $`k_0^2`$ as $`k_0\mathrm{}`$.
4.2 We want now to prove the bounds in item b) of Theorem I1.5. To start with, we consider the function $`\overline{\mathrm{\Omega }}_{1,L,\beta }(๐ฑ)`$ defined in (4.14) and note that it can be written in the form
$$\overline{\mathrm{\Omega }}_{1,L,\beta }(๐ฑ)=\underset{h=h^{}}{\overset{0}{}}\left(\frac{Z_h^{(1)}}{Z_h}\right)^2\overline{\mathrm{\Omega }}_{1,L,\beta }^{(h)}(๐ฑ),$$
$`(4.20)`$
with $`\overline{\mathrm{\Omega }}_{1,L,\beta }^{(h)}(๐ฑ)`$ satisfying a bound similar to that proved for $`\overline{G}_{1,L,\beta }^{(h)}(๐ฑ)`$, see (3.47), that is
$$|D_{m_0,m_1}\overline{\mathrm{\Omega }}_{1,L,\beta }^{(h)}(๐ฑ)|C_{N,m_0,m_1}\frac{\gamma ^{2h}\gamma ^{h(m_0+m_1)}}{1+[\gamma ^h|๐(๐ฑ)|]^N}.$$
$`(4.21)`$
This claim easily follows from Lemma I2.6, together with (4.5) and (4.6). Hence we can write, by using (3.47), (4.6), (4.8) and (4.21), given any positive integers $`n_0`$, $`n_1`$ and putting $`n=n_0+n_1`$,
$$\begin{array}{cc}\hfill |_{x_0}^{n_0}\overline{}_x^{n_1}\mathrm{\Omega }_{L,\beta }^{3,a}(๐ฑ)|& C_{N,n}\underset{h=h^{}}{\overset{0}{}}\frac{\gamma ^{(2+2\eta _1+n)h}}{[1+(\gamma ^h|๐(๐ฑ)|)^N]}\hfill \\ & \frac{C_{N,n}}{|๐(๐ฑ)|^{2+2\eta _1+n}}H_{N,2+2\eta _1+n}(|๐(๐ฑ)|),\hfill \end{array}$$
$`(4.22)`$
where
$$\eta _1=\eta \stackrel{~}{\eta }_1,$$
$`(4.23)`$
$$H_{N,\alpha }(r)=\underset{h=h^{}}{\overset{0}{}}\frac{(\gamma ^hr)^\alpha }{1+(\gamma ^hr)^N}.$$
$`(4.24)`$
By using the second of the definitions (I2.2), the definition (2.8) and the bounds (2.16), (3.29), one can see that the constant $`\eta _1`$ can be represented as in (I1.14).
On the other hand, it is easy to see that, if $`\alpha 1/2`$ and $`N\alpha 1`$, there exists a constant $`C_{N,\alpha }`$ such that
$$H_{N,\alpha }(r)\frac{C_{N,\alpha }}{1+(\mathrm{\Delta }r)^{N\alpha }},\mathrm{\Delta }=\gamma ^h^{}.$$
$`(4.25)`$
The definition (I2.40), the first of definitions (I2.33), the second bound in (I2.34) and the bound (2.56) easily imply that $`\mathrm{\Delta }`$ can be represented as in (I1.19), with $`\eta _2`$ satisfying the second of equations (I1.14).
By using (4.22) and (4.25), one immediately gets the bound (I1.16). A similar procedure allows to get also the bound (I1.17), by using (4.10).
Let us now consider $`\mathrm{\Omega }_{L,\beta }^{3,c}(๐ฑ)`$. By using (3.43) and (3.46), as well as the remark that one gains a factor $`\gamma ^h`$ in the bound of $`g_{\omega ,\omega ^{}}^{(h)}(๐ฑ)\overline{g}_{\omega ,\omega ^{}}^{(h)}(๐ฑ)`$ with respect to the bound of $`\overline{g}_{\omega ,\omega ^{}}^{(h)}(๐ฑ)`$, we get
$$|\mathrm{\Omega }_{L,\beta }^{3,c}(๐ฑ)s_{L,\beta }(๐ฑ)|\frac{C_N}{|๐(๐ฑ)|^2}\left[\frac{H_{N,2+2\eta _1+\vartheta }(|๐(๐ฑ)|)}{|๐(๐ฑ)|^{\vartheta +2\eta _1}}+\frac{H_{N,2+\vartheta }(|๐(๐ฑ)|)}{|๐(๐ฑ)|^\vartheta }\right],$$
$`(4.26)`$
for some positive $`\vartheta <1`$.
The bound of $`s_{L,\beta }(๐ฑ)`$ is slightly different, because of the $`\gamma ^{\vartheta (hh^{})}`$ in the r.h.s. of (3.48). We get, in addition to a term of the same form as the r.h.s. of (4.26), another term of the form
$$\frac{C_N}{|๐(๐ฑ)|^2}(\mathrm{\Delta }|๐(๐ฑ)|)^\vartheta \left[\frac{H_{N,2+2\eta _1\vartheta }(|๐(๐ฑ)|)}{|๐(๐ฑ)|^{2\eta _1}}+H_{N,2\vartheta }(|๐(๐ฑ)|)\right].$$
$`(4.27)`$
The bounds (4.26) and (4.27) immediately imply (I1.18), if $`\lambda `$ is so small that, for example, $`2|\eta _1|\vartheta /2`$.
4.3 We want now to prove the statements in item c) of Theorem I1.5. The existence of the limit as $`L,\beta \mathrm{}`$ of all functions follows from Theorem 3.8. The claim that $`\mathrm{\Omega }^{3,a}(๐ฑ)`$ and $`\mathrm{\Omega }^{3,b}(๐ฑ)`$ are even as functions of $`๐ฑ`$ follows from (3.45) and (4.14)-(4.18). Moreover $`\mathrm{\Omega }^{3,a}(๐ฑ)`$ and $`\mathrm{\Omega }^{3,b}(๐ฑ)`$ are the restriction to $`\text{}\times \text{}`$ of two functions on $`\text{}^2`$, that we shall denote by the same symbols, and $`\mathrm{\Omega }^{3,a}(๐ฑ)`$ satisfies the symmetry relation (I1.22), since this is true for $`lim_{L,\beta \mathrm{}}\overline{\mathrm{\Omega }}_{1,L,\beta }(๐ฑ)`$, as it is easy to check by using (3.65), and for $`\overline{G}_1^{(h)}(๐ฑ)`$, see (3.49).
In order to prove (I1.20), we suppose that $`|๐ฑ|1`$ and we put $`\overline{\mathrm{\Omega }}_i(๐ฑ)=lim_{L,\beta \mathrm{}}\overline{\mathrm{\Omega }}_{i,L,\beta }(๐ฑ)`$; then we define $`\stackrel{~}{\mathrm{\Omega }}_i(๐ฑ)`$, $`i=1,2`$, as the functions which are obtained by making in the r.h.s. of (4.14) and (4.15), evaluated in the limit $`L,\beta \mathrm{}`$, the substitutions
$$\frac{(Z_{hh^{}}^{(1)})^2}{Z_{h1}Z_{h^{}1}}[x^2+(v_0^{}x_0)^2]^{\eta _1},\frac{(Z_{hh^{}}^{(2)})^2}{Z_{h1}Z_{h^{}1}}1.$$
$`(4.28)`$
Note that the choice of $`x^2+(v_0^{}x_0)^2`$, instead of $`x^2+x_0^2`$, which is equivalent for what concerns the following arguments, was done only in order to have a function $`\stackrel{~}{\mathrm{\Omega }}_1(๐ฑ)`$ satisfying the same symmetry relation as $`\overline{\mathrm{\Omega }}_1(๐ฑ)`$ in the exchange of $`(x,x_0)`$ with $`(v_0^{}x_0,x/v_0^{})`$.
It is easy to see that
$$\begin{array}{cc}& |\overline{\mathrm{\Omega }}_1(๐ฑ)\stackrel{~}{\mathrm{\Omega }}_1(๐ฑ)|\frac{C_N}{|๐ฑ|^{2+2\eta _1}}\underset{h^{}h,h^{}0}{}\frac{\gamma ^h|๐ฑ|}{1+(\gamma ^h|๐ฑ|)^N}\frac{\gamma ^h^{}|๐ฑ|}{1+(\gamma ^h^{}|๐ฑ|)^N}\hfill \\ & \left|\left(\frac{x^2+x_0^2}{x^2+(v_0^{}x_0)^2}\right)^{\eta _1}(\gamma ^h|๐ฑ|)^\eta (\gamma ^h^{}|๐ฑ|)^\eta (\gamma ^{hh^{}}|๐ฑ|)^{2\stackrel{~}{\eta }_1}\frac{c_hc_h^{}}{(c_{hh^{}}^{(1)})^2}1\right|.\hfill \end{array}$$
$`(4.29)`$
Note that, if $`r>0`$ and $`\alpha \text{}`$
$$|r^\alpha 1||\alpha \mathrm{log}r|\left(r^\alpha +r^\alpha \right);$$
$`(4.30)`$
Hence, by using (4.6), (4.8), (4.25) and (I1.14), we get
$$|\overline{\mathrm{\Omega }}_1(๐ฑ)\stackrel{~}{\mathrm{\Omega }}_1(๐ฑ)|\frac{|J_3|}{|๐ฑ|^{2+2\eta _1}}\frac{C_N}{1+(\mathrm{\Delta }|๐ฑ|)^N}.$$
$`(4.31)`$
In the same way, one can show that
$$|\overline{\mathrm{\Omega }}_2(๐ฑ)\stackrel{~}{\mathrm{\Omega }}_2(๐ฑ)|\frac{|J_3|}{|๐ฑ|^2}\frac{C_N}{1+(\mathrm{\Delta }|๐ฑ|)^N}.$$
$`(4.32)`$
Let us now define
$$\mathrm{\Omega }_1^{}(๐ฑ)=\frac{2}{[x^2+(v_0^{}x_0)^2]^{\eta _1}}\frac{1}{(v_0^{})^2}g_{}(x/v_0^{},x_0)g_{}(x/v_0^{},x_0),$$
$`(4.33)`$
$$\mathrm{\Omega }_2^{}(๐ฑ)=\frac{1}{(v_0^{})^2}\underset{\omega =\pm 1}{}g_{}(\omega x/v_0^{},x_0)g_{}(\omega x/v_0^{},x_0),$$
$`(4.34)`$
where
$$g_{}(๐ฑ)=\frac{1}{(2\pi )^2}๐๐คe^{i\mathrm{๐ค๐ฑ}}\frac{\chi _0(๐ค)}{ik_0+k},$$
$`(4.35)`$
$`\chi _0(๐ค)`$ being a smooth function of $`๐ค`$, which is equal to $`1`$, if $`|๐ค|t_0`$, and equal to $`0`$, if $`|๐ค|\gamma t_0`$ (see ยงI2.3 for the definition of $`t_0`$).
It is easy to check that $`\mathrm{\Omega }_i^{}(๐ฑ)`$, $`i=1,2`$, is obtained from $`\stackrel{~}{\mathrm{\Omega }}_i(๐ฑ)`$ by making in the $`L,\beta =\mathrm{}`$ expression of the propagators $`\overline{g}_{\omega ,\omega ^{}}^{(h)}(๐ฑ)`$, which are evaluated from (I2.92), if $`h^{}<h0`$, and (I2.120), if $`h=h^{}`$, the following substitutions:
$$\sigma _{h1}(๐ค^{})0,\stackrel{~}{f}_h(๐ค^{})f_h(๐ค^{}).$$
$`(4.36)`$
Hence, by using also the remark that, by (I2.116) and (2.54), $`|\sigma _h/\gamma ^h|C\gamma ^{(hh^{})/2}`$, it is easy to show that
$$|\mathrm{\Omega }_1^{}(๐ฑ)\stackrel{~}{\mathrm{\Omega }}_1(๐ฑ)|\frac{C_N}{|๐ฑ|^{2+2\eta _1}}H_{N,1}(\mathrm{\Delta }|๐ฑ|)\left[\lambda _1^2H_{N,1}(\mathrm{\Delta }|๐ฑ|)+(\mathrm{\Delta }|๐ฑ|)^{1/2}H_{N,1/2}(\mathrm{\Delta }|๐ฑ|)\right].$$
$`(4.37)`$
In a similar way, one can show also that
$$|\mathrm{\Omega }_2^{}(๐ฑ)\stackrel{~}{\mathrm{\Omega }}_2(๐ฑ)|\frac{C_N}{|๐ฑ|^2}H_{N,1}(\mathrm{\Delta }|๐ฑ|)\left[\lambda _1^2H_{N,1}(\mathrm{\Delta }|๐ฑ|)+(\mathrm{\Delta }|๐ฑ|)^{1/2}H_{N,1/2}(\mathrm{\Delta }|๐ฑ|)\right].$$
$`(4.38)`$
Moreover, by an explicit calculation, one finds that, if $`|๐ฑ|1`$,
$$g_{}(๐ฑ)=\frac{x_0ix}{2\pi |๐ฑ|^2}F(๐ฑ),$$
$`(4.39)`$
where $`F(๐ฑ)`$ is a smooth function of $`๐ฑ`$, satisfying the bound
$$|F(๐ฑ)1|\frac{C_N}{1+|๐ฑ|^N}.$$
$`(4.40)`$
The bounds (4.31) and (4.32), the similar bounds satisfied by $`|\mathrm{\Omega }^{3,a}(๐ฑ)\overline{\mathrm{\Omega }}_1(๐ฑ)|`$ and $`|\mathrm{\Omega }^{3,b}(๐ฑ)\overline{\mathrm{\Omega }}_2(๐ฑ)|`$ and the equations (4.37)-(4.40) allow to prove very easily (I1.20) and (I1.21).
4.4 We still have to prove the statements in items d) and e) of Theorem I1.5. By using I(1.13), (4.18) and (4.19), we see that
$$\begin{array}{cc}\hfill \widehat{\mathrm{\Omega }}^3(๐ค)& =\underset{\sigma =\pm 1}{}\left[\frac{1}{2}\widehat{\mathrm{\Omega }}^{3,a}(k+2\sigma p_F,k_0)+\widehat{s}_{1,\sigma }(k+2\sigma p_F,k_0)\right]+\hfill \\ & +\widehat{\mathrm{\Omega }}^{3,b}(๐ค)+\widehat{s}_2(๐ค)+\widehat{\delta \mathrm{\Omega }}^{3,c}(๐ค),\hfill \end{array}$$
$`(4.41)`$
where we used the definitions
$$s_{1,\sigma }(๐ฑ)=\underset{h=h^{}}{\overset{0}{}}\left(\frac{Z_h^{(1)}}{Z_h}\right)^2s_{1,\sigma }^{(h)}(๐ฑ),s_2(๐ฑ)=\underset{h=h^{}}{\overset{0}{}}\left(\frac{Z_h^{(2)}}{Z_h}\right)^2s_2(h)(๐ฑ),$$
$`(4.42)`$
$$\delta \mathrm{\Omega }^{3,c}(๐ฑ)=\mathrm{\Omega }^{3,c}(๐ฑ)s(๐ฑ).$$
$`(4.43)`$
Since any graph contributing to the expansion of $`\mathrm{\Omega }^{3,a}(๐ฑ๐ฒ)`$ has only two propagators of scale $`0`$ connected to $`๐ฑ`$ or $`๐ฒ`$, $`\widehat{\mathrm{\Omega }}^{3,a}(๐ค)`$ has support on a set of value of $`๐ค`$ such that $`|k|2\gamma t_0<\pi `$; hence we can calculate $`\widehat{\mathrm{\Omega }}^{3,a}(๐ค)`$ by thinking $`\mathrm{\Omega }^{3,a}(๐ฑ)`$ as a function on $`\text{}^2`$. Let us suppose that $`|๐ค|>0`$ and $`|k||๐ค|/2`$; then
$$\widehat{\mathrm{\Omega }}^{3,a}(๐ค)=๐๐ฑe^{i\mathrm{๐ค๐ฑ}}\mathrm{\Omega }^{3,a}(๐ฑ)=\frac{i}{k}๐๐ฑ\left[e^{i\mathrm{๐ค๐ฑ}}1\right]_x\mathrm{\Omega }^{3,a}(๐ฑ),$$
$`(4.44)`$
since $`\mathrm{\Omega }^{3,a}(๐ฑ)`$, by (I1.16), is a smooth function of fast decrease as $`|๐ฑ|\mathrm{}`$. If $`|k|<|๐ค|/2`$, it has to be true that $`|k_0||๐ค|/2`$ and we write a similar identity, with $`k_0`$ in place of $`k`$ and $`_{x_0}`$ in place of $`_x`$. In both case we can write, by using (I1.16),
$$|\widehat{\mathrm{\Omega }}^{3,a}(๐ค)|\frac{C}{|๐ค|}_{|๐ฑ||๐ค|^1}\frac{d๐ฑ}{1+|๐ฑ|^{3+2\eta _1}}+C_{|๐ฑ||๐ค|^1}๐๐ฑ\frac{|๐ฑ|}{1+|๐ฑ|^{3+2\eta _1}}.$$
$`(4.45)`$
A even better bound can be proved for $`|\widehat{s}_{1,\sigma }(๐ค)|`$, $`\sigma =\pm 1`$, by using (3.48). Hence, uniformly for $`u0`$, $`|\widehat{\mathrm{\Omega }}^{3,a}(๐ค)|+|\widehat{s}_{1,\sigma }(๐ค)|C|๐ค|^1`$ for $`|๐ค|1`$ and
$$\frac{1}{2}|\widehat{\mathrm{\Omega }}^{3,a}(๐ค)|+|\widehat{s}_{1,\sigma }(๐ค)|C\left[1+\frac{1|๐ค|^{2\eta _1}}{2\eta _1}\right],0<|๐ค|1.$$
$`(4.46)`$
This bound is divergent for $`|๐ค|0`$, if $`\eta _1<0`$, that is if $`J_3<0`$; however, if $`u0`$ and $`|๐ค|\mathrm{\Delta }`$, we easily get from (I1.16) (with $`n=0`$) the better bound
$$\frac{1}{2}|\widehat{\mathrm{\Omega }}^{3,a}(๐ค)|+|\widehat{s}_{1,\sigma }(๐ค)|C\left[1+\frac{1\mathrm{\Delta }^{2\eta _1}}{2\eta _1}\right].$$
$`(4.47)`$
In a similar way, by using (I1.17), one can prove that
$$|\widehat{\mathrm{\Omega }}^{3,b}(๐ค)|+|\widehat{s}_2(๐ค)|C\left[1+\mathrm{log}|๐ค|^1\right],0<|๐ค|1,$$
$`(4.48)`$
$$|\widehat{\mathrm{\Omega }}^{3,b}(๐ค)|+|\widehat{s}_2(๐ค)|C\left[1+\mathrm{log}\mathrm{\Delta }^1\right].$$
$`(4.49)`$
However, a more careful analysis of the Fourier transform of the leading contribution to $`\mathrm{\Omega }^{3,b}(๐ฑ)`$, given by $`\mathrm{\Omega }_2^{}(๐ฑ)`$ (see (4.34)), which takes into account the oddness in the exchange $`(x,x_0)(x_0v_0^{},x/v_0^{})`$, shows that $`|\widehat{\mathrm{\Omega }}_2^{}(๐ค)|C`$. One can show that a similar bound is satisfied by the Fourier transform of the terms contributing to $`\stackrel{~}{\mathrm{\Omega }}_2(๐ฑ)`$ and proportional to $`\sigma _h/\gamma ^h`$. Therefore, in the bounds (4.48) and (4.49), we can multiply by $`J_3`$ both $`\mathrm{log}|๐ค|^1`$ and $`\mathrm{log}\mathrm{\Delta }^1`$.
Let us now consider $`\widehat{\delta \mathrm{\Omega }}^{3,c}(๐ค)`$. By using (4.26), we see immediately that, uniformly in $`๐ค`$ and $`u`$,
$$|\widehat{\delta \mathrm{\Omega }}^{3,c}(๐ค)\widehat{s}(๐ค)|C.$$
$`(4.50)`$
The bounds (4.46)-(4.50), together with the positivity of the leading term in (I1.20) and the remark after (4.49), immediately imply all the claims in item d) of Theorem I1.5.
Let us now consider $`G(x)\mathrm{\Omega }^3(x,0)`$, $`x\text{}`$. It is easy to see, by using the previous results and the fact that also $`s_{1,\sigma }(๐ฑ)`$ and $`s_2(๐ฑ)`$ are even functions of $`๐ฑ`$, that $`G(x)`$ can be written in the form
$$G(x)=\underset{\sigma =\pm 1}{}e^{2i\sigma p_Fx}G_{1,\sigma }(x)+G_2(x)+\delta G(x),$$
$`(4.51)`$
where $`G_{1,\sigma }(x)`$ and $`G_2(x)`$ are the restrictions to of some even smooth functions on , satisfying, for any integers $`n,N0`$, the bounds
$$|_x^nG_{1,\sigma }(x)|\frac{C_{n,N}}{[1+|x|^{2+n+2\eta _1}][1+(\mathrm{\Delta }|x|)^N]},$$
$`(4.52)`$
$$|_x^nG_2(x)|\frac{C_{n,N}}{1+|x|^{2+n}[1+(\mathrm{\Delta }|x|)^N]},$$
$`(4.53)`$
while $`\delta G(x)`$ satisfies the bound
$$|\delta G(x)|\frac{C}{[1+|x|^{2+\vartheta }][1+(\mathrm{\Delta }|x|)^N]},$$
$`(4.54)`$
with some $`\vartheta >0`$.
These properties immediately imply that, uniformly in $`k`$ and $`u`$,
$$|\widehat{G}(k)|+|_k\delta \widehat{G}(k)|C.$$
$`(4.55)`$
Let us now consider $`_k\widehat{G}_{1,\sigma }(k)`$ and note that, if $`|k|>0`$,
$$\begin{array}{cc}\hfill _k\widehat{G}_{1,\sigma }(k)& =\frac{1}{k}๐x[e^{ikx}1]_x[xG_{1,\sigma }(x)]=\hfill \\ & =\frac{1}{k}_{|x||k|^1}๐x[e^{ikx}1]_x[xG_{1,\sigma }(x)]\hfill \\ & \frac{1}{k}_{|x||k|^1}๐x[e^{ikx}1ikx]_x[xG_{1,\sigma }(x)],\hfill \end{array}$$
$`(4.56)`$
where we used the fact that $`_x[xG_{1,\sigma }(x)]`$ is an even function of $`x`$, since $`G_{1,\sigma }(x)`$ is even, see (3.45). Hence, if $`|k|1`$, $`|_k\widehat{G}_{1,\sigma }(k)|C|k|^1`$, while, if $`0<|k|1`$, uniformly in $`u`$,
$$|_k\widehat{G}_{1,\sigma }(k)|C[1+|k|^{2\eta _1}].$$
$`(4.57)`$
In a similar way, we can prove that, uniformly in $`k`$ and $`u`$,
$$|_k\widehat{G}_2(k)|C.$$
$`(4.58)`$
The bound (4.57) is divergent for $`k0`$, if $`J_3<0`$; however, if $`|u|>0`$ and $`|k|\mathrm{\Delta }`$, one can get a better bound, by using the identity
$$_k\widehat{G}_{1,\sigma }(k)=i_{|x|\mathrm{\Delta }^1}๐xe^{ikx}[xG_{1,\sigma }(x)]+i_{|x|\mathrm{\Delta }^1}๐x[e^{ikx}1][xG_{1,\sigma }(x)],$$
$`(4.59)`$
together with (4.52). One finds
$$|_k\widehat{G}_{1,\sigma }(k)|C[1+\mathrm{\Delta }^{2\eta _1}].$$
$`(4.60)`$
The bounds (4.55), (4.58) and (4.60), together with the identity (4.51), imply (I1.24). The statements about the discontinuities of $`_k\widehat{G}(k)`$ at $`u=0`$ and $`k=0,\pm 2p_F`$ follow from an explicit calculation involving the leading contribution, obtained by putting $`A_1(๐ฑ)=A_2(๐ฑ)=0`$ in (I1.20).
5. Proof of the approximate Ward identity (3.35)
5.1 In this section we prove the relation (3.35) between the quantities $`Z_h^{(L)}`$ and $`Z_h^{(2,L)}`$, related to the approximate Luttinger model defined by (3.30) and (3.31).
First of all, we move from the interaction to the free measure (2.30) the term proportional to $`\delta _0^{(L)}`$ and we redefine correspondingly the interaction. This can be realized by slightly changing the free measure normalization (which has no effect on the problem we are studying), by putting $`\delta _0^{(L)}=0`$ in (2.31) and by substituting, in (2.30), $`v_0^{}`$ with $`\overline{v}_0(๐ค^{})=v_0^{}+\delta _0^{(L)}C_0^1(๐ค^{})`$. However, since $`C_0^1(๐ค^{})=1`$ on all scales $`h<0`$, $`Z_h^{(2,L)}`$ and $`Z_h^{(L)}`$ may be modified only by a factor $`\gamma ^{C|\lambda _0^{(L)}|}`$, if we substitute $`\overline{v}_0(๐ค^{})`$ with $`\overline{v}_0\overline{v}_0(\mathrm{๐})`$. It follows that it is sufficient to prove the bound (3.35) for the corresponding free measure
$$\begin{array}{cc}& P^{(L)}(d\psi ^{(0)})=\underset{๐ค^{}:C_0^1(๐ค^{})>0}{}\underset{\omega =\pm 1}{}\frac{d\widehat{\psi }_{๐ค^{},\omega }^{(0)+}d\widehat{\psi }_{๐ค^{},\omega }^{(0)}}{๐ฉ_L(๐ค^{})}\hfill \\ & \mathrm{exp}\left\{\frac{1}{L\beta }\underset{\omega =\pm 1}{}\underset{๐ค^{}:C_0^1(๐ค^{})>0}{}C_0(๐ค^{})\left(ik_0+\omega \overline{v}_0k^{}\right)\widehat{\psi }_{๐ค^{},\omega }^{(0)+}\widehat{\psi }_{๐ค^{},\omega }^{(0)}\right\},\hfill \end{array}$$
$`(5.1)`$
by using as interaction the function
$$V^{(L)}(\psi ^{(0)})=\lambda _0^{(L)}_{\text{๐}_{L,\beta }}๐๐ฑ\psi _{๐ฑ,+1}^{(0)+}\psi _{๐ฑ,1}^{(0)}\psi _{๐ฑ,1}^{(0)+}\psi _{๐ฑ,+1}^{(0)}.$$
$`(5.2)`$
Let us consider, instead of the free measure (5.1), the corresponding measure with infrared cutoff on scale $`h`$, $`h0`$, given by
$$\begin{array}{cc}& P^{(L,h)}(d\psi ^{[h,0]})=\underset{๐ค^{}:C_{h,0}^1(๐ค^{})>0}{}\underset{\omega =\pm 1}{}\frac{d\widehat{\psi }_{๐ค^{},\omega }^{[h,0]+}d\widehat{\psi }_{๐ค^{},\omega }^{[h,0]}}{๐ฉ_L(๐ค^{})}\hfill \\ & \mathrm{exp}\left\{\frac{1}{L\beta }\underset{\omega =\pm 1}{}\underset{๐ค^{}:C_{h,0}^1(๐ค^{})>0}{}C_{h,0}(๐ค^{})\left(ik_0+\omega \overline{v}_0k^{}\right)\widehat{\psi }_{๐ค^{},\omega }^{[h,0]+}\widehat{\psi }_{๐ค^{},\omega }^{[h,0]}\right\},\hfill \end{array}$$
$`(5.3)`$
where $`C_{h,0}^1=_{k=h}^0f_k`$.
We will find convenient to write the above integration in terms of the space-time field variables; if we put
$$๐\psi ^{[h,0]}=\underset{๐ค^{}:C_{h,0}^1(๐ค^{})>0}{}\underset{\omega =\pm 1}{}\frac{d\widehat{\psi }_{๐ค^{},\omega }^{[h,0]+}d\widehat{\psi }_{๐ค^{},\omega }^{[h,0]}}{๐ฉ_L(๐ค^{})},$$
$`(5.4)`$
we can rewrite (5.3) as
$$P^{(L,h)}(d\psi ^{[h,0]})=๐\psi ^{[h,0]}\mathrm{exp}\left[\underset{\omega }{}_{\text{๐}_{L,\beta }}๐๐ฑ\psi _{๐ฑ,\omega }^{[h,0]+}D_\omega ^{[h,0]}\psi _{๐ฑ,\omega }^{[h,0]}\right],$$
$`(5.5)`$
where
$$D_\omega ^{[h,0]}\psi _{๐ฑ,\omega }^{[h,0]\sigma }=\frac{1}{L\beta }\underset{๐ค^{}:C_{h,0}^1(๐ค^{})>0}{}e^{i\sigma ๐ค^{}๐ฑ}C_{h,0}(๐ค^{})(i\sigma k_0\omega \sigma \overline{v}_0k^{})\widehat{\psi }_{๐ค^{},\omega }^{[h,0]\sigma }.$$
$`(5.6)`$
$`D_\omega ^{[h,0]}`$ has to be thought as a โregularizationโ of the linear differential operator
$$D_\omega =\frac{}{x_0}+i\omega \overline{v}_0\frac{}{x}.$$
$`(5.7)`$
Let us now introduce the external field variables $`\varphi _{๐ฑ,\omega }^\sigma `$, $`๐ฑ\text{๐}_{L,\beta }`$, $`\omega =\pm 1`$, antiperiodic in $`x_0`$ and $`x`$ and anticommuting with themselves and $`\psi _{๐ฑ,\omega }^{[h,0]\sigma }`$, and let us define
$$U(\varphi )=\mathrm{log}P^{(L,h)}(d\psi ^{[h,0]})e^{V^{(L)}(\psi ^{[h,0]}+\varphi )}.$$
$`(5.8)`$
If we perform the gauge transformation
$$\psi _{๐ฑ,\omega }^{[h,0]\sigma }e^{i\sigma \alpha _๐ฑ}\psi _{๐ฑ,\omega }^{[h,0]\sigma },$$
$`(5.9)`$
and we define $`(e^{i\alpha }\varphi )_{๐ฑ,\omega }^\sigma =e^{i\sigma \alpha _๐ฑ}\varphi _{๐ฑ,\omega }^\sigma `$, we get
$$\begin{array}{cc}\hfill U(\varphi )& =\mathrm{log}P^{(L,h)}(d\psi ^{[h,0]})\mathrm{exp}\{V^{(L)}(\psi ^{[h,0]}+e^{i\alpha }\varphi )\hfill \\ & \underset{\omega }{}d๐ฑ\psi _{๐ฑ,\omega }^{[h,0]+}(e^{i\alpha _๐ฑ}D_\omega ^{[h,0]}e^{i\alpha _๐ฑ}D_\omega ^{[h,0]})\psi _{๐ฑ,\omega }^{[h,0]}\}.\hfill \end{array}$$
$`(5.10)`$
Since $`U(\varphi )`$ is independent of $`\alpha `$, the functional derivative of the r.h.s. of (5.10) w.r.t. $`\alpha _๐ฑ`$ is equal to $`0`$ for any $`๐ฑ\text{๐}_{L,\beta }`$. Hence, we find the following identity:
$$\underset{\omega }{}\left[\varphi _{๐ฑ,\omega }^+\frac{U}{\varphi _{๐ฑ,\omega }^+}+\frac{U}{\varphi _{๐ฑ,\omega }^{}}\varphi _{๐ฑ,\omega }^{}+\frac{1}{Z(\varphi )}P^{(L,h)}(d\psi ^{[h,0]})T_{๐ฑ,\omega }e^{V^{(L)}(\psi ^{[h,0]}+\varphi )}\right]=0,$$
$`(5.11)`$
where
$$Z(\varphi )=P^{(L,h)}(d\psi ^{[h,0]})e^{V^{(L)}(\psi ^{[h,0]}+\varphi )},$$
$`(5.12)`$
$$\begin{array}{cc}& T_{๐ฑ,\omega }=\psi _{๐ฑ,\omega }^{[h,0]+}[D_\omega ^{[h,0]}\psi _{๐ฑ,\omega }^{[h,0]}]+[D_\omega ^{[h,0]}\psi _{๐ฑ,\omega }^{[h,0]+}]\psi _{๐ฑ,\omega }^{[h,0]}=\hfill \\ & =\frac{1}{(L\beta )^2}\underset{๐ฉ,๐ค}{}e^{i\mathrm{๐ฉ๐ฑ}}\widehat{\psi }_{๐ค,\omega }^{[h,0],+}[C_{h,0}(๐ฉ+๐ค)D_\omega (๐ฉ+๐ค)C_{h,0}(๐ค)D_\omega (๐ค)]\widehat{\psi }_{๐ฉ+๐ค,\omega }^{[h,0],},\hfill \end{array}$$
$`(5.13)`$
$$D_\omega (๐ค)=ik_0+\omega \overline{v}_0k.$$
$`(5.14)`$
Moreover, the sum over $`๐ฉ`$ and $`๐ค`$ in (5.13) is restricted to the momenta of the form $`๐ฉ=(2\pi n/L,2\pi m/\beta )`$ and $`๐ค=(2\pi (n+1/2)/L,2\pi (m+1/2)/\beta )`$, with $`n`$ and $`m`$ integers, such that $`|p|`$, $`|p_0|`$, $`|k_0|`$, $`|k|`$ are all smaller or equal to $`\pi `$ and satisfy the constraints $`C_{h,0}^1(๐ฉ+๐ค)>0`$, $`C_{h,0}^1(๐ค)>0`$.
Note that (5.13) can be rewritten as
$$T_{๐ฑ,\omega }=D_\omega [\psi _{๐ฑ,\omega }^{[h,0]+}\psi _{๐ฑ,\omega }^{[h,0]}]+\delta T_{๐ฑ,\omega },$$
$`(5.15)`$
where
$$\begin{array}{cc}\hfill \delta T_{๐ฑ,\omega }& =\frac{1}{(L\beta )^2}\underset{๐ฉ,๐ค}{}e^{i\mathrm{๐ฉ๐ฑ}}\widehat{\psi }_{๐ค,\omega }^{[h,0],+}\hfill \\ & \left\{[C_{h,0}(๐ฉ+๐ค)1]D_\omega (๐ฉ+๐ค)[C_{h,0}(๐ค)1]D_\omega (๐ค)\right\}\widehat{\psi }_{๐ฉ+๐ค,\omega }^{[h,0],}.\hfill \end{array}$$
$`(5.16)`$
It follows that, if $`C_{h,0}`$ is substituted with $`1`$, that is if we consider the formal theory without any ultraviolet and infrared cutoff, $`T_{๐ฑ,\omega }=D_\omega [\psi _{๐ฑ,\omega }^{[h,0]+}\psi _{๐ฑ,\omega }^{[h,0]}]`$ and we would get the usual Ward identities. As we shall see, the presence of the cutoffs make the analysis a bit more involved and adds some corrections to the Ward identities, which however, for $`\lambda _0`$ small enough, can be controlled by the same type of multiscale analysis, that we used in ยง3.
5.2 Let us introduce a new external field $`J_๐ฑ`$, $`๐ฑ\text{๐}_{L,\beta }`$, periodic in $`x_0`$ and $`x`$ and commuting with the fields $`\varphi ^\sigma `$ and $`\psi ^{[h,0]\sigma }`$, and let us consider the functional
$$๐ฒ(\varphi ,J)=\mathrm{log}P^{(L,h)}(d\psi ^{[h,0]})e^{V^{(L)}(\psi ^{[h,0]}+\varphi )+{\scriptscriptstyle ๐๐ฑJ_๐ฑ_\omega \psi _{๐ฑ,\omega }^{[h,0]+}\psi _{๐ฑ,\omega }^{[h,0]}}}.$$
$`(5.17)`$
We also define the functions
$$\mathrm{\Sigma }_{h,\omega }(๐ฑ๐ฒ)=\frac{^2}{\varphi _{๐ฑ,\omega }^+\varphi _{๐ฒ,\omega }^{}}U(\varphi )|_{\varphi =0}=\frac{^2}{\varphi _{๐ฑ,\omega }^+\varphi _{๐ฒ,\omega }^{}}๐ฒ(\varphi ,J)|_{\varphi =J=0},$$
$`(5.18)`$
$$\mathrm{\Gamma }_{h,\omega }(๐ฑ;๐ฒ,๐ณ)=\frac{}{J_๐ฑ}\frac{^2}{\varphi _{๐ฒ,\omega }^+\varphi _{๐ณ,\omega }^{}}๐ฒ(\varphi ,J)|_{\varphi =J=0}.$$
$`(5.19)`$
These functions have here the role of the self-energy and the vertex part in the usual treatment of the Ward identities. However, they do not coincide with them, because the corresponding Feynman graphs expansions are not restricted to the one particle irreducible graphs. However, their Fourier transforms at zero external momenta, which are the interesting quantities in the limit $`L,\beta \mathrm{}`$, are the same; in fact, because of the support properties of the fermion fields, the propagators vanish at zero momentum, hence the one particle reducible graphs give no contribution at that quantities.
In the language of this paper, if we did not perform any free measure regularization, $`\mathrm{\Sigma }_{h,\omega }(๐ฑ๐ฒ)`$ would coincide with the kernel of the contribution to the effective potential on scale $`h1`$ with two external fields, that is the function $`W_{2,(+,),(\omega ,\omega )}^{(h1)}`$ of equation (I3.3). Analogously, $`1+\mathrm{\Gamma }_{h,\omega }(๐ฑ;๐ฒ,๐ณ)`$ would coincide with the kernel $`B_{1,2,(+,),(\omega ,\omega )}^{(h1)}`$ of equation (3.6).
Note that
$$\mathrm{\Gamma }_{h,\omega }(๐ฑ;๐ฒ,๐ณ)=\underset{\stackrel{~}{\omega }}{}\mathrm{\Gamma }_{h,\omega ,\stackrel{~}{\omega }}(๐ฑ;๐ฒ,๐ณ),$$
$`(5.20)`$
where $`\mathrm{\Gamma }_{h,\omega ,\stackrel{~}{\omega }}(๐ฑ;๐ฒ,๐ณ)`$ is defined as in (5.17), by substituting $`J_๐ฑ_\omega \psi _{๐ฑ,\omega }^{[h,0]+}\psi _{๐ฑ,\omega }^{[h,0]}`$ with $`J_๐ฑ`$ $`\psi _{๐ฑ,\stackrel{~}{\omega }}^{[h,0]+}`$ $`\psi _{๐ฑ,\stackrel{~}{\omega }}^{[h,0]}`$.
If we derive the l.h.s. of (5.11) with respect to $`\varphi _{๐ฒ,\omega }^+`$ and to $`\varphi _{๐ณ,\omega }^{}`$ and we put $`\varphi =0`$, we get
$$\begin{array}{ccc}& 0=\delta (๐ฑ๐ฒ)\mathrm{\Sigma }_{h,\omega }(๐ฑ๐ณ)+\delta (๐ฑ๐ณ)\mathrm{\Sigma }_{h,\omega }(๐ฒ๐ฑ)\hfill & (5.21)\hfill \\ & <[\frac{^2V}{\psi _{๐ฒ,\omega }^{[h,0]+}\psi _{๐ณ,\omega }^{[h,0]}}\frac{V}{\psi _{๐ฒ,\omega }^{[h,0]+}}\frac{V}{\psi _{๐ณ,\omega }^{[h,0]}}];\underset{\stackrel{~}{\omega }}{}[D_{\stackrel{~}{\omega }}(\psi _{๐ฑ,\stackrel{~}{\omega }}^{[h,0]+}\psi _{๐ฑ,\stackrel{~}{\omega }}^{[h,0]})+\delta T_{๐ฑ,\stackrel{~}{\omega }}]>^T,\hfill & \end{array}$$
where $`<;>^T`$ denotes the truncated expectation w.r.t. the measure $`Z(0)^1P^{(L,h)}(d\psi ^{[h,0]})`$ $`e^{V^{(L)}(\psi ^{[h,0]})}`$.
By using the definitions (5.18) and (5.19), equation (5.21) can be rewritten as
$$\begin{array}{cc}\hfill 0& =\delta (๐ฑ๐ฒ)\mathrm{\Sigma }_{h,\omega }(๐ฑ๐ณ)+\delta (๐ฑ๐ณ)\mathrm{\Sigma }_{h,\omega }(๐ฒ๐ฑ)\hfill \\ & \underset{\stackrel{~}{\omega }}{}D_{๐ฑ,\stackrel{~}{\omega }}\mathrm{\Gamma }_{h,\omega ,\stackrel{~}{\omega }}(๐ฑ;๐ฒ,๐ณ)\mathrm{\Delta }_{h,\omega }(๐ฑ;๐ฒ,๐ณ),\hfill \end{array}$$
$`(5.22)`$
where
$$\mathrm{\Delta }_{h,\omega }(๐ฑ;๐ฒ,๐ณ)=<[\frac{^2V}{\psi _{๐ฒ,\omega }^+\psi _{๐ณ,\omega }^{}}\frac{V}{\psi _{๐ฒ,\omega }^+}\frac{V}{\psi _{๐ณ,\omega }^{}}];\underset{\stackrel{~}{\omega }}{}\delta T_{๐ฑ,\stackrel{~}{\omega }}>^T.$$
$`(5.23)`$
In terms of the Fourier transforms, defined so that, in agreement with (I3.2) and (3.9),
$$\mathrm{\Sigma }_{h,\omega }(๐ฑ๐ฒ)=\frac{1}{L\beta }\underset{๐ค}{}e^{i๐ค(๐ฑ๐ฒ)}\widehat{\mathrm{\Sigma }}_{h,\omega }(๐ค),$$
$`(5.24)`$
$$\mathrm{\Gamma }_{h,\omega ,\stackrel{~}{\omega }}(๐ฑ;๐ฒ,๐ณ)=\frac{1}{(L\beta )^2}\underset{๐ฉ,๐ค}{}e^{i๐ฉ(๐ฑ๐ณ)}e^{i๐ค(๐ฒ๐ณ)}\widehat{\mathrm{\Gamma }}_{h,\omega ,\stackrel{~}{\omega }}(๐ฉ,๐ค),$$
$`(5.25)`$
$$\mathrm{\Delta }_{h,\omega }(๐ฑ;๐ฒ,๐ณ)=\frac{1}{(L\beta )^2}\underset{๐ฉ,๐ค}{}e^{i๐ฉ(๐ฑ๐ณ)}e^{i๐ค(๐ฒ๐ณ)}\widehat{\mathrm{\Delta }}_{h,\omega }(๐ฉ,๐ค),$$
$`(5.26)`$
(5.22) can be written as
$$0=\widehat{\mathrm{\Sigma }}_{h,\omega }(๐ค๐ฉ)\widehat{\mathrm{\Sigma }}_{h,\omega }(๐ค)+\underset{\stackrel{~}{\omega }}{}(ip_0+\stackrel{~}{\omega }p)\widehat{\mathrm{\Gamma }}_{h,\omega ,\stackrel{~}{\omega }}(๐ฉ,๐ค)+\widehat{\mathrm{\Delta }}_{h,\omega }(๐ฉ,๐ค).$$
$`(5.27)`$
Let us now define
$$\stackrel{~}{Z}_h^{(2)}=1+\frac{1}{4}\underset{\eta ,\eta ^{}=\pm 1}{}\widehat{\mathrm{\Gamma }}_{h,\omega }(\overline{๐ฉ}_\eta ^{},\overline{๐ค}_{\eta ,\eta ^{}}),$$
$`(5.28)`$
$$\stackrel{~}{Z}_h=1+\frac{i}{4}\underset{\eta ,\eta ^{}=\pm 1}{}\eta ^{}\frac{\beta }{\pi }\widehat{\mathrm{\Sigma }}_{h,\omega }(\overline{๐ค}_{\eta ,\eta ^{}}),$$
$`(5.29)`$
where $`\overline{๐ฉ}_\eta ^{}`$ is defined as in (3.11) and $`\overline{๐ค}_{\eta ,\eta ^{}}`$ as in (I2.73).
If we put in (5.27) $`๐ฉ=\overline{๐ฉ}_\eta ^{}`$ and $`๐ค=\overline{๐ค}_{\eta ,\eta ^{}}`$, multiply both sides by $`(i\eta ^{}\beta )/(2\pi )`$ and sum over $`\eta ,\eta ^{}`$, we get
$$\stackrel{~}{Z}_h=\stackrel{~}{Z}_h^{(2)}+\delta \stackrel{~}{Z}_h^{(2)},$$
$`(5.30)`$
where
$$\delta \stackrel{~}{Z}_h^{(2)}=\frac{1}{4}\underset{\eta ,\eta ^{}=\pm 1}{}\frac{\widehat{\mathrm{\Delta }}_{h,\omega }(\overline{๐ฉ}_\eta ^{},\overline{๐ค}_{\eta ,\eta ^{}})}{i\overline{p}_{\eta ^{}0}}.$$
$`(5.31)`$
5.3 The considerations preceding (5.21) suggest that $`\stackrel{~}{Z}_h`$ and $`\stackrel{~}{Z}_h^{(2)}`$ are โalmost equalโ to the quantities $`Z_h^{(L)}`$ and $`Z_h^{(2,L)}`$, related to the full approximate Luttinger model and defined analogously to $`Z_h`$ and $`Z_h^{(2)}`$ for the original model, on the base of a multiscale analysis. In order to clarify this point, we consider the measure $`P^{(L,h)}(d\psi ^{[h,0]})e^{V^{(L)}(\psi ^{[h,0]}+\psi ^{(<h)})}`$, where $`\psi ^{(<h)}`$ is fixed and has the same role of the external field $`\varphi `$ in (5.17), and define $`\overline{E}_{h1}`$ and $`\overline{๐ฑ}^{(h1)}(\psi ^{(<h)})`$, the one step effective potential on scale $`h1`$, so that $`\overline{๐ฑ}^{(h1)}(0)=0`$ and
$$e^{\overline{๐ฑ}^{(h1)}(\psi ^{(<h)})L\beta \overline{E}_{h1}}=P^{(L,h)}(d\psi ^{[h,0]})e^{V^{(L)}(\psi ^{[h,0]}+\psi ^{(<h)})}.$$
$`(5.32)`$
We want to calculate this quantity, by extending to it the definitions of effective potentials and running couplings, given in ยงI2 for the original model.
We start from the scale $`0`$ with potential $`๐ฑ^{{}_{}{}^{}(0)}(\psi ^{[h,0]},\psi ^{(<h)})=V^{(L)}(\psi ^{[h,0]}+\psi ^{(<h)})`$ and we introduce, in analogy to the procedure described in ยงI2.5, for each $`\stackrel{~}{h}`$ such that $`h\stackrel{~}{h}0`$, two constants $`Z_{\stackrel{~}{h}}^{}`$, $`E_{\stackrel{~}{h}}^{}`$ and an effective potential $`๐ฑ^{{}_{}{}^{}(\stackrel{~}{h})}(\psi ,\psi ^{(<h)})`$, so that $`Z_0^{}=1`$, $`E_0^{}=0`$ and
$$e^{\overline{๐ฑ}^{(h1)}(\psi ^{(<h)})L\beta \overline{E}_{h1}}=P_{Z_{\stackrel{~}{h}}^{},C_{h,\stackrel{~}{h}}}(d\psi ^{[h,\stackrel{~}{h}]})e^{๐ฑ^{{}_{}{}^{}(\stackrel{~}{h})}(\sqrt{Z_{\stackrel{~}{h}}^{}}\psi ^{[h,\stackrel{~}{h}]},\psi ^{(<h)})E_{\stackrel{~}{h}}^{}},$$
$`(5.33)`$
where $`P_{Z_{\stackrel{~}{h}}^{},C_{h,\stackrel{~}{h}}}(d\psi ^{[h,\stackrel{~}{h}]})`$ is obtained from the analogous definition (I2.66), by putting $`\sigma _{\stackrel{~}{h}}(๐ค^{})`$ $`=0`$, $`E(๐ค^{})=\overline{v}_0\mathrm{sin}k^{}`$, and by substituting $`C_{\stackrel{~}{h}}^1`$ with $`C_{h,\stackrel{~}{h}}^1=_{k=h}^{\stackrel{~}{h}}f_k`$. Moreover, we suppose that the localization procedure is applied also to the field $`\psi ^{(<h)}`$, even if it does appear in the integration measure and, therefore, can not be involved in the free measure renormalization.
We want to compare these effective potentials with the potentials $`๐ฑ^{(\stackrel{~}{h})}(\psi ^{(\stackrel{~}{h})})`$, related to the approximate Luttinger model without any infrared cutoff and defined following again the procedure described in ยงI2. We shall use for the various objects related to this model the same notation of ยงI2, while the corresponding objects of the model with infrared cutoff will be distinguished with a superscript . The definitions are such that $`๐ฑ^{(0)}(\psi ^{(0)})=๐ฑ^{{}_{}{}^{}(0)}(\psi ^{[h,0]},\psi ^{(<0)})`$, $`Z_0=1`$ and
$$P_{Z_0,C_0}(d\psi ^{(0)})e^{๐ฑ^{(0)}(\sqrt{Z_0}\psi ^{(0)})}=P_{Z_{\stackrel{~}{h}},C_{\stackrel{~}{h}}}(d\psi ^{(\stackrel{~}{h})})e^{๐ฑ^{(\stackrel{~}{h})}(\sqrt{Z_{\stackrel{~}{h}}}\psi ^{(\stackrel{~}{h})})L\beta E_{\stackrel{~}{h}}}.$$
$`(5.34)`$
Note that the single scale propagators involved in the calculation of $`๐ฑ^{(\stackrel{~}{h})}(\sqrt{Z_{\stackrel{~}{h}}}\psi ^{(\stackrel{~}{h})})`$ and $`๐ฑ^{{}_{}{}^{}(\stackrel{~}{h})}(\sqrt{Z_{\stackrel{~}{h}}^{}}\psi ^{[h,\stackrel{~}{h}]},\psi ^{(<h)})`$, that is those with scale $`\overline{h}\stackrel{~}{h}+1`$, may differ only if $`Z_{\overline{h}}Z_{\overline{h}}^{}`$ or $`z_{\overline{h}}z_{\overline{h}}^{}`$. This immediately follows from the observation that, if $`h+1\stackrel{~}{h}0`$, the identity (I2.90) is satisfied even if we substitute in (I2.89) $`C_{\stackrel{~}{h}}`$ with $`C_{h,\stackrel{~}{h}}`$. This implies, in particular, since $`z_0=z_0^{}=0`$, that (see (I2.110) and (I2.107))
$$๐ฑ^{{}_{}{}^{}(1)}(\sqrt{Z_1^{}}\psi ^{[h,1]},\psi ^{(<h)})=๐ฑ^{(1)}[\sqrt{Z_1}(\psi ^{[h,1]}+\psi ^{(<h)})],$$
$`(5.35)`$
with $`Z_1^{}=Z_1=1`$, and that $`z_1=z_1^{}`$, $`\delta _1=\delta _1^{}`$, $`\lambda _1=\lambda _1^{}`$, $`Z_2^{}=Z_2`$.
Let us now compare the effective potentials on scale $`2`$. The fact that the free measure in (5.33) does not depend on the fields with scale less than $`h`$ implies that the free measure renormalization does not use all the local part of $`๐ฑ^{{}_{}{}^{}(1)}`$ proportional to $`z_1`$. Therefore, the analogous of the potential $`\widehat{๐ฑ}^{(1)}(\sqrt{Z_2}`$ $`\psi ^{(1)})`$ for the model with infrared cutoff has to be defined so that (see (I2.107))
$$\begin{array}{cc}& \widehat{๐ฑ}^{{}_{}{}^{}(1)}(\sqrt{Z_2}\psi ^{[h,1]},\psi ^{(<h)})=\widehat{๐ฑ}^{(1)}[\sqrt{Z_2}(\psi ^{[h,1]}+\psi ^{(<h)})]+\hfill \\ & +z_1Z_1\underset{\omega =\pm 1}{}๐๐ฑ\left[\left(D_\omega \psi _{๐ฑ,\omega }^{[h,1]+}\right)\psi _{๐ฑ,\omega }^{(<h)}+\psi _{๐ฑ,\omega }^{(<h)+}\left(D_\omega \psi _{๐ฑ,\omega }^{[h,1]}\right)\right]+\hfill \\ & +z_1Z_1\underset{\omega =\pm 1}{}๐๐ฑ\psi _{๐ฑ,\omega }^{(<h)+}D_\omega \psi _{๐ฑ,\omega }^{(<h)}.\hfill \end{array}$$
$`(5.36)`$
It follows, by using also the remark on the single scale propagators following (5.34), that $`๐ฑ^{{}_{}{}^{}(2)}(\sqrt{Z_2}\psi ^{[h,2]},\psi ^{(<h)})`$, calculated through the analogous of (I2.110), can be obtained from $`๐ฑ^{(2)}[\sqrt{Z_2}(\psi ^{[h,2]}+\psi ^{(<h)})]`$ by adding some new terms. First of all, there is the term in the third line of (5.36), which is independent of the integration variables, and the two terms in the second line with $`\psi _{๐ฑ,\omega }^{[h,2]\sigma }`$ in place of $`\psi _{๐ฑ,\omega }^{[h,1]\sigma }`$. Moreover, in the Feynman graph expansion, we have to add the graphs which are obtained by inserting, in the external lines of a graph contributing to $`๐ฑ^{(2)}`$, one or more vertices corresponding to the two terms in the second line of (5.36). These new terms are not irrelevant, if the number of external lines is $`2`$ or $`4`$; hence one could worry about the need of new running couplings in order to regularize the expansion. However, because of the support properties of the propagators, these new terms do not give any contribution to the local part (which is calculated by putting equal to $`\overline{๐ค}_{\eta ,\eta ^{}}`$ the external momenta, hence also the momenta of the internal line propagators of the insertions in the external lines), so that the only running couplings to consider are those related with $`๐ฑ^{(2)}`$ and their values are the same, that is $`z_2=z_2^{}`$, $`\delta _2=\delta _2^{}`$, $`\lambda _2=\lambda _2^{}`$, $`Z_3^{}=Z_3`$.
By iterating the previous considerations, it is easy to show that, if $`h\stackrel{~}{h}2`$, one can calculate $`๐ฑ^{{}_{}{}^{}(\stackrel{~}{h})}(\sqrt{Z_{\stackrel{~}{h}}}\psi ^{[h,\stackrel{~}{h}]},\psi ^{(<h)})`$ by adding to $`๐ฑ^{(\stackrel{~}{h})}[\sqrt{Z_{\stackrel{~}{h}}}(\psi ^{[h,\stackrel{~}{h}]}+\psi ^{(<h)})]`$ some new terms. First of all, there are the local terms of the form of that in the second and the third line of (5.36), with $`\psi _{๐ฑ,\omega }^{[h,\stackrel{~}{h}]\sigma }`$ in place of $`\psi _{๐ฑ,\omega }^{[h,1]\sigma }`$ and $`z_{\overline{h}}Z_{\overline{h}}`$, $`\stackrel{~}{h}\overline{h}1`$ in place of $`z_1Z_1`$. Moreover, in the Feynman graph expansion, we have to add the graphs, which are obtained by inserting, in the external lines of a graph contributing to $`๐ฑ^{(\stackrel{~}{h})}`$, one or more vertices corresponding to terms similar to those in the second line of (5.36), with $`\psi _{๐ฑ,\omega }^{[h,\stackrel{~}{h}]\sigma }`$ in place of $`\psi _{๐ฑ,\omega }^{[h,1]\sigma }`$ and $`z_{\overline{h}}Z_{\overline{h}}`$, $`\stackrel{~}{h}\overline{h}1`$ in place of $`z_1Z_1`$. Finally
$$\begin{array}{cc}& ๐ฑ^{{}_{}{}^{}(\stackrel{~}{h})}(\sqrt{Z_{\stackrel{~}{h}}}\psi ^{[h,\stackrel{~}{h}]},\psi ^{(<h)})=๐ฑ^{(\stackrel{~}{h})}[\sqrt{Z_{\stackrel{~}{h}}}(\psi ^{[h,\stackrel{~}{h}]}+\psi ^{(<h)})]+\hfill \\ & +\underset{\overline{h}=\stackrel{~}{h}+1}{\overset{1}{}}z_{\overline{h}}Z_{\overline{h}}\underset{\omega =\pm 1}{}๐๐ฑ\left[\left(D_\omega \psi _{๐ฑ,\omega }^{[h,\stackrel{~}{h}]+}\right)\psi _{๐ฑ,\omega }^{(<h)}+\psi _{๐ฑ,\omega }^{(<h)+}\left(D_\omega \psi _{๐ฑ,\omega }^{[h,\stackrel{~}{h}]}\right)\right]+\hfill \\ & +\underset{\overline{h}=\stackrel{~}{h}+1}{\overset{1}{}}z_{\overline{h}}Z_{\overline{h}}\underset{\omega =\pm 1}{}๐๐ฑ\psi _{๐ฑ,\omega }^{(<h)+}D_\omega \psi _{๐ฑ,\omega }^{(<h)},\hfill \end{array}$$
$`(5.37)`$
and all the running couplings, as well as the renormalization constants, are the same as those defined through $`๐ฑ^{(\stackrel{~}{h})}(\sqrt{Z_{\stackrel{~}{h}}}\psi ^{(\stackrel{~}{h})})`$.
Equations (5.33) and (5.37) also imply that
$$\begin{array}{cc}& \overline{๐ฑ}^{(h1)}(\psi ^{(<h)})=๐ฑ^{{}_{}{}^{}(h1)}(\psi ^{(<h)})+\hfill \\ & +\underset{\overline{h}=h+1}{\overset{1}{}}z_{\overline{h}}Z_{\overline{h}}\underset{\omega =\pm 1}{}๐๐ฑ\psi _{๐ฑ,\omega }^{(<h)+}D_\omega \psi _{๐ฑ,\omega }^{(<h)}+z_h^{}Z_h\underset{\omega =\pm 1}{}๐๐ฑ\psi _{๐ฑ,\omega }^{(<h)+}D_\omega \psi _{๐ฑ,\omega }^{(<h)},\hfill \end{array}$$
$`(5.38)`$
where $`๐ฑ^{{}_{}{}^{}(h1)}(\psi ^{(<h)})`$ is obtained from $`๐ฑ^{(h1)}(\psi ^{(<h)})`$ โalmostโ as before. We still have to add some new graphs with suitable insertions on the external lines, which do not affect the local part, but we also have to change the propagators of scale $`h`$, since the function $`\stackrel{~}{f}_h^{}(๐ค^{})`$, calculated as $`\stackrel{~}{f}_h(๐ค^{})`$, see (I2.90), with $`C_{h,h}^1=f_h`$ in place of $`C_h^1`$, is different from $`\stackrel{~}{f}_h(๐ค^{})`$.
The definition (5.29) of $`\stackrel{~}{Z}_h`$ and the definition of $``$, together with (5.38), imply that
$$\stackrel{~}{Z}_h=1+\underset{\overline{h}=h+1}{\overset{1}{}}z_{\overline{h}}Z_{\overline{h}}+z_h^{}Z_h=Z_h(1+z_h^{}).$$
$`(5.39)`$
Since $`Z_h^{(L)}=Z_h`$ and $`|z_h^{}|C|\lambda _0|^2`$, if $`\lambda _0`$ is small enough, as one can show by using the arguments of ยง2, we get the bound
$$\left|\frac{\stackrel{~}{Z}_h}{Z_h^{(L)}}1\right|C|\lambda _0|.$$
$`(5.40)`$
A similar argument can be used for $`Z_h^{(2,L)}`$, by using the results of ยง3, and we get the similar bound
$$\left|\frac{\stackrel{~}{Z}_h^{(2)}}{Z_h^{(2,L)}}1\right|C|\lambda _0|.$$
$`(5.41)`$
We will prove in ยง5.3 that
$$|\delta \stackrel{~}{Z}_h^{(2)}|CZ_h^{(2,L)}|\lambda _0|,$$
$`(5.42)`$
so that we finally get
$$|\frac{Z_h^{(L)}}{Z_h^{(2,L)}}1|C|\lambda _0|,$$
$`(5.43)`$
implying (3.35).
Remark (5.42) shows that the corrections to the exact Ward identity $`Z_h^{(L)}=Z_h^{(2,L)}`$ could diverge as $`h\mathrm{}`$. This is not important in our proof, since we are only interested in the ratio $`Z_h^{(L)}/Z_h^{(2,L)}`$, which is near to $`1`$, but suggests that it would be difficult to prove the approximate Ward identity, by directly looking at the cancellations in presence of the cutoffs.
5.4 In order to prove (5.42), we note that
$$\begin{array}{cc}& [C_{h,0}(๐ฉ+๐ค)1]D_\omega (๐ฉ+๐ค)[C_{h,0}(๐ค)1]D_\omega (๐ค)=\hfill \\ & D_\omega (๐ฉ)[C_{h,0}(๐ฉ+๐ค)1]+C_{h,0}(๐ฉ+๐ค)D_\omega (๐ค)C_{h,0}(๐ค)[C_{h,0}^1(๐ค)C_{h,0}^1(๐ฉ+๐ค)],\hfill \end{array}$$
$`(5.44)`$
and that
$$\begin{array}{cc}& C_{h,0}(\overline{๐ฉ}_\eta ^{}+๐ค)\frac{[C_{h,0}^1(๐ค)C_{h,0}^1(\overline{๐ฉ}_\eta ^{}+๐ค)]}{i\overline{p}_{\eta ^{}0}}=\hfill \\ & C_{h,0}(๐ฉ+๐ค)\frac{[C_{h,0}^1(๐ค)C_{h,0}^1(\overline{๐ฉ}_\eta ^{}+๐ค)]}{i\overline{p}_{\eta ^{}0}}|_{๐ฉ=\overline{๐ฉ}_\eta ^{}},\hfill \end{array}$$
$`(5.45)`$
$$C_{h,0}(๐ฉ+๐ค)=1+[C_{h,0}(๐ฉ+๐ค)1].$$
$`(5.46)`$
Hence, by using (5.16) and (5.23), we can write
$$\frac{\widehat{\mathrm{\Delta }}_{h,\omega }(\overline{๐ฉ}_\eta ^{},\overline{๐ค}_{\eta ,\eta ^{}})}{i\overline{p}_{\eta ^{}0}}=\widehat{\mathrm{\Delta }}_{h,\omega ,\eta ^{}}^{(1)}(\overline{๐ฉ}_\eta ^{},\overline{๐ค}_{\eta ,\eta ^{}}),$$
$`(5.47)`$
where
$$\mathrm{\Delta }_{h,\omega ,\eta ^{}}^{(1)}(๐ฑ;๐ฒ,๐ณ)=<[\frac{^2V}{\psi _{๐ฒ,\omega }^+\psi _{๐ณ,\omega }^{}}\frac{V}{\psi _{๐ฒ,\omega }^+}\frac{V}{\psi _{๐ณ,\omega }^{}}];\underset{\stackrel{~}{\omega }}{}\delta ^{(1)}T_{๐ฑ,\stackrel{~}{\omega },\eta ^{}}>^T,$$
$`(5.48)`$
with
$$\delta ^{(1)}T_{๐ฑ,\omega ,\eta ^{}}=\psi _{๐ฑ,\omega }^{[h,0]+}\delta \psi _{๐ฑ,\omega }^{[h,0]}+\delta \stackrel{~}{\psi }_{๐ฑ,\omega ,\eta ^{}}^{[h,0]+}\delta \psi _{๐ฑ,\omega }^{[h,0]}+\delta \stackrel{~}{\psi }_{๐ฑ,\omega ,\eta ^{}}^{[h,0]+}\psi _{๐ฑ,\omega }^{[h,0]},$$
$`(5.49)`$
$$\delta \psi _{๐ฑ,\omega }^{[h,0]}=\frac{1}{L\beta }\underset{๐ค:C_{h,0}^1(๐ค)>0}{}e^{i\mathrm{๐ค๐ฑ}}C_{h,0}(๐ค)(1C_{h,0}^1(๐ค))\widehat{\psi }_{๐ค,\omega }^{[h,0],},$$
$`(5.50)`$
$$\delta \stackrel{~}{\psi }_{๐ฑ,\omega ,\eta ^{}}^{[h,0]+}=\frac{1}{L\beta }\underset{๐ค:C_{h,0}^1(๐ค)>0}{}e^{i\mathrm{๐ค๐ฑ}}D_\omega (๐ค)C_{h,0}(๐ค)\frac{[C_{h,0}^1(๐ค)C_{h,0}^1(\overline{๐ฉ}_\eta ^{}+๐ค)]}{i\overline{p}_{\eta ^{}0}}\widehat{\psi }_{๐ค,\omega }^{[h,0],+}.$$
$`(5.51)`$
Note that there is no divergence, in the limit $`L,\beta \mathrm{}`$, associated with the fields $`\delta \psi ^{[h,0]}`$ and $`\delta \stackrel{~}{\psi }^{[h,0]+}`$, even if the function $`C_{h,0}(๐ค)`$ diverges on the boundary of the set $`\{๐ค:C_{h,0}^1(๐ค)>0\}`$. In fact, the integration of these fields on scale $`\overline{h}`$, with $`h\overline{h}0`$, yields a factor $`\stackrel{~}{f}_{\overline{h}}^{}(๐ค)`$ proportional to $`f_{\overline{h}}(๐ค)`$ (see (I2.90) and the considerations after (5.38)), and the functions $`f_{\overline{h}}(๐ค)`$ are non negative, if we suitably choose the function (I2.30); therefore $`C_{h,0}(๐ค)\stackrel{~}{f}_{\overline{h}}^{}(๐ค)`$ is bounded.
Note also that, $`[C_{h,0}^1(๐ค)C_{h,0}^1(\overline{๐ฉ}_\eta ^{}+๐ค)]/i\overline{p}_{\eta ^{}0}`$ is bounded, uniformly in $`\beta `$, and is equal to $`0`$, at least if $`|๐ค|`$ belongs to the interval $`[a_0\gamma ^h+2\pi /\beta ,a_02\pi /\beta ]`$ (see ยงI2.3). However, the interval where this function vanishes can contain the interval $`[a_0\gamma ^h,a_0]`$, if the function (I2.30) is suitably chosen (by slightly broadening the regions where it has to be equal to $`1`$ or $`0`$) and $`\beta `$ is large enough, which is not of course an important restriction (the real problem is the uniformity of the bounds in the limit $`\beta \mathrm{}`$, and in any case the following arguments could be easily generalized to cover the general case). Hence, it is easy to show that
$$1C_{h,0}^1(๐ค)=\frac{C_{h,0}^1(๐ค)C_{h,0}^1(\overline{๐ฉ}_\eta ^{}+๐ค)}{i\overline{p}_{\eta ^{}0}}=0,\text{if}\stackrel{~}{f}_{\overline{h}}^{}(๐ค)0h<\overline{h}<0,$$
$`(5.52)`$
so that we can write
$$\delta \psi _{๐ฑ,\omega }^{[h,0]}=\delta \psi _{๐ฑ,\omega }^{(0)}+\delta \psi _{๐ฑ,\omega }^{(h)},\delta \stackrel{~}{\psi }_{๐ฑ,\omega ,\eta ^{}}^{[h,0]+}=\delta \stackrel{~}{\psi }_{๐ฑ,\omega ,\eta ^{}}^{(0)+}+\delta \stackrel{~}{\psi }_{๐ฑ,\omega ,\eta ^{}}^{(h)+},$$
$`(5.53)`$
where the fields $`\delta \psi _{๐ฑ,\omega }^{(h^{})}`$ and $`\delta \stackrel{~}{\psi }_{๐ฑ,\omega ,\eta ^{}}^{(h^{})+}`$ are defined by substituting, in (5.50) and (5.51), $`\widehat{\psi }_{๐ค,\omega }^{[h,0],+}`$ with $`\widehat{\psi }_{๐ค,\omega }^{(h^{}),+}`$.
Let us now consider the functional
$$e^{๐ฎ_{h,\eta ^{}}(\psi ^{(<h)},J)}=P^{(L,h)}(d\psi ^{[h,0]})e^{V^{(L)}(\psi ^{[h,0]}+\psi ^{(<h)})+_{\stackrel{~}{\omega }}{\scriptscriptstyle ๐๐ฑJ_๐ฑ\delta ^{\left(1\right)}T_{๐ฑ,\stackrel{~}{\omega },\eta ^{}}}}.$$
$`(5.54)`$
We can write for $`๐ฎ_{h,\eta ^{}}(\psi ^{(<h)},J)`$ an expansion similar to that used in ยง3 to study the correlation function of the original model. We introduce, for any $`\stackrel{~}{h}`$ such that $`h\stackrel{~}{h}1`$, an effective potential $`๐ฑ^{{}_{}{}^{}(\stackrel{~}{h})}(\psi ,\psi ^{(<h)})`$, defined as in ยง5.3, and two functionals $`S^{{}_{}{}^{}(\stackrel{~}{h}+1)}(J)`$, $`^{{}_{}{}^{}(\stackrel{~}{h})}(\psi ,\psi ^{(<h)},J)`$, so that, by using the notation of ยง5.4,
$$\begin{array}{cc}\hfill e^{๐ฎ_{h,\eta ^{}}(\psi ^{(<h)},J)}& =e^{L\beta E_{\stackrel{~}{h}}^{}+S^{{}_{}{}^{}(\stackrel{~}{h}+1)}(J)}P_{Z_{\stackrel{~}{h}}^{},C_{h,\stackrel{~}{h}}}(d\psi ^{[h,\stackrel{~}{h}]})\hfill \\ & e^{๐ฑ^{{}_{}{}^{}(\stackrel{~}{h})}(\sqrt{Z_{\stackrel{~}{h}}^{}}\psi ^{[h,\stackrel{~}{h}]},\psi ^{(<h)})+^{{}_{}{}^{}(\stackrel{~}{h})}(\sqrt{Z_{\stackrel{~}{h}}^{}}\psi ^{[h,\stackrel{~}{h}]},\psi ^{(<h)},J)}.\hfill \end{array}$$
$`(5.55)`$
We introduce also the functionals $`S^{{}_{}{}^{}(h)}(J)`$, $`๐ฑ^{{}_{}{}^{}(h1)}(\psi ^{(<h)})`$ and $`^{{}_{}{}^{}(h1)}(\psi ^{(<h)},J)`$, such that
$$๐ฎ_{h,\eta ^{}}(\psi ^{(<h)},J)=S^{{}_{}{}^{}(h)}(J)๐ฑ^{{}_{}{}^{}(h1)}(\psi ^{(<h)})+^{{}_{}{}^{}(h1)}(\psi ^{(<h)},J).$$
$`(5.56)`$
We can write for $`^{{}_{}{}^{}(h1)}(\psi ^{(<h)},J)`$ a representation similar to (3.6), with $`J`$ in place of $`\varphi `$ and $`\psi ^{(<h)}`$ in place of $`\psi ^{(h)}`$. By (5.48)
$$\mathrm{\Delta }_{h,\omega ,\eta ^{}}^{(1)}(๐ฑ;๐ฒ,๐ณ)=B_{1,2,(+,),(\omega ,\omega )}^{{}_{}{}^{}(h1)}(๐ฑ;๐ฒ,๐ณ);$$
$`(5.57)`$
hence, in order to prove (5.42), we have to study the flow of the local part of $`^{{}_{}{}^{}(\stackrel{~}{h})}(Z_{\stackrel{~}{h}}^{{}_{}{}^{}1/2}`$ $`\psi ^{[h,\stackrel{~}{h}]},\psi ^{(<h)},J)`$.
To start with, let us consider $`^{{}_{}{}^{}(1)}(Z_1^{{}_{}{}^{}1/2}\psi ^{[h,1]},\psi ^{(<h)},J)`$. By (5.53), the graphs contributing to it may have an external line of type $`\delta \psi `$ or $`\delta \stackrel{~}{\psi }`$ only if that line is of scale $`h`$ and $`h<1`$. Moreover, if the graph has an external line of this type and it is not trivial, that is if it has more than one vertex, the corresponding local part, defined as in ยง3, is $`0`$, even if there are only two external lines, because of the support properties of the propagators, since there is at least one internal line with momentum equal to one of the external momenta, which are of order $`\beta ^1`$ for the local part. It follows that these graphs do not participate in any manner to the flow of $`^{{}_{}{}^{}(1)}(Z_1^{{}_{}{}^{}1/2}\psi ^{[h,1]},\psi ^{(<h)},J)`$, up to the scale $`h`$; therefore we modify the definition of $``$, so that they are not included.
This modification of the definition of $``$ allows to study the flow of $`^{{}_{}{}^{}(\stackrel{~}{h})}(Z_{\stackrel{~}{h}1}^{}\psi ^{[h,\stackrel{~}{h}]},`$ $`\psi ^{(<h)},J)`$ essentially as in ยง3, since, as we have explained in ยง5.3, the infrared cutoff has no influence on the other local terms, except on the last scale, so that, if $`h\stackrel{~}{h}1`$,
$$^{{}_{}{}^{}(\stackrel{~}{h})}(\sqrt{Z_{\stackrel{~}{h}}^{}}\psi ^{[h,\stackrel{~}{h}]},\psi ^{(<h)},J)=^{(\stackrel{~}{h})}(\sqrt{Z_{\stackrel{~}{h}}}(\psi ^{[h,\stackrel{~}{h}]}+\psi ^{(<h)}),J),$$
$`(5.58)`$
where $`^{(\stackrel{~}{h})}(\sqrt{Z_{\stackrel{~}{h}}}\psi ^{(\stackrel{~}{h})},J)`$ is the expression we should get in absence of infrared cutoff and we used the fact, proved in ยง5.3, that $`Z_{\stackrel{~}{h}}^{}=Z_{\stackrel{~}{h}}`$. We can write
$$^{(\stackrel{~}{h})}(\sqrt{Z_{\stackrel{~}{h}}}(\psi ^{(\stackrel{~}{h})}),J)=\frac{Z_{\stackrel{~}{h}}^{(3)}}{Z_{\stackrel{~}{h}}}\underset{\omega =\pm 1}{}๐๐ฑJ_๐ฑ\psi _{๐ฑ,\omega }^{(\stackrel{~}{h})+}\psi _{๐ฑ,\omega }^{(\stackrel{~}{h})}.$$
$`(5.59)`$
The flow of $`Z_{\stackrel{~}{h}}^{(3)}`$ can be studied, starting from the scale $`h=1`$, as the flow of the renormalization constants $`Z_{\stackrel{~}{h}}^{(2)}`$ related to the analogous of the functional (3.2) for the model defined by (5.1) and (5.2), that is
$$e^{๐ฎ(J)}=P^{(L)}(d\psi ^{(0)})e^{V^{(L)}(\psi ^{(0)})+_{\omega =\pm 1}{\scriptscriptstyle ๐๐ฑJ_๐ฑ\psi _{๐ฑ,\omega }^{\left(0\right)+}\psi _{๐ฑ,\omega }^{\left(0\right)}}}.$$
$`(5.60)`$
Note that the values of $`Z_1^{(3)}`$ and $`Z_1^{(2)}`$ are very different; in fact, the previous considerations imply that
$$|Z_1^{(2)}1|C|\lambda _0|.|Z_1^{(3)}|C|\lambda _0|.$$
$`(5.61)`$
However, since the local part on scale $`1`$ is of the same form and the contribution of the non local terms on scale $`1`$ to $`Z_{\stackrel{~}{h}}^{(3)}/Z_{\stackrel{~}{h}+1}^{(3)}`$ or $`Z_{\stackrel{~}{h}}^{(2)}/Z_{\stackrel{~}{h}+1}^{(2)}`$ is exponentially depressed, as $`\stackrel{~}{h}`$ decreases, it is easy to show, by using the arguments of ยง2.4-ยง2.7, that
$$Z_h^{(3)}=\frac{Z_h^{(3)}}{Z_1^{(3)}}Z_1^{(3)}=\frac{Z_h^{(2)}}{Z_1^{(2)}}[1+O(\lambda _0)]Z_1^{(3)}.$$
$`(5.62)`$
The integration of the fields of scale $`h`$ can only change this identity by a factor $`[1+O(\lambda _0)]`$, hence (5.61) and (5.62) imply that
$$\left|\frac{Z_{h1}^{(3)}}{Z_h^{(2)}}1\right|C|\lambda _0|.$$
$`(5.63)`$
If $`\mathrm{\Delta }_{h,\omega ,\eta ^{}}^{(1)}(๐ฑ;๐ฒ,๐ณ)`$ were independent of $`\eta ^{}`$, $`\delta \stackrel{~}{Z}_h^{(2)}`$ would be exactly equal to $`Z_{h1}^{(3)}`$ and (5.42) would have been proved. Since this is true only in the limit $`\beta \mathrm{}`$, we have to bound $`\widehat{\mathrm{\Delta }}_{h,\omega ,\eta ^{}}^{(1)}(\overline{๐ฉ}_\eta ^{},\overline{๐ค}_{\eta ,\eta ^{}})`$ for each $`\eta ,\eta ^{}`$. This means that we have to bound even the Fourier transform at momenta of order $`\beta ^1`$ of $`B_{1,2,(+,),(\omega ,\omega )}^{{}_{}{}^{}(h1)}(๐ฑ;๐ฒ,๐ณ)`$, see (5.57). However, it is easy to see that we still get the bound (5.42), on the base of a simple dimensional argument (we skip the details, which should be by now obvious). In fact, if we consider a term contributing to the expansion of $`B_{1,2,(+,),(\omega ,\omega )}^{{}_{}{}^{}(h1)}(๐ฑ;๐ฒ,๐ณ)`$ described in ยง3, whose external fields are affected by the regularization so that some derivative acts on them, the corresponding bound differs from the bound of a generic term contributing to $`B_{1,2,(+,),(\omega ,\omega )}^{{}_{}{}^{}(h1)}(๐ฑ;๐ฒ,๐ณ)`$ in the following way. One has to add a factor $`\gamma ^{h_v}`$, for each โzeroโ produced by the regularization and, at the same time, a factor $`\beta ^1`$ produced by the corresponding derivative on the external momenta. Since $`\beta ^1\gamma ^{h_v}1`$, we get the same result.
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# 1 Introduction
## 1 Introduction
The advantage in exploring a cosmological model with nonlinear electrodynamics resides in approaching with a classical model but taking into account some quantical features. It is well known that nonlinear electrodynamics (NLE) is the best classical solution to the self-energy problem of charged particles. The aim of nonlinear electrodynamics of Born and Infeld (BI) <sup>?</sup> was to establish a model of a finite classical field theory without divergences. However, NLE can also be a model of quantum electrodynamics in the classical limit of high occupation numbers. As demonstrated by Stehle and De Baryshe <sup>?</sup>, theories with Lagrangians similar to the Heisenberg-Euler effective Lagrangians (the weak field expansion of the Born-Infeld theory is of this form) are more accurate classical approximations of QED than Maxwellโs theory in the case of fields with high intensities at a fixed frequency. This fact makes NLE particularly interesting in general relativity, specialy in cosmological theories, as a simple classical model to explain vacuum polarization processes- a possible influence on the mechanism of the evolution of the early universe. The processes called scattering of light by light can be expressed in terms of a kind of electric and magnetic permeability of vacuum. From this point of view, the exact solutions of the Einstein-Born-Infeld (EBI) equations are worth to study since they may indicate the physical relevance of nonlinear effects in strong gravitational and strong electromagnetic fields.
The Born-Infeld theory is self-consistent and satisfies all natural requirements. The BI Lagrangian depends on a constant $`b`$, that is a maximum field strenght, and also depends on the invariants of the field. Recently BI has recover interest in the context of string theory, since the low energy action Lagrangian corresponding to the objects called branes can be written as a term that is BI plus a Weiss-Zumino or Chern-Simmons term <sup>?</sup>. Furthermore, the BI strings are solitons which represent strings ending on branes.
In relation to exact solutions of the EBI equations we can mention that there are exact solutions for spaces possessing one timelike and one spacelike Killing vector fields. They correspond to spherical static spacetimes <sup>?</sup> and also to axisymmetric stationary spacetimes <sup>?</sup>.
In the literature cosmological models have been proposed for the source-free Einstein-Maxwell equations <sup>?</sup>, <sup>?</sup>. Charach and Malin <sup>?</sup> presented a cosmological model of Einstein-Rosen with gravitational, electromagnetic and scalar waves, this work generalized the electromagnetic Gowdy model. In all of these models the matter fields cause an evolution significantly different from that of the vacuum model. The interest is to get insight on the coupled electromagnetic and gravitational radiation at early epochs of the universe. Since at that epoch the fields must had been very strong, the nonlinear electromagnetic effects could be of importance. These fields could originate from processes near the Planck era ($`t10^{43}s`$).
The spacetime we address in this work possesses two Killing vectors, both spacelike. It is not immediate to conclude that this spacetime is also compatible with a BI source. For instance it does not admit a perfect fluid source together with BI, which is the case in the stationary axisymmetric spacetime. This is the first atempt, as far as we know, of exploring BI early universes. Our aim is to determine to what extent the BI field can prevent or modify the initial big bang singularity. Spatially inhomogeneous cosmological models with perfect fluid which do not originate in an initial singularity have been previously found by Senovilla <sup>?</sup> (see also <sup>?</sup>, <sup>?</sup>). For the solutions derived in the present work the initial big bang singularity appears only as a coordinate singularity, since the invariants do not diverge at the origin. It turns out that the existence of the BI field set bounds to the amplitude of the conformal metric function and also affects quantitatively the curvature invariants at $`t=0`$. In this work we do not treat the possible transition of our model to a homogeneous, isotropic one. In Sec. 2 the Einstein-Born-Infeld equations are established. In Sec. 3 the solution is presented and analyzed in the linear limit as well as the asymptotic behavior. In Sec. 3.4 we remark the coordinate transformations relating the spacetime studied and the Einstein-Rosen metrics. Concluding remarks are given at the end.
## 2 Einstein-Born-Infeld Equations
The line element considered corresponds to a $`G_2`$ spacetime, given by
$$ds^2=\frac{1}{\phi ^2}\{\frac{dz^2}{h}\frac{dt^2}{s}+G[e^Wdy^2+e^W(dx+mdy)^2]\},$$
(1)
where $`x`$, $`y`$ are ignorable coordinates (i.e. the spacetime has two spacelike Killing vectors, $`_x,_y`$), the metric functions depend on $`z`$ and $`t`$: $`\phi =\phi (t)`$, $`h=h(z)`$, $`s=s(t)`$. $`G(z,t)`$ and $`e^W(z,t)`$ are separable functions of $`z`$ and $`t`$. The metric (1) corresponds to a space with gravitational waves propagating in the $`z`$ direction, with their wavefronts on the plane surfaces spanned by the Killing vectors. The function $`W`$ describes what is called the โ$`+`$โ polarization of gravitational waves. $`G(z,t)`$ describes the transverse scale expansion created by the energy density of the waves. The function $`m(z)=m_0+2lz`$ is playing the role of unpolarizer for the propagating gravitational waves that constitute the background. Making $`l0`$ the metric recover the form of a space of linearly polarized gravitational waves (diagonal metric).
To interpret line element (1) as cosmological, we refer to the Einstein-Rosen metric <sup>?</sup>, Eq. (32), Sec. (3.3). The local behavior of these spacetimes is defined by the gradient of the metric function $`G`$, i.e. $`G_{,\mu }`$ w hich can be spacelike, null or timelike. The globally spacelike case corresponds to cylindrical spacetimes. The case of $`G_{,\mu }`$ being globally null corresponds to the plane symmetric waves. The other case of $`G_{,\mu }`$ being globally timelike as well as cases in which the sign of the gradient can vary from point to point are used to describe cosmological models and also colliding gravitational waves <sup>?</sup>. It must also be remarked that due to the presence of an Abelian subgroup $`G_2`$ in the Bianchi models of types I-VII, the Einstein-Rosen metrics include these models as particular cases <sup>?</sup>. Also the rotationally invariant Bianchi models of types VIII and IX belong to the generalized Einstein-Rosen spacetimes <sup>?</sup>.
We note that in the case of Einstein-Rosen spacetimes, the interpretation as gravitational waves propagating in the $`z`$ direction arises directly from the equation satisfied by $`G`$,
$$G_{,tt}G_{,zz}=8\pi Ge^f(T_a^aT),$$
(2)
For vacuum or when $`T_a^a=T`$, $`G`$ satisfies the usual wave equation. In our case, the B-I field is not traceless and then $`G`$ is some propagating wave with a source (the B-I field).
Turning back to the spacetime (1), it is filled with a BI field with energy-momentum tensor given by:
$$T_{\mu \nu }=2_{,P}P_{\mu \alpha }P^\alpha {}_{\nu }{}^{}g_{\mu \nu }[2P_{,P}+Q_{,Q}],$$
(3)
where $``$ is the Born-Infeld structural function and $`_{,x}:=/x`$. $`P`$ and $`Q`$ are the invariants associated with the Born-Infeld field, given by
$$P=\frac{1}{4}P_{\mu \nu }P^{\mu \nu },Q=\frac{1}{4}P_{\mu \nu }\stackrel{ห}{P}^{\mu \nu },$$
(4)
$`\stackrel{ห}{P}^{\mu \nu }`$ denotes the dual tensor of $`P^{\mu \nu }`$,defined by $`\stackrel{ห}{P}^{\mu \nu }:=\frac{1}{2}ฯต^{\mu \nu \alpha \beta }P_{\alpha \beta }`$. The antisymmetric tensor $`P_{\mu \nu }`$ is the generalization of the electromagnetic tensor $`F_{\mu \nu }`$. The structural function is constrained to satisfy some physical requirements: (i) the correspondence to the linear theory $`[(P,Q)=P+O(P^2,Q^2)]`$; (ii) the parity conservation $`[(P,Q)=(P,Q)]`$; (iii) the positive definiteness of the energy density ($`_{,P}>0`$) and the requirement of the timelike nature of the energy flux vector ($`P_{,P}+Q_{,Q}0`$). Such structural function for the BI field is given by
$$=b^2\sqrt{b^42b^2P+Q^2},$$
(5)
where $`b`$ is a maximum field strenght of the BI field. In the linear limit, which is obtained by taking $`b\mathrm{}`$, then $`=P`$ and $`P_{\mu \nu }=F_{\mu \nu }`$, coinciding with the Maxwell electromagnetism. $`P_{\mu \nu }`$ and $`F_{\mu \nu }`$ are related through the material or constitutive equations:
$$F_{\mu \nu }=_{,P}P_{\mu \nu }+_{,Q}\stackrel{ห}{P}_{\mu \nu },$$
(6)
We have worked out the problem in the null tetrad formalism <sup>?</sup>. The function $``$ in Eq. (5) involves a square root that complicates the solving of the system of the Einstein-Born-Infeld equations. To surmount this difficulty, first of all we have aligned the two non-null components of $`P_{\mu \nu }`$ along the two principal directions of the tetrad vectors $`e^3`$ and $`e^4`$ (the metric is type D); second, we parametrize the BI field in terms of the electric and magnetic fields: $`P_{34}=D`$ and $`P_{12}=iH`$ where $`D`$ and $`H`$ stand for the usual electric displacement and magnetic field intensity, respectively. Also, we introduce the function $`\nu =\nu (D,H)`$,
$$\mathrm{exp}[2\nu ]=\frac{b^2+D^2}{b^2H^2},$$
(7)
If the previous Eq. (7) has to make sense, it demands that $`b>H`$. From the structural Eqs. (6) we obtain the expressions that clearly manifest the vacuum polarization, in this case depending on the function $`\nu (z,t)`$:
$$D=e^\nu E,B=e^\nu H,$$
(8)
Besides the Einstein field equations we must consider the BI electrodynamical equations that amount to the closure condition of the electromagnetic two form, $`\omega `$,
$$d\omega =d\{(F_{12}+P_{34})e^1e^2+(F_{34}+P_{12})e^3e^4\}=0,$$
(9)
This formalism of the Born-Infeld field was introduced by Plebaรฑski et al<sup>?</sup>. We have assumed that $`h(z)=\alpha +\beta z+ฯตz^2`$, where $`ฯต`$ can take the values $`1,0,1`$. For each value of $`ฯต`$ we obtain different curvatures in the $`z`$ direction. For the metric (1) and with the alignment chosen the electromagnetic equations are
$`(E+iH)_{,z}`$ $`=`$ $`0,`$ (10)
$`(\mathrm{ln}(D+iB))_{,t}`$ $`=`$ $`2ile^\nu +2(\mathrm{ln}\phi )_{,t},`$ (11)
Eq.(9) tells us that neither $`E`$ nor $`H`$ depend on $`z`$. Eq.(10) and Eq. (15), quoted below, lead to infer that neither $`D`$ nor $`B`$ depend on $`z`$. Therefore, for this spacetime, the BI is a spatially homogeneous field. The Einstein equations for the BI energy-momentum tensor (3) amount to
$`\phi _{,tt}+l^2\phi `$ $`=`$ $`0,`$ (12)
$`{\displaystyle \frac{\phi ^2}{2}}s_{,tt}2\phi \phi _{,t}s_{,t}+s(3\phi _{,t}^2+3l^2\phi ^2)`$ $`=`$ $`2b^2(e^\nu 1),`$ (13)
$`\phi \phi _{,t}s_{,t}+s(3\phi _{,t}^2+l^2\phi ^2)+ฯต\phi ^2`$ $`=`$ $`2b^2(e^\nu 1)`$ (14)
It is a system of equations for the functions $`\phi (t)`$, $`\nu (t)`$ and $`s(t)`$, while the rest of the metric functions are $`e^W=(s/h)^{\frac{1}{2}}`$ and $`G(z,t)=(hs)^{\frac{1}{2}}`$. Eq. (11) for $`\phi (t)`$ can be solved immediately, giving $`\phi (t)=A\mathrm{cos}(lt)+B\mathrm{sin}(lt)`$, with $`A,B`$ constants. Eqs. (12)-(13) can be decoupled and it is obtained the solution for $`\nu (t)`$ in terms of $`\phi (t)`$ as well as Eq. (16) fo r $`s(t)`$:
$$\nu (t)=\frac{1}{2}\mathrm{ln}(1\phi (t)^4),$$
(15)
$$\phi \phi _{,t}s_{,t}+s(3\phi _{,t}^2+l^2\phi ^2)+ฯต\phi ^2=2b^2(\sqrt{(1\phi ^4)}1),$$
(16)
In order that $`\nu (t)`$, given in Eq. (15), be a real function, $`\phi (t)=A\mathrm{cos}(lt)+B\mathrm{sin}(lt)`$ must be such that $`|\phi |^4<1`$. This means that the existence of the BI field restrains the conformal metric function $`\phi (t)`$ in its amplitude because it bounds the values of the constants $`A`$ and $`B`$. Demanding that
$`A<1`$ $`\mathrm{if}`$ $`B=0;`$
$`B<1`$ $`\mathrm{if}`$ $`A=0;`$
$`A^2+B^2<1`$ $`\mathrm{if}`$ $`A0,B0,`$ (17)
fulfils the requirement $`|\phi |^4<1`$. Putting the NLE functions, $`D(t)`$ and $`B(t)`$, Eqs. (8), in terms of $`\phi (t)`$
$`D(t)`$ $`=`$ $`\phi ^2\mathrm{cos}[2l{\displaystyle (1\phi ^4)^{\frac{1}{2}}๐t}],`$
$`B(t)`$ $`=`$ $`\phi ^2\mathrm{sin}[2l{\displaystyle (1\phi ^4)^{\frac{1}{2}}๐t}],`$ (18)
with the corresponding coordinate components of the electromagnetic field $`F_{\mu \nu }`$,
$`F_{tx}(t)`$ $`=`$ $`e^\nu \mathrm{cos}[2l{\displaystyle (1\phi ^4)^{\frac{1}{2}}๐t}],`$
$`F_{zy}(t)`$ $`=`$ $`e^\nu \mathrm{sin}[2l{\displaystyle (1\phi ^4)^{\frac{1}{2}}๐t}],`$ (19)
The previous expressions show that the BI field modulates the amplitude and frequency of the electromagnetic field. The fields $`B(t)`$ and $`D(t)`$ are shown in Fig. 1. They are oscillating functions depending on the constant $`b`$ through the function $`e^\nu `$.
Since the metric is of Petrov type D, the only nonvanishing Weyl scalar is given by
$$\psi _2=\phi ^2[\frac{s_{,tt}}{4}\frac{ฯต}{2}2l^2s+i\frac{3l}{2}s_{,t}],$$
(20)
This scalar is not real and therefore the magnetic part of the Weyl tensor does not vanish. We also note that it is homogeneous, i. e. it depends only on time. The invariants are given by $`I=3\psi _2^2,J=\psi _2^3`$; from their expressions it is clear that they share (if they exist) the singularities of $`\psi _2`$. On its turn $`\psi _2`$ depends on the behaviour of the functions $`\phi (t)`$ and $`s(t)`$. $`\phi (t)`$ is a periodic function while $`s(t)`$, governed by Eq. (16), carries much of NLEBI information. In the next section we analyze the behavior of $`s(t)`$.
## 3 The BI solution and the linear case
The solution to Eq. (16) for $`s(t)`$, in terms of $`\phi `$ is given by
$$s(t)=\phi ^3\phi _{,t}\{c_1\frac{2b^2(\sqrt{1\phi ^4}1)+ฯต\phi ^2}{\phi ^4\phi _{,t}^2}๐t\},$$
(21)
where $`c_1`$ is an integration constant related to initial or boundary conditions for vacuum. It is interesting now to analyze graphics of the function $`s(t)`$. Fig. 2 shows $`s(t)`$ for several values of the BI constant $`b`$. For values of $`b>1`$ the function $`s(t)`$ becomes positive for all the range and reduces its oscillations; for larger $`b`$ t he maximums become greater. The transverse scale expansion $`G(z,t)=\sqrt{h(z)s(t)}`$ is an inhomogeneous function expanding in the $`z`$ direction, it is shown in Fig.3.
Fig. 4 shows the plots of the real and imaginary parts of $`\psi _2`$; they give us qualitative information with respect to the singularities of the invariants $`I`$ and $`J`$. Both Re$`\psi _2`$ and Im$`\psi _2`$ are continuous functions that do not present infinities at all.
In Fig. 5, the function $`s(t)`$ displays different behaviours at $`t=0`$ depending if $`\phi =B\mathrm{sin}(lt)`$ or $`\phi =A\mathrm{cos}(lt)`$. In the former case $`s(0)=0`$ and consequently there appears a coordinate singularity at $`t=0`$; however the corresponding Weyl scalar is not singular there. We can see from Fig. 5 that this class of solutions admits both behaviors at $`t=0`$, with coordinate singularity or without it. To a linear combination $`\phi =A\mathrm{cos}(lt)+B\mathrm{sin}(lt)`$ corresponds $`s(0)0`$.
### 3.1 Linear limit
In order to compare the effects of the BI field with the Maxwell case, we compute the linear limit. The Maxwell electrodynamics is recovered when $`b\mathrm{}`$. The BI Eqs. (9) and (11) in the linear limit correspond to
$$[\mathrm{ln}(D+iB)]_{,t}2(\mathrm{ln}\phi )_{,t}=0,$$
(22)
whose solution is
$$D=E=C\mathrm{cos}(2Alt),B=H=C\mathrm{sin}(2Alt),$$
(23)
where $`A`$ and $`C`$ are constants. In terms of the coordinate components of the electromagnetic field the expressions are
$$F_{tx}=C\mathrm{cos}(2lt),F_{zy}=C\mathrm{sin}(2lt),$$
(24)
This electromagnetic field is homogeneous of intensity $`C^2=E^2+H^2`$. In accordance with the parametrization (7), for $`b\mathrm{}`$, Eqs. (12)-(13) become
$`{\displaystyle \frac{\phi ^2}{2}}s_{,tt}2\phi \phi _{,t}s_{,t}+s(3\phi _{,t}^2+3l^2\phi ^2)`$ $`=`$ $`C^2,`$
$`\phi \phi _{,t}s_{,t}+s(3\phi _{,t}^2+l^2\phi ^2)+ฯต\phi ^2`$ $`=`$ $`C^2,`$ (25)
Solving for $`s(t)`$ in terms of $`\phi (t)`$ we have
$$s(t)=\phi ^3\phi _{,t}[c_1\frac{C^2+ฯต\phi ^2}{\phi _{,t}^2\phi ^4}๐t],$$
(26)
expression that also can be obtained from Eq.(21) taking the limit $`b\mathrm{}`$,
$$\underset{b\mathrm{}}{lim}2b^2(\sqrt{1\phi ^4}1)=\underset{b\mathrm{}}{lim}2b^2(e^\nu 1)=C^2.$$
Fig. 6 shows the comparison between $`s(t)`$ corresponding to the linear electromagnetic field, Eq. (26), and $`s(t)`$ of the BI field, Eq. (21). The presence of BI field smooths the function $`s(t)`$ respect of the linear version. Making $`C=0`$ we get the vacuum limit of the spacetime (1), by this meaning that only gravitational waves remain.
Comparing Eq.(21) for $`s(t)`$ corresponding to the BI field with Eq.(26) for the linear case we see that the first term in the integral is directly associated with the NLEBI effects. To show the dependence on $`b`$ we write $`s(t)`$ as
$$s(t)=\phi ^3\phi _{,t}[c_1\frac{f(b)+ฯต\phi ^2}{\phi _{,t}^2\phi ^4}๐t],$$
(27)
where $`f(b)=2b^2(e^\nu 1)=2b^2\{\sqrt{\frac{b^2+D^2}{b^2H^2}}1\}`$, in accordance with the requirement in Eq. (7),the range of $`b`$ is $`b>H`$. If one plots $`f(b)`$ vs. $`b`$, it can be seen that the NLEBI effects are sensible for values of $`b`$ near $`H`$, while for larger $`b^{}s`$, generically it tends to the constant linear Maxwell field $`C^2=E^2+H^2`$.
### 3.2 Behavior at early times
For $`t<<1`$ it is reasonable to approximate $`\phi (t)`$ as
$$\phi (t)=A\mathrm{cos}(lt)+B\mathrm{sin}(lt)A+Blt,$$
(28)
Since $`\phi =`$ const. implies $`s(t)=0`$, we take $`\phi t`$ along with the restrictions (17) imposed by the BI field. The constant $`l`$ is suposed not to be large since we are in a low frequency regime. To solve Eq. (21) we also approximate $`\sqrt{1\phi ^4}1\frac{\phi ^4}{2}`$, obtaining
$$s(t)ฯตt^2+c_1t^3+b^2[t^4+O(t^5)],$$
(29)
predominance of one term over the others depend on the relative values between $`c_1`$ and $`b`$. The term in brackets represents the BI contribution at early times. It is expected $`b`$ to be large if the electromagnetic field is strong, then the BI contributi on can be of importance. The first term corresponds to the contribution of the space curvature, determined by the value of $`ฯต,(1,1,0).`$ The Weyl scalar $`\psi _2`$ approaches $`t=0`$ as
$$\psi _2=\frac{3c_1}{2}t^3+(3b^22l^2ฯต)t^4+O(t^5)+i(3ฯตlt^3+\frac{9c_1l}{2}t^4+O(t^5)).$$
(30)
The contribution of the BI field goes as $`t^4`$ and higher orders in $`t`$. In the magnetic part of $`\psi _2`$ the contribution is not important at very early times since comes from the term with $`ฯต=1,0,1`$ and goes as $`t^3`$.
We now mention the case $`l=0`$, which corresponds to a spacetime of propagating linearly polarized gravitational plane waves (diagonal metric). Eq. (11) for $`\phi (t)`$ become $`\phi _{,tt}=0`$, with solution $`A_0t+B_0`$, $`A_0,B_0`$ being constants. The refore, the behavior of $`\phi `$ in the case $`l=0`$ resembles the one for $`t<<1`$. Consequently, we assert that this spacetime approaches the origin in time as propagating linearly polarized waves.
### 3.3 Behavior at $`t>>1`$
To complete the previous analysis, the question arises as how does the model evolve at $`t>>1`$, or which is the asymptotic behavior of the solution at $`t>>1`$, i. e. for times when the universe is already a causally connected one.
The dynamics of our model is driven by the function $`\phi (t)`$. For $`t>>1`$ both $`\phi `$ and $`\phi _{,t}`$ become rapidly oscillating periodic functions that can be approximated by a constant. With this, the metric function $`s(t)`$ (Eq. (21) becomes a linear function on $`t`$. Absorbing constants and transforming $`\sqrt{K_1K_2t}K_2T/2`$ ($`K_1,K_2`$ being constants), the line element can be written as
$$ds^2=\frac{dz^2}{h(z)}dT^2+h(z)dy^2+\frac{K_2T}{2}(dx+mdy)^2,$$
(31)
While the nonlinear electromagnetic field for $`t>>1`$, from Eq. (15), we see that $`\nu (t)`$ goes to a constant. Then, from Eqs. (18) for the fields $`D(t),B(t)`$, we recover the Maxwell case.
### 3.4 Relation to Einstein-Rosen Universes
By means of a coordinate transformation, the metric (1) can be put in the form of an Einstein-Rosen line element <sup>?</sup>
$$ds^2=\frac{1}{\phi ^2}\{dZ^2dT^2+G[e^Wdy^2+e^W(dx+mdy)^2]\}.$$
(32)
The coordinate transformation for $`zZ`$ depends on the value of $`ฯต`$ as follows
$`z=({\displaystyle \frac{\beta ^2}{4}}\alpha )^{\frac{1}{2}}\mathrm{cosh}Z{\displaystyle \frac{\beta }{2}},`$ $`ฯต=1,`$ (33)
$`z=({\displaystyle \frac{\beta ^2}{4}}+\alpha )^{\frac{1}{2}}\mathrm{sin}Z+{\displaystyle \frac{\beta }{2}},`$ $`ฯต=1,`$ (34)
$`z={\displaystyle \frac{Z^2\beta }{4}}{\displaystyle \frac{\alpha }{\beta }},`$ $`ฯต=0,`$ (35)
We also note that for $`ฯต=1`$, the functions in terms of the spatial coordinate $`z`$ become periodic, then the topology of the universe in this case can be a closed one. The coordinate transformation for $`t`$, $`\frac{dt^2}{s}dT^2`$, is not a simple one in the general case due to the form of $`s(t)`$, Eq. (21). It involves elliptic integrals which lead to Jacobi family of elliptic functions <sup>?</sup> and there is no analytical expression in terms of elementary functions. However, for particular cases such transformation can be given in a simple form. An example is for early times. In this case the relation between $`t`$ and $`T`$ is $`exp(\sqrt{ฯต}T)=t^2(2ฯตt+c_1t^2+2t\sqrt{ฯต(ฯต+c_1t+b^2t^2)})`$.
Another example is the case $`b=0`$ (vacuum) and $`ฯต=0`$. In this case the line element (32) takes the form
$$ds^2=\frac{1}{\phi ^2}(dZ^2dT^2)+TZ[e^Wdy^2+e^W(dx+mdy)^2],$$
(36)
Gowdy <sup>?</sup> constructed exact vacuum solutions of the Einstein field equations which represent inhomogeneous closed universes. These models possesses compact spacelike hypersurfaces as well as $`G_2`$ invariance. The line element (36) can be written as a Gowdy model with thre-torus topology performing the coordinate transformation
$$G=TZ\xi ,\frac{Z^2}{2}+\frac{T^2}{2}\zeta ,$$
(37)
then one obtains the three-torus Gowdy line element
$$ds^2=\frac{\phi ^2}{2\sqrt{\zeta ^2\xi ^2}}(d\zeta ^2d\xi ^2)+\xi [e^Wdy^2+e^W(dx+mdy)^2],$$
(38)
If one arrives to a Gowdy model for vacuum, one can speculate about that a geometry so simple as Gowdy does not admit a Born-Infeld field.
## 4 Concluding Remarks
In this work we have presented a family of solutions to the Einstein-Born-Infeld equations for a space-time which is a $`G_2`$ cosmological model. The spacetime describes propagating gravitational plane waves coupled with a nonlinear spatially homogeneous e lectromagnetic field of the Born-Infeld type. We also present the limit in which the BI field become Maxwell electromagnetism.
Some results are:
The presence of an initial coordinate singularity depends on the choice of the conformal metric function $`\phi (t)=A\mathrm{cos}(lt)+B\mathrm{sin}(lt)`$, for $`B0,A=0`$ the solution exhibites initial singularity while if $`B=0,A0`$ there is no such coordi nate singularity. However, from the smooth behavior of the Weyl scalar, $`\psi _2`$, we guess that there are no singularities at all.
The presence of the BI field sets bounds on the amplitude of the periodic function $`\phi (t)`$. In this sense BI modifies the global expansion of the spacetime. If compared with the effect of linear electrodynamics, the presence of the BI field smooths the metric function $`s(t)`$ (see Fig. 6). Since $`s(t)`$ is involved in the expression of the scale expansion and of the Weyl scalars, then BI field smooths the curvature. The BI field also modifies quantitatively the curvature at $`t=0`$, the effect being more sensible when the BI parameter $`b`$ approaches the magnitude of a critic magnetic field intensity $`H`$. We conjecture that a less restrictive spacetime (not type D) shall permit the existence of an inhomogeneous nonlinear electromagnetic field, whose consequences on the space curvature could be more drastic.
For early times, $`t0`$, the spacetime approaches a space of unpolarized gravitational waves. For $`t>>1`$ the spacetime becomes an inhomogeneous anisotropic spacetime with a homogeneous Maxwell field.
For vacuum one obtains a Gowdy model of three-torus topology.
It should be of interest to classify the spacetime in different regions according to the sign of the gradient of the function $`G(z,t)`$ and see the distinct interpretations of the found solution according to each region in the $`(z,t)`$ plane.
Generalizing this solution to include a scalar field and to investigate the coupled effect with nonlinear electrodynamics for early universes could also lead to interesting results.
Acknowledgements
We gratefully ackowledge to the anonymous referee whose opinions help to improve this work. Partially supported by CONACyT (Mรฉxico), project No. 32086-E.
References
Fig.1. These are plots of the nonlinear electromagnetic fields, electric displacement, $`D(t)`$, and magnetic induction, $`B(t)`$. The corresponding conformal metric function is $`\phi =0.8\mathrm{sin}(t)`$.
Fig.2. It is displayed the metric function $`s(t)`$ for different values of the BI constant $`b`$, $`b=1,1.5,2,3`$. For greater values of $`b`$ the maximums are higher but the function preserves the shape of $`b>2`$. These plots correspond to $`\phi =0.8\mathrm{sin}(t)`$, $`c_1=1`$ and $`ฯต=1`$.
Fig.3. It is shown the transverse scale expansion $`G(z,t)=\sqrt{h(z)s(t)}`$. It is increasing in $`z`$ and oscillating in $`t`$. For this plot the values of the constants are $`ฯต=1,\beta =1,\alpha =0,c_1=1,b=1`$.
Fig.4. The continuous plot corresponds to Re$`\psi _2`$ and the dashed one to Im$`\psi _2`$. Both are continuous functions, on this basis we guess that the spacetime has no singularities. These graphics correspond to $`s(t)`$ in Fig.2 with $`b=1`$.
Fig.5. The function $`s(t)`$ displays different behaviour at $`t=0`$ depending if $`\phi =0.8\mathrm{sin}(t)`$ (continuous curve) or $`\phi =0.8\mathrm{cos}(t)`$ (dashed curve).
Fig.6. The function $`s(t)`$ for the linear limit corresponds to the dashed curve, the continuous line is $`s(t)`$ in the presence of BI field with $`b=1`$. The constant $`c_1=1`$. $`s(t)`$ of BI field is smoother than the one corresponding to linear electromagnetic field. The conformal metric function considered is $`\phi =0.8\mathrm{sin}(t)`$.
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# Black hole constraints on the running-mass inflation model
## I Introduction
Particle physics models of inflation based on supergravity theories are plagued by the so-called $`\eta `$-problem , which states that the mass-squared of any scalar field, including the putative inflaton field, is typically of order $`H^2`$ ($`H`$ being the Hubble parameter) which ruins slow-roll inflation. An elegant proposal to circumvent this is the running-mass model of inflation, introduced by Stewart , where the flatness of the potential arises because of the quantum corrections, which serve to flatten the potential over a significant region where inflation can then take place.
Because the flatness is brought about by a cancellation of the intrinsic curvature of the potential against the quantum corrections, only a limited portion of the potential can support slow-roll inflation, as is necessary to generate the approximately flat power spectrum seen by the COBE satellite. Well away from COBE scales, one typically expects to see dramatic deviations from near scale-invariance as the slow-roll regime breaks down. Copeland et al. examined the possibility that this breakdown of scale-invariance might be detectable through scale-dependence of the spectral index of primordial perturbations, and more recently the model has been extensively explored by Covi, Lyth and collaborators in a series of papers investigating its viability both from a theoretical standpoint and in confrontation against large-scale structure data.
In this paper we examine constraints arising from the more radical departures from scale-invariance which may take place towards the end of inflation. In much of parameter space, the spectrum rises sharply on short scales, which can give rise to production of primordial black holes (PBHs). These are strongly constrained by observation and, as we will see, a significant region of otherwise viable parameter space is excluded.
## II The running-mass model
Whether or not a potential $`V(\varphi )`$ can support slow-roll inflation can be judged via the slow-roll parameters
$$ฯต_V\frac{1}{2}M_\mathrm{P}^2\left(\frac{V^{}}{V}\right)^2;\eta _VM_\mathrm{P}^2\frac{V^{\prime \prime }}{V},$$
(1)
where primes are $`\varphi `$ derivatives. When the slow-roll parameters are much less than unity, slow-roll inflation can proceed and gives rise to perturbations with an approximately scale-invariant spectrum.
Within the context of softly-broken global supersymmetry, the false vacuum dominated potential
$$V=V_0\left[1\frac{1}{2}\mu ^2\frac{\varphi ^2}{M_\mathrm{P}^2}+\mathrm{}\right],$$
(2)
arises naturally . However it will not in general lead to slow-roll inflation, because supergravity corrections lead to $`|\mu ^2|=|\eta _V|1`$ in Planck units. In the scenario proposed by Stewart , the inflaton has gauge couplings to vector or chiral superfields, and one-loop quantum corrections flatten the potential, corresponding to a running of the effective mass with the scalar field value
$$\mu ^2\mu ^2[\mu _0^2,A_0,\stackrel{~}{\alpha }_0\mathrm{ln}\frac{\varphi }{M_\mathrm{P}}],$$
(3)
where $`\mu _0^2`$ represents the inflaton mass squared, $`A_0`$ is the mass squared of the gaugino appearing in the loop, both evaluated at the Planck scale, and $`\stackrel{~}{\alpha }_0`$ is a gauge coupling times a group theoretic factor which may be positive (in the case of asymptotic freedom) or negative (in the opposite case). The functional form of $`\mu ^2(\varphi )`$ is obtained by solving the relevant renormalization group equations. For definiteness, we consider the inflaton potential
$$\frac{V}{V_0}=1\frac{\varphi ^2}{2M_\mathrm{P}^2}\left\{\mu _0^2+A_0\left[1\frac{1}{\left(1+\stackrel{~}{\alpha }_0\mathrm{ln}\frac{\varphi }{M_\mathrm{P}}\right)^2}\right]\right\}.$$
(4)
The term proportional to $`A_0`$ vanishes when $`\varphi =M_\mathrm{P}`$ and the potential reverts to the form of Eq. (2). Far below the Planck scale, the desired cancellation occurs between the $`\mu _0^2`$ and $`A_0`$ pieces allowing slow-roll inflation to occur.
An attractive feature of this model is that its parameters take on natural values; for $`\stackrel{~}{\alpha }_0>0`$ we have $`A_0`$ and $`\mu _0^2`$ both positive and of order unity, while for $`\stackrel{~}{\alpha }_0<0`$ we have $`A_0`$ negative and the model is subject to the constraint $`\left|A_0\right|>\mu _0^2+1`$, which is applied to ensure that the inflaton mass changes sign before reaching the end of inflation. Full details of the model can be found in Refs. .
The inflaton field starts off near the maximum of the potential<sup>*</sup><sup>*</sup>*Note that initial conditions near the maximum of the potential are well motivated by the โtopological inflationโ idea ; the initial conditions inevitably have the field on different sides of the maximum in different regions of space, and hence crossing the maximum in the interpolating regions. and rolls towards the origin, corresponding to model $`(i)`$ of Ref. and as shown in Fig. 1. In the case of $`\stackrel{~}{\alpha }_0>0`$, the potential has an unphysical pole at $`\mathrm{ln}(\varphi /M_\mathrm{P})=1/\stackrel{~}{\alpha }_0`$ and should not be trusted in this region of strong coupling. It is not necessary, though, to evolve $`\varphi `$ to such small field values.
Throughout this calculation we use the Hubble-slow-roll parameters, defined as
$`ฯต2M_\mathrm{P}^2\left({\displaystyle \frac{H^{}}{H}}\right)^2;\eta 2M_\mathrm{P}^2{\displaystyle \frac{H^{\prime \prime }}{H}};`$ (5)
$`\xi 2M_\mathrm{P}^2\left({\displaystyle \frac{H^{}H^{\prime \prime \prime }}{H^2}}\right)^{1/2},`$ (6)
where the fundamental quantity is now taken to be the Hubble parameter $`H`$ and its derivatives, rather than the potential.
The value of $`\eta `$ starts off negative near the maximum of the potential and runs through zero until the end of slow-roll inflation is reached, which we define to be
$$\eta (\varphi _{\mathrm{end}})=1.$$
(7)
At this point the inflaton potential is still dominated by the $`V_0`$ term, so it is assumed that the field must decay via some hybrid inflation mechanism when $`\varphi `$ falls below a critical value $`\varphi _\mathrm{c}`$, in order that reheating occurs to restore the standard cosmology.
## III Computing the perturbation spectra
Our main focus is the perturbations near the end of inflation, where the slow-roll approximation will be poor. It is therefore imperative that the accuracy of calculations is checked numerically. There are two aspects to this; numerical calculation of the classical scalar field dynamics, and numerical calculation of the perturbation equations.
The numerical calculation of the classical evolution is important in determining which part of the potential generates the perturbations seen on cosmological scales. When the slow-roll approximation begins to break down, commonly-used expressions such as that for the number of $`e`$-foldings $`N`$ can lose their accuracy and the numerical evolution can lead to some corrections to the analytic results. In general, $`N`$ and the wavemode $`k`$ leaving the horizon at that epoch are related by
$$N\left(k\right)=N_{\mathrm{COBE}}\mathrm{ln}\frac{k}{k_{\mathrm{COBE}}},$$
(8)
where $`N_{\mathrm{COBE}}`$ is defined throughout as the number of $`e`$-foldings before the end of inflation when our present Hubble radius, in comoving units, equalled the Hubble radius during inflation. This expression neglects the variation of $`H`$, which is valid as long as $`ฯต_V`$ is small even when $`\eta _V`$ is not.
To numerically compute the perturbations, we use the Mukhanov formalism as described by Grivell and Liddle , to which we refer the reader for details. The approach involves a numerical solution both of the classical homogeneous equations of motion and of the equations describing linear perturbations, with the full power spectrum being built up mode-by-mode. In order to evaluate the power spectrum, one has to follow the modes until they are well outside the horizon, where their amplitude becomes constant. This becomes problematic once one reaches very close to the end of inflation, where this asymptotic regime is not reached. In fact, in the case of the running-mass model it proves difficult to numerically evolve the mode evolution much more than around one $`e`$-folding beyond the $`\eta =1`$ point, since the slow-roll parameters $`\eta `$ and $`\xi ^2`$ are growing so rapidly at this point.
However, as long as one uses the numerical solution for the classical background evolution, it turns out we do not need to compute the perturbations numerically; the extended slow-roll approximation of Stewart and Lyth proves perfectly adequate. This gives the perturbation amplitude as
$$\delta _\mathrm{H}(k)\left[1(2C+1)ฯต+C\eta \right]\frac{1}{10\pi M_\mathrm{P}^2}\frac{H^2}{\left|H^{}\right|}|_{k=aH},$$
(9)
where $`C=2+\mathrm{ln}2+b0.73`$ and *b* is the EulerโMascheroni constant, and gives sufficiently accurate results even when $`\eta `$ becomes large. Fig. 2 shows a comparison of numerical simulation with the slow-roll and StewartโLyth predictions.
The error in the StewartโLyth expression is expected to be $`๐ช(\xi ^2)`$. It is known to underestimate the perturbation amplitude when $`\eta 1`$ and $`ฯต1`$ , which makes our PBH constraints conservative. A further consequence of the smallness of $`ฯต`$,
$$ฯต_V=\frac{1}{2}\eta _V^2\frac{\varphi ^2}{M_\mathrm{P}^2},$$
(10)
is that the gravitational waves from this model are strongly suppressed .
We use the COBE normalization scheme of Ref. , setting $`\mathrm{\Omega }_0=0.35`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.65`$. In fact the normalization of the potential is very nearly independent of the cosmological parameters, since the temperature anisotropies are, with the exception of the integrated SachsโWolfe effect, laid down at the redshift of decoupling, long before the cosmological constant is important. In this scheme, normalization occurs at the scale $`k=7a_0H_0=7h/3000\mathrm{Mpc}^1`$.
A typical power spectrum is shown in Fig. 2, taken from a region of parameter space that we will show to be excluded by PBH constraints. The scale-dependence of the spectral index is clearly seen. By virtue of the $`N(k)`$ relation of Eq. (8), a change in $`N_{\mathrm{COBE}}`$ corresponds simply to a *translation* of the power spectrum to a new end point given by $`k_{\mathrm{end}}=e^{N_{\mathrm{COBE}}}h/3000\mathrm{Mpc}^1`$ (though it must be renormalized to COBE) . A change in the condition for the end of slow-roll inflation also results in a translation and renormalization of the power spectrum. As we shall see in Section IV, the condition for the end of slow-roll inflation, Eq. (7), is one of two parameters that affect the severity of the PBH constraints the most, the other being $`N_{\mathrm{COBE}}`$.
In Section IV we consider the cases $`N_{\mathrm{COBE}}=45`$, which corresponds to instant reheating after the end of slow-roll inflation, and $`N_{\mathrm{COBE}}=25`$, which may result if the end of slow-roll is followed by a bout of fast-roll and/or thermal inflation.
## IV Constraints from primordial black hole production
### A The black hole constraint
The astrophysical details of PBH constraints have been studied in detail elsewhere . Over a wide range of mass scales, the observational constraint on the black hole formation rate is that no more than around $`10^{20}`$ of the mass of the Universe can be channeled into black holes. For our purposes it is sufficient to ignore the details of the constraints, and simply adopt this level, as the black hole production rate is enormously sensitive to the amplitude of perturbations.
In computing the black hole formation rate, the quantity which is of interest is the matter dispersion $`\sigma `$, which is defined, in the usual way (see e.g. Ref. ), as the matter distribution smoothed over some length scale $`R`$,
$$\sigma ^2(R,t)=\left(\frac{10}{9}\right)^2_0^{\mathrm{}}\left(\frac{k}{aH}\right)^4\delta _\mathrm{H}^2(k)W^2(kR)\frac{dk}{k}.$$
(11)
We will take $`W(kR)`$ to be a gaussian filter. The factor $`10/9`$ appears because we are interested in perturbations in the radiation era rather than the usual matter era.
At the end of slow-roll inflation we have $`\eta =1`$, and so the power spectrum is rising steeply with a spectral index $`n12\eta 2`$. Approximating $`\delta _\mathrm{H}^2(k)`$ as a power law at the end of slow-roll inflation,
$$\delta _\mathrm{H}^2(k)=\delta _\mathrm{H}^2(k_{\mathrm{end}})\left(\frac{k}{k_{\mathrm{end}}}\right)^{n1},$$
(12)
and setting $`aH=1/R`$, we can evaluate the dispersion Eq. (11) at horizon crossing,
$$\sigma _{\mathrm{hor}}^2(k_{\mathrm{end}}R)\left(\frac{10}{9}\right)^2\delta _\mathrm{H}^2(k_{\mathrm{end}})(k_{\mathrm{end}}R)^4I(n),$$
(13)
where $`I(n)`$ is a numerical factor of order unity which depends on the spectral index. The length scale at the end of slow-roll inflation also provides the natural scale over which to smooth the power spectrum since it is the scale on which black holes will predominantly form. Setting $`k_{\mathrm{end}}R=1`$ we can evaluate $`I`$ to be
$$I=_0^1\stackrel{~}{k}^{(n+2)}W^2(\stackrel{~}{k}k_{\mathrm{end}}R)๐\stackrel{~}{k}=\frac{1}{2}\gamma [(n+3)/2,1],$$
(14)
where $`\gamma [\alpha ,x]`$ is the incomplete gamma function. For example, with $`n1=3`$ we have $`I0.067`$, $`n1=2`$ we have $`I0.080`$, while for $`n1=1`$ we have $`I0.100`$. We note that in the limit of large $`n`$, holding $`\delta _\mathrm{H}^2(k_{\mathrm{end}})`$ constant, the contribution of this spike to $`\sigma _{\mathrm{hor}}`$ is suppressed by the numerical factor $`I`$. We can see immediately that under the power-law approximation of Eq. (12), the dispersion $`\sigma _{\mathrm{hor}}`$ only depends weakly on the exact value of the spectral index at the end of slow-roll inflation which we take to be a nominal and conservative $`n=3`$.
The main dependence of $`\sigma _{\mathrm{hor}}`$ is on the perturbation amplitude $`\delta _\mathrm{H}(k_{\mathrm{end}})`$, although in our case, and for any sharply rising power spectrum, $`\delta _\mathrm{H}(k_{\mathrm{end}})`$ depends *strongly* on the exact condition for the point where slow-roll inflation ends.
As shown in Ref. , the black hole constraint across all scales simply amounts to
$$\sigma _{\mathrm{hor}}0.04.$$
(15)
This is sufficient to ensure that no more than $`10^{20}`$ of the mass density of the Universe is channelled into black holes. The constraint on $`\sigma _{\mathrm{hor}}`$ is expected to be accurate to within a factor of 2, which is small compared to the 2โ3 orders of magnitude that the power spectrum can rise between the $`\eta =1/2`$ and $`\eta =1`$ points. This uncertainty is therefore much less important than the uncertainty of the end-point of inflation, which we discuss further below.
As well as the observational constraints on the model, there is a self-consistency constraint which must be satisfied, which is to ensure that the inflationary energy scale, once normalized to COBE, is high enough to permit the claimed number of $`e`$-foldings $`N_{\mathrm{COBE}}`$. If we conservatively assume instant reheating after inflation, and that the radiation era is not punctuated by episodes of thermal inflation or temporary matter domination, the upper bound on the number of $`e`$-foldings that can take place is
$$N_{\mathrm{COBE}}<48+\mathrm{ln}(V_0^{1/4}/10^{10}\mathrm{GeV}),$$
(16)
which requires $`V_0/M_\mathrm{P}^410^{36},10^{72}`$ for $`N_{\mathrm{COBE}}=45,25`$ respectively.
### B Results
The results for $`N_{\mathrm{COBE}}=45,25`$ and $`\stackrel{~}{\alpha }_0=0.01`$ are shown in Fig. 3.If one compares our contours of $`n`$ on COBE scales with those in Ref. , differences are apparent especially at large values of $`n`$. These differences are due to a slightly different choice for the end of inflation, and our use of numerical calculations rather than an approximate analytic technique. The differences should be regarded as indicating the arbitrariness in deciding where inflation comes to an end once the form Eq. (4) breaks down away from the slow-roll regime. This leads to a different identification of the part of the potential corresponding to COBE scales, and the running of $`n`$ causes the contours to slide to a different location. The construction of a complete model including a mechanism for ending inflation would be needed to remove this uncertainty. We plot three different values of $`\sigma _{\mathrm{hor}}`$; the central one is the best guess at where the constraint lies and the others indicate the uncertainty. We see that the PBH constraint actually quite closely follows lines of constant $`n`$ on COBE scales, enabling us to use this to summarize the constraint. In the case of $`N_{\mathrm{COBE}}=45`$ we find that a large amount of otherwise viable parameter space is excluded: models with $`n1.1`$ are ruled out. This should be compared with PBH constraints on inflation models with constant spectral index, for which the end result is $`n1.25`$ are excluded . It is of course not surprising that the constraint on $`n`$ should be stronger for the running-mass model whose spectral index increases as a function of wavenumber $`k`$.
For $`N_{\mathrm{COBE}}=25`$ the PBH constraints are less severe, models with $`n1.3`$ being excluded. The simplest explanation is that the mass runs for fewer $`e`$-foldings leading to a safer period of slow-roll inflation. In fact it is a combination of two factors that make the $`N_{\mathrm{COBE}}=25`$ case safer. Firstly, reducing $`N_{\mathrm{COBE}}`$ has the effect of translating the spectral index contours away from the region of parameter space previously excluded: for a given spectral index contour, the values of $`A_0`$ and $`\mu _0^2`$ must increase as $`N_{\mathrm{COBE}}`$ decreases to ensure that the running of the mass up to $`\eta =1`$ is faster. Secondly, when we renormalize the new spectra (for given values of $`\mu _0^2`$ and $`A_0`$) to COBE, the overall amplitude at the end of slow-roll inflation will be reduced for all models with $`n>1.0`$ as compared to the $`N_{\mathrm{COBE}}=45`$ case, because the spectral index $`n`$ is an increasing function of $`N`$. Therefore, since the $`\sigma _{\mathrm{hor}}=0.04`$ contour lies in the region $`n>1.0`$ for $`N_{\mathrm{COBE}}=45`$, the excluded region of parameter space shrinks for the $`N_{\mathrm{COBE}}=25`$ case.
Next we look at the results for $`\stackrel{~}{\alpha }_0=0.01`$, which are shown in Fig. 4. For $`N_{\mathrm{COBE}}=45`$, the PBH constraints are more severe, ruling out models with $`n1.0`$. This result is related to the running strength throughout inflation, given by (neglecting terms in $`ฯต`$)
$$\frac{dn}{d\mathrm{ln}k}2\xi ^2,$$
(17)
Over observable cosmological scales the running strength given by $`\xi ^2`$ is generally greater for negative $`\stackrel{~}{\alpha }_0`$ case (for a given spectral index contour $`n`$) resulting in a larger value of $`\eta `$ throughout slow-roll inflation. For instance, for $`n1=0`$ we have, over observable scales ,
$$\frac{dn}{d\mathrm{ln}k}8A_0^2\stackrel{~}{\alpha }_0^2\left(1+\frac{\mu _0^2}{A_0}\right)^3.$$
(18)
Towards the end of slow-roll inflation the running becomes stronger in the positive $`\stackrel{~}{\alpha }_0`$ case as the field approaches our fixed end point, $`\eta =1`$. For $`N_{\mathrm{COBE}}=25`$ the spectral index contours are once again shifted close to the point where the PBH constraints cease to be very interesting, with $`n1.3`$ being excluded.
Finally we would like to know what effect varying the value of $`\stackrel{~}{\alpha }_0`$ has on the PBH constraints. Given that the $`\sigma _{\mathrm{hor}}`$ contours are approximately parallel to the spectral index contours, $`n_{\mathrm{COBE}}`$, we can reduce the dimensionality of this calculation, and simply assign to each $`\stackrel{~}{\alpha }_0`$ some critical value of the spectral index (on COBE scales), $`n_{\mathrm{crit}}`$, above which the model is excluded. We will assume the constraint is $`\sigma _{\mathrm{hor}}<0.04`$. The results are shown in Fig. 5 and illustrate the trends of the PBH constraints when we vary $`\stackrel{~}{\alpha }_0`$. For $`\stackrel{~}{\alpha }_0>0`$ the PBH constraints become less restrictive as $`\stackrel{~}{\alpha }_0`$ is increased, since the other parameters of the model take on smaller values, which has the effect of reducing the overall running strength. For $`\stackrel{~}{\alpha }_0<0`$ the PBH constraints become more restrictive as $`\left|\stackrel{~}{\alpha }_0\right|`$ is increased, since the other model parameters remain fairly static, and the overall running strength becomes greater.
Using the so-called linear approximation described in Refs. , the observational constraints on the running-mass model can be expressed in terms of two new parameters $`c`$ and $`\sigma `$, rather than directly in terms of the three model parameters $`\mu _0^2`$, $`A_0`$ and $`\stackrel{~}{\alpha }_0`$. The quantity $`c`$ is related to the coupling strengths involved and $`\sigma `$ is an integration constant related to the endpoint of slow-roll inflation. In more general models these two quantities are still enough to describe the density perturbation over cosmological scales, but not away from these scales where the linear approximation breaks down, hence the need for a numerical calculation of the PBH constraints. For given values of $`N_{\mathrm{COBE}}`$ and $`n_{\mathrm{crit}}`$, though, the corresponding constraints on the $`c`$-$`\sigma `$ plane can be found from Fig. 5 using the relation
$$n1=2\sigma e^{cN_{\mathrm{COBE}}}2c.$$
(19)
Before ending, we need to comment on our choice for the end of slow-roll inflation given by Eq. (7); as we have remarked the constraints can be highly sensitive to this and we need to ensure we are being conservative. There is no kinematical reason why inflation cannot proceed when $`ฯต1`$ and $`\eta 1`$, although we know that this situation can be tolerated for no more than a few $`e`$-folds, given a COBE-normalized spectrum of perturbations. This is just restatement of the $`\eta `$-problem, and indeed is observed in our simulations where inflation always proceeds to the $`\eta =1`$ point and beyond. However, as we move into the regime where $`\eta 1`$ we find that the running strength given by $`\xi ^2`$ begins to blow up, marking the failure of the one-loop approximation. This suggests it is dangerous to try and proceed further along the potential even though the numerical simulations show inflation continuing and the spectrum continuing to rise. Thus, evolving the inflaton to $`\varphi _{\mathrm{end}}`$ where $`\eta =1`$ but not beyond appears reasonable. Models with a larger spectral index on COBE scales will of course violate the bound on $`\sigma _{\mathrm{hor}}`$ before $`\varphi _{\mathrm{end}}`$ is reached and in this way are more strongly constrained.
We are not able to say what happens after the end of slow-roll inflation. Eventually inflation is supposed to end via the hybrid mechanism when the field passes an instability point. However, since the form of the potential is breaking down by then we cannot make accurate computations in order to check whether there are any dangerous perturbations produced during this final era. In ignoring such perturbations, we are adopting a conservative approach to the constraints, as our constraints from the evolution up to the end of the slow-roll era remain valid whatever might happen subsequently.
## V Conclusions
We have investigated primordial black hole constraints within the context of the failure of slow-roll inflation, focusing on the well-motivated running-mass model of inflation which features a strong scale-dependence of the spectral index . Although applying to the amplitude of perturbations on very short scales, to a good approximation the constraint can be represented as a constraint on $`n_{\mathrm{COBE}}`$, the spectral index on the largest observable scales. The constraint depends strongly on the number of $`e`$-foldings $`N_{\mathrm{COBE}}`$ between the production of those perturbations and the end of inflation, and, as with models with a constant spectral index, the constraint becomes weaker as $`N_{\mathrm{COBE}}`$ is reduced.
We have shown that a significant region of the parameter space of the model, viable under other constraints, is excluded by excess production of black holes. This demonstrates the importance of evaluating the density perturbation spectrum not just across astrophysical scales but also right to the end of inflation. In models where the slow-roll approximation holds accurately only over a limited range of scales, such as the running-mass model, there will be strong deviations from scale-invariance towards short scales. In models where the deviation takes the form of a strongly blue spectrum, excessive black hole production is always likely to be a danger.
## Acknowledgments
S.M.L. and I.J.G. are supported by PPARC. We thank David Lyth for encouraging us to look at this problem, and Laura Covi for useful discussions. We acknowledge the use of the Starlink computer systems at the University of Sussex and Imperial College.
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